3 Commits

Author	SHA1	Message	Date
jgrusewski	8b0122a5ac	feat: has_ofi flag in fxcache header (explicit, no zero-detection) ... Adds `has_ofi: bool` to `FxCacheData` and the fxcache binary header (stored in `reserved[0]`). Propagates through load_fxcache, write_fxcache, all callers (precompute_features, train_baseline_rl, hyperopt dqn adapter), existing roundtrip tests, and adds two new has_ofi-specific roundtrip tests. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>	2026-04-04 09:48:38 +02:00
jgrusewski	a4ba8bddaa	feat: fxcache stores per-bar timestamps for walk-forward windowing ... Each record now starts with an i64 timestamp (nanoseconds since epoch) before the feature/target/OFI data. v1 records grow from 432 to 440 bytes, v2 from 112 to 120 bytes. The timestamp is always i64 even in bf16 mode. train_baseline_rl reconstructs bars with real timestamps instead of placeholders so the walk-forward windower can split by month. Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>	2026-04-01 19:29:41 +02:00
jgrusewski	1e2b55d1c1	test: fxcache roundtrip tests — f64, bf16, find, validation, empty ... Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>	2026-03-31 23:48:17 +02:00