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>
New `fxt-backtest sweep --grid <yaml> --out <dir>` subcommand: iterates
over a grid of Run configs, writes each cell's artifacts to
<out>/<cell_name>/, then automatically invokes the existing aggregate
path to produce aggregate.parquet + pareto_frontier.json at the root.
All cells run sequentially on the same GPU (single-machine). For
cluster fan-out the underlying mechanism is the same — Argo can wrap
this binary in a workflow that runs each cell as a separate pod
(left as infra-side work for a follow-up commit; the binary's
contract is the same).
Sweep grid YAML schema:
base: # defaults applied to every cell unless overridden
data: ...
n_parallel: ...
decision_stride: ...
latency_ns: ...
target_annual_vol_units: ...
annualisation_factor: ...
max_lots: ...
max_events: ...
seed: ...
checkpoint: ... # optional — load real trained weights
cells:
- name: cell_a
decision_stride: 1 # override base
- name: cell_b
latency_ns: 250000000
...
Each SweepCell may override any subset of fields; unset fields fall
back to base defaults. --max-cells gates the run for smoke-testing
large grids.
Adds an example grid at config/ml/sweep_decision_stride_example.yaml
that re-runs the decision_stride ∈ {1, 2, 4, 8} sweep deferred from
the original plan (task #202).
Closes#201 (sweep tool). #202 (first decision_stride sweep) is now
executable end-to-end via the example grid.
Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
