Files
foxhunt/scripts
jgrusewski 0d9fbc16b0 refactor(per-horizon): N_HORIZONS 5→3 — sweep configs + generator script
5 sweep YAMLs updated to reference the new checkpoint filename:
- config/ml/sweep_smoke.yaml: trunk_best_h6000.bin → trunk_best_h1000.bin
- config/ml/sweep_perhoriz_diag.yaml: same
- config/ml/sweep_threshold_tuning.yaml: same
- config/ml/sweep_deployability.yaml: same
- config/ml/sweep_smoke_perhoriz_cfc.yaml: same + 3 comment updates
  (WIN-gate criteria, header doc, best-checkpoint annotation)

scripts/generate_sweep_variants.py:61 updated atomically — without this
the next regeneration of sweep_deployability.yaml would silently
re-introduce trunk_best_h6000.bin.

Argo workflow templates (alpha-perception, alpha-cv, lob-backtest-sweep)
did NOT need text changes — they're already horizon-agnostic:
- They forward CLI flags via {{workflow.parameters.*}} to binaries
- Don't grep alpha_train_summary.json inline
- Don't reference per-horizon field names
- early-stop-metric default is "mean_auc" (horizon-agnostic)

Intentionally left:
- alpha-cv-template.yaml stacker-horizon: "6000" (unrelated TFT lookback)
- alpha-cv-template.yaml horizon: "1200" (DQN execution horizon in bars)
- lob-backtest-sweep-template.yaml ci-training-h100 (GPU pool name)

NOTE: kubectl apply of workflow templates is deferred to Task 10 (push
+ dispatch). Verified all 5 sweep YAMLs parse with python3 yaml.safe_load.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-22 01:40:13 +02:00
..