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Issue #1060: [Follow-up] Audit and refactor the simulation code to locate a (PR #1058)Automated Status SummaryScopePR #1058 addressed issue #961 but verification identified concerns (verdict: Unknown). This follow-up addresses the remaining gaps with improved task structure to ensure RNG behavior is isolated for each simulation run, meeting determinism and non-leakage requirements. Tasks
Acceptance Criteria
Full Issue Text## Why
PR #1058 addressed issue #961 but verification identified concerns (verdict: **Unknown**). This follow-up addresses the remaining gaps with improved task structure to ensure RNG behavior is isolated for each simulation run, meeting determinism and non-leakage requirements.
## Tasks
- [ ] Audit and refactor all instances of module-level RNG usage (numpy.random and random) to use a per-run np.random.Generator instance created with the provided seed.
- [ ] Modify the simulation initialization to create a fresh np.random.Generator for every run and propagate it throughout the code.
- [ ] Develop a unit test that runs two consecutive simulations with the same seed and verifies that the second run matches a fresh run with that seed.
- [ ] Update existing tests to use tolerance-based comparisons (e.g., np.allclose) for floating-point arrays.
## Acceptance Criteria
- [ ] All instances of module-level RNG usage in 'simulation_code.py' and 'regime_switching.py' are refactored to use a per-run np.random.Generator instance.
- [ ] A fresh np.random.Generator is created and used for every simulation run in 'simulation_initialization.py'.
- [ ] The unit test in 'test_simulation.py' verifies that two consecutive simulations with the same seed produce identical results.
- [ ] The unit test in 'test_simulation.py' verifies that simulations with different seeds produce different results.
- [ ] All floating-point array comparisons in 'test_simulation.py' use np.allclose or similar tolerance-based methods.
## Implementation Notes
- Focus on refactoring RNG usage in 'simulation_code.py' and 'regime_switching.py'.
- Ensure the simulation initialization in 'simulation_initialization.py' creates a new np.random.Generator at the start of each run.
- Develop comprehensive unit tests in 'test_simulation.py' to verify RNG isolation and reproducibility.
- Update tests to use np.allclose for floating-point comparisons to ensure robustness across platforms.
<details>
<summary>Background (previous attempt context)</summary>
- The previous attempt only modified RNG usage in two core modules without verifying or updating all parts of the regime-switching related code that might rely on module-level RNG. Other RNG calls at the module level might still be present and lead to nondeterminism or RNG state leakage.
- The tests added previously only checked for output equality within a single simulation run setup and did not simulate multiple consecutive runs to verify RNG isolation. Include explicit tests that perform back-to-back simulation runs using the same seed, ensuring that the RNG state is reset between runs.
</details> |
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PR created. Comment |
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Status | ✅ no new diagnostics |
🤖 Keepalive Loop StatusPR #1062 | Agent: Codex | Iteration 1/5 Current State
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🔍 Failure Classification| Error type | infrastructure | |
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Pull request overview
This PR creates a bootstrap file to engage Codex for issue #1060, which focuses on auditing and refactoring simulation code to ensure proper RNG (Random Number Generator) isolation and reproducibility. The bootstrap file follows the established pattern used in this repository for automated Codex engagement.
Key Changes
- Added
agents/codex-1060.mdwith a standard bootstrap comment
✅ Codex Completion CheckpointIteration: 0 No new completions recorded this round. About this commentThis comment is automatically generated to track task completions. |
- Update test_main.py: Add FakeRNG class with integers() method to mock RNG objects - Update golden test: Adjust expected terminal_AnnReturn after RNG seeding changes The RNG hierarchy changes for seedable regime switching require test mocks to implement the integers() method. The golden test value shifted slightly due to the new seeding approach but is within acceptable tolerance.
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Autofix updated these files:
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The seedable RNG changes affect the monthly_AnnVol calculation. Updated expected value to 0.014209365492188134.
The integers() method is used in facade.py for seeding child RNGs, but was missing from the GeneratorLike Protocol definition.
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📋 Follow-up issue created: #1064 Verification concerns have been analyzed and structured into a follow-up issue. Next steps:
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Automated Status Summary
Scope
PR #1058 addressed issue #961 but verification identified concerns (verdict: Unknown). This follow-up addresses the remaining gaps with improved task structure to ensure RNG behavior is isolated for each simulation run, meeting determinism and non-leakage requirements.
Context for Agent
Related Issues/PRs
Tasks
Acceptance criteria
Full Issue Text
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PR created automatically to engage Codex.