jgrusewski a5ea8713b6 feat(dqn): Branching DQN + KernelWeightPack + metrics propagation ...

Branching DQN (Tavakoli et al., 2018):
- 3 independent advantage heads (exposure=5, order=3, urgency=3) in CUDA kernel
- `use_branching` as hyperopt-tunable parameter (index 11 in 29D space)
- Branch weight pointers packed into KernelWeightPack struct

KernelWeightPack refactor:
- 87→38 CUDA kernel params by packing 48 weight pointers into 384-byte #[repr(C)] struct
- UNPACK_WEIGHT_PTRS macro in CUDA header for clean kernel-side access
- Single .arg(&weight_pack) replaces 48 individual .arg() calls

Hyperopt metrics in JSON output:
- Added `metrics: Option<serde_json::Value>` to TrialResult<P>
- `extract_metrics()` trait method with default None (DQN overrides)
- JSON output now includes per-trial backtest metrics (Sharpe, Sortino,
  Calmar, Omega, drawdown, win_rate, trades) + top-level best_metrics

Prometheus backtest gauges (Rust-side, no CUDA):
- 8 new gauges: foxhunt_hyperopt_best_{sharpe,sortino,calmar,omega,
  max_drawdown_pct,win_rate,total_trades,total_return_pct}

Dynamic episode scaling:
- Removed hardcoded 256 episode cap on small GPUs
- VRAM budget calculation in optimal_n_episodes() handles scaling naturally
- Removed stale .min(256) in PPO trainer

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

2026-03-11 00:46:53 +01:00

..

backtesting

docs: create/update README.md for all 17 crates

2026-03-01 22:47:39 +01:00

common

feat(dqn): Branching DQN + KernelWeightPack + metrics propagation

2026-03-11 00:46:53 +01:00

config

refactor: rename JWT issuer foxhunt-api-gateway → foxhunt-api, drop compat aliases

2026-03-05 00:22:04 +01:00

ctrader-openapi

docs: create/update README.md for all 17 crates

2026-03-01 22:47:39 +01:00

data

fix(ml): streaming parallel OFI + fix hardcoded state_dim=54 in backtest

2026-03-07 23:28:18 +01:00

database

docs: create/update README.md for all 17 crates

2026-03-01 22:47:39 +01:00

market-data

docs: create/update README.md for all 17 crates

2026-03-01 22:47:39 +01:00

ml

feat(dqn): Branching DQN + KernelWeightPack + metrics propagation

2026-03-11 00:46:53 +01:00

ml-asset-selection

fix(clippy): apply cargo clippy --fix across workspace

2026-03-10 11:17:51 +01:00

ml-backtesting

fix(clippy): achieve zero warnings across entire workspace

2026-03-10 13:18:57 +01:00

ml-checkpoint

fix(clippy): achieve zero warnings across entire workspace

2026-03-10 13:18:57 +01:00

ml-core

feat(dqn): Branching DQN + KernelWeightPack + metrics propagation

2026-03-11 00:46:53 +01:00

ml-data

docs: create/update README.md for all 17 crates

2026-03-01 22:47:39 +01:00

ml-data-validation

fix(clippy): achieve zero warnings across entire workspace

2026-03-10 13:18:57 +01:00

ml-dqn

feat(dqn): Branching DQN + KernelWeightPack + metrics propagation

2026-03-11 00:46:53 +01:00

ml-ensemble

fix(clippy): achieve zero warnings across entire workspace

2026-03-10 13:18:57 +01:00

ml-explainability

fix(clippy): achieve zero warnings across entire workspace

2026-03-10 13:18:57 +01:00

ml-features

fix(clippy): achieve zero warnings across entire workspace

2026-03-10 13:18:57 +01:00

ml-hyperopt

feat(dqn): Branching DQN + KernelWeightPack + metrics propagation

2026-03-11 00:46:53 +01:00

ml-labeling

fix(clippy): add doc backticks and const fn across ML crates

2026-03-10 11:51:31 +01:00

ml-observability

fix(clippy): add doc backticks and const fn across ML crates

2026-03-10 11:51:31 +01:00

ml-paper-trading

refactor(ml): extract regime-detection, explainability, paper-trading

2026-03-08 15:17:22 +01:00

ml-ppo

fix(clippy): achieve zero warnings across entire workspace

2026-03-10 13:18:57 +01:00

ml-regime

fix(clippy): resolve misc warnings across ML crates

2026-03-10 12:12:14 +01:00

ml-regime-detection

fix(clippy): achieve zero warnings across entire workspace

2026-03-10 13:18:57 +01:00

ml-risk

refactor(ml): split monolith into 9 sub-crates + delete dead code

2026-03-08 15:17:22 +01:00

ml-security

fix(clippy): apply cargo clippy --fix across workspace

2026-03-10 11:17:51 +01:00

ml-stress-testing

fix(clippy): achieve zero warnings across entire workspace

2026-03-10 13:18:57 +01:00

ml-supervised

fix(clippy): achieve zero warnings across entire workspace

2026-03-10 13:18:57 +01:00

ml-universe

fix(clippy): achieve zero warnings across entire workspace

2026-03-10 13:18:57 +01:00

ml-validation

fix(clippy): achieve zero warnings across entire workspace

2026-03-10 13:18:57 +01:00

model_loader

docs: create/update README.md for all 17 crates

2026-03-01 22:47:39 +01:00

risk

refactor: remove trading_engine dep from ml and risk crates

2026-03-05 23:19:38 +01:00

risk-data

docs: create/update README.md for all 17 crates

2026-03-01 22:47:39 +01:00

storage

docs: create/update README.md for all 17 crates

2026-03-01 22:47:39 +01:00

trading_engine

refactor: replace all api_gateway/web-gateway references across codebase

2026-03-05 00:18:58 +01:00

trading-data

docs: create/update README.md for all 17 crates

2026-03-01 22:47:39 +01:00

training_uploader

feat: implement all 15 fxt CLI commands with real gRPC calls

2026-03-03 22:16:35 +01:00