jgrusewski 34586dad68 refactor(alpha_baseline): rename, drop conditionals, strip dead paths ...

Rename binary alpha_compose_backtest → alpha_baseline and remove the
boolean flags whose features are now mandatory:

  --c51            (always C51 distributional Q)
  --temporal       (always Mamba2 temporal encoder)
  --isv-continual  (controller always fires per eval episode)
  --regime-scale   (vol-EMA regime defense always on)
  --pruned-actions (FALSIFIED 2026-05-15 per pearl_action_pruning_falsified)

Every dependent code path was stripped, not just gated:

- Linear-Q kernels (lq_fwd, lq_grad, munch_kernel) and their cubin loads
  are gone — C51 is the only Q-network.
- Single-env push_kernel / h_store_kernel loads removed; the backtest
  has been batched-parallel-env since T14 and only the _batched
  variants are called here. (The smoke binary still uses single-env
  variants because one env per episode is its job.)
- Dead transition buffers removed: states_dev, next_states_dev,
  actions_dev, rewards_dev, dones_dev, q_current_dev, q_next_dev,
  target_dev, single_state_dev, single_q_dev, probs_current_dev,
  probs_next_dev, m_dev, single_probs_dev, single-env state_pinned,
  action_pinned, window_tensor, h_enriched_buf_dev.
- Dead constants and helpers: PRUNED_ACTIONS, N_WEIGHTS, N_BIASES,
  epsilon_greedy, epsilon_greedy_gated.

End-to-end verification on the existing Q1 fxcache (rebuild was OOM
locally; full multi-quarter validation is the next phase):

  cost=0.0000  best τ=0.250  Sharpe_ann=+36.83  win=0.984  trades/ep=83.3
  cost=0.0625  best τ=0.250  Sharpe_ann=+38.53  win=0.996  trades/ep=83.2
  cost=0.1250  best τ=0.250  Sharpe_ann=+38.37  win=0.994  trades/ep=83.3
  cost=0.2500  best τ=0.250  Sharpe_ann=+34.24  win=0.990  trades/ep=85.6
  cost=0.5000  best τ=0.250  Sharpe_ann=+31.83  win=0.946  trades/ep=84.8

Numbers track the prior T16-flag config (within stochastic noise),
confirming the conditional-stripping was a pure simplification — no
behavioral change, just a smaller, honester binary.

Also updated:
- scripts/alpha_pipeline.sh — A/B conditions collapse to fixed-cost
  vs cost-randomized training (the only opt-in left).
- scripts/walk_forward_cv.sh — drop legacy flags, pass --window-k only.
- crates/ml/src/env/loaders.rs — module doc-comment updated.

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>

2026-05-16 01:02:44 +02:00

6.4 KiB

Executable File

Raw Blame History

View Raw