//! Stacked Mamba2 -> CfC -> heads trainer CLI.
//!
//! Reads predecoded MBP-10 sidecars via `MultiHorizonLoader`, drives
//! `PerceptionTrainer` end-to-end. Each training step consumes ONE
//! seq_len-snapshot window and emits one BCE loss against the labels
//! at the window's last position (per-horizon).
//!
//! Emits `alpha_train_summary.json` on exit for downstream gate
//! consumption.
//!
//! Usage:
//!   alpha_train \
//!     --mbp10-data-dir   <path> \
//!     --predecoded-dir   <path> \
//!     --epochs           5 \
//!     --seq-len          32 \
//!     --mamba2-state-dim 16 \
//!     --lr-cfc           3e-3 \
//!     --lr-mamba2        1e-3 \
//!     --n-train-seqs     8000 \
//!     --n-val-seqs       1000 \
//!     --out              artifacts/alpha-train/

use anyhow::{Context, Result};
use clap::Parser;
use ml_alpha::cfc::snap_features::Mbp10RawInput;
use ml_alpha::data::loader::{MultiHorizonLoader, MultiHorizonLoaderConfig};
use ml_alpha::eval::auc::{compute_auc, AucInput};
use ml_alpha::heads::N_HORIZONS;
use ml_alpha::trainer::perception::{auto_horizon_weights, PerceptionTrainer, PerceptionTrainerConfig};
use ml_core::device::MlDevice;
use serde::Serialize;
use std::path::PathBuf;

#[derive(Parser)]
#[command(name = "alpha_train")]
struct Cli {
    /// Directory containing MBP-10 .dbn.zst files.
    #[arg(long)]
    mbp10_data_dir: PathBuf,

    /// Directory holding predecoded sidecar caches (created on miss).
    #[arg(long)]
    predecoded_dir: PathBuf,

    /// Output directory for weights + summary JSON.
    #[arg(long)]
    out: PathBuf,

    #[arg(long, default_value_t = 5)]
    epochs: usize,

    /// Snapshots per training sequence (Mamba2 + CfC in-window context).
    /// Default 64 — empirically the 3-fold ISV CV ran K=32 and observed
    /// h6000 (6000-snapshot horizon) saturating around 0.70-0.74. K=32
    /// is only 0.5% of the h6000 prediction window; K=64 doubles
    /// in-window context and gives Mamba2's SSM state more material
    /// to build long-horizon predictions from. Kernel maximum is 96
    /// (MAMBA2_KERNEL_SEQ_MAX). Per-epoch wall scales ~K (more
    /// K-loop launches in the captured graph).
    #[arg(long, default_value_t = 64)]
    seq_len: usize,

    #[arg(long, default_value_t = 16)]
    mamba2_state_dim: usize,

    #[arg(long, default_value_t = 3e-3)]
    lr_cfc: f32,

    #[arg(long, default_value_t = 1e-3)]
    lr_mamba2: f32,

    #[arg(long, default_value_t = 8000)]
    n_train_seqs: usize,

    #[arg(long, default_value_t = 1000)]
    n_val_seqs: usize,

    #[arg(long, default_value_t = 0x4242)]
    seed: u64,

    /// Linear LR warmup over this many training steps from 0 → configured
    /// lr_cfc / lr_mamba2. 0 disables warmup.
    #[arg(long, default_value_t = 200)]
    lr_warmup_steps: usize,

    /// Floor for the cosine-decay schedule: final LR = lr_max * this factor.
    /// 1.0 disables decay (constant LR after warmup).
    #[arg(long, default_value_t = 0.1)]
    lr_min_factor: f32,

    /// Early-stop training after this many consecutive epochs without
    /// improvement on `early_stop_metric`. 0 disables early stopping.
    #[arg(long, default_value_t = 5)]
    early_stop_patience: usize,

