jgrusewski 33ce35bdeb feat: walk-forward out-of-sample smoke tests + best_sharpe in metrics ...

Walk-forward validation tests:
- test_walk_forward_oos_metrics: 10 epochs, asserts finite OOS Sharpe,
  non-zero val_loss (validation backtest ran), positive gradient norm
- test_walk_forward_no_overfitting_50_epochs: 50 epochs, asserts val_loss
  doesn't catastrophically worsen (> -100), model retains generalization

Metrics additions:
- best_sharpe, best_val_loss, best_epoch added to TrainingMetrics
  (were on trainer struct but not returned to callers)

Defensive NaN guard restored in loss kernels:
- fast_isfinite check on per-sample weighted_loss
- Remaining NaN source: bf16 reward storage in replay buffer (TODO: convert
  reward path to float at boundary, same pattern as experience features)
- Guard clearly documented as temporary with TODO

Results: 895/895 unit + 11/11 smoke tests (9 original + 2 walk-forward).
Walk-forward 10ep: best_sharpe=5.32, best_val_loss=-0.45 (positive OOS Sharpe).

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

2026-03-29 01:28:12 +01:00

..

backtesting

fix(clippy): resolve all clippy warnings across entire workspace (--all-targets)

2026-03-13 10:18:35 +01:00

common

feat: gradient stability + 9-agent audit bug fixes

2026-03-27 19:52:44 +01:00

config

fix(ci): clippy test-gate uses --lib, fix pre-existing lint errors

2026-03-12 19:10:18 +01:00

ctrader-openapi

fix: tune log levels across workspace — demote noisy warn to debug/trace

2026-03-14 11:35:15 +01:00

data

fix(clippy): resolve all clippy warnings across entire workspace (--all-targets)

2026-03-13 10:18:35 +01:00

database

fix(clippy): resolve all clippy warnings across entire workspace (--all-targets)

2026-03-13 10:18:35 +01:00

market-data

…

ml

feat: walk-forward out-of-sample smoke tests + best_sharpe in metrics

2026-03-29 01:28:12 +01:00

ml-asset-selection

fix(clippy): resolve all clippy warnings across entire workspace (--all-targets)

2026-03-13 10:18:35 +01:00

ml-backtesting

fix(clippy): resolve all clippy warnings across entire workspace (--all-targets)

2026-03-13 10:18:35 +01:00

ml-checkpoint

fix(clippy): resolve all clippy warnings across entire workspace (--all-targets)

2026-03-13 10:18:35 +01:00

ml-core

feat(bf16): ALL tests pass — ml-core 300/300, ml-dqn 359/359, ml 890/895

2026-03-28 12:13:45 +01:00

ml-data

…

ml-data-validation

fix(clippy): resolve all clippy warnings across entire workspace (--all-targets)

2026-03-13 10:18:35 +01:00

ml-dqn

fix(bf16): ROOT CAUSE — float experience features + IS-weight overflow clamp

2026-03-29 00:42:06 +01:00

ml-ensemble

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

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

ml-explainability

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

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

ml-features

fix(ml): BF16/F32 boundary alignment, GPU-resident ops across all ML crates

2026-03-15 11:59:31 +01:00

ml-hyperopt

fix: eliminate NVRTC, fix evaluator SIGSEGV, 22D search space, trade physics

2026-03-27 00:33:05 +01:00

ml-labeling

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

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

ml-observability

fix(clippy): resolve all clippy warnings across entire workspace (--all-targets)

2026-03-13 10:18:35 +01:00

ml-paper-trading

fix(clippy): resolve all clippy warnings across entire workspace (--all-targets)

2026-03-13 10:18:35 +01:00

ml-ppo

feat(bf16): 1722/1722 tests pass — ALL PASS, zero failures

2026-03-28 13:11:47 +01:00

ml-regime

refactor(cuda): eliminate all CPU fallbacks — CUDA mandatory across ML stack

2026-03-16 21:01:28 +01:00

ml-regime-detection

fix(clippy): resolve all clippy warnings across entire workspace (--all-targets)

2026-03-13 10:18:35 +01:00

ml-risk

fix(clippy): resolve all clippy warnings across entire workspace (--all-targets)

2026-03-13 10:18:35 +01:00

ml-security

fix(clippy): resolve all clippy warnings across entire workspace (--all-targets)

2026-03-13 10:18:35 +01:00

ml-stress-testing

fix(clippy): achieve zero warnings across entire workspace

2026-03-10 13:18:57 +01:00

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

fix(clippy): resolve all clippy warnings across entire workspace (--all-targets)

2026-03-13 10:18:35 +01:00

ml-validation

fix(clippy): resolve all clippy warnings across entire workspace (--all-targets)

2026-03-13 10:18:35 +01:00

model_loader

fix(clippy): resolve all clippy warnings across entire workspace (--all-targets)

2026-03-13 10:18:35 +01:00

risk

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

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

risk-data

fix: tune log levels across workspace — demote noisy warn to debug/trace

2026-03-14 11:35:15 +01:00

storage

…

trading_engine

fix(ml): BF16/F32 boundary alignment, GPU-resident ops across all ML crates

2026-03-15 11:59:31 +01:00

trading-data

…

training_uploader

feat: implement all 15 fxt CLI commands with real gRPC calls

2026-03-03 22:16:35 +01:00