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.
This commit is contained in:
jgrusewski
2026-05-22 20:28:24 +02:00
parent dcbc51f432
commit 99982cc8fb
3 changed files with 3 additions and 3 deletions

View File

@@ -247,7 +247,7 @@ impl BacktestHarness {
let loader_cfg = MultiHorizonLoaderConfig {
files,
predecoded_dir: cfg.predecoded_dir.clone(),
seq_len: 1,
multi_resolution: ml_alpha::data::aggregation::MultiResolutionConfig::default_three_scale(),
horizons: ml_alpha::heads::HORIZONS,
n_max_sequences: 0,
seed: 0,

View File

@@ -43,7 +43,7 @@ fn try_loader() -> Option<MultiHorizonLoader> {
let cfg = MultiHorizonLoaderConfig {
files,
predecoded_dir: mbp10.clone(),
seq_len: 1,
multi_resolution: ml_alpha::data::aggregation::MultiResolutionConfig::default_three_scale(),
horizons: ml_alpha::heads::HORIZONS,
n_max_sequences: 0,
seed: 0xCAFE_F00D,

View File

@@ -30,7 +30,7 @@ fn try_loader(inference_only: bool) -> Option<MultiHorizonLoader> {
let cfg = MultiHorizonLoaderConfig {
files,
predecoded_dir: mbp10.clone(),
seq_len: 1,
multi_resolution: ml_alpha::data::aggregation::MultiResolutionConfig::default_three_scale(),
horizons: ml_alpha::heads::HORIZONS,
n_max_sequences: 1,
seed: 0xCAFEF00D,