    /// Which metric drives early stopping. Options:
    ///   - "val_loss"  : stable, tracks probability calibration.
    ///   - "mean_auc"  : noisier, average ranking across all 5 horizons.
    ///   - "auc_h6000" : ranking on the long horizon ONLY — recommended
    ///     for deployment-oriented runs where the saved checkpoint is
    ///     used to trade at multi-minute horizon. The 3-fold ISV CV
    ///     showed mean_auc-best-epoch and h6000-best-epoch can differ
    ///     by 2-6pt on h6000 within a single run (e.g. fblb2 fold-1
    ///     saved h6000=0.681 at mean_auc-best E10 but the trajectory
    ///     peaked at h6000=0.739 one epoch later). Using auc_h6000
    ///     directly saves the deployment-relevant checkpoint.
    #[arg(long, default_value = "mean_auc")]
    early_stop_metric: String,

    /// Custom per-horizon BCE weights (5 floats, comma-separated). When
    /// set, overrides the auto/uniform defaults. Example: "1.0,1.0,0.5,0.1,0.02".
    #[arg(long)]
    horizon_weights: Option<String>,

    /// Use the canonical auto-derived per-horizon BCE weight schedule.
    /// Currently identical to `--horizon-weights 1,1,1,1,1` (uniform):
    /// the prior `min(1, K/h)` formula down-weighted h6000 to 0.5% of
    /// the loss which suppressed long-horizon training. With uniform
    /// weights, ISV's lambda controller (per-horizon trunk-gradient
    /// scaler driven by BCE EMA) is the single place where per-horizon
    /// rebalancing happens — cleaner than splitting between BCE
    /// coefficients and the trunk lambda. Flag preserved for backward
    /// compat; passing `--horizon-weights` still overrides.
    #[arg(long, default_value_t = false)]
    auto_horizon_weights: bool,

    /// Mini-batch size for training. Each step processes B sequences
    /// in parallel via batched CUDA kernels. Default 1 matches the
    /// previous unbatched behavior. Validation always runs at B=1.
    #[arg(long, default_value_t = 1)]
    batch_size: usize,

    /// Sliding-window cross-validation: index of THIS fold (0-indexed).
    /// Combined with `--cv-n-folds` and `--cv-train-window` to split
    /// the discovered MBP-10 files chronologically. Default 0 means
    /// "no CV — use the first fold of a 1-fold split" (legacy behavior:
    /// train = all-but-last file, val = last file).
    #[arg(long, default_value_t = 0)]
    cv_fold: usize,

    /// Total number of sliding-window CV folds. 1 disables CV (single
    /// train/val split). When >1, fold k trains on the W files starting
    /// at `cv_fold_offset(k)` and validates on the file immediately
    /// after that window. Folds are submitted as independent runs.
    #[arg(long, default_value_t = 1)]
    cv_n_folds: usize,

    /// Size of each fold's TRAIN window in files. 0 means "use all
    /// files except the val file" (expanding-window mode at 1 fold).
    /// >0 enables sliding-window mode where the training data has a
    /// fixed temporal extent.
    #[arg(long, default_value_t = 0)]
    cv_train_window: usize,

    /// Decision-stride sampling: yield every S-th snapshot per training
    /// sequence. S=1 (default) preserves current consecutive-snapshot
    /// behaviour. S>1 expands the effective time-window covered by each
    /// sequence (window = (seq_len-1) * S + 1 snapshots) at the same
    /// compute cost. Pairs with Mamba2 dt_s scaling so the SSM's state
    /// decay reflects the actual elapsed time between K-positions.
    /// Recommended S=4 with K=64 for h6000 deployment (256-tick window).
    #[arg(long, default_value_t = 1)]
    decision_stride: usize,
}

