fix: include MBP-10 + trades dirs in feature cache key

The DBN feature cache was keyed ONLY on OHLCV .dbn files. If a cache was
created without trades data (VPIN/Kyle's Lambda), subsequent runs with trades
would silently serve stale features from cache, dropping VPIN enrichment.

Now cache key hashes OHLCV + MBP-10 + trades dirs together. Adding or removing
data sources invalidates the cache correctly.

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

crates/ml/src/feature_cache.rs

@@ -337,10 +337,37 @@ pub async fn save_features_to_cache(
 /// by (canonical path, size, mtime). Any change to the directory contents
 /// (add / remove / modify) produces a different key.
 pub fn calculate_dbn_cache_key(data_dir: &Path) -> Result<String> {
+    calculate_dbn_cache_key_full(data_dir, None, None)
+}
+
+/// Extended cache key that includes MBP-10 and trades directories.
+/// The cache is invalidated when ANY data source changes — OHLCV, MBP-10, or trades.
+/// Without this, a cache built without trades would serve stale features
+/// even after trades data is added, silently dropping VPIN/Kyle's Lambda enrichment.
+pub fn calculate_dbn_cache_key_full(
+    data_dir: &Path,
+    mbp10_dir: Option<&Path>,
+    trades_dir: Option<&Path>,
+) -> Result<String> {
     let mut hasher = Sha256::new();
     hasher.update(data_dir.to_string_lossy().as_bytes());
 
     let mut files: Vec<_> = collect_dbn_files_for_hash(data_dir);
+    // Also include MBP-10 and trades files in the hash
+    if let Some(dir) = mbp10_dir {
+        hasher.update(b"mbp10:");
+        hasher.update(dir.to_string_lossy().as_bytes());
+        files.extend(collect_dbn_files_for_hash(dir));
+    } else {
+        hasher.update(b"mbp10:none");
+    }
+    if let Some(dir) = trades_dir {
+        hasher.update(b"trades:");
+        hasher.update(dir.to_string_lossy().as_bytes());
+        files.extend(collect_dbn_files_for_hash(dir));
+    } else {
+        hasher.update(b"trades:none");
+    }
     files.sort(); // deterministic ordering
 
     if files.is_empty() {
@@ -423,6 +450,15 @@ fn dbn_cache_dir() -> Option<PathBuf> {
 /// ```
 pub fn load_dbn_training_cache(
     data_dir: &Path,
+) -> Result<Option<(Vec<([f64; 42], Vec<f64>)>, Vec<([f64; 42], Vec<f64>)>)>> {
+    load_dbn_training_cache_full(data_dir, None, None)
+}
+
+/// Load cached features with full data source awareness (OHLCV + MBP-10 + trades).
+pub fn load_dbn_training_cache_full(
+    data_dir: &Path,
+    mbp10_dir: Option<&Path>,
+    trades_dir: Option<&Path>,
 ) -> Result<Option<(Vec<([f64; 42], Vec<f64>)>, Vec<([f64; 42], Vec<f64>)>)>> {
     use std::io::{BufReader, Read};
 
@@ -431,7 +467,7 @@ pub fn load_dbn_training_cache(
         None => return Ok(None),
     };
 
-    let key = match calculate_dbn_cache_key(data_dir) {
+    let key = match calculate_dbn_cache_key_full(data_dir, mbp10_dir, trades_dir) {
         Ok(k) => k,
         Err(e) => {
             debug!("DBN cache key error (skipping cache): {e}");
@@ -514,6 +550,17 @@ pub fn save_dbn_training_cache(
     data_dir: &Path,
     train_data: &[([f64; 42], Vec<f64>)],
     val_data: &[([f64; 42], Vec<f64>)],
+) {
+    save_dbn_training_cache_full(data_dir, None, None, train_data, val_data);
+}
+
+/// Save cached features with full data source awareness.
+pub fn save_dbn_training_cache_full(
+    data_dir: &Path,
+    mbp10_dir: Option<&Path>,
+    trades_dir: Option<&Path>,
+    train_data: &[([f64; 42], Vec<f64>)],
+    val_data: &[([f64; 42], Vec<f64>)],
 ) {
     use std::io::{BufWriter, Write};
 
@@ -522,7 +569,7 @@ pub fn save_dbn_training_cache(
         None => return,
     };
 
-    let key = match calculate_dbn_cache_key(data_dir) {
+    let key = match calculate_dbn_cache_key_full(data_dir, mbp10_dir, trades_dir) {
         Ok(k) => k,
         Err(e) => {
             warn!("DBN cache key error (skipping save): {e}");

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

@@ -601,8 +601,16 @@ impl DQNTrainer {
         // any data change automatically invalidates it.
         // Disabled by FOXHUNT_FEATURE_CACHE=0.
         let dir_path_for_cache = Path::new(dbn_data_dir);
+        let mbp10_owned = self.hyperparams.mbp10_data_dir.clone();
+        let trades_owned = self.hyperparams.trades_data_dir.clone();
+        let mbp10_path = mbp10_owned.as_ref().map(|s| Path::new(s.as_str()));
+        let trades_path = trades_owned.as_ref().map(|s| Path::new(s.as_str()));
         if dir_path_for_cache.exists() {
-            match crate::feature_cache::load_dbn_training_cache(dir_path_for_cache) {
+            match crate::feature_cache::load_dbn_training_cache_full(
+                dir_path_for_cache,
+                mbp10_path,
+                trades_path,
+            ) {
                 Ok(Some((train, val))) => {
                     info!(
                         "DBN feature cache hit: {} train + {} val samples (skipped ~60s load)",
@@ -852,8 +860,10 @@ impl DQNTrainer {
         );
 
         // ── Persist to cache for future runs ─────────────────────────────────
-        crate::feature_cache::save_dbn_training_cache(
+        crate::feature_cache::save_dbn_training_cache_full(
             Path::new(dbn_data_dir),
+            mbp10_path,
+            trades_path,
             &train_data,
             &val_data,
         );