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foxhunt/ml/examples
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jgrusewski f5947c2b22 Wave 16S-V11: Bug #8 fix + P2-A/B implementation 
Bug #8 (CRITICAL): Fixed action selection frequency catastrophe
- Root cause: execute_action called during training (522,713 orders/epoch)
- Fix: Removed execute_action from experience collection loop (line 928-936)
- Impact: 522,713 → 0 orders/epoch (100% reduction)
- Transaction costs: $338K → $0 (eliminated)
- Test suite: ml/tests/action_selection_frequency_test.rs (3/3 passing)

P2-A: Configurable Initial Capital
- CLI argument: --initial-capital (default: $100K, min: $1K)
- Files modified: trainers/dqn.rs, train_dqn.rs, hyperopt adapter
- Test suite: ml/tests/configurable_capital_test.rs (8/8 passing)
- Supports: Small accounts ($10K), Standard ($100K), Institutional ($500K+)

P2-B: Cash Reserve Requirement
- CLI argument: --cash-reserve-percent (default: 0%, range: 0-100%)
- Reserve enforcement: BUY trades only (SELL always allowed)
- Dynamic reserve adjusts with portfolio value
- Files modified: portfolio_tracker.rs (70 lines), trainers/dqn.rs, train_dqn.rs
- Test suite: ml/tests/cash_reserve_requirement_test.rs (10/10 passing)

Test Status: 21/21 core tests passing (P2-C deferred due to API mismatch)

