Files
foxhunt/ml/tests
jgrusewski 4ad9d45d7e test(ml): add real-data validation integration test for 6E.FUT
Runs full ValidationHarness on actual Databento 6E.FUT 1-minute OHLCV
bars (~30k bars). Extracts 15-dim features (5 OHLCV + 10 technical
indicators), configures DQN with walk-forward validation, and prints
a detailed report including DSR, PBO, permutation test, and per-regime
breakdown.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-20 17:33:05 +01:00
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