jgrusewski be977fa5a1 spec: OFI momentum v3 — add raw_open + mid_price_open from MBP-10 ...

target_dim 4→6: adds raw_open (OHLCV) and mid_price_open (MBP-10
best bid/ask midpoint at bar formation) to the targets buffer.

Micro-reward now uses real intra-bar move (close - open) / atr
instead of close-to-close approximation. Also adds spread cost
awareness via |open - mid| penalty. Requires fxcache recomputation.

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

2026-04-19 23:10:27 +02:00

..

audit

audit: 21 CUfunction conflicts — vaccine uses 15+ forward_child kernels ungraphed

2026-04-18 21:45:27 +02:00

plans

plan: kernel optimization — 8 tasks, 7 kernels → cuBLAS + batch-parallel

2026-04-19 12:15:04 +02:00

results

results: raw_next fix verdict — training Sharpe +0.19 avg, peak 1.02, WinRate 25%

2026-04-16 20:22:27 +02:00

specs

spec: OFI momentum v3 — add raw_open + mid_price_open from MBP-10

2026-04-19 23:10:27 +02:00