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jgrusewski aaaaef7f48 fix(ml): address code review — greedy PPO eval, gamma alignment, Sharpe fix 
Fixes from code review of DQN/PPO validation pipeline:

1. PPO validation: use greedy_action() (argmax) instead of stochastic
   act() — deterministic early-stopping signal, matching DQN's eps=0.

2. DQN eval gamma: align to 0.95 (was 0.99) matching train_baseline.
   Gamma doesn't affect greedy inference but configs should match.

3. Sharpe annualization: use 1380 bars/day (23h futures session) not
   390 (6.5h equities). Fixes ~1.8x underestimate for ES futures.

4. compute_reward: accept f64 total_cost_bps (was f32) to match
   shared spread_cost_bps() from baseline_common.rs.

5. Default max_steps_per_epoch: 2000 (was 0/unlimited) for OOM safety.

6. Hyperopt PPO: add timestamp dedup to decode_ohlcv_bars for .FUT
   parent symbols with overlapping contracts.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-24 01:02:51 +01:00
..
ab_test_demonstration.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
adaptive_ml_backtest.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
analyze_dqn_checkpoints.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
backtest_dqn_replay.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
backtest_dqn.rs
refactor(ml): consolidate 13 duplicate OHLCVBar definitions into single canonical type
2026-02-20 18:14:42 +01:00
backtest_ensemble.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
benchmark_cuda_speedup.rs
feat(ppo): gradient accumulation, clip-higher, and WorkingPPO→PPO rename
2026-02-21 01:00:54 +01:00
benchmark_future_decoder.rs
feat: Wave 2 - Update MEDIUM RISK files (225→54 features)
2025-11-23 00:57:17 +01:00
benchmark_ppo_optimization.rs
feat: Wave 2 - Update MEDIUM RISK files (225→54 features)
2025-11-23 00:57:17 +01:00
benchmark_streaming_vs_batch.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
benchmark_weight_caching.rs
feat: Wave 2 - Update MEDIUM RISK files (225→54 features)
2025-11-23 00:57:17 +01:00
cache_dqn_features.rs
feat: WAVE 23 Complete - Early Stopping + Feature Caching (99% speedup)
2025-11-24 10:03:15 +01:00
check_feature_count.rs
feat: Wave 2 - Update MEDIUM RISK files (225→54 features)
2025-11-23 00:57:17 +01:00
check_performance_regression.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
check_tft_weight_init.rs
feat(ml): MAMBA-2 P0 fixes + hyperparameter optimization (13 params)
2025-10-28 14:11:18 +01:00
comprehensive_model_backtest.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
convert_6e_dbn_to_parquet.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
convert_6e_parquet_simple.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
create_small_parquet_files.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
cross_validation_backtest.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
cuda_test.rs
🔧 Tonic 0.14 Upgrade: Auto-generated and build system changes
2025-10-03 07:34:26 +02:00
diagnose_factored_network.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
diagnose_q_value_diversity.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
download_baseline.rs
fix(ml): add stype_in=Parent for Databento .FUT symbol downloads
2026-02-23 20:02:38 +01:00
download_l2_data.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
download_l2_test.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
download_training_data.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
ensemble_uncertainty_demo.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
ensemble_visualization.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
evaluate_baseline.rs
fix(ml): address code review — greedy PPO eval, gamma alignment, Sharpe fix
2026-02-24 01:02:51 +01:00
evaluate_dqn_component5_usage_example.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
evaluate_dqn_component5.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
evaluate_dqn_load_function.rs
refactor: consolidate DQNConfig to single canonical definition
2026-02-22 20:49:22 +01:00
evaluate_dqn_main_orchestrator.rs
feat: Wave 2 - Update MEDIUM RISK files (225→54 features)
2025-11-23 00:57:17 +01:00
evaluate_dqn.rs
feat: Wave 2 - Update MEDIUM RISK files (225→54 features)
2025-11-23 00:57:17 +01:00
evaluate_ppo.rs
feat(ppo): gradient accumulation, clip-higher, and WorkingPPO→PPO rename
2026-02-21 01:00:54 +01:00
evaluate_production_checkpoint.rs
refactor(ml): consolidate 13 duplicate OHLCVBar definitions into single canonical type
2026-02-20 18:14:42 +01:00
feature_importance_analysis.rs
refactor(ml): consolidate 13 duplicate OHLCVBar definitions into single canonical type
2026-02-20 18:14:42 +01:00
generate_backtest_report.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
generate_calibration_dataset.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
gpu_memory_benchmark.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
gpu_memory_monitor.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
gpu_training_benchmark.rs
feat: Wave 2 - Update MEDIUM RISK files (225→54 features)
2025-11-23 00:57:17 +01:00
hyperopt_baseline.rs
feat(ml): real validation, transaction costs, and data fixes for DQN/PPO pipeline
