jgrusewski dcffb11f5d test(ml-backtesting): multi-horizon mask averaging invariant test ...

Boundary test that fails on bit-pick-first or bit-pick-max regressions
of the open_horizon_masks averaging in stop_check_isv. Per-horizon
pnl_ema_loss values (2, 4, 3, 3, 3) yield mean=3.0 across the 0x1F
mask; snapshots placed relative to vwap_entry for ask-spread safety.
Tests Δ_entry=2.5 (no-fire) and Δ_entry=4.5 (fire).

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>

2026-05-20 00:15:26 +02:00

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backtesting

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common

plan5(task2): A.4 regression-detection hard-stop on 2N consecutive error-band

2026-04-26 11:49:14 +02:00

config

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ctrader-openapi

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data

fix(alpha): MBP-10 parser full-levels copy + fit_poisson L2 regularization

2026-05-15 17:20:52 +02:00

database

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market-data

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ml

feat(alpha): decision-stride + cluster 9-fold CV workflow

2026-05-16 18:04:34 +02:00

ml-alpha

feat(ml-alpha): CUDA Graph capture of forward_only (P5)

2026-05-19 17:32:28 +02:00

ml-asset-selection

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ml-backtesting

test(ml-backtesting): multi-horizon mask averaging invariant test

2026-05-20 00:15:26 +02:00

ml-checkpoint

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ml-core

fix(ml-core): deterministic GPU weight init via scoped_init_seed

2026-05-19 01:19:13 +02:00

ml-data

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ml-data-validation

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ml-dqn

feat(sp22-vnext): Phase B4b-2 — replay-buffer scatter + trainer setter

2026-05-14 02:13:05 +02:00

ml-ensemble

fix(build-infra): cargo:rerun-if-env-changed=CUDA_COMPUTE_CAP across 6 crates

2026-05-08 13:09:21 +02:00

ml-explainability

fix(build-infra): cargo:rerun-if-env-changed=CUDA_COMPUTE_CAP across 6 crates

2026-05-08 13:09:21 +02:00

ml-features

obs(alpha_pipeline): per-chunk progress logs for cluster diagnostics

2026-05-16 15:00:34 +02:00

ml-hyperopt

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ml-labeling

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ml-observability

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ml-paper-trading

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ml-ppo

fix(build-infra): cargo:rerun-if-env-changed=CUDA_COMPUTE_CAP across 6 crates

2026-05-08 13:09:21 +02:00

ml-regime

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ml-regime-detection

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ml-risk

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ml-security

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ml-stress-testing

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ml-supervised

fix(build-infra): cargo:rerun-if-env-changed=CUDA_COMPUTE_CAP across 6 crates

2026-05-08 13:09:21 +02:00

ml-universe

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ml-validation

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model_loader

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risk

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risk-data

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storage

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trading_engine

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trading-data

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training_uploader

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