## The bug (audit 2026-05-09)
`crates/ml/src/feature_cache.rs:calculate_dbn_cache_key_full` hashed only
`(symbol, data_source, dbn_filenames+sizes)` — NOT `imbalance_bar_threshold`
or `imbalance_bar_ewma_alpha`. Combined with `precompute_features.rs:346`
unconditionally calling `build_volume_bars` regardless of `data_source`,
this meant:
1. 14 audited production runs (Apr 11–May 8) all collided on the same
fxcache key (`a3f933aa...` / `c07c960a...`) regardless of TOML
`imbalance_bar_threshold` value
2. The imbalance-bar code path was reachable only via fxcache MISS, which
never happens in production because `ensure-fxcache` always populates
first
3. Every "tuning" of `imbalance_bar_threshold` across 16+ SP runs was a
silent no-op — the system was actually running volume bars at
DEFAULT_VOLUME_BAR_SIZE (100 contracts/bar)
## The fix (this commit)
**Part A — cache key includes bar formation params:**
- `calculate_dbn_cache_key_full` signature: 5 args → 7 args. Two new f64
params hashed via `to_le_bytes()`.
- 4 callers updated atomically (per `feedback_no_partial_refactor`).
- 2 new unit tests (`test_cache_key_includes_bar_threshold`,
`test_cache_key_includes_bar_alpha`) pin the contract.
**Part B — precompute_features actually USES data_source:**
- New CLI args `--imbalance-bar-threshold` (default 0.5) and
`--imbalance-bar-ewma-alpha` (default 0.1) on both train_baseline_rl
and precompute_features.
- `precompute_features.rs:346` now branches: when
`data_source == "mbp10"` AND `mbp10_data_dir.is_some()`, calls
`mbp10_to_imbalance_bars` instead of `build_volume_bars`.
**Argo plumbing:**
- `train-template.yaml` + `train-multi-seed-template.yaml`: new workflow
parameters threaded into BOTH precompute and trainer invocations so
both compute the same fxcache key.
- `scripts/argo-train.sh`: new CLI flags for ad-hoc overrides.
- ensure-fxcache regen path: removed `rm -f /feature-cache/*.fxcache`
(with bar-params now in key, parallel experiments coexist).
## Effects going forward
- Tuning `imbalance_bar_threshold` actually changes bar density
- Configuring `data_source = "mbp10"` actually produces imbalance bars
- Multiple parallel experiments at different thresholds coexist on PVC
- `dqn-production.toml: imbalance_bar_threshold = 0.5` no longer ignored
Default values match prior production behavior → existing wgdc7-equivalent
runs reproduce, just with a *new* fxcache key (the old volume-bar cache
file is still on disk but won't be hit; harmless, can GC manually).
Audit-doc: `docs/dqn-wire-up-audit.md` updated with full context.
Tests: 5/5 feature_cache tests pass, full workspace + examples compile clean.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
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