chore(ml-backtesting): migrate to MultiResolutionConfig
Backtest harness + tests use default_three_scale config (1:10,30:10, 100:12 = 1510 ticks of context). Replaces the previous seq_len=32 single-scale path which is now deleted.
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@@ -247,7 +247,7 @@ impl BacktestHarness {
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let loader_cfg = MultiHorizonLoaderConfig {
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files,
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predecoded_dir: cfg.predecoded_dir.clone(),
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seq_len: 1,
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multi_resolution: ml_alpha::data::aggregation::MultiResolutionConfig::default_three_scale(),
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horizons: ml_alpha::heads::HORIZONS,
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n_max_sequences: 0,
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seed: 0,
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@@ -43,7 +43,7 @@ fn try_loader() -> Option<MultiHorizonLoader> {
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let cfg = MultiHorizonLoaderConfig {
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files,
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predecoded_dir: mbp10.clone(),
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seq_len: 1,
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multi_resolution: ml_alpha::data::aggregation::MultiResolutionConfig::default_three_scale(),
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horizons: ml_alpha::heads::HORIZONS,
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n_max_sequences: 0,
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seed: 0xCAFE_F00D,
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@@ -30,7 +30,7 @@ fn try_loader(inference_only: bool) -> Option<MultiHorizonLoader> {
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let cfg = MultiHorizonLoaderConfig {
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files,
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predecoded_dir: mbp10.clone(),
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seq_len: 1,
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multi_resolution: ml_alpha::data::aggregation::MultiResolutionConfig::default_three_scale(),
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horizons: ml_alpha::heads::HORIZONS,
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n_max_sequences: 1,
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seed: 0xCAFEF00D,
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