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jgrusewski 49e214fb8f feat(eval): wire GPU backtester into evaluate_baseline binary

Add --gpu-eval flag that routes DQN fold evaluation through
GpuBacktestEvaluator instead of the per-bar CPU path. The GPU path
uploads the full test fold as a single window, runs the env kernel
loop on-device, and downloads only the final WindowMetrics (10 floats).

Key design choices:
- GPU path uses greedy argmax (not hierarchical softmax); results differ
  slightly from CPU path — this is documented and intentional
- Falls back to CPU path on any GPU error (no silent failures)
- Also adds --initial-capital flag needed by GpuBacktestConfig
- Fix pre-existing clippy::wildcard_enum_match_arm in
  GpuBacktestEvaluator::new (Device::_ → explicit variants)

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>

2026-03-11 11:41:21 +01:00

baseline_common

fix(ml): wire spread_cost_bps into RL training — commission + spread = total tx cost

2026-03-01 22:10:43 +01:00

cuda_test.rs

chore: clean up examples, update ML binaries and risk tests

2026-02-27 01:33:18 +01:00

download_baseline.rs

fix(ml): remove dead parquet path, enable GPU features by default

2026-03-10 16:54:45 +01:00

evaluate_baseline.rs

feat(eval): wire GPU backtester into evaluate_baseline binary