Files
foxhunt/crates/ml/examples
jgrusewski 81a9319d84 fix(sp15-wave3b-followup): migrate evaluate_baseline.rs 3 GpuBacktestEvaluator::new sites — Wave 3b missed the example binary
Wave 3b (4320820ae) added a 6th window_lob_bars parameter to
GpuBacktestEvaluator::new and migrated 3 production lib call sites + 6
test call sites, but the lib-only `cargo check -p ml --features cuda`
validation didn't catch the 3 example-binary call sites in
evaluate_baseline.rs (lines 1344, 1641, 1802). Argo's ensure-binary
step compiles all 4 example binaries (hyperopt_baseline_rl,
train_baseline_rl, evaluate_baseline, precompute_features), and
evaluate_baseline failed with E0061 (wrong number of args).

This commit migrates all 3 sites to construct zero-OFI LobBar SoA
inline (eval-path lacks per-bar OFI features — same degradation
pattern as the PPO hyperopt adapter Wave 3b D4 resolution; OFI-impact
term degrades to 0 while commission + half-spread × position still
apply).

Validated: `cargo check -p ml --features cuda --all-targets` clean
(was --features cuda only before — now expanded to catch
example/test/bin compile-breaks).

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-07 10:25:50 +02:00
..