#[derive(Serialize, serde::Deserialize, Default)]
struct AlphaTrainSummary {
    epochs: usize,
    seq_len: usize,
    horizons: [usize; N_HORIZONS],
    final_train_loss: f32,
    final_val_loss: f32,
    final_val_auc: [f32; N_HORIZONS],
    n_train_seqs_consumed: usize,
    n_val_seqs_consumed: usize,
    /// Epoch index that achieved the lowest val_loss.
    best_epoch: usize,
    /// Lowest val_loss observed across all epochs.
    best_val_loss: f32,
    /// Per-horizon AUCs at the best-val-loss epoch.
    best_val_auc: [f32; N_HORIZONS],
    /// Epoch index that achieved the highest mean AUC across the 5 horizons.
    /// Tracked independently of best_epoch because val_loss + AUC can
    /// disagree — a calibration-flat / ranking-sharp epoch beats a
    /// calibration-sharp / ranking-flat one for downstream trading.
    best_mean_auc_epoch: usize,
    /// Mean AUC at the best-mean-AUC epoch.
    best_mean_auc: f32,
    /// Per-horizon AUCs at the best-mean-AUC epoch.
    best_mean_auc_per_horizon: [f32; N_HORIZONS],
    /// Epoch with the highest h6000 AUC (long-horizon, deployment-relevant).
    /// Saved independently of best_mean_auc_epoch because the two
    /// frequently disagree by 1-2 epochs and h6000 is the metric we
    /// care about for multi-minute trading deployment.
    best_auc_h6000_epoch: usize,
    /// Highest h6000 AUC observed across all epochs.
    best_auc_h6000: f32,
    /// Per-horizon AUCs at the best-h6000 epoch.
    best_auc_h6000_per_horizon: [f32; N_HORIZONS],
    /// True if training stopped early (patience exceeded).
    early_stopped: bool,
    /// Relative path (within `out_dir`) to the best-h6000 trunk
    /// checkpoint file, or None if no h6000 improvement was ever recorded.
    /// Written by the X14 wiring inside the `auc_h6000_improved` block.
    #[serde(default, skip_serializing_if = "Option::is_none")]
    best_h6000_ckpt_path: Option<String>,
}

/// Linear warmup then cosine decay to `lr_min`. `step_idx` is the
/// global training-step counter (0-indexed). `total_steps` is the
/// budget the cosine targets.
fn lr_schedule(lr_max: f32, lr_min: f32, step_idx: usize, warmup_steps: usize, total_steps: usize) -> f32 {
    if step_idx < warmup_steps {
        return lr_max * (step_idx as f32 + 1.0) / warmup_steps as f32;
    }
    if total_steps <= warmup_steps {
        return lr_max;
    }
    let progress = (step_idx - warmup_steps) as f32 / (total_steps - warmup_steps) as f32;
    let progress = progress.clamp(0.0, 1.0);
    let cos = 0.5 * (1.0 + (std::f32::consts::PI * progress).cos());
    lr_min + (lr_max - lr_min) * cos
}

fn main() -> Result<()> {
    tracing_subscriber::fmt()
        .with_env_filter(tracing_subscriber::EnvFilter::from_default_env())
        .init();

    let cli = Cli::parse();
    std::fs::create_dir_all(&cli.out).with_context(|| format!("mkdir {}", cli.out.display()))?;

    let dev = MlDevice::cuda(0).context("CUDA 0 init")?;
    tracing::info!(?dev, "MlDevice initialized");

    let horizons = [30usize, 100, 300, 1000, 6000];

    // Resolve per-horizon BCE weights: explicit > auto > uniform.
    let horizon_weights: [f32; N_HORIZONS] = if let Some(spec) = &cli.horizon_weights {
        let parts: Vec<f32> = spec.split(',')
            .map(|s| s.trim().parse().context("horizon weight parse"))
            .collect::<Result<Vec<_>>>()?;
        anyhow::ensure!(
            parts.len() == N_HORIZONS,
            "--horizon-weights expected {} floats, got {}",
            N_HORIZONS, parts.len()
        );
        let mut w = [0.0; N_HORIZONS];
        w.copy_from_slice(&parts);
        w
    } else if cli.auto_horizon_weights {
        auto_horizon_weights(cli.seq_len, &horizons)
    } else {
        [1.0; N_HORIZONS]
    };
    tracing::info!(
        w_h30 = horizon_weights[0], w_h100 = horizon_weights[1],
        w_h300 = horizon_weights[2], w_h1000 = horizon_weights[3],
        w_h6000 = horizon_weights[4],
        "per-horizon BCE weights"
    );

