feat(ml): wire OFI data dirs into hyperopt DQN adapter

Add --mbp10-data-dir and --trades-data-dir CLI args to
hyperopt_baseline_rl binary so hyperopt trials can use real
order book and trade data for VPIN/Kyle's Lambda features.

- DQNTrainer: add mbp10_data_dir/trades_data_dir fields + with_ofi_data_dirs() builder
- DQNHyperparameters: pipe through from trainer instead of hardcoded None
- download-trades-job: fix nodeSelector to ci-compile-cpu (platform pool full)

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>

crates/ml/examples/hyperopt_baseline_rl.rs

@@ -118,6 +118,14 @@ struct Args {
     /// Initial trading capital in dollars
     #[arg(long, default_value = "35000")]
     initial_capital: f64,
+
+    /// Path to MBP-10 order book data for OFI features (order flow imbalance)
+    #[arg(long)]
+    mbp10_data_dir: Option<PathBuf>,
+
+    /// Path to trades data for VPIN / Kyle's Lambda features
+    #[arg(long)]
+    trades_data_dir: Option<PathBuf>,
 }
 
 /// Result entry for one model's hyperopt run
@@ -157,7 +165,11 @@ fn run_dqn_hyperopt(args: &Args, parallel: usize, gpu_devices: &[candle_core::De
         .with_training_paths(training_paths)
         .with_initial_capital(args.initial_capital)
         .with_costs(args.tx_cost_bps, args.tick_size, args.spread_ticks)
-        .with_devices(gpu_devices.to_vec());
+        .with_devices(gpu_devices.to_vec())
+        .with_ofi_data_dirs(
+            args.mbp10_data_dir.as_ref().map(|p| p.to_string_lossy().into_owned()),
+            args.trades_data_dir.as_ref().map(|p| p.to_string_lossy().into_owned()),
+        );
 
     // Preload training data once — all trials reuse via Arc (no per-trial disk I/O)
     if let Err(e) = trainer.preload_data() {

crates/ml/src/hyperopt/adapters/dqn.rs

@@ -896,6 +896,11 @@ pub struct DQNTrainer {
     preloaded_training_data: Option<Arc<Vec<(FeatureVector, Vec<f64>)>>>,
     /// Preloaded validation data (same lifecycle as training data)
     preloaded_val_data: Option<Arc<Vec<(FeatureVector, Vec<f64>)>>>,
+
+    /// MBP-10 data directory for OFI features (order book snapshots)
+    mbp10_data_dir: Option<String>,
+    /// Trades data directory for VPIN / Kyle's Lambda (Schema::Trades)
+    trades_data_dir: Option<String>,
 }
 
 /// Decode OHLCV bars from an already-opened DBN decoder.
@@ -1008,6 +1013,8 @@ impl DQNTrainer {
             spread_ticks: 1.0,              // ES typical: 1 tick spread
             preloaded_training_data: None,   // No preloaded data by default
             preloaded_val_data: None,        // Loaded on first call to preload_data()
+            mbp10_data_dir: None,            // No MBP-10 OFI by default
+            trades_data_dir: None,           // No trades (VPIN/Kyle) by default
         })
     }
 
@@ -1130,6 +1137,13 @@ impl DQNTrainer {
         self
     }
 
+    /// Set MBP-10 and trades data directories for OFI features (VPIN, Kyle's Lambda)
+    pub fn with_ofi_data_dirs(mut self, mbp10_dir: Option<String>, trades_dir: Option<String>) -> Self {
+        self.mbp10_data_dir = mbp10_dir;
+        self.trades_data_dir = trades_dir;
+        self
+    }
+
     /// Preload training data from DBN files once, caching it for reuse across
     /// all hyperopt trials. This eliminates the per-trial cost of reading 36
     /// `.dbn.zst` files, decompressing them, and extracting 40 features.
@@ -2490,9 +2504,9 @@ impl HyperparameterOptimizable for DQNTrainer {
             use_dsr: true,
             dsr_eta: params.dsr_eta,
 
-            // MBP-10 data directory for OFI features (None = no OFI in hyperopt)
-            mbp10_data_dir: None,
-            trades_data_dir: None,
+            // MBP-10 + trades data directories for OFI features (VPIN, Kyle's Lambda)
+            mbp10_data_dir: self.mbp10_data_dir.clone(),
+            trades_data_dir: self.trades_data_dir.clone(),
 
             // Offline RL: disabled in hyperopt (online experience collection)
             offline_mode: false,

infra/k8s/training/download-trades-job.yaml

@@ -41,7 +41,7 @@ spec:
         foxhunt/job-type: data-download
     spec:
       nodeSelector:
-        k8s.scaleway.com/pool-name: platform
+        k8s.scaleway.com/pool-name: ci-compile-cpu
       tolerations:
         - key: node.cilium.io/agent-not-ready
           operator: Exists