fix: filter DBN files by --symbol in precompute (was mixing ES+NQ+ZN+6E)

collect_dbn_files_filtered() checks for symbol subdirectory first,
falls back to filename matching. Precompute now loads only the
target symbol's data instead of all 4 instruments mixed together.

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>

crates/ml/examples/precompute_features.rs

@@ -96,7 +96,8 @@ use clap::Parser;
 use tracing::info;
 
 use ml::trainers::dqn::{
-    collect_dbn_files_recursive, extract_features_from_bars, extract_ohlcv_bars_from_dbn,
+    collect_dbn_files_filtered, collect_dbn_files_recursive, extract_features_from_bars,
+    extract_ohlcv_bars_from_dbn,
 };
 use ml::features::extraction::OHLCVBar;
 
@@ -210,10 +211,24 @@ async fn main() -> Result<()> {
     let t0 = Instant::now();
 
     // ── Step 1: Load OHLCV bars from DBN files ──────────────────────────────
-    info!("Loading OHLCV bars from {}...", data_dir.display());
-    let mut dbn_files = collect_dbn_files_recursive(&data_dir);
+    info!("Loading OHLCV bars from {} (symbol={})...", data_dir.display(), opts.symbol);
+    let mut dbn_files = collect_dbn_files_filtered(&data_dir, Some(&opts.symbol));
+    if dbn_files.is_empty() {
+        anyhow::bail!(
+            "No DBN files found for symbol '{}' in {}. Available: {:?}",
+            opts.symbol,
+            data_dir.display(),
+            std::fs::read_dir(&data_dir)
+                .ok()
+                .map(|d| d.filter_map(|e| e.ok())
+                    .filter(|e| e.path().is_dir())
+                    .map(|e| e.file_name().to_string_lossy().into_owned())
+                    .collect::<Vec<_>>())
+                .unwrap_or_default()
+        );
+    }
     dbn_files.sort();
-    info!("Found {} DBN files", dbn_files.len());
+    info!("Found {} DBN files for symbol '{}'", dbn_files.len(), opts.symbol);
 
     let mut all_bars: Vec<OHLCVBar> = Vec::new();
     for file in &dbn_files {

crates/ml/src/trainers/dqn/data_loading.rs

@@ -48,6 +48,32 @@ pub fn collect_dbn_files_recursive(dir: &Path) -> Vec<std::path::PathBuf> {
     files
 }
 
+/// Collect DBN files, filtering to a specific symbol subdirectory.
+/// If `symbol` is `Some("ES.FUT")`, only loads files from `dir/ES.FUT/`.
+/// If the symbol subdirectory doesn't exist, falls back to filename matching.
+pub fn collect_dbn_files_filtered(dir: &Path, symbol: Option<&str>) -> Vec<std::path::PathBuf> {
+    match symbol {
+        Some(sym) => {
+            let symbol_dir = dir.join(sym);
+            if symbol_dir.is_dir() {
+                collect_dbn_files_recursive(&symbol_dir)
+            } else {
+                // No subdirectory — filter files by name containing symbol
+                collect_dbn_files_recursive(dir)
+                    .into_iter()
+                    .filter(|p| {
+                        p.file_name()
+                            .and_then(|n| n.to_str())
+                            .map(|n| n.contains(sym))
+                            .unwrap_or(false)
+                    })
+                    .collect()
+            }
+        }
+        None => collect_dbn_files_recursive(dir),
+    }
+}
+
 /// Extract OHLCV bars from a single DBN file — no DQNTrainer required.
 pub fn extract_ohlcv_bars_from_dbn(file_path: &Path) -> Result<Vec<OHLCVBar>> {
     if is_zstd_file(file_path)? {

crates/ml/src/trainers/dqn/mod.rs

@@ -38,7 +38,7 @@ pub use config::{DQNAgentType, DQNHyperparameters};
 pub use early_stopping::EarlyStopping;
 pub use lr_scheduler::{LRDecayType, LRScheduler};
 pub use statistics::{FeatureStatistics, QValueStats};
-pub use data_loading::{collect_dbn_files_recursive, extract_ohlcv_bars_from_dbn};
+pub use data_loading::{collect_dbn_files_filtered, collect_dbn_files_recursive, extract_ohlcv_bars_from_dbn};
 pub use features::extract_features_from_bars;
 pub use trainer::DQNTrainer;