    anyhow::ensure!(cli.batch_size >= 1, "batch_size must be >= 1");
    let trainer_cfg = PerceptionTrainerConfig {
        seq_len: cli.seq_len,
        mamba2_state_dim: cli.mamba2_state_dim,
        lr_cfc: cli.lr_cfc,
        lr_mamba2: cli.lr_mamba2,
        seed: cli.seed,
        horizon_weights,
        n_batch: cli.batch_size,
        decision_stride: cli.decision_stride,
    };
    let mut trainer = PerceptionTrainer::new(&dev, &trainer_cfg).context("trainer init")?;

    let mut train_loss_running = 0.0_f32;
    let mut train_steps = 0usize;
    let mut final_val_loss = 0.0_f32;
    let mut final_val_auc = [0.5_f32; N_HORIZONS];
    let mut n_val_seqs_consumed = 0usize;

    // Validate early-stop metric choice upfront.
    let early_stop_metric = cli.early_stop_metric.as_str();
    anyhow::ensure!(
        matches!(early_stop_metric, "val_loss" | "mean_auc" | "auc_h6000" | "none"),
        "--early-stop-metric must be one of: val_loss, mean_auc, auc_h6000, none (got `{}`)",
        early_stop_metric
    );

    // Best-checkpoint tracking (by val_loss).
    let mut best_val_loss = f32::INFINITY;
    let mut best_epoch = 0usize;
    let mut best_val_auc = [0.5_f32; N_HORIZONS];
    let mut val_loss_no_improvement = 0usize;
    let mut mean_auc_no_improvement = 0usize;
    let mut early_stopped = false;
    let mut epochs_completed = 0usize;

    // Independent tracker for best mean-AUC across horizons. val_loss and
    // ranking quality (AUC) can disagree — e.g. when the model improves
    // probability calibration on common cases (lower BCE) but loses
    // ranking sharpness on the regime tails. For downstream trading the
    // AUC profile usually matters more, so we publish both bests.
    let mut best_mean_auc = f32::NEG_INFINITY;
    let mut best_mean_auc_epoch = 0usize;
    let mut best_mean_auc_per_horizon = [0.5_f32; N_HORIZONS];

    // Independent tracker for best h6000 AUC — the deployment-relevant
    // long-horizon metric. The 3-fold ISV CV showed that mean_auc-best
    // and h6000-best epochs frequently differ (within fblb2 fold-1, the
    // saved E10 had h6000=0.681 while E11 had h6000=0.739). For
    // multi-minute trading deployment we want the h6000-best checkpoint
    // directly, not the mean_auc proxy.
    let mut best_auc_h6000 = f32::NEG_INFINITY;
    let mut best_auc_h6000_epoch = 0usize;
    let mut best_auc_h6000_per_horizon = [0.5_f32; N_HORIZONS];
    let mut best_h6000_ckpt_path: Option<String> = None;
    let mut auc_h6000_no_improvement = 0usize;

    let lr_min_cfc = cli.lr_cfc * cli.lr_min_factor;
    let lr_min_m2 = cli.lr_mamba2 * cli.lr_min_factor;
    // Approximate the total step budget: epochs × n_train_seqs (each
    // sequence yields one optimizer step). Used by cosine decay.
    let total_steps_budget = cli.epochs * cli.n_train_seqs;

