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refactor: CLI binaries use shared fxcache::discover_and_load()

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Replace 40-line inline fxcache discovery block in train_baseline_rl.rs
with a single call to ml::fxcache::discover_and_load(). precompute_features.rs
already uses correct symbol/data_source args — no changes needed there.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
jgrusewski
2026-04-04 10:05:26 +02:00
parent d2d80b7392
commit 9c081ac7ce
1 changed files with 11 additions and 44 deletions
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55
crates/ml/examples/train_baseline_rl.rs
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@@ -542,51 +542,18 @@ fn run_training(args: &Args) -> Result<Vec<RlTrainingResult>> {
info!("Step 1/5: Loading data...");
let data_load_start = std::time::Instant::now();
// Auto-discover fxcache: CLI arg > env var > sibling feature-cache/ dir
let fxcache_dir = args.feature_cache_dir.as_ref()
.map(PathBuf::from)
.filter(|p| p.exists())
.or_else(|| std::env::var("FOXHUNT_FEATURE_CACHE_DIR").ok().map(PathBuf::from))
.or_else(|| {
let symbol_dir = args.data_dir.join(&args.symbol);
let mut dir = symbol_dir.as_path();
loop {
if let Some(parent) = dir.parent() {
let candidate = parent.join("feature-cache");
if candidate.exists() { return Some(candidate); }
if parent == dir { break; }
dir = parent;
} else { break; }
}
None
});
let cache_dir_override = args.feature_cache_dir.as_ref().map(|s| std::path::PathBuf::from(s));
let mbp10 = args.mbp10_data_dir.as_ref().filter(|p| p.exists());
let trades = args.trades_data_dir.as_ref().filter(|p| p.exists());
// Try loading from fxcache
let fxcache_data = fxcache_dir.and_then(|cache_dir| {
// Key must match precompute_features: data_dir (not symbol_dir)
let default_mbp10 = PathBuf::from("test_data/futures-baseline-mbp10");
let default_trades = PathBuf::from("test_data/futures-baseline-trades");
let mbp10 = args.mbp10_data_dir.as_deref().unwrap_or(&default_mbp10);
let trades = args.trades_data_dir.as_deref().unwrap_or(&default_trades);
let mbp10: Option<&Path> = if mbp10.exists() { Some(mbp10) } else { None };
let trades: Option<&Path> = if trades.exists() { Some(trades) } else { None };
let key_hex = ml::feature_cache::calculate_dbn_cache_key_full(
&args.data_dir, mbp10, trades, &args.symbol, "ohlcv",
).ok()?;
let key: [u8; 32] = hex::decode(&key_hex).ok()?.try_into().ok()?;
let path = ml::fxcache::find_fxcache(&cache_dir, &key)?;
match ml::fxcache::load_fxcache(&path) {
Ok(data) => {
info!("fxcache hit: {} bars from {:?}", data.bar_count, path);
Some(data)
}
Err(e) => {
warn!("fxcache load failed: {e}");
None
}
}
});
let fxcache_data = ml::fxcache::discover_and_load(
&args.data_dir,
&args.symbol,
mbp10.map(|p| p.as_path()),
trades.map(|p| p.as_path()),
"ohlcv",
cache_dir_override.as_deref(),
);
// Load data into fxcache-compatible arrays: features, targets, timestamps, ofi
let fxcache = if let Some(cached) = fxcache_data {