From aafcdf261dd25df06159e3851202a3840fa16264 Mon Sep 17 00:00:00 2001
From: jgrusewski <jgrusewski@localhost>
Date: Tue, 31 Mar 2026 11:43:21 +0200
Subject: [PATCH] fix: resolve mbp10_data_dir relative to workspace root +
 smoketest with MBP-10
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Relative TOML paths now resolved via CARGO_MANIFEST_DIR → workspace root,
matching test_data_dir() behavior. MBP-10 smoke test passes: 654 imbalance
bars from Q1+Q2 2024, threshold=25.0.

Smoketest config switched to data_source="mbp10" for MBP-10 validation.

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
---
 config/training/dqn-smoketest.toml         |  8 ++++----
 crates/ml/src/trainers/dqn/data_loading.rs | 19 +++++++++++++++++--
 2 files changed, 21 insertions(+), 6 deletions(-)

diff --git a/config/training/dqn-smoketest.toml b/config/training/dqn-smoketest.toml
index 925c3581f..b9421c076 100644
--- a/config/training/dqn-smoketest.toml
+++ b/config/training/dqn-smoketest.toml
@@ -21,10 +21,10 @@ hidden_dim_base = 64
 max_steps_per_epoch = 200
 reward_scale = 1.0
 huber_delta = 1.0
-# Data source: "ohlcv" for smoke tests (no MBP-10 data required)
-data_source = "ohlcv"
-# OFI feature enrichment from MBP-10 order book data (8 features: OFI L1/L5, depth imbalance, VPIN, Kyle's lambda, bid/ask slope, trade imbalance)
-# mbp10_data_dir = "test_data/futures-baseline-mbp10"
+data_source = "mbp10"
+mbp10_data_dir = "test_data/futures-baseline-mbp10"
+imbalance_bar_threshold = 25.0
+imbalance_bar_ewma_alpha = 0.1
 
 [distributional]
 num_atoms = 51
diff --git a/crates/ml/src/trainers/dqn/data_loading.rs b/crates/ml/src/trainers/dqn/data_loading.rs
index 1432f7646..9aefe3807 100644
--- a/crates/ml/src/trainers/dqn/data_loading.rs
+++ b/crates/ml/src/trainers/dqn/data_loading.rs
@@ -636,6 +636,21 @@ impl DQNTrainer {
                     .ok_or_else(|| anyhow::anyhow!(
                         "data_source='mbp10' requires mbp10_data_dir to be set in [training] config"
                     ))?;
+                // Resolve relative paths against workspace root (same as test_data_dir)
+                let mbp10_path = {
+                    let raw = Path::new(mbp10_dir_str);
+                    if raw.is_absolute() || raw.exists() {
+                        raw.to_path_buf()
+                    } else {
+                        // Try resolving from workspace root via CARGO_MANIFEST_DIR
+                        let manifest = std::env::var("CARGO_MANIFEST_DIR").unwrap_or_default();
+                        let workspace = Path::new(&manifest)
+                            .parent().and_then(|p| p.parent())
+                            .unwrap_or(Path::new(""));
+                        let resolved = workspace.join(raw);
+                        if resolved.exists() { resolved } else { raw.to_path_buf() }
+                    }
+                };
                 // Extract symbol from dbn_data_dir (last path component, e.g. "ES.FUT")
                 let symbol = Path::new(dbn_data_dir)
                     .file_name()
@@ -643,12 +658,12 @@ impl DQNTrainer {
                     .unwrap_or("ES.FUT");
                 info!(
                     "Loading MBP-10 imbalance bars: dir={}, symbol={}, threshold={}, alpha={}",
-                    mbp10_dir_str, symbol,
+                    mbp10_path.display(), symbol,
                     self.hyperparams.imbalance_bar_threshold,
                     self.hyperparams.imbalance_bar_ewma_alpha,
                 );
                 let bars = crate::features::mbp10_loader::mbp10_to_imbalance_bars(
-                    Path::new(mbp10_dir_str),
+                    &mbp10_path,
                     symbol,
                     self.hyperparams.imbalance_bar_threshold,
                     self.hyperparams.imbalance_bar_ewma_alpha,