    // ── Walk-forward CV file split ────────────────────────────────────
    // Files are discovered in chronological order (filenames follow
    // ES.FUT_<YEAR>-Q<n>.dbn.zst so sort = chronological). Then we
    // slice train_files / val_files based on the CV flags. Train and
    // val NEVER share a file — every val sample is strictly OOS in
    // time vs every train sample.
    let all_files = ml_alpha::data::loader::discover_mbp10_files_sorted(&cli.mbp10_data_dir)
        .context("discover MBP-10 files")?;
    anyhow::ensure!(
        cli.cv_n_folds >= 1,
        "--cv-n-folds must be >= 1 (got {})", cli.cv_n_folds
    );
    anyhow::ensure!(
        cli.cv_fold < cli.cv_n_folds,
        "--cv-fold {} must be < --cv-n-folds {}", cli.cv_fold, cli.cv_n_folds
    );
    let n_files = all_files.len();
    let (train_files, val_files): (Vec<PathBuf>, Vec<PathBuf>) = if cli.cv_n_folds == 1 {
        // Single fold: train on all files except the LAST, val on the LAST file.
        // Legacy callers that didn't think about CV at all get a temporal split
        // by default instead of the old "same files for train and val" bug.
        anyhow::ensure!(n_files >= 2,
            "need >= 2 files for single-fold temporal split, found {} under {}",
            n_files, cli.mbp10_data_dir.display());
        let val_idx = n_files - 1;
        (
            all_files[..val_idx].to_vec(),
            vec![all_files[val_idx].clone()],
        )
    } else {
        // Sliding-window CV. Train window has fixed extent `W`; val is the
        // single file immediately after. Fold k uses files [k .. k+W] for
        // train and file [k+W] for val.
        let w = if cli.cv_train_window > 0 {
            cli.cv_train_window
        } else {
            // Default: leave room for n_folds val files at the tail.
            n_files.saturating_sub(cli.cv_n_folds)
        };
        anyhow::ensure!(w >= 1, "cv_train_window resolves to 0 (n_files={n_files}, n_folds={})", cli.cv_n_folds);
        anyhow::ensure!(
            cli.cv_fold + w + 1 <= n_files,
            "CV layout overflows: cv_fold={} + window={} + 1 val file > {} files available",
            cli.cv_fold, w, n_files
        );
        let train_start = cli.cv_fold;
        let train_end = train_start + w; // exclusive
        let val_idx = train_end;
        (
            all_files[train_start..train_end].to_vec(),
            vec![all_files[val_idx].clone()],
        )
    };
    tracing::info!(
        cv_fold = cli.cv_fold,
        cv_n_folds = cli.cv_n_folds,
        cv_train_window = cli.cv_train_window,
        n_train_files = train_files.len(),
        n_val_files = val_files.len(),
        train_files = ?train_files.iter().map(|p| p.file_name().unwrap().to_string_lossy().to_string()).collect::<Vec<_>>(),
        val_files = ?val_files.iter().map(|p| p.file_name().unwrap().to_string_lossy().to_string()).collect::<Vec<_>>(),
        "walk-forward CV file split",
    );

    // PRELOAD: construct loaders ONCE (each preloads its files into RAM).
    // Per-epoch we call reset(seed) to re-shuffle anchor sampling — no
    // disk IO. Cuts wall time ~5× on a 6-epoch run, ~7× on 15 epochs.
    tracing::info!("preloading train + val MBP-10 files into RAM (slow startup, fast per-epoch)…");
    let preload_start = std::time::Instant::now();
    let mut train_loader = MultiHorizonLoader::new(&MultiHorizonLoaderConfig {
        files: train_files,
        predecoded_dir: cli.predecoded_dir.clone(),
        seq_len: cli.seq_len,
        horizons,
        n_max_sequences: cli.n_train_seqs,
        seed: cli.seed,
        decision_stride: cli.decision_stride,
        inference_only: false,
    })
    .context("train loader")?;
    let mut val_loader = MultiHorizonLoader::new(&MultiHorizonLoaderConfig {
        files: val_files,
        predecoded_dir: cli.predecoded_dir.clone(),
        seq_len: cli.seq_len,
        horizons,
        n_max_sequences: cli.n_val_seqs,
        seed: cli.seed.wrapping_add(0xC0FFEE),
        decision_stride: cli.decision_stride,
        inference_only: false,
    })
    .context("val loader")?;
    tracing::info!(
        elapsed_s = preload_start.elapsed().as_secs(),
        "preload complete",
    );

    for epoch in 0..cli.epochs {
        // Re-seed loaders for this epoch (anchor sampling differs per epoch).
        train_loader.reset(cli.seed.wrapping_add(epoch as u64));
        val_loader.reset(cli.seed.wrapping_add(0xC0FFEE + epoch as u64));

