From 1fe2d4117b2a2a6fb5716a579204054cb6f450fa Mon Sep 17 00:00:00 2001
From: jgrusewski <jgrusewski@localhost>
Date: Thu, 26 Feb 2026 23:10:26 +0100
Subject: [PATCH] ci: add dedicated PPO hyperopt training job

Adds hyperopt-ppo job (manual, 4h timeout) that runs:
1. PSO hyperopt (20 trials, 15 epochs each) to find optimal PPO params
2. Full training with best params
3. Walk-forward evaluation with Sharpe/MaxDD/WinRate metrics

Artifacts: ppo_hyperopt_results.json + ppo_eval_report.json (90 days)

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
---
 .gitlab-ci.yml | 38 ++++++++++++++++++++++++++++++++++++++
 1 file changed, 38 insertions(+)

diff --git a/.gitlab-ci.yml b/.gitlab-ci.yml
index 45b3d98f7..422fab66f 100644
--- a/.gitlab-ci.yml
+++ b/.gitlab-ci.yml
@@ -510,6 +510,44 @@ train-validate-tft:
     when: always
     expire_in: 30 days
 
+hyperopt-ppo:
+  extends: .train-validate-base
+  needs: [build-training]
+  timeout: 4h
+  script:
+    - /usr/local/bin/hyperopt_baseline_rl
+        --model ppo
+        --trials 20
+        --n-initial 5
+        --epochs 15
+        --symbol ES.FUT
+        --data-dir /mnt/training-data/futures-baseline
+        --base-dir ${CI_PROJECT_DIR}/output/hyperopt
+        --output ${CI_PROJECT_DIR}/output/ppo_hyperopt_results.json
+    - echo "=== PPO Hyperopt complete ==="
+    - cat ${CI_PROJECT_DIR}/output/ppo_hyperopt_results.json
+    - echo "=== Training PPO with best params ==="
+    - /usr/local/bin/train_baseline_rl
+        --model ppo
+        --symbol ES.FUT
+        --data-dir /mnt/training-data/futures-baseline
+        --output-dir ${CI_PROJECT_DIR}/output
+        --hyperopt-params ${CI_PROJECT_DIR}/output/ppo_hyperopt_results.json
+    - echo "=== Evaluating PPO with best params ==="
+    - /usr/local/bin/evaluate_baseline
+        --model ppo
+        --models-dir ${CI_PROJECT_DIR}/output
+        --data-dir /mnt/training-data/futures-baseline
+        --output ${CI_PROJECT_DIR}/output/ppo_eval_report.json
+        --symbol ES.FUT
+    - cat ${CI_PROJECT_DIR}/output/ppo_eval_report.json
+  artifacts:
+    paths:
+      - output/ppo_hyperopt_results.json
+      - output/ppo_eval_report.json
+    when: always
+    expire_in: 90 days
+
 # --------------------------------------------------------------------------
 # IaC: Terragrunt plan on MR (runs on gitlab pool)
 # --------------------------------------------------------------------------