Wave 16S-V11 Agents:
- Agent #1: Bug #8 investigation (transaction cost analysis)
- Agent #2: P2-A implementation (configurable capital)
- Agent #3: P2-B implementation + test fix (cash reserve)
- Agent #4: Integration validation (certification report)
2025-11-12 23:05:51 +01:00
..
ab_test_demonstration.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
adaptive_ml_backtest.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
analyze_dqn_checkpoints.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
backtest_dqn_replay.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
backtest_dqn.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
backtest_ensemble.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
benchmark_cuda_speedup.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
benchmark_future_decoder.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
benchmark_ppo_optimization.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
benchmark_streaming_vs_batch.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
benchmark_weight_caching.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
check_feature_count.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
check_performance_regression.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
check_tft_weight_init.rs
feat(ml): MAMBA-2 P0 fixes + hyperparameter optimization (13 params)
2025-10-28 14:11:18 +01:00
comprehensive_model_backtest.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
convert_6e_dbn_to_parquet.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
convert_6e_parquet_simple.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
create_small_parquet_files.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
cross_validation_backtest.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
cuda_test.rs
🔧 Tonic 0.14 Upgrade: Auto-generated and build system changes
2025-10-03 07:34:26 +02:00
diagnose_factored_network.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
diagnose_q_value_diversity.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
download_l2_data.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
download_l2_test.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
download_training_data.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
ensemble_uncertainty_demo.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
ensemble_visualization.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
evaluate_dqn_component5_usage_example.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
evaluate_dqn_component5.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
evaluate_dqn_load_function.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
evaluate_dqn_main_orchestrator.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
evaluate_dqn_main_orchestrator.rs.backup
fix(dqn): Update evaluation script feature dimension from 125 to 128
2025-11-08 18:28:56 +01:00
evaluate_dqn.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
evaluate_ppo.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
feature_importance_analysis.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
generate_backtest_report.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
generate_calibration_dataset.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
gpu_memory_benchmark.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
gpu_memory_monitor.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
gpu_training_benchmark.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
hyperopt_dqn_demo.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
hyperopt_early_stopping_demo.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
hyperopt_mamba2_demo.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
hyperopt_ppo_demo.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
hyperopt_tft_demo.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
inference_benchmark.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
inspect_dbn_raw.rs
Wave 16S-V11: Bug #8 fix + P2-A/B implementation
2025-11-12 23:05:51 +01:00
inspect_safetensors.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
load_parquet_data_function.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
MAMBA2_DBN_INTEGRATION.md
🚀 Wave 160 Phase 2: ML Training Infrastructure + TLOB Investigation
2025-10-14 10:42:56 +02:00
measure_dqn_memory.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
model_diversity_analysis.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
model_registry_api.rs
feat(ml): MAMBA-2 P0 fixes + hyperparameter optimization (13 params)
2025-10-28 14:11:18 +01:00
optimize_all_models.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
optimize_barriers.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
optimize_batch_sizes.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
optimize_ensemble_weights.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
optimize_mamba2_egobox.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
optimize_mamba2_standalone.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
ppo_separate_lr_demo.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
profile_model_memory.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
profile_tft_int8_memory.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
profile_training_memory_180d.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
quantize_tft_varmap.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
quantized_checkpoint_demo.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
quick_checkpoint_analysis.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
quick_performance_benchmark.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
README_MAMBA2_PARQUET.md
feat(wave1-2): Complete multi-model training architecture + TLI commands
2025-10-22 20:50:43 +02:00
real_time_inference_benchmark.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
register_trained_models.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
retrain_all_models.rs
fix(dqn): Integrate Bug #1-3 fixes from Wave B agents - Production ready
2025-11-04 23:54:18 +01:00
simple_dqn_eval.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
six_model_ensemble.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
test_adamw_optimizer.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
test_adaptive_regime_detection.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
test_cuda_basic.rs
feat(wave1-2): Complete multi-model training architecture + TLI commands
2025-10-22 20:50:43 +02:00
test_dbn_loading.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
test_dbn_prices.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
test_dqn_init.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
test_ensemble.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
test_factored_q_values.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
test_future_decoder.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
test_gpu_hardware.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
test_gradient_checkpointing.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
test_memory_optimization.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
test_new_factored_network.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
test_parquet_schema.rs
feat(wave12): Complete ML warning fixes and add Parquet training infrastructure
2025-10-21 08:54:26 +02:00
test_polyak_averaging.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
test_ppo_fix.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
test_symmetric_quantization.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
test_tft_fp32_varmap.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
tft_int8_calibration_simple.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
tft_int8_calibration.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
train_dqn_ensemble_demo.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
train_dqn_es_fut.rs
feat(hyperopt): Complete DQN hyperopt analysis and PSO optimizer fix
2025-11-02 21:49:07 +01:00
train_dqn_production.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
train_dqn.rs
Wave 16S-V11: Bug #8 fix + P2-A/B implementation
2025-11-12 23:05:51 +01:00
train_liquid_dbn.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
train_mamba2_dbn.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
train_mamba2_parquet.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
train_mamba2.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
train_ppo_es_fut.rs
feat(hyperopt): Complete DQN hyperopt analysis and PSO optimizer fix
2025-11-02 21:49:07 +01:00
train_ppo_extended.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
train_ppo_parquet.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
train_ppo.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
train_rainbow.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
train_tft_dbn.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
train_tft_parquet.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
train_tft_qat.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
train_tft.rs
feat(ml): Implement Quantization-Aware Training (QAT) for TFT model
2025-10-21 21:13:11 +02:00
train_tlob.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
tune_hyperparameters.rs
fix(dqn): Integrate Bug #1-3 fixes from Wave B agents - Production ready
2025-11-04 23:54:18 +01:00
validate_225_features_databento.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
validate_225_features_runtime.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
validate_checkpoints.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
validate_databento_files.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
validate_dqn_225_features.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
validate_dqn_225_simple.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
validate_dqn_hyperopt_fixes.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
validate_dqn_real_training.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
validate_dqn_simple.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
validate_features_1_50.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
validate_features_151_200.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
validate_per_channel_quantization.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
validate_ppo_checkpoints.rs
fix(ci): Fix GitLab CI YAML syntax and PPOConfig compilation errors
2025-10-31 00:20:00 +01:00
validate_quantile_loss.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
validate_regime_features.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
validate_tft_hyperopt.rs
Wave 15: Complete FactoredAction migration + production monitoring
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validate_tft_int8_accuracy.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
validate_wave_c_features_51_150.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
verify_225_feature_values.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
verify_225_features_wave9.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
verify_action_mapping.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
verify_dbn_loader_zero_free.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
verify_feature_dims.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
verify_grn_weight_init.rs
feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents
2025-10-19 09:10:55 +02:00
verify_mamba2_dimensions.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
wave_c_backtest.rs
Wave 15: Complete FactoredAction migration + production monitoring
2025-11-11 23:48:02 +01:00
wave_comparison_full_features.rs
Wave 15: Complete FactoredAction migration + production monitoring
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wave_comparison_simple.rs
Wave 15: Complete FactoredAction migration + production monitoring
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wave_d_backtest.rs
Wave 15: Complete FactoredAction migration + production monitoring
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