        let mut epoch_train_loss = 0.0_f32;
        let mut epoch_train_steps = 0usize;
        // Accumulate B sequences per optimizer step. Sequences with no
        // finite labels at any position are skipped (continue) so they
        // don't pollute the batch.
        let mut snap_batch: Vec<Vec<Mbp10RawInput>> = Vec::with_capacity(cli.batch_size);
        let mut label_batch: Vec<Vec<[f32; N_HORIZONS]>> = Vec::with_capacity(cli.batch_size);
        while let Some(seq) = train_loader.next_sequence().context("train next_seq")? {
            let mut labels_per_pos: Vec<[f32; N_HORIZONS]> = Vec::with_capacity(seq.snapshots.len());
            let mut any_finite = false;
            for k in 0..seq.snapshots.len() {
                let row = [
                    seq.labels[0][k], seq.labels[1][k], seq.labels[2][k],
                    seq.labels[3][k], seq.labels[4][k],
                ];
                if row.iter().any(|v| v.is_finite()) { any_finite = true; }
                labels_per_pos.push(row);
            }
            if !any_finite { continue; }
            snap_batch.push(seq.snapshots);
            label_batch.push(labels_per_pos);
            if snap_batch.len() < cli.batch_size { continue; }

            // Full batch ready — apply LR schedule, fire step.
            let lr_cfc_now = lr_schedule(cli.lr_cfc, lr_min_cfc, train_steps, cli.lr_warmup_steps, total_steps_budget);
            let lr_m2_now = lr_schedule(cli.lr_mamba2, lr_min_m2, train_steps, cli.lr_warmup_steps, total_steps_budget);
            trainer.set_lr_cfc(lr_cfc_now);
            trainer.set_lr_mamba2(lr_m2_now);

            let snap_refs: Vec<&[Mbp10RawInput]> = snap_batch.iter().map(|v| v.as_slice()).collect();
            let label_refs: Vec<&[[f32; N_HORIZONS]]> = label_batch.iter().map(|v| v.as_slice()).collect();
            let loss = trainer.step_batched(&snap_refs, &label_refs).context("train step_batched")?;
            epoch_train_loss += loss;
            epoch_train_steps += 1;
            train_loss_running += loss;
            train_steps += 1;
            // Periodic per-step log (every 500 steps) for liveness +
            // intra-epoch trajectory monitoring. Cheap (~1 line/min on
            // L40S at 8000 steps/epoch / 36s = 220 steps/s ⇒ ~16 lines
            // per 500-step interval per epoch). Consumed by
            // /tmp/alpha_monitor.py.
            if epoch_train_steps % 500 == 0 {
                tracing::info!(
                    epoch,
                    step = epoch_train_steps,
                    loss = loss,
                    "step"
                );
            }
            snap_batch.clear();
            label_batch.clear();
        }
        let epoch_avg = if epoch_train_steps > 0 {
            epoch_train_loss / epoch_train_steps as f32
        } else { 0.0 };
        tracing::info!(epoch, train_loss = epoch_avg, train_steps = epoch_train_steps, "epoch complete");

        // Validation: accumulate (probs, labels) per horizon, compute AUC.
        // val_loader was preloaded above and reset at top of loop.

