jgrusewski 882497caa4 fix: OFI_DIAG reads new canonical indices [42..62), remove state_dim from evaluate_baseline ...

- OFI_DIAG now reads positions [42..62) using OFI_START constant instead of
  hardcoded [66..74). Verified: raw_mean=0.0891, delta_mean=-0.0370,
  book_agg=0.4500, log_dur=-0.2303 (was all zeros before).
- Removed 3 stale state_dim field initializers from evaluate_baseline.rs.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>

2026-04-20 15:33:42 +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

fix: OFI_DIAG reads new canonical indices [42..62), remove state_dim from evaluate_baseline

2026-04-20 15:33:42 +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: cost-driven hold timing — replace min_hold_bars with learned cost signals

2026-04-18 01:04:11 +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: validate OFI data content, not just has_ofi flag — v2 cache had all-zero OFI

2026-04-20 12:08:11 +02:00

train_baseline_rl.rs

feat: target_dim 4→6 + spec v5 with pearls (bar duration, book CoM, retrospective hold)

2026-04-19 23:47:04 +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