A: Switch backtest eval from Gumbel softmax to greedy argmax (batch_greedy_actions)
so hyperopt Sharpe reflects the agent's actual learned policy, not noisy sampling.
C: Disable reward normalization (enable_normalization=false). EMA normalizer with
±3.0 clipping was flattening the reward landscape, preventing the agent from
distinguishing large winners from scratch trades.
D: Wire tx_cost_bps (0.1 bps for IBKR ES) through to EvaluationEngine via
new_with_fee_rate(). Previously hardcoded at 15 bps (150x mismatch with actual
commission costs), massively penalizing every trade in backtest.
E: Scale PnL reward by agent's target exposure in calculate_pnl_reward().
Previously, a Short100 action received POSITIVE reward when market went up
(pct_return ignored position direction). Now: reward = pct_return × exposure.
2735 tests pass, 0 clippy warnings.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Early stopping with 8-epoch trials returns penalty metrics (no backtest),
causing ALL trials to hit FALLBACK OBJECTIVE = 44.6 regardless of actual
model quality. The Sharpe was 1.36-1.61 but natural fluctuation triggered
"Sharpe worsening" at epoch 5, killing the backtest evaluation.
Fix: disable early stopping when epochs ≤ 12. With ~90s per trial, running
all 8 epochs is cheap. Long training runs (50 epochs) still use it.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
The C2 fix from the previous session was too aggressive — it eliminated
ALL exploration mechanisms simultaneously:
1. epsilon forced to 0.0 when noisy nets active (select_action)
2. count bonus removed from Q-value computation (metrics only)
3. noisy_epsilon_floor config field declared but never read
This left noisy nets as the sole exploration mechanism, which produces
perturbations too small to overcome Q-value gaps (A4=0.12 vs others≈0.02).
Result: 20/20 hyperopt trials hit fallback objective with 1/5 diversity.
Fixes:
- select_action: use noisy_epsilon_floor (not 0.0) as effective_epsilon
when noisy nets active — guarantees minimum random action rate
- select_action: re-enable UCB count bonus on Q-values before argmax
(both IQN and standard paths) for directed exploration
- select_action_with_confidence: same fixes for consistency
- trainer: set epsilon to noisy_epsilon_floor (not 0.0) at init
- hyperopt: widen noisy_epsilon_floor range from [0.0, 0.05] to
[0.03, 0.15] with default 0.05
Exploration now has two complementary mechanisms:
- noisy_epsilon_floor: random actions feed diverse replay buffer
- count bonus: UCB term biases greedy selection toward under-visited actions
- noisy nets: weight perturbation adds stochasticity to Q-values
select_action_inference (production) is unchanged — pure exploitation.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Critical bug: all 3 DQN action selection methods (select_action,
select_action_with_confidence, select_action_inference) used
FactoredAction::from_index() which maps indices 0-4 to exposure_idx=0
(Short100) via division by 9. This is the root cause of action
diversity collapse during both training and production inference.
Fix: ExposureLevel::from_index() + OrderRouter::route_default() in all
DQN paths. Also fixes hyperopt objective thresholds (<10 → <3 for
5-action degenerate detection), stale defaults/comments, integration
test configs.
Files: dqn.rs (3 methods), trainer.rs (validation + select_action),
hyperopt/adapters/dqn.rs (thresholds), dqn_model.rs (comments),
train_baseline_rl.rs (default), reward.rs (comment),
dqn_integration.rs + ensemble_integration.rs (num_actions).
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
- agent.rs: select_action_factored() now uses ExposureLevel::from_index()
+ OrderRouter::route_default() instead of FactoredAction::from_index().
Previously, indices 0-4 mapped to all-Short100 variants in the 45-action
space — now correctly maps to 5 distinct exposure levels.
- hyperopt: plateau_window .max(3) → .max(5) to prevent premature early
stopping with short trial epochs.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Root cause: 45 factored actions (5 exposure × 3 order × 3 urgency) caused
reward degeneracy — 9 actions per exposure level produced nearly identical
rewards since order type/urgency had 1000-4000x weaker signal than PnL.
This collapsed action diversity as DQN couldn't differentiate actions.