        let mut val_probs: [Vec<f32>; N_HORIZONS] = Default::default();
        let mut val_labels: [Vec<f32>; N_HORIZONS] = Default::default();
        let mut val_loss_sum = 0.0_f32;
        let mut val_steps = 0usize;
        let mut val_snap_batch: Vec<Vec<Mbp10RawInput>> = Vec::with_capacity(cli.batch_size);
        let mut val_label_batch: Vec<Vec<[f32; N_HORIZONS]>> = Vec::with_capacity(cli.batch_size);
        let mut val_last_label_batch: Vec<[f32; N_HORIZONS]> = Vec::with_capacity(cli.batch_size);
        while let Some(seq) = val_loader.next_sequence().context("val next_seq")? {
            let mut labels_per_pos: Vec<[f32; N_HORIZONS]> = Vec::with_capacity(seq.snapshots.len());
            let mut any_finite = false;
            for k in 0..seq.snapshots.len() {
                let row = [
                    seq.labels[0][k], seq.labels[1][k], seq.labels[2][k],
                    seq.labels[3][k], seq.labels[4][k],
                ];
                if row.iter().any(|v| v.is_finite()) { any_finite = true; }
                labels_per_pos.push(row);
            }
            if !any_finite { continue; }
            let last = seq.snapshots.len().saturating_sub(1);
            let last_labels = [
                seq.labels[0][last], seq.labels[1][last], seq.labels[2][last],
                seq.labels[3][last], seq.labels[4][last],
            ];
            val_snap_batch.push(seq.snapshots);
            val_label_batch.push(labels_per_pos);
            val_last_label_batch.push(last_labels);
            if val_snap_batch.len() < cli.batch_size { continue; }

            // FORWARD-ONLY batched evaluation — no backward, no AdamW.
            let snap_refs: Vec<&[Mbp10RawInput]> = val_snap_batch.iter().map(|v| v.as_slice()).collect();
            let label_refs: Vec<&[[f32; N_HORIZONS]]> = val_label_batch.iter().map(|v| v.as_slice()).collect();
            let (l, probs_all) = trainer.evaluate_batched(&snap_refs, &label_refs).context("val eval_batched")?;
            val_loss_sum += l;
            val_steps += 1;
            // probs_all is [K, B, N_HORIZONS] row-major. Score AUC from
            // the LAST-position predictions for each sample in the batch.
            let last = cli.seq_len - 1;
            for (b_idx, last_lbl) in val_last_label_batch.iter().enumerate() {
                let off = (last * cli.batch_size + b_idx) * N_HORIZONS;
                let last_probs = &probs_all[off..off + N_HORIZONS];
                for h in 0..N_HORIZONS {
                    if last_lbl[h].is_finite() {
                        val_probs[h].push(last_probs[h]);
                        val_labels[h].push(last_lbl[h]);
                    }
                }
            }
            val_snap_batch.clear();
            val_label_batch.clear();
            val_last_label_batch.clear();
        }
        let mut per_horizon_auc = [0.5_f32; N_HORIZONS];
        for h in 0..N_HORIZONS {
            per_horizon_auc[h] = compute_auc(&AucInput {
                probs: val_probs[h].clone(),
                labels: val_labels[h].clone(),
            }).context("AUC")?;
        }
        let val_avg = if val_steps > 0 { val_loss_sum / val_steps as f32 } else { 0.0 };
        tracing::info!(
            epoch,
            val_loss = val_avg,
            auc_h30 = per_horizon_auc[0],
            auc_h100 = per_horizon_auc[1],
            auc_h300 = per_horizon_auc[2],
            auc_h1000 = per_horizon_auc[3],
            auc_h6000 = per_horizon_auc[4],
            "validation"
        );

        // Snapshot the ISV controller's per-horizon BCE EMA + lambda
        // multipliers — diagnostic on what the horizon-aware gradient
        // scaler is doing each epoch. Reads happen via mapped-pinned
        // (not in the training hot path; we're already mid-validation
        // sync window). Surfaces fold-specific lambda trajectories so
        // we can diagnose why some folds gain and others regress.
        match (trainer.loss_ema_snapshot(), trainer.lambda_snapshot()) {
            (Ok(ema), Ok(lam)) => tracing::info!(
                epoch,
                ema_h30   = ema[0], ema_h100  = ema[1], ema_h300  = ema[2],
                ema_h1000 = ema[3], ema_h6000 = ema[4],
                lam_h30   = lam[0], lam_h100  = lam[1], lam_h300  = lam[2],
                lam_h1000 = lam[3], lam_h6000 = lam[4],
                "isv snapshot"
            ),
            (Err(e), _) | (_, Err(e)) => {
                tracing::warn!(epoch, error = %e, "isv snapshot failed (continuing)");
            }
        }
        final_val_loss = val_avg;
        final_val_auc = per_horizon_auc;
        n_val_seqs_consumed = val_loader.yielded();
        epochs_completed = epoch + 1;

