jgrusewski bd3b41748b feat: FoldRange + generate_walk_forward_indices -- zero-copy walk-forward ...

Adds index-based walk-forward that returns (start, end) ranges into
pre-loaded arrays instead of cloning bars into Vec<OHLCVBar> per fold.
Uses partition_point for O(log n) date boundary lookups.

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>

2026-04-02 22:00:39 +02:00

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asset_selection

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backtesting

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benchmark

refactor: remove entire CPU training path — 5,307 lines of dead code

2026-04-02 09:06:23 +02:00

checkpoint

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cuda_common

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cuda_pipeline

perf: zero-alloc GPU PER sampling — raw pointers, no CudaSlice cloning

2026-04-02 19:19:09 +02:00

data_loaders

cleanup: remove ALL 32 enable_* feature flags — all features unconditional

2026-03-31 10:56:20 +02:00

data_pipeline

fix(ci): mark 8 heavy data-loading tests #[ignore] for CI

2026-03-19 13:38:49 +01:00

data_validation

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deployment

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diffusion

fix: wire real GPU backprop + SPSA gradients, fix checkpoint loading, eliminate candle from examples

2026-03-20 15:41:42 +01:00

dqn

refactor: remove entire CPU training path — 5,307 lines of dead code

2026-04-02 09:06:23 +02:00

ensemble

fix: update smoke tests for 9-action branching DQN (was 5-action)

2026-03-25 21:37:09 +01:00

evaluation

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explainability

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features

audit: annotate all remaining to_vec/memcpy_dtoh — categorized 158 sites

2026-03-18 19:36:41 +01:00

flash_attention

fix(clippy): ZERO errors across entire workspace — CI ready

2026-03-19 01:04:09 +01:00

gpu_benchmarks

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hyperopt

refactor: remove max_training_steps_per_epoch — always train full dataset

2026-04-02 14:41:16 +02:00

integration

audit: annotate all remaining to_vec/memcpy_dtoh — categorized 158 sites

2026-03-18 19:36:41 +01:00

kan

fix: wire real GPU backprop + SPSA gradients, fix checkpoint loading, eliminate candle from examples

2026-03-20 15:41:42 +01:00

labeling

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liquid

fix: wire real GPU backprop + SPSA gradients, fix checkpoint loading, eliminate candle from examples

2026-03-20 15:41:42 +01:00

mamba

fix: wire real GPU backprop + SPSA gradients, fix checkpoint loading, eliminate candle from examples

2026-03-20 15:41:42 +01:00

microstructure

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model_registry

refactor(cuda): eliminate all CPU fallbacks — CUDA mandatory across ML stack

2026-03-16 21:01:28 +01:00

observability

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paper_trading

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ppo

fix(clippy): ZERO errors across entire workspace — CI ready

2026-03-19 01:04:09 +01:00

regime

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regime_detection

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registry

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risk

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security

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stress_testing

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tests

fix(ml): BF16/F32 boundary alignment, GPU-resident ops across all ML crates

2026-03-15 11:59:31 +01:00

tft

fix: resolve all CI test failures — TFT, DQN pipeline, benchmarks

2026-03-21 09:09:51 +01:00

tgnn

fix: wire real GPU backprop + SPSA gradients, fix checkpoint loading, eliminate candle from examples

2026-03-20 15:41:42 +01:00

tlob

fix: wire real GPU backprop + SPSA gradients, fix checkpoint loading, eliminate candle from examples

2026-03-20 15:41:42 +01:00

trainers

fix: restore batch_size to GPU profiles — profile defaults, not auto-scaling

2026-04-02 21:26:24 +02:00

training

audit: annotate all remaining to_vec/memcpy_dtoh — categorized 158 sites

2026-03-18 19:36:41 +01:00

transformers

fix(ml): migrate all test code to GPU types — 125 compile errors fixed

2026-03-18 14:47:33 +01:00

universe

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validation

refactor: remove entire CPU training path — 5,307 lines of dead code

2026-04-02 09:06:23 +02:00

xlstm

fix: wire real GPU backprop + SPSA gradients, fix checkpoint loading, eliminate candle from examples

2026-03-20 15:41:42 +01:00

.gitignore

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batch_processing.rs

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benchmarks.rs

feat: WORKSPACE COMPILES — zero candle, zero errors, GPU-native

2026-03-18 13:31:35 +01:00

bridge.rs

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data_loader.rs

fix: data_loader finds futures-baseline + mamba2 benchmark #[ignore]

2026-03-20 11:38:52 +01:00

feature_cache.rs

fix: fxcache key uses mtime which changes on PVC remount — use size only

2026-04-02 18:09:34 +02:00

fxcache.rs

feat: fxcache stores per-bar timestamps for walk-forward windowing

2026-04-01 19:29:41 +02:00

inference_validator.rs

fix: wire real GPU backprop + SPSA gradients, fix checkpoint loading, eliminate candle from examples

2026-03-20 15:41:42 +01:00

inference.rs

chore: remove last 4 candle references from ml crate (comments only)

2026-03-20 01:05:44 +01:00

lib.rs

refactor: remove entire CPU training path — 5,307 lines of dead code

2026-04-02 09:06:23 +02:00

model_factory.rs

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model_loader_integration.rs

fix: tune log levels across workspace — demote noisy warn to debug/trace

2026-03-14 11:35:15 +01:00

model_registry.rs

fix: unignore 2 PostgreSQL model registry tests — docker running

2026-03-18 17:20:23 +01:00

portfolio_transformer.rs

fix(ml): migrate remaining files — hyperopt, validation, data_loaders, inference

2026-03-18 09:57:24 +01:00

preprocessing.rs

refactor(ml): eliminate candle from all 104 src files

2026-03-18 00:24:35 +01:00

training_pipeline.rs

fix(clippy): ZERO errors across entire workspace — CI ready

2026-03-19 01:04:09 +01:00

training_profile.rs

refactor: remove max_training_steps_per_epoch — always train full dataset

2026-04-02 14:41:16 +02:00

training.rs

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walk_forward.rs

feat: FoldRange + generate_walk_forward_indices -- zero-copy walk-forward

2026-04-02 22:00:39 +02:00