foxhunt

Files

jgrusewski 4e1a937cec feat+test(policy-quality): Task 0.15 — multi_fold_convergence smoke + --max-folds

Adds --max-folds CLI flag to train_baseline_rl (0 = no cap). When set,
truncates the generated walk-forward fold list to the first N folds.
Used by the new multi_fold_convergence smoke test to run a 3-fold × 20-epoch
local variant of the Phase 3 L40S 6-fold × 50-epoch validation gate
(~5 min on RTX 3050 vs ~1 hour on L40S).

Test asserts:
  * train_baseline_rl subprocess exits 0 (no NaN/Inf)
  * ≥ 2/3 folds produce dqn_fold{N}_best.safetensors checkpoint
    (checkpoint is only written when Best Sharpe improves during the
    fold, so presence = policy learned something on that window)

Per plan Task 0.15 at docs/superpowers/plans/2026-04-21-policy-quality.md.

2026-04-21 21:37:01 +02:00

baseline_common

fix(ml): wire spread_cost_bps into RL training — commission + spread = total tx cost

2026-03-01 22:10:43 +01:00

cuda_test.rs

fix: wire real GPU backprop + SPSA gradients, fix checkpoint loading, eliminate candle from examples

2026-03-20 15:41:42 +01:00

download_baseline.rs

fix: add retry with backoff to Databento download_quarter

2026-03-31 22:57:43 +02:00

evaluate_baseline.rs

fix: OFI_DIAG reads new canonical indices [42..62), remove state_dim from evaluate_baseline