jgrusewski fea6371af7 fix(data): filter front-month PER FILE, not globally — each quarterly DBN has different contract ...

Global filter selected only ONE quarter's instrument_id, producing 3 months
of data instead of 2+ years. Now filters within each file so quarterly
rolls are handled correctly.

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

2026-04-08 21:27:54 +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

feat: DQN gems — spectral decoupling, manifold mixup, regime replay, family hyperopt

2026-03-31 00:39:23 +02:00

evaluate_supervised.rs

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

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

hyperopt_baseline_rl.rs

feat: --feature-cache-dir CLI arg for training binaries

2026-04-03 22:59:08 +02:00

hyperopt_baseline_supervised.rs

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

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

precompute_features.rs

fix(data): filter front-month PER FILE, not globally — each quarterly DBN has different contract

2026-04-08 21:27:54 +02:00

train_baseline_rl.rs

feat: leverage-based position cap (replaces hardcoded max_position)

2026-04-07 16:24:20 +02:00

train_baseline_supervised.rs

refactor: remove max_training_steps_per_epoch — always train full dataset

2026-04-02 14:41:16 +02:00