CRITICAL FINDINGS from 3-trial validation: - 85,120 gradient clipping warnings (81.6% of logs) - REGRESSION - Rainbow features DISABLED: use_dueling=false, use_distributional=false, use_noisy_nets=false - Negative Q-values confirmed: HOLD -1000 to -3250 - Performance: Sharpe 0.29 (target 0.77) Changes: - Fixed N-Step compilation (7/7 tests passing) - Fixed Distributional compilation (6/6 tests passing) - Fixed Dueling CUDA errors (10/10 tests passing) - Added TDD validation for state_dim=225 - Total: 23/23 Wave 11 tests passing (100%) Issues requiring investigation: 1. Why are Dueling/Distributional/Noisy disabled in hyperopt? 2. Why gradient explosion despite previous fixes? 3. Test coverage gaps - unit tests pass but integration fails 🤖 Generated with Claude Code Co-Authored-By: Claude <noreply@anthropic.com>
190 lines
5.7 KiB
Rust
190 lines
5.7 KiB
Rust
//! Integration tests for PPO LSTM training loop
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//!
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//! Tests verify that:
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//! 1. Training works with LSTM enabled (use_lstm=true)
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//! 2. Training works with standard MLP (use_lstm=false) - backward compatibility
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//! 3. Hidden state management is properly integrated
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//! 4. Networks are correctly initialized based on config
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use ml::ppo::{PPOConfig, WorkingPPO};
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use ml::ppo::trajectories::{Trajectory, TrajectoryBatch, TrajectoryStep};
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use ml::dqn::TradingAction;
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use candle_core::Device;
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/// Create a small dummy trajectory batch for testing
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fn create_dummy_trajectory_batch(num_steps: usize, state_dim: usize) -> TrajectoryBatch {
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let mut trajectory = Trajectory::new();
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for i in 0..num_steps {
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let state = vec![0.1 * i as f32; state_dim];
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let reward = if i % 2 == 0 { 1.0 } else { -0.5 };
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trajectory.add_step(TrajectoryStep {
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state,
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action: TradingAction::Hold,
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log_prob: -1.5,
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value: 0.5,
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reward,
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done: i == num_steps - 1,
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});
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}
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// Create dummy advantages and returns (same length as num_steps)
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let advantages = vec![0.1; num_steps];
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let returns = vec![0.5; num_steps];
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TrajectoryBatch::from_trajectories(vec![trajectory], advantages, returns)
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}
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#[test]
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fn test_ppo_training_with_lstm_disabled() {
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// Test backward compatibility: standard MLP networks should work
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let config = PPOConfig {
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state_dim: 32,
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num_actions: 45,
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policy_hidden_dims: vec![64, 32],
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value_hidden_dims: vec![64, 32],
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policy_learning_rate: 3e-4,
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value_learning_rate: 1e-3,
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batch_size: 64,
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mini_batch_size: 32,
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num_epochs: 2,
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use_lstm: false, // Standard MLP mode
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lstm_hidden_dim: 128,
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lstm_num_layers: 1,
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..PPOConfig::default()
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};
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let device = Device::cuda_if_available(0).unwrap_or(Device::Cpu);
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let mut ppo = WorkingPPO::with_device(config.clone(), device).expect("Failed to create PPO");
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// Verify LSTM is disabled
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assert!(
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ppo.hidden_state_manager.is_none(),
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"Hidden state manager should be None when use_lstm=false"
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);
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// Create dummy trajectory batch
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let mut batch = create_dummy_trajectory_batch(10, config.state_dim);
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// Run single training update
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let result = ppo.update(&mut batch);
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assert!(
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result.is_ok(),
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"Training update failed with LSTM disabled: {:?}",
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result.err()
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);
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let (policy_loss, value_loss) = result.unwrap();
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println!("MLP mode - Policy loss: {}, Value loss: {}", policy_loss, value_loss);
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// Verify losses are reasonable (not NaN or Inf)
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assert!(
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policy_loss.is_finite(),
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"Policy loss should be finite, got: {}",
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policy_loss
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);
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assert!(
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value_loss.is_finite(),
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"Value loss should be finite, got: {}",
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value_loss
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);
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}
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#[test]
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fn test_ppo_training_with_lstm_enabled() {
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// Test LSTM mode: LSTM networks should be used when enabled
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// NOTE: LSTM integration now complete via enum-based architecture
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let config = PPOConfig {
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state_dim: 32,
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num_actions: 45,
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policy_hidden_dims: vec![64, 32],
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value_hidden_dims: vec![64, 32],
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policy_learning_rate: 3e-4,
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value_learning_rate: 1e-3,
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batch_size: 64,
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mini_batch_size: 32,
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num_epochs: 2,
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use_lstm: true, // Enable LSTM
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lstm_hidden_dim: 64,
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lstm_num_layers: 2,
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..PPOConfig::default()
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};
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let device = Device::cuda_if_available(0).unwrap_or(Device::Cpu);
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let mut ppo = WorkingPPO::with_device(config.clone(), device).expect("Failed to create PPO");
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// Verify LSTM is enabled
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assert!(
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ppo.hidden_state_manager.is_some(),
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"Hidden state manager should be initialized when use_lstm=true"
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);
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// TODO: Add verification that LSTM networks are actually being used
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// This requires checking network types or tracking LSTM state updates
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// Create dummy trajectory batch
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let mut batch = create_dummy_trajectory_batch(10, config.state_dim);
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// Run single training update
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let result = ppo.update(&mut batch);
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assert!(
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result.is_ok(),
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"Training update failed with LSTM enabled: {:?}",
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result.err()
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);
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let (policy_loss, value_loss) = result.unwrap();
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println!("LSTM mode - Policy loss: {}, Value loss: {}", policy_loss, value_loss);
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// Verify losses are reasonable (not NaN or Inf)
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assert!(
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policy_loss.is_finite(),
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"Policy loss should be finite, got: {}",
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policy_loss
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);
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assert!(
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value_loss.is_finite(),
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"Value loss should be finite, got: {}",
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value_loss
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);
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}
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#[test]
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fn test_lstm_network_initialization() {
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// Test that LSTM networks are correctly initialized based on config
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let lstm_config = PPOConfig {
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state_dim: 32,
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num_actions: 45,
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use_lstm: true,
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lstm_hidden_dim: 128,
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lstm_num_layers: 2,
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..PPOConfig::default()
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};
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let mlp_config = PPOConfig {
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state_dim: 32,
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num_actions: 45,
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use_lstm: false,
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..PPOConfig::default()
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};
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let device = Device::cuda_if_available(0).unwrap_or(Device::Cpu);
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// Create LSTM-based PPO
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let lstm_ppo = WorkingPPO::with_device(lstm_config, device.clone())
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.expect("Failed to create LSTM PPO");
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assert!(
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lstm_ppo.hidden_state_manager.is_some(),
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"LSTM PPO should have hidden state manager"
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);
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// Create MLP-based PPO
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let mlp_ppo = WorkingPPO::with_device(mlp_config, device)
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.expect("Failed to create MLP PPO");
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assert!(
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mlp_ppo.hidden_state_manager.is_none(),
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"MLP PPO should NOT have hidden state manager"
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);
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}
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