Different instruments (ES.FUT vs NQ.FUT) and data source modes (ohlcv vs mbp10)
now produce distinct .fxcache keys, preventing silent overwrites and wrong-bar-type
loads at cache lookup time.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
The cache key hashed filename + size + mtime. PVC remounts on different
nodes change file timestamps without changing data, producing a different
key every pod boot. Result: fxcache MISS on every H100 run, forcing
10+ min DBN feature extraction from 148GB raw MBP-10 data.
Fix: hash filename + size only. Deterministic across remounts.
Note: existing cache must be rebuilt once (key format changed).
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
Cache key hashes filename + size + mtime instead of full paths.
Resolves mbp10/trades relative paths by walking up from data_dir.
Ensures precompute binary and cargo test produce the same key
regardless of working directory.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
Precompute binary now uses calculate_dbn_cache_key_full from the
library instead of its own compute_cache_key. Canonicalize all
paths in the key function so relative/absolute produce the same
key. Walk up parent dirs for sibling feature-cache discovery.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
Removed 2.6GB of uncompressed .dbn files (derivable from .zst).
Renamed directory to mbp10-fixtures to distinguish unit test
fixtures from training data. Updated all test references to use
.dbn.zst paths directly.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
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>
continuous_bounds_for large GPU expansion used .max() which overwrote
Phase Fast's single-point bounds (128,128) → (128,2048). Now skips
expansion when lo==hi (bound is fixed by Phase Fast).
Feature cache uses CARGO_TARGET_DIR/.foxhunt_feature_cache when set
(PVC-persisted on CI), falls back to /tmp (ephemeral). Saves ~2 min
of DBN parsing per hyperopt run on H100.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
Root cause: ElementwiseKernels was cached in a static OnceLock, compiled
once on the first test's CudaContext. When the second test created a new
CudaContext (fresh Arc), the cached CudaFunction handles were stale,
causing CUDA_ERROR_INVALID_VALUE on alloc_zeros (n=128, op=abs).
Fix: Replace OnceLock with a Mutex<HashMap<usize, Arc<ElementwiseKernels>>>
keyed by Arc<CudaContext> pointer address. Each distinct CudaContext gets
fresh kernel compilation. Old entries are evicted on context change.
Also: eliminate ALL GpuTensor from DQN training path (metrics.rs,
training_loop.rs). Replace with CPU computation for validation (cold path)
and raw CudaSlice for replay buffer insertion. Log deferred CUDA errors
instead of silently swallowing.
Result: ALL 6 sequential GPU smoke tests pass (was 1 failing).
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
Expand FeatureVector from 40 to 42 dimensions by including ADX(14) at
index 40 and CUSUM direction at index 41 from the existing CPU feature
extraction pipeline. This eliminates proxy-based regime classification
and enables GPU-native regime detection via tensor narrow/comparison ops.
Key changes:
- extraction.rs: wire RegimeADXFeatures + RegimeCUSUMFeatures into
extract_current_features_v2(), output 42 features per bar
- regime_conditional.rs: classify_regime_masks_gpu() creates per-regime
mask tensors entirely on GPU (ADX > 0.25 = trending, |CUSUM| > 0.7 =
volatile, else ranging). Zero CPU roundtrip in training hot path.
- trainer.rs/config.rs: state_dim 43→45 (no OFI), 51→53 (with OFI),
aligned dims unchanged (48/56). GPU batch insertion for all 3 heads.
- CUDA header: MARKET_DIM 40→42
- walk_forward.rs: FEATURE_DIM 40→42
- 42 files updated, all [f64;40]→[f64;42] propagated across workspace
Test results: ml=874/0, ml-dqn=354/0, ml-features=282/0, ml-core=274/0
Real data GPU smoke tests: 7/7 passed (OHLCV + OFI + trade enrichment)
Hyperopt baseline RL: 2 trials completed on local RTX 3050 Ti
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Move 17 library crates into crates/, CLI binary into bin/fxt,
consolidate 10 test crates into testing/, split config crate
from deployment config files.
Root directory reduced from 38+ to ~17 directories.
All Cargo.toml paths and build.rs proto refs updated.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
