The DBN loading path (load_training_data) never computed per-bar OFI —
it fell through to load_ofi_features_parallel() which returns one OFI
per MBP-10 snapshot (~14.5M for 895K bars). upload_ofi() then truncated
to num_bars, misaligning snapshot-level OFI with bar-level data.
- Add per-bar OFI computation to load_training_data() matching the
Parquet path: iterate OHLCV bars, find nearest MBP-10 snapshot,
calculate 8 OFI features via OFICalculator
- preload_data() now prefers loader's per-bar OFI over snapshot-level
parallel loader
- evaluate_gpu() walk-forward uses real OFI with offset indexing
instead of zero-padding 8 dimensions
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
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