Changes:
- DQN now outputs 5 Q-values (Short100, Short50, Flat, Long50, Long100)
- New OrderRouter deterministically maps exposure → (order_type, urgency)
based on spread and volatility microstructure signals
- PPO retains full 45-action space (separate CUDA constants DQN_NUM_ACTIONS
vs PPO_NUM_ACTIONS)
- CUDA kernels: DQN diversity entropy uses 5 categories, PPO keeps 45
- Phase B: pnl_history cleared per epoch so Sharpe reflects current epoch
(was accumulating across all epochs, causing frozen Sharpe metric)
24 files, 2728 tests pass, 0 clippy warnings
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Sharpe-based early stopping kills every hyperopt trial at epoch 4
because compute_epoch_financials() is deterministic (greedy argmax on
fixed validation data) — the model doesn't change enough in 8 short
epochs to shift any argmax decisions, making Sharpe bit-identical
across epochs and triggering plateau detection immediately.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Kubernetes defaults to Always for :latest tags, forcing registry
round-trips that fail on fresh GPU nodes where containerd HTTP-only
registry config has a race condition with HTTPS fallback.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Addresses eval/training mismatch (B1-B3), reward architecture (C1-C3),
and early stopping (C4). See design doc for full analysis.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
The previous C4 fix re-enabled early stopping with adaptive plateau
window but still used val-loss as the stopping metric. Val-loss (TD
Bellman residual) can plateau while trading strategy still improves.
Now:
- Best-checkpoint saved when epoch Sharpe improves (not val-loss)
- Plateau detection checks sharpe_history (not val_loss_history)
- Patience-based EarlyStopping receives -Sharpe (negate for lower=better API)
- Per-epoch Sharpe extracted from compute_epoch_financials() (already computed)
This ensures early stopping and best-model selection track the metric
that actually matters for hyperopt: trading performance.
2720 tests pass, 0 clippy warnings.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
The Argo Events sensor had no nodeSelector and randomly landed on the
H100 GPU node, preventing autoscale-down. Pin it to DEV1-L to avoid
wasting expensive GPU node hours on a lightweight event listener.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Multi-window backtest: splits validation data into 3 non-overlapping
windows and aggregates with mean(Sharpe) - 0.5*std(Sharpe), penalizing
inconsistency and reducing overfit to a single data segment.
Top-K ensemble: hyperopt now emits top_k_params (top 5 trials) in JSON
output. train_baseline_rl gains --ensemble-top-k flag to train multiple
models per fold from different hyperopt configs, saving checkpoints as
dqn_ensemble_{k}_fold_{n}.safetensors.
Workflow template: adds ensemble-top-k parameter (default 5) and passes
--ensemble-top-k to the train-best step.
2720 tests pass, 0 clippy warnings.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Add clamp_max() to PromQL queries and hard Y-axis limits to prevent
early-epoch degenerate values from blowing up panel scaling (Sharpe
showing 12 instead of 1.3, Profit Factor at 30k).
Run Summary: clamp_max on Best Val Loss (5), Sharpe (5), Profit Factor (20)
Training Quality: clamp_max on Epoch Sharpe (5), Sortino (10), PF (20)
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Replace stat panels with timeseries using smooth line interpolation,
gradient fill, and multi-tooltip. Layout changed from 6x1 to 3x2 grid.
Legends show model/fold only when multiple series exist.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Add 6 stat panels showing overall training run metrics: Best Val Loss,
Best Sharpe, Best Win Rate, Min Max Drawdown, Total Epochs, and Best
Profit Factor. Placed between Training Status and Training Curves rows.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
4 root causes of 45-action DQN collapsing to 1-6 actions:
1. Batch epsilon ignoring noisy_epsilon_floor: select_actions_batch()
and select_actions_batch_gpu() used get_epsilon() which returns 0.0
with noisy nets — zero random exploration in the training path.
Added get_effective_epsilon() that respects noisy_epsilon_floor.
2. Entropy coefficient too weak: default 0.05 with bounds (0.01, 0.2)
produced max ~0.19 bonus vs TD loss of 4+. Bumped default to 0.1,
widened bounds to (0.05, 0.5) for effective anti-collapse.
3. count_bonus_coefficient not in search space: was hardcoded at 0.1
in from_continuous(). Promoted to 31st search dimension with bounds
(0.05, 1.0) so PSO/TPE can optimize exploration strength.
4. Diversity penalty too coarse: objective had <10 unique actions
short-circuit but nothing for 10-20. Added graduated penalty that
linearly ramps from 3.0 (10 actions) to 0.0 (20 actions).
Also fixes pre-existing clippy impl_trait_in_params in optimizer.rs.
