jgrusewski 7d9f1c6e17 feat(ml): add walk-forward training binary for DQN/PPO ...

Add ml/examples/train_baseline.rs that trains DQN and PPO models using
expanding walk-forward windows on real Databento OHLCV data.

Features:
- CLI args via clap (--model, --epochs, --batch-size, --data-dir, etc.)
- Recursive .dbn.zst file discovery and OHLCV bar loading
- 51-dim feature extraction via extract_ml_features()
- Walk-forward window generation with NormStats per fold
- DQN training loop with epsilon-greedy, experience replay, early stopping
- PPO training loop with GAE, trajectory collection, early stopping
- PnL-based reward (BUY/SELL/HOLD)
- Safetensors checkpoint saving per fold
- NormStats JSON export for evaluation reproducibility

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

2026-02-23 18:59:56 +01:00

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