# Agent D31: ML Model Input Validation - Quick Reference **Status**: ✅ **COMPLETE** **Date**: 2025-10-18 **Execution Time**: 0.19s **Test Pass Rate**: 12/12 (100%) --- ## Key Results ``` ✅ MAMBA-2: [batch=32, seq_len=100, features=225] ✅ ✅ DQN: [batch=64, state_dim=225] ✅ ✅ PPO: [batch=64, obs_dim=225] ✅ ✅ TFT: static=[24], historical=[100, 201] ✅ ``` --- ## Wave D Feature Indices (201-224) ``` CUSUM Statistics: 201-210 (10 features) ADX & Directional: 211-215 (5 features) Regime Transitions: 216-220 (5 features) Adaptive Strategies: 221-224 (4 features) ────────────────────────────────────────────── Total Wave D Features: 201-224 (24 features) ``` --- ## Test Execution ```bash # Run validation tests cargo test -p ml --test wave_d_ml_model_input_test --no-fail-fast -- --nocapture # Results 12 passed, 0 failed, 1 ignored (0.19s) ``` --- ## Backward Compatibility ``` Wave C: 201 features (indices 0-200) Wave D: 225 features (indices 0-224) Delta: +24 features (appended at end) ✅ Retraining required: Input layer only ✅ Hidden layers: Can reuse Wave C weights ✅ No feature index conflicts ``` --- ## Model Input Specs ### MAMBA-2 ```rust Shape: [32, 100, 225] dtype: f32 Layout: C-contiguous ``` ### DQN ```rust Shape: [64, 225] dtype: f32 Action: 3 (buy/sell/hold) ``` ### PPO ```rust Shape: [64, 225] dtype: f32 Action: Discrete(3) Reward: Sharpe-adjusted PnL ``` ### TFT ```rust Static: [24] (Wave D regime features) Historical: [100, 201] (Wave C time-varying) Temporal: hour_sin, hour_cos, day_of_week ``` --- ## Files Created 1. `/home/jgrusewski/Work/foxhunt/ml/tests/wave_d_ml_model_input_test.rs` (572 lines) 2. `/home/jgrusewski/Work/foxhunt/AGENT_D31_ML_MODEL_INPUT_VALIDATION_REPORT.md` (full report) 3. `/home/jgrusewski/Work/foxhunt/AGENT_D31_QUICK_REFERENCE.md` (this file) --- ## Next Steps ``` ⏳ D13: CUSUM Statistics extraction (201-210) ⏳ D14: ADX & Directional Indicators (211-215) ⏳ D15: Regime Transition Probabilities (216-220) ⏳ D16: Adaptive Strategy Metrics (221-224) ``` --- ## Validation Checklist - [x] MAMBA-2 accepts 225 features - [x] DQN accepts 225 features - [x] PPO accepts 225 features - [x] TFT accepts 225 features - [x] Tensor shapes validated - [x] No NaN/Inf in tensors - [x] Backward compatibility confirmed - [x] Feature indices validated (201-224) - [x] Cross-model compatibility verified - [x] Documentation complete --- **Agent D31 Status: ✅ COMPLETE**