From f988ca384c0657d07613e91dd902cb091de969af Mon Sep 17 00:00:00 2001
From: jgrusewski <jgrusewski@localhost>
Date: Tue, 21 Apr 2026 18:09:18 +0200
Subject: [PATCH] fix(train): emit per-fold norm_stats.json for
 evaluate_baseline
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evaluate_baseline looks for <output_dir>/norm_stats_fold{N}.json per fold
(matching the convention written by train_baseline_supervised.rs:812).
train_baseline_rl never produced this file — the fxcache has a single
<hex_key>.norm_stats.json written by precompute_features, which RL
training uses implicitly for pre-normalized features but never copies to
the per-fold paths evaluate wants. Result (L40S train-7r9zf):

  Error: NormStats not found at /workspace/output/norm_stats_fold0.json
  - cannot evaluate without training-set statistics (computing from test
    data would introduce lookahead bias). Run training first to generate
    this file.
  WARN: Evaluation failed, continuing

Evaluate fails gracefully but no report is produced.

Fix: new helper `fxcache::norm_stats_path_for_key(data_dir, override, cache_key)`
returns the canonical <hex_key>.norm_stats.json path that sits next to
the .fxcache file. train_baseline_rl resolves this once after the fxcache
load (falling back to None if the key is zero — i.e., DBN fallback path
with no precomputed stats) and copies it into the output dir as
norm_stats_fold{N}.json for every fold processed.

The RL-side fxcache norm stats are fold-independent (one z-score per
cache key, applied to all walk-forward windows), so the per-fold copies
are intentional duplicates of the same file — this matches evaluate's
per-fold lookup semantics without diverging from supervised convention.

Closes task #32.
---
 crates/ml/examples/train_baseline_rl.rs | 32 +++++++++++++++++++++++++
 crates/ml/src/fxcache.rs                | 19 +++++++++++++++
 2 files changed, 51 insertions(+)

diff --git a/crates/ml/examples/train_baseline_rl.rs b/crates/ml/examples/train_baseline_rl.rs
index cdd5ea513..94c61613f 100644
--- a/crates/ml/examples/train_baseline_rl.rs
+++ b/crates/ml/examples/train_baseline_rl.rs
@@ -625,6 +625,24 @@ fn run_training(args: &Args) -> Result<Vec<RlTrainingResult>> {
     std::fs::create_dir_all(&args.output_dir)
         .with_context(|| format!("Failed to create output dir: {}", args.output_dir.display()))?;
 
+    // Resolve the shared norm_stats.json sibling of the fxcache. precompute_features
+    // writes one norm_stats per cache key — RL training uses the same stats for
+    // every fold (unlike supervised which recomputes per-fold). evaluate_baseline
+    // expects per-fold files, so we copy the shared file into output_dir once per
+    // fold below. Falls back silently if the cache_key is zero (DBN-fallback load)
+    // or the stats file doesn't exist — evaluate will warn rather than fail the
+    // workflow.
+    let shared_norm_stats_src = if fxcache.cache_key == [0u8; 32] {
+        None
+    } else {
+        ml::fxcache::norm_stats_path_for_key(
+            &args.data_dir,
+            cache_dir_override.as_deref(),
+            &fxcache.cache_key,
+        )
+        .filter(|p| p.exists())
+    };
+
     // 3. Create tokio runtime ONCE, create DQN trainer ONCE, upload fxcache to GPU ONCE
     let rt = tokio::runtime::Builder::new_current_thread()
         .enable_all()
@@ -721,6 +739,20 @@ fn run_training(args: &Args) -> Result<Vec<RlTrainingResult>> {
             range.val_end - range.val_start,
         );
 
+        // Persist per-fold norm_stats copy for evaluate_baseline. Source is the
+        // single `.norm_stats.json` emitted by precompute_features; destination
+        // path matches the supervised training convention so evaluate finds it
+        // at `<output_dir>/norm_stats_fold{N}.json`.
+        if let Some(src) = &shared_norm_stats_src {
+            let dst = args.output_dir.join(format!("norm_stats_fold{}.json", range.fold));
+            if let Err(e) = std::fs::copy(src, &dst) {
+                warn!(
+                    "  norm_stats_fold{} copy failed ({} -> {}): {}",
+                    range.fold, src.display(), dst.display(), e
+                );
+            }
+        }
+
         // Slice features/targets for this fold (zero-copy from fxcache arrays)
         let train_feat = &fxcache.features[range.train_start..range.train_end];
         let val_feat = &fxcache.features[range.val_start..range.val_end];
diff --git a/crates/ml/src/fxcache.rs b/crates/ml/src/fxcache.rs
index dfa148c5c..5c2ff36e7 100644
--- a/crates/ml/src/fxcache.rs
+++ b/crates/ml/src/fxcache.rs
@@ -526,6 +526,25 @@ pub fn resolve_cache_dir(data_dir: &Path, override_dir: Option<&Path>) -> Option
     None
 }
 
+/// Returns the path to the `{hex_key}.norm_stats.json` file that sits
+/// alongside the `.fxcache` for the given cache key.
+///
+/// `precompute_features` writes this file at the same time as the fxcache
+/// (see `precompute_features.rs:607`). Supervised training writes a per-fold
+/// copy into the output dir for evaluation; RL training should use this
+/// helper to produce the same per-fold copies (`norm_stats_fold{N}.json`)
+/// so `evaluate_baseline` can find them. Returns `None` if the cache
+/// directory can't be resolved.
+pub fn norm_stats_path_for_key(
+    data_dir: &Path,
+    cache_dir_override: Option<&Path>,
+    cache_key: &[u8; 32],
+) -> Option<PathBuf> {
+    let cache_dir = resolve_cache_dir(data_dir, cache_dir_override)?;
+    let hex_key = hex::encode(cache_key);
+    Some(cache_dir.join(format!("{hex_key}.norm_stats.json")))
+}
+
 /// Discover and load an fxcache file. Single source of truth for all callers.
 ///
 /// Cache dir priority: `cache_dir_override` > `FOXHUNT_FEATURE_CACHE_DIR` env > walk-up sibling.