2026-02-24 00:43:11 +01:00
hyperopt_continuous_ppo_demo.rs
Wave 11: Rainbow DQN integration + 23/23 tests passing
2025-11-18 13:53:59 +01:00
hyperopt_dqn_demo.rs
feat: WAVE 23 Complete - Early Stopping + Feature Caching (99% speedup)
2025-11-24 10:03:15 +01:00
hyperopt_early_stopping_demo.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
hyperopt_mamba2_demo.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
hyperopt_ppo_demo.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
hyperopt_tft_demo.rs
feat: Wave 2 - Update MEDIUM RISK files (225→54 features)
2025-11-23 00:57:17 +01:00
inference_benchmark.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
inspect_dbn_raw.rs
Wave 16S-V11: Bug #8 fix + P2-A/B implementation
2025-11-12 23:05:51 +01:00
inspect_safetensors.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
load_parquet_data_function.rs
feat: Wave 2 - Update MEDIUM RISK files (225→54 features)
2025-11-23 00:57:17 +01:00
MAMBA2_DBN_INTEGRATION.md
🚀 Wave 160 Phase 2: ML Training Infrastructure + TLOB Investigation
2025-10-14 10:42:56 +02:00
measure_dqn_memory.rs
feat: Wave 2 - Update MEDIUM RISK files (225→54 features)
2025-11-23 00:57:17 +01:00
model_diversity_analysis.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
model_registry_api.rs
feat(ml): MAMBA-2 P0 fixes + hyperparameter optimization (13 params)
2025-10-28 14:11:18 +01:00
ofi_features_demo.rs
feat: Wave 1 - Update HIGH RISK files (225→54 features)
2025-11-23 00:41:22 +01:00
optimize_all_models.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
optimize_barriers.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
optimize_batch_sizes.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
optimize_ensemble_weights.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
optimize_mamba2_egobox.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
optimize_mamba2_standalone.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
ppo_separate_lr_demo.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
profile_model_memory.rs
feat(ppo): gradient accumulation, clip-higher, and WorkingPPO→PPO rename
2026-02-21 01:00:54 +01:00
profile_tft_int8_memory.rs
feat: Wave 2 - Update MEDIUM RISK files (225→54 features)
2025-11-23 00:57:17 +01:00
profile_training_memory_180d.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
quantize_tft_varmap.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
quantized_checkpoint_demo.rs
feat: Wave 2 - Update MEDIUM RISK files (225→54 features)
2025-11-23 00:57:17 +01:00
quick_checkpoint_analysis.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
quick_performance_benchmark.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
README_MAMBA2_PARQUET.md
feat(wave1-2): Complete multi-model training architecture + TLI commands
2025-10-22 20:50:43 +02:00
real_time_inference_benchmark.rs
feat(ppo): gradient accumulation, clip-higher, and WorkingPPO→PPO rename
2026-02-21 01:00:54 +01:00
register_trained_models.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
retrain_all_models.rs
feat(ml): wire PPO/TFT/Mamba2 training in retrain_all_models
2026-02-21 19:28:57 +01:00
simple_dqn_eval.rs
refactor(ml): consolidate 13 duplicate OHLCVBar definitions into single canonical type
2026-02-20 18:14:42 +01:00
six_model_ensemble.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
stress_test_dqn.rs
feat: Wave 16 - Complete DQN advanced risk management integration
2025-11-13 19:14:20 +01:00
test_adamw_optimizer.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
test_adaptive_regime_detection.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
test_cuda_basic.rs
feat: Wave 2 - Update MEDIUM RISK files (225→54 features)
2025-11-23 00:57:17 +01:00
test_dbn_loading.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
test_dbn_prices.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
test_dqn_init.rs
feat: Wave 2 - Update MEDIUM RISK files (225→54 features)
2025-11-23 00:57:17 +01:00
test_ensemble.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
test_factored_q_values.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
test_future_decoder.rs
feat: Wave 2 - Update MEDIUM RISK files (225→54 features)
2025-11-23 00:57:17 +01:00
test_gpu_hardware.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
test_gradient_checkpointing.rs
feat: Wave 2 - Update MEDIUM RISK files (225→54 features)
2025-11-23 00:57:17 +01:00
test_lstm_ppo.rs
feat(ppo): gradient accumulation, clip-higher, and WorkingPPO→PPO rename
2026-02-21 01:00:54 +01:00
test_memory_optimization.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
test_new_factored_network.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
test_parquet_schema.rs
feat(wave12): Complete ML warning fixes and add Parquet training infrastructure
2025-10-21 08:54:26 +02:00
test_polyak_averaging.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
test_ppo_fix.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
test_symmetric_quantization.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
test_tft_fp32_varmap.rs
feat: Wave 2 - Update MEDIUM RISK files (225→54 features)
2025-11-23 00:57:17 +01:00
