jgrusewski ec257febe4 fix: all 6 issues blocking H100 — train/eval mismatch, budget, dynamic thresholds ...

1. Backtest hold enforcement: hold_time tracked at portfolio[5], min_hold_bars
   override in backtest_env_step. Train/eval mismatch fixed.
2. Documented evaluator strategy: Layer 2 in env_step, not action masking.
3. Trial budget observer: shared Arc<AtomicUsize> counter — budget enforced.
4. CVaR threshold: 0.05/sqrt(bars_per_day) instead of hardcoded 0.003.
5. MIN_TRADES_DEGENERATE constant, dynamic test vector dimensions.
6. Integration pending — local hyperopt next.

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>

2026-03-26 01:24:38 +01:00

..

backtesting

fix(clippy): resolve all clippy warnings across entire workspace (--all-targets)

2026-03-13 10:18:35 +01:00

common

feat: centralize bars_per_day — no more hardcoded 390.0 scattered everywhere

2026-03-25 22:17:20 +01:00

config

fix(ci): clippy test-gate uses --lib, fix pre-existing lint errors

2026-03-12 19:10:18 +01:00

ctrader-openapi

fix: tune log levels across workspace — demote noisy warn to debug/trace

2026-03-14 11:35:15 +01:00

data

fix(clippy): resolve all clippy warnings across entire workspace (--all-targets)

2026-03-13 10:18:35 +01:00

database

fix(clippy): resolve all clippy warnings across entire workspace (--all-targets)

2026-03-13 10:18:35 +01:00

market-data

…

ml

fix: all 6 issues blocking H100 — train/eval mismatch, budget, dynamic thresholds

2026-03-26 01:24:38 +01:00

ml-asset-selection

fix(clippy): resolve all clippy warnings across entire workspace (--all-targets)

2026-03-13 10:18:35 +01:00

ml-backtesting

fix(clippy): resolve all clippy warnings across entire workspace (--all-targets)

2026-03-13 10:18:35 +01:00

ml-checkpoint

fix(clippy): resolve all clippy warnings across entire workspace (--all-targets)

2026-03-13 10:18:35 +01:00

ml-core

feat: ExposureLevel 5→9 variants (Short75/Short25/Long25/Long75)

2026-03-23 09:21:58 +01:00

ml-data

…

ml-data-validation

fix(clippy): resolve all clippy warnings across entire workspace (--all-targets)

2026-03-13 10:18:35 +01:00

ml-dqn

feat: trade lifecycle fix — 3-layer hold enforcement (action masking + kernel override + reward scaling)

2026-03-25 23:32:15 +01:00

ml-ensemble

feat: centralize bars_per_day — no more hardcoded 390.0 scattered everywhere

2026-03-25 22:17:20 +01:00

ml-explainability

refactor(cuda): eliminate candle from ml-core, ml-ppo, and 4 thin crates

2026-03-17 22:27:56 +01:00

ml-features

fix(ml): BF16/F32 boundary alignment, GPU-resident ops across all ML crates

2026-03-15 11:59:31 +01:00

ml-hyperopt

fix: trial budget observer — shared AtomicUsize counter enforces trial limit

2026-03-26 01:18:19 +01:00

ml-labeling

fix(clippy): ml-supervised + ml-core + thin crates — 34 errors fixed

2026-03-19 00:39:03 +01:00

ml-observability

fix(clippy): resolve all clippy warnings across entire workspace (--all-targets)

2026-03-13 10:18:35 +01:00

ml-paper-trading

fix(clippy): resolve all clippy warnings across entire workspace (--all-targets)

2026-03-13 10:18:35 +01:00

ml-ppo

fix: wire real GPU backprop + SPSA gradients, fix checkpoint loading, eliminate candle from examples

2026-03-20 15:41:42 +01:00

ml-regime

refactor(cuda): eliminate all CPU fallbacks — CUDA mandatory across ML stack

2026-03-16 21:01:28 +01:00

ml-regime-detection

fix(clippy): resolve all clippy warnings across entire workspace (--all-targets)

2026-03-13 10:18:35 +01:00

ml-risk

fix(clippy): resolve all clippy warnings across entire workspace (--all-targets)

2026-03-13 10:18:35 +01:00

ml-security

fix(clippy): resolve all clippy warnings across entire workspace (--all-targets)

2026-03-13 10:18:35 +01:00

ml-stress-testing

fix(clippy): achieve zero warnings across entire workspace

2026-03-10 13:18:57 +01:00

ml-supervised

fix: wire real GPU backprop + SPSA gradients, fix checkpoint loading, eliminate candle from examples

2026-03-20 15:41:42 +01:00

ml-universe

fix(clippy): resolve all clippy warnings across entire workspace (--all-targets)

2026-03-13 10:18:35 +01:00

ml-validation

fix(clippy): resolve all clippy warnings across entire workspace (--all-targets)

2026-03-13 10:18:35 +01:00

model_loader

fix(clippy): resolve all clippy warnings across entire workspace (--all-targets)

2026-03-13 10:18:35 +01:00

risk

refactor: eliminate candle from entire workspace — tests, examples, Cargo.toml

2026-03-18 00:53:47 +01:00

risk-data

fix: tune log levels across workspace — demote noisy warn to debug/trace

2026-03-14 11:35:15 +01:00

storage

…

trading_engine

fix(ml): BF16/F32 boundary alignment, GPU-resident ops across all ML crates

2026-03-15 11:59:31 +01:00

trading-data

…

training_uploader

feat: implement all 15 fxt CLI commands with real gRPC calls

2026-03-03 22:16:35 +01:00