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

..

cuda

feat(ml-backtesting): trail-TP trigger with HWM ratchet in stop_check_isv

2026-05-20 00:08:48 +02:00

src

feat(ml-backtesting): stop_check_isv __device__ helper + gate-on-flat

2026-05-19 23:54:48 +02:00

tests

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

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

build.rs

feat(ml-backtesting): build.rs + book_update CUDA kernel + sim skeleton

2026-05-18 08:26:53 +02:00

Cargo.toml

test(ml-backtesting): Ring 2 invariant fuzz at N ∈ {1, 16, 256} (C10)

2026-05-18 09:00:49 +02:00