revert(aux): F2 mid_price_f32 NaN-on-one-sided was a wrong hypothesis

Step 2 of aux-diagnosis-deeper plan (NumPy on local ES data) falsified
the F2 hypothesis:

1. Local data has 0% zero-bid/zero-ask records. F2's "one-sided book
   contamination" was incorrect — the actual databento sentinel for
   missing price is INT64_MAX × 1e-9 ≈ 9.22e9 (a HUGE POSITIVE number
   that passes the `> 0` check). F2 was a no-op on real data.

2. Sentinel rate on local Q1 is 0.006% — negligible.

3. Local pos_fraction at K=10 is 19.59%, cluster reports 35.07%. The
   ~75% gap is plausibly explained by overnight session gaps in the
   full 5M-record quarter file (which I didn't see in my 500k local
   sample). These are real price discontinuities, not "contamination".

4. F2 introduced an epoch-4 NaN explosion (alpha-perception-7shgw)
   because NaN cascaded through the σ_K Welford rolling computation.

Reverting:
- crates/ml-alpha/src/data/loader.rs::mid_price_f32 → blind average
- crates/ml-alpha/src/multi_horizon_labels.rs:218 → is_finite only

KEEPING:
- F1 dir_acc fix in perception.rs:3647 — empirically working (metric
  hovers ~0.5 instead of pinned sub-chance)

cargo check --workspace --all-targets clean.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>

crates/ml-alpha/src/data/loader.rs

@@ -507,26 +507,11 @@ impl MultiHorizonLoader {
     }
 }
 
-/// Mid price at level 0; returns NaN for one-sided / empty books per
-/// the F2 finding (2026-05-22). MBP-10 snapshots at session boundaries,
-/// halts, or stale level-0 vacancies have `bid_px = 0` or `ask_px = 0`;
-/// the previous blind average produced `mid = real_price / 2 ≈ 2750`
-/// (single side) or `mid = 0` (both sides empty). Downstream label
-/// generation in `multi_horizon_labels::generate_outcome_labels_ab`
-/// only guarded `is_finite()` (not `> 0`), so transitions from mid=0
-/// to mid≈5500 produced `ΔP ≈ 5500`, spuriously satisfying the cost
-/// threshold and inflating `pos_fraction` from the expected ~5% to
-/// the observed ~40%. NaN return cascades through label generation
-/// and the BCE NaN-mask handles it cleanly.
 fn mid_price_f32(s: &Mbp10Snapshot) -> f32 {
     let l = s.levels.first().copied().unwrap_or_else(BidAskPair::empty);
     let bid = BidAskPair::price_to_f64(l.bid_px);
     let ask = BidAskPair::price_to_f64(l.ask_px);
-    if bid > 0.0 && ask > 0.0 {
-        (0.5 * (bid + ask)) as f32
-    } else {
-        f32::NAN
-    }
+    (0.5 * (bid + ask)) as f32
 }
 
 fn convert(

crates/ml-alpha/src/multi_horizon_labels.rs

@@ -215,13 +215,7 @@ pub fn generate_outcome_labels_ab(
         for t in 0..n - k {
             let p_t = prices[t];
             let p_kt = prices[t + k];
-            // F2 fix (2026-05-22): also reject p <= 0 to match `generate_labels:75`.
-            // mid_price_f32 in loader.rs now returns NaN for one-sided books, so
-            // the is_finite guard alone would suffice — this is belt+suspenders
-            // for callers that bypass the loader (e.g. direct unit tests passing
-            // raw price arrays). Without the `> 0` guard a transition from
-            // mid=0 to mid≈5500 produces ΔP=5500, spuriously triggering y_prof=1.
-            if !p_t.is_finite() || !p_kt.is_finite() || p_t <= 0.0 || p_kt <= 0.0 {
+            if !p_t.is_finite() || !p_kt.is_finite() {
                 continue;
             }
             let delta = p_kt - p_t;