Files
foxhunt/crates/ml-alpha
jgrusewski e9c4acfb12 feat(ml-alpha): MultiHorizonLoader inference-only mode
Add inference_only flag to MultiHorizonLoaderConfig that skips per-file
forward-label precomputation (~half the file-load cost), plus
peek_first() and next_inference_input() chronological-streaming methods
for the ml-backtesting LOB harness.

- min_size relaxed to cfg.seq_len when inference_only=true (training
  still requires seq_len + max_horizon + 1 for label generation)
- New cursor fields (inference_file_idx, inference_snap_idx) walk every
  loaded snapshot in chronological order; reset() zeros both
- peek_first() seeds CfcTrunk::capture_graph_a with cur==prev semantics
  (prev_ts_ns==ts_ns, trade_signed_vol=0) — natural stream-start
- next_inference_input() errors if cfg.inference_only=false (guard
  against accidental mixing of training/inference paths)
- All trainer call-sites (alpha_train example + multi_horizon_loader
  tests) updated with inference_only: false (zero behaviour change)
- Inline test module exercises both modes; tests skip gracefully when
  fixture data isn't populated rather than panicking

See docs/superpowers/specs/2026-05-18-real-lob-integration-design.md
§1 (trainer parity) + §7 (orchestrator).

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-18 08:08:38 +02:00
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