Files
foxhunt/crates
jgrusewski 22e6ddbcac fix(rl): eval_summary aggregates across all b_size accounts (E.4-E.5)
Replaces the broken single-account + scale-mismatch slicing block in
alpha_rl_train.rs eval phase with proper per-account aggregation.

Pre-fix (cluster v11 alpha-rl-8ll7j, b=1024):
  head_before_eval = sim.read_total_trade_count()  // aggregate=1,203,376
  all_records      = sim.read_trade_records(0)     // backtest 0 only, ≤1024
  // 1.2M > 1024 → wrap branch fires → eval_records = ALL 1024 records
  //   from account 0, mixing train+eval trades
  eval_summary: n_trades=1024 pnl=$61,513 wr=0.217 — MEANINGLESS

Post-fix (this commit, b=16 local smoke):
  head_before_per_b = sim.read_per_backtest_trade_counts()
  all_per_b         = sim.read_trade_records_all()
  // for each backtest: slice ring by per-account head_before vs head_after,
  //   handle wrap correctly, aggregate eval-only records
  eval_summary: n_trades=226 pnl=$-41,137 wr=0.376
  n_eval_trades_seen=226 (= captured) n_dropped=0 n_pre_eval_wrapped=0

Local smoke validation (b=16, 1k train + 250 eval, fold 1 ES.FUT all):
  - n_trades jumped 58 → 226 (4× — confirms aggregation across 16 accts)
  - per-account pre-eval heads: min=16 max=59 sum=596 (correct scale)
  - n_eval_trades_seen == n_trades (no wrap at this scale)
  - eval_summary.json gained 4 new fields:
      n_eval_trades_seen, n_eval_trades_dropped,
      n_pre_eval_trades_wrapped, b_size

Existing keys (n_trades, total_pnl_usd, profit_factor, sharpe_ann,
max_drawdown_usd, win_rate) preserved for downstream G8-gate / Argo
aggregator consumers (per spec §3).

Cluster validation pending Phase A cluster (alpha-rl-jz48s) completion
to avoid alpha_rl_train.rs branch conflict. After Phase A merges,
this fix can submit alongside.

Spec: docs/superpowers/specs/2026-05-31-eval-summary-trade-aggregation-design.md
Plan: docs/superpowers/plans/2026-05-31-eval-summary-trade-aggregation.md

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-31 18:09:16 +02:00
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