cd5aa3402b
Phase E.1 Task 12b complete. The H=600 DQN smoke now consumes real
alpha_logit from the Phase 1d.3 stacker (Mamba2 + 7-input MLP stacker
trained for AUC=0.673 on test), and PASSES all four kill criteria:
Q_SPREAD_EMA = 10.92 ≥ 0.05 PASS
ACTION_ENTROPY_EMA = 1.97 ≥ 1.099 PASS
RETURN_VS_RANDOM_EMA = +1.043 ≥ 0.0 PASS ← jumped +3.62σ
EARLY_Q_MOVEMENT_EMA = 0.099 ≥ 0.01 PASS
Overall: PASS (H=6000 scale-up VIABLE)
Before/after comparison (same env, same DQN, only alpha_logit changed):
alpha_logit=0 alpha_logit=Phase1d.3
rollout_R_mean (final) -18,272 -18
RETURN_VS_RANDOM_EMA -2.58σ +1.04σ
Overall verdict FAIL PASS
The 1000× reduction in episode loss + the +3.62σ rvr swing definitively
proves the "first-best-action lock-in" hypothesis from the previous FAIL
analysis was a SYMPTOM, not the cause. The cause was alpha_logit=0
placeholder starving the policy of directional signal. With real Phase
1d.3 alpha, the linear Q-network learns to use it cleanly — no
NoisyNet, no MLP, no architectural change needed.
Integration pieces in this commit:
1. Cargo workspace registration: ml-alpha added as a workspace dep,
ml's manifest now depends on ml-alpha for FxCacheReader access.
(ml-alpha already depends only on ml-core, so no circular risk.)
2. alpha_dqn_h600_smoke.rs: two new CLI args
--fxcache-path <PATH> load snapshots from precomputed fxcache
(mid from raw_close, bid/ask synthesized
at fixed half-tick, 81-dim features extracted
for spread_bps / l1_imbalance / ofi / mid_drift)
--alpha-cache <PATH> load Phase 1d.3 stacker logit cache produced
by `alpha_train_stacker --alpha-cache-out`.
Each cache entry aligns to the corresponding
fxcache bar, populates SnapshotRow.alpha_logit
(and derives alpha_confidence = |sigmoid(z)-0.5|).
3. Snapshot source selection: in main(), --fxcache-path takes priority
when both paths are set; --alpha-cache requires --fxcache-path
(alignment guarantee). Original --mbp10-dir path unchanged for
non-cached runs.
4. Two new helper fns: load_alpha_cache (binary [u32 n] + [f32; n]
reader), load_snapshots_from_fxcache (FxCacheReader → Vec<SnapshotRow>
with synthesized bid/ask and alpha_logit/alpha_confidence from cache).
alpha_logits_cache.bin (7.6 MB, 1.97M f32 entries) is .gitignore'd —
regenerable from `cargo run -p ml-alpha --release --example
alpha_train_stacker -- --fxcache-path <FXC> --alpha-cache-out
config/ml/alpha_logits_cache.bin` (~2 min on RTX 3050 Ti).
Reproduction of this PASS verdict:
cargo run -p ml --release --example alpha_dqn_h600_smoke -- \
--fxcache-path /home/jgrusewski/Work/foxhunt/test_data/feature-cache/9297....fxcache \
--alpha-cache config/ml/alpha_logits_cache.bin \
--horizon 600 --n-episodes 1000
Total run time ~10s after fxcache load. Verdict + per-checkpoint KC
trajectory in config/ml/alpha_dqn_h600_smoke.json.
NEXT: Task 13 — scale to H=6000 (the production horizon). Per the plan,
PASS at H=600 unlocks H=6000.