2720 tests pass, 0 clippy warnings.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Wire record_hyperopt_trial_duration, set_hyperopt_best_objective,
set_hyperopt_trial_best_loss, and set_hyperopt_elapsed into all three
optimizer paths (PSO sequential, PSO parallel, TPE). These metrics were
registered but never called during the optimization loop, causing
"Best Objective Over Time", "Trial Duration", and "Elapsed Time"
Grafana panels to show "No data".
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>
The batch training path (select_actions_batch → forward()) does NOT
increment DQN::total_steps. Only select_action() does. When
warmup_steps > 0, train_step() checks total_steps < warmup_steps
and returns (0.0, 0.0) — zero loss, zero gradients. The model
never trained; "results" were random initialization Q-values.
Fix: force warmup_steps=0 in hyperopt adapter and remove
warmup_ratio from the 31D→30D search space (saves a dimension
for TPE/PSO effectiveness).
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Runs nvidia-smi on GPU node in parallel with fetch-binary, triggering
H100 autoscale during compilation so the node is ready when hyperopt
starts. Exits immediately to free GPU resources.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
- Replace Silverman's bandwidth (h = 1.06σn^(-1/5)) with Scott's rule
(h = 0.7σn^(-1/(d+4))) for tighter kernels in high-D parameter spaces
- Add best-trial injection: always evaluate EI at best known point plus
5 small perturbations (±5%), preventing optimizer from forgetting peaks
- Scale n_candidates dynamically: max(256, 8*n_dims) instead of fixed 100
- Reduce gamma from 0.25 to 0.15 when trials < 50 for tighter exploitation
- Wire model_name through PSO/TPE paths for per-trial Prometheus metrics
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
The foxhunt-runtime image runs as non-root user 'foxhunt' and uses
/bin/sh (dash), not bash. Two issues:
1. &>/dev/null is bash-only — use >/dev/null 2>&1 for POSIX sh
2. Fallback download to /tmp (writable), not /usr/local/bin (root-only)
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Re-export HardwareTimestamp through data crate instead of ml/risk
depending directly on trading_engine. Reduces coupling between
the ML pipeline and the trading engine.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
The build-ci-image template used volumeClaimTemplates (PVC) which
weren't inherited when called via templateRef from ci-pipeline.
Restructured to single pod: init container (alpine/git) clones repo
into emptyDir, main container (kaniko) builds and pushes image from
the same volume. No PVC needed, works correctly via templateRef.
Tested: foxhunt-runtime image rebuilt successfully with kubectl.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
build-ci-image used volumeClaimTemplates (PVC) shared between a
git-clone pod and a kaniko-build pod in a DAG. When called via
templateRef from ci-pipeline, the VCT wasn't inherited, causing
"volume 'workspace' not found" errors.
Fixed by merging into a single pod: init container (git clone) +
main container (kaniko build) sharing an emptyDir volume. No PVC
needed, works correctly when called via templateRef.
Also removed stale compile-training-template.yaml reference from
kustomization (file doesn't exist, template is inline in ci-pipeline).
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Add kubectl v1.31.4 to foxhunt-runtime Dockerfile so deploy step
doesn't need to download it each run. Deploy step falls back to
curl download if kubectl not found (for current image version).
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
- Deploy step: use foxhunt-runtime image (cached on platform node) +
curl kubectl, replacing bitnami/kubectl:1.31 which doesn't exist.
- Sensor: add podGC:OnPodCompletion and ttlStrategy to workflow spec
(not inherited from WorkflowTemplate via workflowTemplateRef).
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Two issues causing all 20 hyperopt trials to have identical f64::MAX
objective (TPE optimizer blind):
1. Val-loss plateau early stopping fired at epoch 5-6 of every 8-epoch
trial (plateau_window=5 too aggressive for short runs). Disabled
early_stopping_enabled for hyperopt; gradient-collapse patience
still active as safety net.
2. Penalty metrics used f64::MAX for gradient_norm/q_value_std which
produced ~3.6e+308 objective. Changed to 100.0 so TPE can still
differentiate between early-stopped trials by other metric fields.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Three issues prevented services from being deployed after push:
1. No deploy step: pipeline compiled + uploaded binaries to MinIO but
never restarted service deployments. Added deploy-services step
(bitnami/kubectl) that runs rollout restart after compile-services.
