foxhunt

Files

jgrusewski ddb4300c29 fix(ml): feed trade data into OFI pipeline — VPIN/Kyle's Lambda were always zero

The OFI calculator's compute_ofi_from_file() never called feed_trade(),
leaving 3/8 features (VPIN, Kyle's Lambda, trade_imbalance) at zero in
production. Added compute_ofi_with_trades() that interleaves trades by
timestamp into the MBP-10 streaming callback. Updated DQN and PPO
hyperopt adapters to derive trades_dir as sibling of dbn_data_dir.

Smoke test validates: without trades VPIN=0/5000, with trades VPIN=5000/5000.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>

2026-03-08 12:06:22 +01:00

adapters

fix(ml): feed trade data into OFI pipeline — VPIN/Kyle's Lambda were always zero

2026-03-08 12:06:22 +01:00

campaign.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

early_stopping.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00

mod.rs

refactor(hyperopt): delete deprecated egobox_tuner module