foxhunt

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jgrusewski 429967dcd1 feat: precompute OFI deltas + book aggression + bar duration in fxcache

FXCACHE_VERSION 3→4. Three precomputed features added to OFI region:
- ofi[8..16): temporal deltas (ofi[bar] - ofi[bar-1]) for 8 features
- ofi[16]: book aggression (MBP-10 10-level center-of-mass asymmetry)
- ofi[17]: log bar duration (imbalance bar formation time, normalized)

Previously 10 of 18 OFI embed MLP inputs were zero. Now all 18 have
real data: raw_ofi(8) + delta_ofi(8) + book_aggression(1) + log_duration(1).

Added read_state_sample() diagnostic for GPU state verification.
Legacy v3 fxcache handled by zeroing new slots (v2→v4 graceful upgrade).

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

2026-04-20 08:11:03 +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: IQN num_quantiles 64→32 in all binaries + production config