foxhunt/ml/tests/action_loader_test.rs

// ml/tests/action_loader_test.rs
// Unit tests for DQN action loader

use ml::backtesting::{load_actions_from_csv, DQNActionRecord};
use std::io::Write;

#[test]
fn test_load_valid_csv() {
    // Test 1: Load valid CSV file with 5 actions
    let mut tmpfile = tempfile::NamedTempFile::new().unwrap();
    writeln!(
        tmpfile,
        "timestamp,action,q_buy,q_sell,q_hold,open,high,low,close,volume"
    )
    .unwrap();
    writeln!(tmpfile, "2024-10-20T23:31:00.000000000Z,2,-658.8440,355.0268,538.5875,5914.50,5914.75,5914.25,5914.25,27").unwrap();
    writeln!(tmpfile, "2024-10-20T23:32:00.000000000Z,2,-654.3466,355.2580,546.9955,5914.25,5914.25,5914.00,5914.00,41").unwrap();
    writeln!(tmpfile, "2024-10-20T23:33:00.000000000Z,0,-657.4612,356.3587,541.4503,5914.00,5914.25,5914.00,5914.25,44").unwrap();
    writeln!(tmpfile, "2024-10-20T23:34:00.000000000Z,1,-657.6093,356.5374,541.2177,5914.25,5914.75,5914.25,5914.50,36").unwrap();
    writeln!(tmpfile, "2024-10-20T23:35:00.000000000Z,2,-659.1310,356.1713,539.7350,5914.50,5914.50,5914.50,5914.50,9").unwrap();
    tmpfile.flush().unwrap();

    let actions = load_actions_from_csv(tmpfile.path()).unwrap();

    // Verify count
    assert_eq!(actions.len(), 5, "Expected 5 actions");

    // Verify first action
    assert_eq!(actions[0].action, 2, "First action should be 2 (Hold)");
    assert_eq!(actions[0].q_buy, -658.8440);
    assert_eq!(actions[0].q_sell, 355.0268);
    assert_eq!(actions[0].q_hold, 538.5875);
    assert_eq!(actions[0].volume, 27);

    // Verify action variety (Buy, Sell, Hold)
    assert_eq!(actions[2].action, 0, "Third action should be 0 (Buy)");
    assert_eq!(actions[3].action, 1, "Fourth action should be 1 (Sell)");

    // Verify all Q-values are finite
    for (i, action) in actions.iter().enumerate() {
        assert!(
            action.q_buy.is_finite(),
            "q_buy at index {} must be finite",
            i
        );
        assert!(
            action.q_sell.is_finite(),
            "q_sell at index {} must be finite",
            i
        );
        assert!(
            action.q_hold.is_finite(),
            "q_hold at index {} must be finite",
            i
        );
    }
}

#[test]
fn test_invalid_action_bounds() {
    // Test 2: Reject invalid action (action > 2)
    let mut tmpfile = tempfile::NamedTempFile::new().unwrap();
    writeln!(
        tmpfile,
        "timestamp,action,q_buy,q_sell,q_hold,open,high,low,close,volume"
    )
    .unwrap();
    writeln!(tmpfile, "2024-10-20T23:31:00.000000000Z,3,-658.8440,355.0268,538.5875,5914.50,5914.75,5914.25,5914.25,27").unwrap();
    tmpfile.flush().unwrap();

    let result = load_actions_from_csv(tmpfile.path());
    assert!(result.is_err(), "Should reject action > 2");

    let err = result.unwrap_err();
    assert!(
        err.contains("Invalid action 3"),
        "Error should mention invalid action 3"
    );
    assert!(
        err.contains("action must be 0 (Buy), 1 (Sell), or 2 (Hold)"),
        "Error should explain valid actions"
    );
    assert!(err.contains("row 2"), "Error should mention row number");
}

#[test]
fn test_validation_errors() {
    // Test 3: Comprehensive validation tests (NaN Q-values, timestamp ordering)

    // Test 3a: NaN Q-value
    let mut tmpfile = tempfile::NamedTempFile::new().unwrap();
    writeln!(
        tmpfile,
        "timestamp,action,q_buy,q_sell,q_hold,open,high,low,close,volume"
    )
    .unwrap();
    writeln!(
        tmpfile,
        "2024-10-20T23:31:00.000000000Z,2,NaN,355.0268,538.5875,5914.50,5914.75,5914.25,5914.25,27"
    )
    .unwrap();
    tmpfile.flush().unwrap();

    let result = load_actions_from_csv(tmpfile.path());
    assert!(result.is_err(), "Should reject NaN Q-value");
    let err = result.unwrap_err();
    assert!(err.contains("Invalid q_buy"), "Error should mention q_buy");
    assert!(
        err.contains("Q-value must be finite"),
        "Error should mention finite requirement"
    );

    // Test 3b: Inf Q-value
    let mut tmpfile = tempfile::NamedTempFile::new().unwrap();
    writeln!(
        tmpfile,
        "timestamp,action,q_buy,q_sell,q_hold,open,high,low,close,volume"
    )
    .unwrap();
    writeln!(tmpfile, "2024-10-20T23:31:00.000000000Z,2,-658.8440,inf,538.5875,5914.50,5914.75,5914.25,5914.25,27").unwrap();
    tmpfile.flush().unwrap();

    let result = load_actions_from_csv(tmpfile.path());
    assert!(result.is_err(), "Should reject Inf Q-value");
    let err = result.unwrap_err();
    assert!(
        err.contains("Invalid q_sell"),
        "Error should mention q_sell"
    );
    assert!(
        err.contains("Q-value must be finite"),
        "Error should mention finite requirement"
    );

    // Test 3c: Timestamp ordering violation
    let mut tmpfile = tempfile::NamedTempFile::new().unwrap();
    writeln!(
        tmpfile,
        "timestamp,action,q_buy,q_sell,q_hold,open,high,low,close,volume"
    )
    .unwrap();
    writeln!(tmpfile, "2024-10-20T23:35:00.000000000Z,2,-659.1310,356.1713,539.7350,5914.50,5914.50,5914.50,5914.50,9").unwrap();
    writeln!(tmpfile, "2024-10-20T23:31:00.000000000Z,2,-658.8440,355.0268,538.5875,5914.50,5914.75,5914.25,5914.25,27").unwrap();
    tmpfile.flush().unwrap();

    let result = load_actions_from_csv(tmpfile.path());
    assert!(
        result.is_err(),
        "Should reject timestamp ordering violation"
    );
    let err = result.unwrap_err();
    assert!(
        err.contains("Timestamp ordering violation"),
        "Error should mention timestamp ordering"
    );
    assert!(err.contains("row 3"), "Error should mention row number");

    // Test 3d: Empty CSV (no data rows)
    let mut tmpfile = tempfile::NamedTempFile::new().unwrap();
    writeln!(
        tmpfile,
        "timestamp,action,q_buy,q_sell,q_hold,open,high,low,close,volume"
    )
    .unwrap();
    tmpfile.flush().unwrap();

    let result = load_actions_from_csv(tmpfile.path());
    assert!(result.is_err(), "Should reject empty CSV");
    let err = result.unwrap_err();
    assert!(
        err.contains("contains no data rows"),
        "Error should mention no data rows"
    );
}