5 sweep YAMLs updated to reference the new checkpoint filename:
- config/ml/sweep_smoke.yaml: trunk_best_h6000.bin → trunk_best_h1000.bin
- config/ml/sweep_perhoriz_diag.yaml: same
- config/ml/sweep_threshold_tuning.yaml: same
- config/ml/sweep_deployability.yaml: same
- config/ml/sweep_smoke_perhoriz_cfc.yaml: same + 3 comment updates
(WIN-gate criteria, header doc, best-checkpoint annotation)
scripts/generate_sweep_variants.py:61 updated atomically — without this
the next regeneration of sweep_deployability.yaml would silently
re-introduce trunk_best_h6000.bin.
Argo workflow templates (alpha-perception, alpha-cv, lob-backtest-sweep)
did NOT need text changes — they're already horizon-agnostic:
- They forward CLI flags via {{workflow.parameters.*}} to binaries
- Don't grep alpha_train_summary.json inline
- Don't reference per-horizon field names
- early-stop-metric default is "mean_auc" (horizon-agnostic)
Intentionally left:
- alpha-cv-template.yaml stacker-horizon: "6000" (unrelated TFT lookback)
- alpha-cv-template.yaml horizon: "1200" (DQN execution horizon in bars)
- lob-backtest-sweep-template.yaml ci-training-h100 (GPU pool name)
NOTE: kubectl apply of workflow templates is deferred to Task 10 (push
+ dispatch). Verified all 5 sweep YAMLs parse with python3 yaml.safe_load.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
Per spec 2026-05-20-continuous-reasoning-trader-design.md §3.3 and §8:
decision_stride is REMOVED, not deprecated. No backwards-compat shim,
no fallback. Every consumer migrates in this commit per
feedback_no_partial_refactor.
Removed from:
- bin/fxt-backtest: RunArgs CLI flag, SweepBase field, SweepCell
override field, default_decision_stride() function, all three
BacktestHarnessConfig and RunArgs construction sites
- crates/ml-backtesting/src/harness.rs: BacktestHarnessConfig field,
MultiHorizonLoaderConfig decision_stride initializer, `let stride`
local, `if event_count % stride == 0` gate around
step_decision_with_latency; forward_step_into + step_decision now
share a single window-full guard (merged into one `if` block)
- crates/ml-alpha/src/data/loader.rs: MultiHorizonLoaderConfig field,
next_sequence stride logic simplified to stride=1 (consecutive
snapshots only)
- crates/ml-alpha/src/trainer/perception.rs: PerceptionTrainerConfig
field and Default impl; all four dt_s locals replaced with 1.0_f32
(training K-loop, graph-capture K-loop, forward_step_into CfC step,
eval K-loop)
- crates/ml-alpha/examples/alpha_train.rs: CLI flag, trainer_cfg and
both loader configs
- crates/ml/examples/alpha_baseline.rs: CLI flag, train + eval stride
gates replaced with unconditional read_all()
- config/ml/*.yaml: decision_stride: lines removed from
sweep_smoke, sweep_threshold_tuning, sweep_deployability,
sweep_decision_stride_example (file repurposed as generic example)
- tests: forward_step_golden, perception_overfit (×7 structs including
the stride=4 smoke repurposed as a second convergence check),
multi_horizon_loader (stride=4 spacing test repurposed as
ts_ns monotonicity check), ring3_replay, trainer_parity
Harness loop now invokes BOTH forward_step_into AND
step_decision_with_latency on every event whenever the snapshot window
is full. forward_step_into advances SSM state and writes alpha_probs_d;
step_decision_with_latency reads alpha_probs_d immediately after —
no CPU roundtrip, no stride gate.
n_decisions ≈ events_processed - seq_len + 1 after this commit
(vs ~9999 at stride=200 in the S2 baseline).
cargo check --workspace: clean
cargo test -p ml-backtesting --lib: 33 passed
cargo test -p ml-alpha --lib: 33 passed (6 ignored)
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
Sweep YAML now supports the batched flow per spec §3.3 + Task 6:
- SweepBase.sim_variants: Vec<SimVariant> — list of (cost, latency,
threshold, ...) variants. When non-empty, each cell runs ONE harness
at n_parallel=variants.len() with BatchedSimConfig::from_grid instead
of the legacy one-harness-per-cell fan-out.
