From 99982cc8fba9451d46267e50e15c02176f27cf0b Mon Sep 17 00:00:00 2001 From: jgrusewski Date: Fri, 22 May 2026 20:28:24 +0200 Subject: [PATCH] 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. --- crates/ml-backtesting/src/harness.rs | 2 +- crates/ml-backtesting/tests/ring3_replay.rs | 2 +- crates/ml-backtesting/tests/trainer_parity.rs | 2 +- 3 files changed, 3 insertions(+), 3 deletions(-) diff --git a/crates/ml-backtesting/src/harness.rs b/crates/ml-backtesting/src/harness.rs index c4c9cf6bb..0d6d80b22 100644 --- a/crates/ml-backtesting/src/harness.rs +++ b/crates/ml-backtesting/src/harness.rs @@ -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, diff --git a/crates/ml-backtesting/tests/ring3_replay.rs b/crates/ml-backtesting/tests/ring3_replay.rs index 9cd575dd8..09c2d4181 100644 --- a/crates/ml-backtesting/tests/ring3_replay.rs +++ b/crates/ml-backtesting/tests/ring3_replay.rs @@ -43,7 +43,7 @@ fn try_loader() -> Option { 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, diff --git a/crates/ml-backtesting/tests/trainer_parity.rs b/crates/ml-backtesting/tests/trainer_parity.rs index 4ec6680ec..66744d55e 100644 --- a/crates/ml-backtesting/tests/trainer_parity.rs +++ b/crates/ml-backtesting/tests/trainer_parity.rs @@ -30,7 +30,7 @@ fn try_loader(inference_only: bool) -> Option { 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,