Final cleanup:
- 61 test files + 5 example files: candle imports replaced
- 8 testing/integration files: migrated to cudarc/ml-core types
- 3 services/trading_service test files: migrated
- Root Cargo.toml: candle-core, candle-nn removed from [workspace.dependencies]
- crates/ml/Cargo.toml: candle-nn dependency removed
- testing/e2e/Cargo.toml: candle-core dependency removed
Zero active candle_core/candle_nn/candle_optimisers code references remain.
Zero candle dependency declarations in any Cargo.toml.
Remaining "candle" strings are exclusively in doc comments.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
- Cast input to weight dtype in DQN residual, rmsnorm, noisy_layers
- Set use_gpu=true in QNetworkConfig defaults and all config sites
- Resolve BF16 boundary mismatches in attention, curiosity, branching,
distributional_dueling across ml-dqn
- GPU-resident regime ops with BF16 boundary casts, eliminate .expect() in CUDA paths
- Eliminate all Device::Cpu fallbacks — GPU-only across 10 ML crates
- PPO: cast logits to F32 before softmax, cast batch tensors to training dtype
- Gradient collapse detection for RegimeConditionalDQN
- Wire halt_grad_collapse from CUDA guard kernel to halt training
- Dead neuron detection uses active network VarMap + squeeze factored readback
- Increment gradient_logging_step in GPU PER path
- Gradient collapse warmup guards use original buffer_size
- Cap training steps per epoch + tracing migration
- Replace Tensor::all() with sum_all() for pinned Candle compatibility
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
- DQN hyperopt adapter: remove static VRAM gate for GPU experience
collector and GPU PER — dynamic scaling handles constraints at
runtime with graceful CPU fallback on init failure
- Remove is_parquet_file branching from hyperopt eval path (all data
loads via DBN pipeline now)
- Update training example CLI args for consistency
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
- Move UnifiedTrainable trait, TrainingMetrics, CheckpointMetadata, and
checkpoint helpers from ml to ml-core (zero new dependencies — ml-core
already had candle-core + serde_json)
- Wrap Mamba2SSM in Mamba2TrainableAdapter to satisfy orphan rule (trait
in ml-core, type in ml-supervised — all other 9 models already used
wrapper pattern)
- Make Mamba2SSM::validate() pub for cross-crate adapter access
- Delete 5 permanently disabled deployment modules (cfg(any()) — never
compiled): registry, hot_swap, validation, monitoring, endpoints
(-5,842 lines)
- Delete 2 undeclared dead files in training/: dqn_trainer.rs,
transformer_trainer.rs (-138 lines)
- Fix pre-existing compute_loss test shape mismatch in mamba adapter
UnifiedTrainable in ml-core unblocks future trainers/ extraction (17.8K
lines) since model-specific trainers can now depend on ml-core for the
trait without pulling in the full ml monolith.
14 files changed, +128 -6,497 (net -6,369 lines)
Tests: 274 ml-core + 948 ml = 1,222 passed, 0 failed
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Wire 8 OFI features (OFI L1/L5, depth imbalance, VPIN, Kyle's lambda,
bid/ask slopes, trade imbalance) through the DQN training pipeline:
- Add mbp10_data_dir config field to DQNHyperparameters
- Dynamic state_dim: 43 (no OFI) or 51 (with OFI) based on config
- Compute OFI per bar during data loading, store on trainer
- Pass OFI features through regime_features slot in TradingState
- Configurable MBP-10 path with recursive .dbn/.dbn.zst discovery
- Add zstd auto-detection to DbnParser::parse_mbp10_file()
- Add --mbp10-data-dir CLI flag to train_baseline_rl
- Fix hardcoded [f64; 51] → FeatureVector51 ([f64; 40]) across
examples, walk_forward, GPU memory profile, and test fixtures
- Fix stale state_dim=51 in dqn_config_2025() and DQN tests
2747 tests pass, 0 failures.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Ephemeral Argo workflow pods terminate after training completes, causing
Prometheus to lose all scraped metrics. Add push_to_gateway() to POST
final metrics to the existing pushgateway service so they persist on the
Grafana training dashboard after pod completion.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Fixes from deep investigation audit (LOW/MEDIUM priority):
1. CVaR penalty: hard cliff (0 or 10) → smooth ramp with gradient signal
for PSO. Formula: min(10, max(0, -cvar-0.05)*200).
2. Clip outliers leakage: data_loading.rs now computes clip bounds from
training portion only (first 80%), then applies to full series.
Log returns and windowed normalize are causal (no leakage).
3. Noisy sigma scheduler: hyperopt now matches conservative() defaults
(enabled, initial=0.8, final=0.4) so hyperopt-found params
generalize to train_best without scheduler mismatch.
4. evaluate_supervised.rs: NormStats fallback from test data (leakage)
replaced with bail! matching evaluate_baseline.rs behavior.
5. Doc comments: stale 27D references updated to 31D (4 locations).
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
The batch span processor needs a tokio runtime for gRPC transport and
periodic flush. Async services already have one via #[tokio::main], but
sync training binaries (hyperopt, train, evaluate) don't.
Previous approach (making binaries async with #[tokio::main]) caused
"Cannot start a runtime from within a runtime" panics because the ML
crate's internal code creates its own tokio runtimes for block_on().
New approach: build_otel_tracer() detects runtime context via
Handle::try_current(). If absent, it creates a dedicated 1-worker
multi-thread runtime stored in a process-lifetime OnceLock. The worker
thread actively polls the OTLP batch export task.
Reverts training binaries to sync fn main() so internal runtime creation
(hyperopt adapters, DQN/PPO trainers) continues working as before.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
All 6 training binaries (hyperopt_baseline_rl, hyperopt_baseline_supervised,
train_baseline_rl, train_baseline_supervised, evaluate_baseline,
evaluate_supervised) used sync fn main() but the OTLP batch exporter
requires a tokio runtime (tonic/hyper-util gRPC transport). This caused
an immediate panic on CI when OTEL_EXPORTER_OTLP_ENDPOINT was set.
Fix: #[tokio::main(flavor = "current_thread")] on all 6 binaries.
Also fix pre-existing clippy warnings (shadow, let_underscore_must_use,
doc_markdown, cognitive_complexity, integer_division, unsafe_code).
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Emit set_eval_metrics (directional_accuracy, sharpe, profit_factor, return)
per fold for supervised model evaluation. Start metrics server on :9094.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Replace tracing_subscriber::fmt() with init_observability() which adds
JSON structured logging + optional OTLP export to Tempo. When
OTEL_EXPORTER_OTLP_ENDPOINT env var is unset, falls back to fmt-only.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
evaluate_supervised looked for checkpoints at {models_dir}/{model}_fold{N}_best
but training saves to {models_dir}/{model}/{model}_fold{N}_best (model subdirectory).
Also saves NormStats JSON per fold during training so evaluation uses
training-time normalization instead of computing from test data (data leakage).
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
New evaluate_supervised binary runs walk-forward inference on supervised
model checkpoints (TFT, Mamba2, etc.), converts directional predictions
to trading signals, and computes Sharpe/MaxDD/WinRate/DirAccuracy.
CI changes:
- train-validate-dqn → train-validate-rl (trains+evals DQN+PPO)
- train-validate-tft now runs evaluate_supervised after training
- web/api fallback rules added to train-validate and deploy stages
- evaluate_supervised added to compile-services and Docker images
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
