jgrusewski 26b51a4f99 feat(ml): real validation, transaction costs, and data fixes for DQN/PPO pipeline ...

Replace stub validation functions with real model inference (DQN greedy,
PPO act()) so early stopping optimizes actual trading performance instead
of market volatility. Add transaction costs (commission + bid-ask spread)
to reward computation across train/hyperopt/evaluate examples.

Key changes:
- Symbol filtering (--symbol ES.FUT) prevents mixing futures contracts
- BTreeMap timestamp dedup handles overlapping .FUT contract bars
- Return clamping (--max-bar-return) filters contract roll boundaries
- Warmup offset alignment fixes feature-to-bar index mismatch
- Kelly sizing: 3 stubs replaced with real data-driven implementations
- Adam optimizer: BUG #14 diagnostic logging demoted to trace
- TFT: varmap_mut() accessor for checkpoint loading
- PPO hyperopt: with_costs() builder for tx cost configuration

DQN eval (ES.FUT, 2 folds): Sharpe=11.36, MaxDD=7.42%, WinRate=33.2%

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>

2026-02-24 00:43:11 +01:00

..

production

🚀 Wave 160 Phase 6: CUDA Mandatory + TDD Testing + TFT Complete (21 Agents)

2025-10-14 23:13:34 +02:00

staging

feat(wave-d): Complete Phase 6 agents G15-G19 - memory optimization + performance validation

2025-10-18 18:14:34 +02:00

test

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test_tft

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dqn_best_model.safetensors

feat: DQN Rainbow enhancements with hyperopt results and test coverage

2025-11-27 14:45:25 +01:00

dqn_final_epoch1.safetensors

feat: Wave 8 - Integrate MBP-10 OFI features into DQN trainer

2025-11-23 14:24:50 +01:00

dqn_final_epoch10.safetensors

feat: DQN Rainbow enhancements with hyperopt results and test coverage

2025-11-27 14:45:25 +01:00

dqn_final_epoch30.safetensors

feat: DQN Rainbow enhancements with hyperopt results and test coverage

2025-11-27 14:45:25 +01:00

dqn_final_epoch100.safetensors

feat: DQN Rainbow enhancements with hyperopt results and test coverage

2025-11-27 14:45:25 +01:00

dqn_interrupted_epoch10.safetensors

feat(dqn): Implement adaptive C51 bounds for two-phase training

2025-11-22 19:21:51 +01:00

evaluation_report.json

feat(ml): real validation, transaction costs, and data fixes for DQN/PPO pipeline

2026-02-24 00:43:11 +01:00

hyperopt_results.json

feat(ml): walk-forward training pipeline with real Databento data

2026-02-23 21:48:10 +01:00

ppo_actor_epoch_1.safetensors

feat(wave12): E2E validation complete - 225-feature pipeline ready

2025-10-22 22:48:04 +02:00

ppo_actor_epoch_2.safetensors

fix(ml): Complete TFT/MAMBA-2/PPO validation - all models production-certified

2025-10-26 21:36:48 +01:00

ppo_actor_epoch_3.safetensors

feat(wave1-2): Complete multi-model training architecture + TLI commands

2025-10-22 20:50:43 +02:00

ppo_actor_epoch_5.safetensors

Wave 15: Complete FactoredAction migration to 45-action system

2025-11-11 23:27:02 +01:00

ppo_actor_epoch_10.safetensors

feat(ml): MAMBA-2 device fix + PPO batch size optimization + CUDA 12.9 migration

2025-10-26 11:14:33 +01:00

ppo_actor_epoch_20.safetensors

feat(cleanup): Complete 30-agent codebase cleanup wave - 100% production ready

2025-10-23 09:16:58 +02:00

ppo_actor_epoch_30.safetensors

feat(ml): Fix TFT QAT device mismatch + MAMBA2 memory leak (33 agents)

2025-10-23 01:02:00 +02:00

ppo_actor_wave12_epoch30.safetensors

feat(wave12): Complete ML warning fixes and add Parquet training infrastructure

2025-10-21 08:54:26 +02:00

ppo_checkpoint_epoch_1.safetensors

feat(wave12): E2E validation complete - 225-feature pipeline ready

2025-10-22 22:48:04 +02:00

ppo_checkpoint_epoch_2.safetensors

fix(ml): Complete TFT/MAMBA-2/PPO validation - all models production-certified

2025-10-26 21:36:48 +01:00

ppo_checkpoint_epoch_3.safetensors

feat(wave1-2): Complete multi-model training architecture + TLI commands

2025-10-22 20:50:43 +02:00

ppo_checkpoint_epoch_5.safetensors

Wave 15: Complete FactoredAction migration to 45-action system

2025-11-11 23:27:02 +01:00

ppo_checkpoint_epoch_10.safetensors

feat(wave9-11): Complete 225-feature integration and service migration

2025-10-20 21:54:39 +02:00

ppo_checkpoint_epoch_20.safetensors

feat(wave9-11): Complete 225-feature integration and service migration

2025-10-20 21:54:39 +02:00

ppo_checkpoint_epoch_30.safetensors

feat(wave12): Complete ML warning fixes and add Parquet training infrastructure

2025-10-21 08:54:26 +02:00

ppo_critic_epoch_1.safetensors

feat(wave12): E2E validation complete - 225-feature pipeline ready

2025-10-22 22:48:04 +02:00

ppo_critic_epoch_2.safetensors

fix(ml): Complete TFT/MAMBA-2/PPO validation - all models production-certified

2025-10-26 21:36:48 +01:00

ppo_critic_epoch_3.safetensors

feat(wave1-2): Complete multi-model training architecture + TLI commands

2025-10-22 20:50:43 +02:00

ppo_critic_epoch_5.safetensors

Wave 15: Complete FactoredAction migration to 45-action system

2025-11-11 23:27:02 +01:00

ppo_critic_epoch_10.safetensors

feat(ml): MAMBA-2 device fix + PPO batch size optimization + CUDA 12.9 migration

2025-10-26 11:14:33 +01:00

ppo_critic_epoch_20.safetensors

feat(cleanup): Complete 30-agent codebase cleanup wave - 100% production ready

2025-10-23 09:16:58 +02:00

ppo_critic_epoch_30.safetensors

feat(ml): Fix TFT QAT device mismatch + MAMBA2 memory leak (33 agents)

2025-10-23 01:02:00 +02:00

ppo_critic_wave12_epoch30.safetensors

feat(wave12): Complete ML warning fixes and add Parquet training infrastructure

2025-10-21 08:54:26 +02:00

tft_225_epoch_0.json

feat(hyperopt): Fix all 29 critical issues - production certified

2025-10-28 16:11:01 +01:00

tft_225_epoch_0.safetensors

feat(wave9-11): Complete 225-feature integration and service migration

2025-10-20 21:54:39 +02:00

tft_225_epoch_1.json

fix(ml): Complete TFT/MAMBA-2/PPO validation - all models production-certified

2025-10-26 21:36:48 +01:00

tft_225_epoch_4.json

fix(ml): Complete TFT/MAMBA-2/PPO validation - all models production-certified

2025-10-26 21:36:48 +01:00

training_results_20251013_161141.json

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