- SweepBase.data_template: Option<String> — when set with `{window}`
placeholder, each cell's `window` field interpolates the per-cell
data path. Replaces single scalar `data` for the windowed flow.
- SweepCell.window: Option<String> — window identifier (e.g., "2025-Q2").
- SimVariant: threshold + cost_per_lot_per_side required (the spec's
primary axes); other fields optional overrides on top of SweepBase
scalars.
New runner pieces:
- BatchedSimConfig::from_grid(&[ResolvedSimVariant]) in
crates/ml-backtesting/src/sim/batched_config.rs.
- ResolvedSimVariant — per-variant fully-resolved sim params.
- resolve_sim_variants(&SweepBase) in main.rs — layers per-variant
overrides over base scalars.
- run_batched_cell() in main.rs — builds the harness with
sim_config_override + variant_names plumbed through. Writes per-
backtest artifacts to sim_<variant_name>/ subdirs (spec §3.3).
Harness side:
- BacktestHarnessConfig gains variant_names + sim_config_override
Option fields. When sim_config_override is Some, harness uses that
directly instead of building from_uniform off scalar cfg. When
variant_names is Some, write_artifacts uses sim_<name>/ instead of
cell_NNNN/ subdirs. Both None preserve legacy single-cell behaviour
(smoke, fixtures unchanged).
YAML configs:
- config/ml/sweep_threshold_tuning.yaml: 1 cell (W0) × 8 sim_variants
(p60-p95 in 5pt steps) with cost=0.125 (1-tick anchor). Threshold
pre-registration pass.
- config/ml/sweep_deployability.yaml: 4 cells (W1-W4) × 140 variants
each (7 costs × 4 latencies × 5 thresholds). Generated by
scripts/generate_sweep_variants.py — placeholder threshold values
(p60-p95) until threshold-tuning publishes calibrated absolutes to
config/ml/v2_prod_thresholds.json.
Deferred to P7 (operational glue):
- argo-lob-sweep.sh adaptation for the batched flow (cells = windows,
not sim-variants; one Argo task per window invokes `fxt-backtest sweep`
end-to-end inside the pod rather than `fxt-backtest run`).
Regression: all 7 existing CUDA tests pass through the new harness
construction path (sim_config_override = None → from_uniform fallback).
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
Per project_ml_alpha_starting_capital greenfield posture: there is no V1
to differentiate from (the V1 trunk forward was dead code, no V1
checkpoint files exist in the wild). The 'v2' prefix on every identifier
was historical baggage from the migration period.
Renames:
- CheckpointV2 -> Checkpoint (also drops the version: u32 field —
bincode either deserialises a current envelope or errors; no migration
path needed)
- CheckpointVersionProbe removed (was only for V1 rejection)
- LAYER_NORM_CUBIN_V2 / VARIABLE_SELECTION_CUBIN_V2 / ATTENTION_POOL_CUBIN_V2
-> LAYER_NORM_CUBIN / VARIABLE_SELECTION_CUBIN / ATTENTION_POOL_CUBIN
- _ln_module_v2 / _vsn_module_v2 / _attn_module_v2 -> drop _v2 suffix
- smoke_load_v2_checkpoint test -> smoke_load_checkpoint
- config/ml/sweep_v2_*.yaml -> config/ml/sweep_*.yaml
- migration-era 'V2 weight skeleton' / 'V2 fields' / etc. comments
cleaned to remove the v2 prefix
Pre-existing 'v2' references in ml-backtesting CUDA files
(decision_policy.cu, pnl_track.cu) are NOT touched — those refer to
future planned 'v2' refinements (Portfolio mode, multi-fill averaging)
from the C1-C19 commits and reflect aspirational features unrelated to
this session's trunk-grows work.
Verification: ml-alpha + ml-backtesting + fxt-backtest all build clean.
perception_forward_golden bit-exact (max_diff = 0.000000).