198 lines
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198 lines
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# Build artifacts
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/target/
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target/
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# Feature cache (precomputed .fxcache binaries, ~470MB each)
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test_data/feature-cache/
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/data/feature-cache/
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*.fxcache
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# IDE files
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.vscode/
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.idea/
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*.swp
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*.swo
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# OS files
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.DS_Store
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Thumbs.db
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# Logs
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*.log
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# Environment variables and secrets
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.env
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.env.*
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!.env.example
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# Secret files and directories
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/config/secrets/
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secrets/
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*.key
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*.pem
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*.p12
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*.pfx
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*.crt
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*.cert
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# Credential files
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credentials.json
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credentials.toml
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auth.json
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auth.toml
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ibkr.txt
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# Certificate security files
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certs/security.env
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certs/production.env.template
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certs/*.serial
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certs/**/*.serial
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# API keys and tokens
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*api_key*
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*token*
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*secret*
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!*secret*.example
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!infra/modules/secrets/
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!infra/live/production/secrets/
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!infra/k8s/secrets/
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!infra/k8s/secrets/*.yaml
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!scripts/deploy-secrets.sh
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# Database credentials
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database.conf
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db_config.json
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# Temporary files
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*.tmp
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*.temp
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# GPU test artifacts
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gpu_test.rs
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simd_bench
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simd_bench.rs
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temp_script.sh
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# Build artifacts (additional)
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**/*.rs.bk
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*.pdb
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Cargo.lock
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# Coverage reports
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tarpaulin-report.html
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cobertura.xml
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lcov.info
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# Benchmark results
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target/criterion/
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target/bench/
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# CI artifacts
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.training-generated.yml
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audit-results.json
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geiger-report.md
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security-report.md
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outdated.json*.profraw
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# Python virtual environments and cache
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venv/
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.venv/
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.venv_databento/
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venv_databento/
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__pycache__/
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*.py[cod]
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*.so
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.Python
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*.egg-info/
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.coverage
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coverage.xml
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htmlcov/
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.python-version
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# ML model checkpoints and training artifacts
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diagnostic_data/
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checkpoints/
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ml/checkpoints/
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ml/trained_models/*.safetensors
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ml/trained_models/norm_stats_*.json
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ml/trained_models/ppo_fold*.safetensors
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ml/trained_models/ppo_fold*.json
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ml/ml/
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# Removed Windows wrapper files per user request
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hive-mind-prompt-*.txt
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# Node.js
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node_modules/
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web-dashboard/dist/
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# Git worktrees
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.worktrees/
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.claude/worktrees/
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# Serena (IDE agent)
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.serena/
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# Claude local state
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.claude/settings.local.json
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.claude/ralph-loop.local.md
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.mcp.json
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claude-flow.config.json
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.swarm/
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.hive-mind/
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.claude-flow/
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memory/
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coordination/
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memory/claude-flow-data.json
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memory/sessions/*
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!memory/sessions/README.md
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memory/agents/*
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!memory/agents/README.md
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coordination/memory_bank/*
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coordination/subtasks/*
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coordination/orchestration/*
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*.db
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*.db-journal
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*.db-wal
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*.sqlite
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*.sqlite-journal
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*.sqlite-wal
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claude-flow
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# Terragrunt cache and generated files
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.terragrunt-cache/
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**/.terragrunt-cache/
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.terraform.lock.hcl
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**/.terraform.lock.hcl
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# Data cache (downloaded market data, not checked in)
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data/cache/
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# Generated reports and validation artifacts in test_data
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test_data/**/*REPORT*
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test_data/**/*SUMMARY*
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test_data/**/*METADATA*
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test_data/**/README.md
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test_data/databento/samples/
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# Large binary files (prevent repo bloat - use LFS or external storage)
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*.dbn
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*.dbn.zst
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*.safetensors
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*.onnx
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*.ot
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*.pt
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*.pth
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*.bin
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# Load test results
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services/*/load_tests/results/
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services/*/load_tests/*.json
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!services/*/load_tests/package.json
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.playwright-mcp/
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crates/ml/ml/
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# Foxhunt audit hook dedup state (cleared at SessionStart)
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.claude/.foxhunt-audit-state
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/config/ml/alpha_logits_cache.bin
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