jgrusewski 1abdbb6388 test: hyperopt backtest metrics output in smoketest ...

Sharpe=-1.27, 269 trades, 22% win rate — expected for 3 random epochs.
Full PSO → train → GPU backtest → Sharpe objective pipeline validated.

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>

2026-04-05 18:13:17 +02:00

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backtesting

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common

fix: switch tracing to stderr (unbuffered) — stdbuf has no effect on Rust

2026-04-02 16:29:55 +02:00

config

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ctrader-openapi

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data

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database

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market-data

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ml

test: hyperopt backtest metrics output in smoketest

2026-04-05 18:13:17 +02:00

ml-asset-selection

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ml-backtesting

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ml-checkpoint

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ml-core

fix: restore explicit buffer_size in GPU profiles (auto-sizing removed)

2026-04-04 01:24:19 +02:00

ml-data

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ml-data-validation

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ml-dqn

fix: remove hardcoded MIN_GPU_CAPACITY=1024, use batch_size as floor

2026-04-04 15:32:59 +02:00

ml-ensemble

feat(ensemble): GPU-native ensemble reduce kernel, remove CPU fallbacks

2026-03-29 22:35:37 +02:00

ml-explainability

feat(ensemble): GPU-native ensemble reduce kernel, remove CPU fallbacks

2026-03-29 22:35:37 +02:00

ml-features

fix: test reads threshold from dqn-smoketest.toml — no hardcoded values

2026-03-31 12:37:25 +02:00

ml-hyperopt

refactor: LHS is the correct algorithm for small budgets, not a fallback

2026-03-29 19:18:47 +02:00

ml-labeling

fix(clippy): ml-supervised + ml-core + thin crates — 34 errors fixed

2026-03-19 00:39:03 +01:00

ml-observability

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ml-paper-trading

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ml-ppo

feat: add PPO CUDA kernels and curiosity inference kernel

2026-03-31 00:39:59 +02:00

ml-regime

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ml-regime-detection

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ml-risk

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ml-security

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ml-stress-testing

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ml-supervised

feat(bf16): ml-dqn, ml-ppo, ml-supervised, ml-ensemble, ml-explainability compile clean

2026-03-28 01:51:45 +01:00

ml-universe

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ml-validation

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model_loader

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risk

refactor: eliminate candle from entire workspace — tests, examples, Cargo.toml

2026-03-18 00:53:47 +01:00

risk-data

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storage

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trading_engine

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trading-data

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training_uploader

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