tft_int8_calibration_simple.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
tft_int8_calibration.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
train_baseline.rs
fix(ml): address code review — greedy PPO eval, gamma alignment, Sharpe fix
2026-02-24 01:02:51 +01:00
train_continuous_ppo_parquet.rs
fix(ml): fix PPO flow policy shape dimensions and clean up tests
2026-02-20 23:52:12 +01:00
train_dqn_es_fut.rs
feat(hyperopt): Complete DQN hyperopt analysis and PSO optimizer fix
2025-11-02 21:49:07 +01:00
train_dqn_production.rs
feat(ml): add inference demo to train_dqn_production example
2026-02-20 21:32:58 +01:00
train_dqn.rs
fix(ml): fix PPO flow policy shape dimensions and clean up tests
2026-02-20 23:52:12 +01:00
train_liquid_dbn.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
train_mamba2_dbn.rs
feat: Wave 2 - Update MEDIUM RISK files (225→54 features)
2025-11-23 00:57:17 +01:00
train_mamba2_parquet.rs
feat: Wave 2 - Update MEDIUM RISK files (225→54 features)
2025-11-23 00:57:17 +01:00
train_mamba2.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
train_ppo_es_fut.rs
feat(hyperopt): Complete DQN hyperopt analysis and PSO optimizer fix
2025-11-02 21:49:07 +01:00
train_ppo_extended.rs
feat: Wave 2 - Update MEDIUM RISK files (225→54 features)
2025-11-23 00:57:17 +01:00
train_ppo_parquet.rs
fix(ml): fix PPO flow policy shape dimensions and clean up tests
2026-02-20 23:52:12 +01:00
train_ppo.rs
feat: Wave 2 - Update MEDIUM RISK files (225→54 features)
2025-11-23 00:57:17 +01:00
train_rainbow.rs
feat: Wave 2 - Update MEDIUM RISK files (225→54 features)
2025-11-23 00:57:17 +01:00
train_tft_dbn.rs
feat: Wave 2 - Update MEDIUM RISK files (225→54 features)
2025-11-23 00:57:17 +01:00
train_tft_parquet.rs
feat: Wave 2 - Update MEDIUM RISK files (225→54 features)
2025-11-23 00:57:17 +01:00
train_tft_qat.rs
feat: Wave 2 - Update MEDIUM RISK files (225→54 features)
2025-11-23 00:57:17 +01:00
train_tft.rs
feat: Wave 2 - Update MEDIUM RISK files (225→54 features)
2025-11-23 00:57:17 +01:00
train_tlob.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
tune_hyperparameters.rs
fix(dqn): Integrate Bug #1-3 fixes from Wave B agents - Production ready
2025-11-04 23:54:18 +01:00
validate_54_features.rs
feat: Wave 8 - Integrate MBP-10 OFI features into DQN trainer
2025-11-23 14:24:50 +01:00
validate_225_features_databento.rs
feat: Wave 2 - Update MEDIUM RISK files (225→54 features)
2025-11-23 00:57:17 +01:00
validate_225_features_runtime.rs
feat: Wave 2 - Update MEDIUM RISK files (225→54 features)
2025-11-23 00:57:17 +01:00
validate_checkpoints.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
validate_databento_files.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
validate_dqn_225_features.rs
feat: Wave 2 - Update MEDIUM RISK files (225→54 features)
2025-11-23 00:57:17 +01:00
validate_dqn_225_simple.rs
feat: Wave 2 - Update MEDIUM RISK files (225→54 features)
2025-11-23 00:57:17 +01:00
validate_dqn_hyperopt_fixes.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
validate_dqn_real_training.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
validate_dqn_simple.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
validate_features_1_50.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
validate_features_151_200.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
validate_per_channel_quantization.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
validate_ppo_checkpoints.rs
feat(ppo): gradient accumulation, clip-higher, and WorkingPPO→PPO rename
2026-02-21 01:00:54 +01:00
validate_quantile_loss.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
validate_regime_features.rs
feat: Wave 2 - Update MEDIUM RISK files (225→54 features)
2025-11-23 00:57:17 +01:00
validate_tft_hyperopt.rs
feat: Wave 2 - Update MEDIUM RISK files (225→54 features)
2025-11-23 00:57:17 +01:00
validate_tft_int8_accuracy.rs
feat: Wave 2 - Update MEDIUM RISK files (225→54 features)
2025-11-23 00:57:17 +01:00
validate_wave_c_features_51_150.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
verify_225_feature_values.rs
feat: Wave 2 - Update MEDIUM RISK files (225→54 features)
2025-11-23 00:57:17 +01:00
verify_225_features_wave9.rs
feat: Wave 2 - Update MEDIUM RISK files (225→54 features)
2025-11-23 00:57:17 +01:00
verify_action_mapping.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
verify_dbn_loader_zero_free.rs
feat: Wave 2 - Update MEDIUM RISK files (225→54 features)
2025-11-23 00:57:17 +01:00
verify_feature_dims.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
verify_grn_weight_init.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
verify_mamba2_dimensions.rs
feat: Wave 2 - Update MEDIUM RISK files (225→54 features)
2025-11-23 00:57:17 +01:00
wave_c_backtest.rs
feat: Wave 2 - Update MEDIUM RISK files (225→54 features)
2025-11-23 00:57:17 +01:00
wave_comparison_full_features.rs
feat: Wave 2 - Update MEDIUM RISK files (225→54 features)
2025-11-23 00:57:17 +01:00
wave_comparison_simple.rs
feat: Wave 2 - Update MEDIUM RISK files (225→54 features)
2025-11-23 00:57:17 +01:00
wave_d_backtest.rs
feat: Wave 2 - Update MEDIUM RISK files (225→54 features)
2025-11-23 00:57:17 +01:00