The hyperopt preload_data() created a loader with default hyperparams
(mbp10_data_dir=None), so MBP-10/trades data was never loaded. Each
trial then set mbp10_data_dir → state_dim=51, but the preloaded data
had no OFI features → shape mismatch [128,43] vs [51,1024].
- Pass mbp10_data_dir/trades_data_dir to preload hyperparams
- Extract ofi_features from loader after preload
- Store as preloaded_ofi_features: Option<Arc<Vec<[f64;8]>>>
- Inject into each trial's DQNTrainer before training
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
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