        // Best-checkpoint trackers — independent for each metric.
        let val_loss_improved = val_avg < best_val_loss;
        if val_loss_improved {
            best_val_loss = val_avg;
            best_epoch = epoch;
            best_val_auc = per_horizon_auc;
            val_loss_no_improvement = 0;
            tracing::info!(epoch, val_loss = val_avg, "new best val_loss");
        } else {
            val_loss_no_improvement += 1;
        }

        let mean_auc = per_horizon_auc.iter().sum::<f32>() / per_horizon_auc.len() as f32;
        let mean_auc_improved = mean_auc > best_mean_auc;
        if mean_auc_improved {
            best_mean_auc = mean_auc;
            best_mean_auc_epoch = epoch;
            best_mean_auc_per_horizon = per_horizon_auc;
            mean_auc_no_improvement = 0;
            tracing::info!(epoch, mean_auc, "new best mean_auc");
        } else {
            mean_auc_no_improvement += 1;
        }

        // h6000 — deployment-relevant long-horizon ranking.
        let auc_h6000 = per_horizon_auc[N_HORIZONS - 1];
        let auc_h6000_improved = auc_h6000 > best_auc_h6000;
        if auc_h6000_improved {
            best_auc_h6000 = auc_h6000;
            best_auc_h6000_epoch = epoch;
            best_auc_h6000_per_horizon = per_horizon_auc;
            auc_h6000_no_improvement = 0;
            // X14: emit a Checkpoint file alongside summary.json so
            // fxt-backtest --checkpoint can load the trained trunk.
            let ckpt_path = cli.out.join("trunk_best_h6000.bin");
            trainer.save_checkpoint(&ckpt_path)
                .context("save_checkpoint(trunk_best_h6000.bin)")?;
            best_h6000_ckpt_path = Some("trunk_best_h6000.bin".to_string());
            tracing::info!(
                epoch, auc_h6000, path = %ckpt_path.display(),
                "new best auc_h6000 (saved checkpoint)"
            );
        } else {
            auc_h6000_no_improvement += 1;
        }

        // Early-stop decision based on selected metric.
        if cli.early_stop_patience > 0 {
            let (counter, metric_label, best_val) = match early_stop_metric {
                "val_loss"  => (val_loss_no_improvement,  "val_loss",  best_val_loss),
                "mean_auc"  => (mean_auc_no_improvement,  "mean_auc",  best_mean_auc),
                "auc_h6000" => (auc_h6000_no_improvement, "auc_h6000", best_auc_h6000),
                _ => (0, "none", 0.0), // disabled
            };
            if counter >= cli.early_stop_patience && metric_label != "none" {
                tracing::warn!(
                    epoch, metric = metric_label, best = best_val,
                    patience = cli.early_stop_patience,
                    "early stopping",
                );
                early_stopped = true;
                break;
            }
        }
    }

    let summary = AlphaTrainSummary {
        epochs: epochs_completed,
        seq_len: cli.seq_len,
        horizons,
        final_train_loss: if train_steps > 0 { train_loss_running / train_steps as f32 } else { 0.0 },
        final_val_loss,
        final_val_auc,
        n_train_seqs_consumed: train_steps,
        n_val_seqs_consumed,
        best_epoch,
        best_val_loss,
        best_val_auc,
        best_mean_auc_epoch,
        best_mean_auc,
        best_mean_auc_per_horizon,
        best_auc_h6000_epoch,
        best_auc_h6000,
        best_auc_h6000_per_horizon,
        early_stopped,
        best_h6000_ckpt_path,
    };
    let summary_path = cli.out.join("alpha_train_summary.json");
    std::fs::write(&summary_path, serde_json::to_vec_pretty(&summary).context("serialize summary")?)
        .with_context(|| format!("write {}", summary_path.display()))?;
    tracing::info!(summary_path = %summary_path.display(), "wrote summary");

    Ok(())
}