2. compile-services couldn't schedule: targeted platform node (4 CPU,
6Gi allocatable) but requested 6Gi memory. Moved to ci-compile-cpu
(POP2-32C-128G) alongside compile-training — both fit simultaneously
(28/32 CPU, 48/128Gi).
3. No podGC: completed Argo pods held resources indefinitely, blocking
subsequent pipeline steps. Added podGC:OnPodCompletion.
Also: detect-changes now triggers service rebuild when CI pipeline
template or k8s service manifests change.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
DaemonSet init container now:
- Detects GPU nodes (99-nvidia.toml in conf.d)
- Creates v3-compatible registry config drop-in
- Restarts containerd via chroot if config files changed
- Idempotent: skips restart if files already exist
Requires hostPID + privileged for chroot /proc/1/root.
On new nodes, first run creates files + restarts containerd
(kills pod), second run finds files unchanged (no restart).
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
- Hyperopt: catch early stopping errors and return penalty metrics
instead of aborting entire run. Trials that stop early are scored
as poor (objective=-500) so optimizer avoids those configs.
- DaemonSet: detect GPU nodes (NVIDIA conf.d overlay) and create
v3-compatible registry config drop-in for containerd v2.1+.
Old grpc.v1.cri.registry path is silently ignored by containerd v2.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Kapsule nodes use nameserver 127.0.53.53 which resolves external DNS
but returns NXDOMAIN for .svc.cluster.local. Containerd uses node DNS
for image pulls, causing ErrImagePull for cluster-internal registry refs.
Deploy node-dns-fix DaemonSet (kube-system) that:
1. Points /etc/resolv.conf to kube-dns ClusterIP (10.32.0.10)
2. Creates containerd certs.d config for HTTP GitLab registry
3. Watches for Kapsule node reconciliation resets (every 30s)
4. Restores original resolv.conf on SIGTERM
Also bump compile-services memory: 6Gi→10Gi limit (was OOM-killed at 5.7GB).
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
- Add api_uptime_seconds gauge to API service (5s update interval),
matching the pattern used by trading/backtesting/ml-training services
- Remove obsolete Web Gateway Uptime and Active WebSocket Connections
panels from cockpit (web-gateway is not deployed)
- Add API Gateway Uptime (api_uptime_seconds) and API Auth Rate
(api_auth_requests_total) panels in their place
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>
4 bugs found by deep investigation agents:
1. HIGH: minimum_profit_factor (search dim 30) was never forwarded from
DQNHyperparameters to DQNConfig — trainer hardcoded 1.5, making the
entire dimension wasted. Added field to DQNHyperparameters, wired
through trainer.rs.
2. HIGH: Backtest EvaluationEngine used hardcoded $10K initial capital
while training used $35K (self.initial_capital). Returns/Sharpe were
3.5x distorted. Now uses self.initial_capital.
3. MEDIUM: calculate_hft_activity_score_wave10 multiplied already-100x
buy_pct/sell_pct by 100 again, making the diversity penalty threshold
(15%) unreachable (values were ~2700). Removed double multiplication.
4. MEDIUM: Sortino ratio returned 0.0 for all-positive returns (no
downside deviation), penalizing perfect strategies in the 40%-weighted
composite score. Now returns 100.0 (capped) when mean return > 0.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Join node metrics with node_uname_info to resolve instance IPs to
hostnames (e.g. scw-foxhunt-platform-694db...) in all 10 node-level
panels: CPU, Memory, Disk I/O, Network I/O, Load Average, Disk Usage.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Add __meta_kubernetes_pod_phase=Running filter to training-pods job.
Completed/failed Argo workflow step pods were showing as DOWN targets
because their containers are no longer running to serve /metrics.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
- Replace api_gateway_ with api_ prefix to match actual metric exports (cockpit, observability)
- Change grpc_code!="OK" to grpc_code!="0" — gRPC uses numeric status codes (cockpit, trading)
- Update gRPC service filter to actual exported_service labels: trading-agent-service,
broker-gateway, backtesting-service, ml-training-service, data-acquisition-service (trading)
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
- Remove duplicate annotated-pods and gitlab-annotated-pods scrape jobs
(all targets already covered by dedicated jobs)
- Drop Argo controller from foxhunt-services job (dedicated HTTPS job exists)
- Resolve datasource variable placeholders to actual UIDs in dashboard JSON
- Add Ingress rule to Prometheus netpol allowing Grafana on port 9090
Targets: 49 → 18 (zero duplicates)
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
