Files
foxhunt/crates
jgrusewski fa8acef9e9 fix(dqn): fix OFI train/eval mismatch, enable DSR by default
- Walk-forward CPU backtest was calling feature_vector_to_state() without
  OFI index, producing zero OFI features during evaluation while training
  had real OFI — creating a silent train/eval feature mismatch
- Add convert_to_state_vec_with_ofi() public method on DQNTrainer
- Add ofi_val_offset field to track training data length for OFI indexing
- compute_validation_loss() now passes OFI index to validation states
- Hyperopt CPU eval path now uses convert_to_state_vec_with_ofi()
- Enable DSR (Differential Sharpe Ratio) by default in both config and
  GPU experience collector — aligns with hyperopt which always uses DSR
- Fix ensemble adapter test to explicitly disable branching

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-12 22:31:02 +01:00
..