diff --git a/crates/ml/src/trainers/dqn/data_loading.rs b/crates/ml/src/trainers/dqn/data_loading.rs
index f8daae3d2..6327bf170 100644
--- a/crates/ml/src/trainers/dqn/data_loading.rs
+++ b/crates/ml/src/trainers/dqn/data_loading.rs
@@ -903,10 +903,13 @@ impl DQNTrainer {
                 Ok(Some(record)) => {
                     idx += 1;
 
-                    // Convert RecordRef to RecordRefEnum for pattern matching
-                    let record_enum = record
-                        .as_enum()
-                        .map_err(|e| anyhow::anyhow!("Failed to convert record to enum: {}", e))?;
+                    // Convert RecordRef to RecordRefEnum for pattern matching.
+                    // Skip records with unknown RType (e.g. MBP-10 files mixed
+                    // into an OHLCV directory) instead of hard-erroring.
+                    let record_enum = match record.as_enum() {
+                        Ok(e) => e,
+                        Err(_) => continue, // non-OHLCV record type — skip
+                    };
 
                     match record_enum {
                         dbn::RecordRefEnum::Ohlcv(ohlcv) => {