jgrusewski 30e94446cd fix: compute bars_per_day from fxcache timestamps — correct annualization ...

bars_per_day was hardcoded 390 (1-minute candles) but we use MBP-10
imbalance bars (~7500/day). All Sharpe/Sortino/return annualization
was off by sqrt(7500/390) ≈ 4.4×.

Now computed from actual fxcache timestamps:
  bars_per_day = total_bars / (trading_days from timestamp span)

Propagates to: val_Sharpe, train_Sharpe, financials, backtest evaluator.

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

2026-04-17 20:46:04 +02:00

..

baseline_common

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cuda_test.rs

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download_baseline.rs

fix: add retry with backoff to Databento download_quarter

2026-03-31 22:57:43 +02:00

evaluate_baseline.rs

fix: evaluate_baseline compile — make q_provider Optional, remove dead evaluate_dqn path

2026-04-13 21:05:01 +02:00

evaluate_supervised.rs

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hyperopt_baseline_rl.rs

feat: --feature-cache-dir CLI arg for training binaries

2026-04-03 22:59:08 +02:00

hyperopt_baseline_supervised.rs

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precompute_features.rs

fix: fxcache version display + export FXCACHE_VERSION + cleanup dead code

2026-04-17 02:12:33 +02:00

train_baseline_rl.rs

fix: compute bars_per_day from fxcache timestamps — correct annualization

2026-04-17 20:46:04 +02:00

train_baseline_supervised.rs

refactor: remove max_training_steps_per_epoch — always train full dataset

2026-04-02 14:41:16 +02:00