Files
foxhunt/crates/data/src
jgrusewski 78db6f5389 fix(ml): streaming parallel OFI + fix hardcoded state_dim=54 in backtest
Three fixes:
- Streaming MBP-10 parser (parse_mbp10_streaming): computes OFI inline
  during decode — eliminates Vec<Mbp10Snapshot> allocation (41.9M clones)
- Parallel file processing: rayon par_iter across 9 MBP-10 files
  (778s sequential → ~90s expected on H100 24-core)
- Fix hardcoded state_dim=54 in walk-forward backtest tensor creation
  that caused panic "range end index 55296 out of range for slice of
  length 52224" — now uses dynamic state_dim (43 or 51 with OFI)

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-07 23:28:18 +01:00
..