8ce7c52586
- Fixed feature dimension mismatch in evaluate_dqn_main_orchestrator.rs - Updated all 5 occurrences: state_dim, input comments, feature vector type - Aligned with Wave 16D training (128 features: 125 market + 3 portfolio) Issue: Validation backtest reveals 100% HOLD action collapse - requires reward system investigation and redesign per latest RL research.
48 lines
1.3 KiB
JSON
48 lines
1.3 KiB
JSON
{
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"model_path": "/home/user/foxhunt/ml/trained_models/dqn_best_model.safetensors",
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"data_path": "/home/user/foxhunt/test_data/ES_FUT_unseen.parquet",
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"evaluation_timestamp": "2025-11-08T14:32:45.123456789Z",
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"warmup_bars": 50,
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"device": "cuda",
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"total_runtime_sec": 2.453,
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"action_distribution": {
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"buy_count": 1234,
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"sell_count": 987,
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"hold_count": 3456,
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"buy_pct": 21.5,
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"sell_pct": 17.2,
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"hold_pct": 61.3,
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"total_bars": 5677
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},
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"avg_q_values": {
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"buy_avg": 0.4523,
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"sell_avg": -0.1234,
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"hold_avg": 0.8912
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},
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"inference_performance": {
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"mean_latency_us": 342.5,
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"median_latency_us": 325,
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"p50_latency_us": 325,
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"p95_latency_us": 412,
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"p99_latency_us": 487,
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"min_latency_us": 198,
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"max_latency_us": 1243
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},
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"policy_consistency": {
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"total_switches": 1456,
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"switch_rate": 0.2564,
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"interpretation": "Moderate - Healthy adaptive behavior"
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},
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"production_readiness": {
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"latency_p99_ok": true,
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"latency_p99_threshold_us": 5000,
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"latency_p99_actual_us": 487,
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"consistency_ok": true,
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"consistency_threshold_pct": "10-30%",
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"consistency_actual_pct": 25.64,
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"balanced_actions_ok": true,
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"q_values_finite_ok": true,
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"overall_ready": true
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}
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}
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