Closes Fix 29 audit rows #14 and #15 (Bug-1 contract drift in val/HPO
close-price extraction). Both sites read `target[0]` thinking it is
raw_close, but post Bug-1 (commit `5a5dd0fed`) `target[0]` is
preproc_close (z-normed log-return). The `fv[3]` fallback path is
unreachable on every production code path because
`set_val_data_from_slices` (in `dqn/trainer/mod.rs:1704`) always yields
`Vec<f64>` of length 6 from `[f64; 6]` slices post `TARGET_DIM=6` bump
(commit `063fd2716`), so `target.len() >= 2` is an always-true guard.
Per `feedback_no_hiding` the dead fallback is removed in the same edit
rather than left as a silent wrong-units path.
Sites fixed:
- crates/ml/src/trainers/dqn/trainer/metrics.rs:576
(val window_prices for GpuBacktestEvaluator)
- crates/ml/src/hyperopt/adapters/dqn.rs:2492
(HPO adapter val_close_prices for window-aggregated backtest)
Both now read `target[TARGET_RAW_CLOSE]` (col 2). Both import the named
constant from `crate::fxcache` so a future column rename moves the call
site with the writer (Fix 27 prevention pattern).
Verification:
- SQLX_OFFLINE=true cargo check -p ml --offline (8.03s) clean.
- No GPU code changed; cubin not affected.
Affects val Sharpe annualization + window equity curves on training
metrics; affects HPO val score on every trial. Pre-fix would yield
"prices" of magnitude ~stddev(log_return) (~7e-5 for ES 1-min) feeding
into PnL math that expects dollar prices, producing degenerate
backtest output. Post-fix prices are real raw_close values.
References Fix 27 Bug B (host-side Welford) — same kind of bug surfaced
at val/HPO consumer rather than training Welford. References
feedback_no_hiding (delete unreachable fallbacks rather than leaving
silent wrong-units fall-through), feedback_no_partial_refactor (both
consumers of the same (fv, target) tuple convention migrate together),
feedback_trust_code_not_docs (the `target.len() >= 2` guard read as
defensive but was masking a contract drift).
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
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