Files
foxhunt/services
jgrusewski fc0754c63f fix(dqn): production hardening — LR scheduler, urgency costs, F32 traps, atomic IO
Wire LR scheduler to actually update the Adam optimizer (was logged but
never applied). Add update_learning_rate to DQN, RegimeConditionalDQN,
and DQNAgentType so decay_factor propagates through all agent variants.

Fix train/eval parity: CLI defaults 51→54 features, 3→45 actions;
DQN eval always uses 3-layer hidden_dims; PPO eval uses 5-layer value
network matching trainer. enhanced_ml.rs hardcoded config updated from
state_dim=16/num_actions=3 to 54/45.

Fix Candle F32/BF16 traps: replace `Tensor * 0.5` (f64 literal) with
broadcast_mul(Tensor::full(0.5_f32)) in quantile_regression.rs (2x),
dqn.rs Huber loss, and IQN gamma multiplication. Prevents panics on
Ampere+ BF16 GPUs.

Add urgency_weight() multiplier to training cost model in reward.rs
and portfolio_tracker.rs — urgency dimension (Patient/Normal/Aggressive)
now affects learned value function, matching evaluate_baseline.rs.

Fix equity tracking: additive (equity += ret) → multiplicative
(equity *= 1.0 + ret) in compute_metrics. Fix total return calc.

Fix PER beta annealing: epochs*70 → epochs*1000 (~1015 actual steps
per epoch for 130k bars / batch 128).

Fix silent target network freeze: mutex lock failure now propagates
error instead of silently skipping weight update.

Make save_checkpoint atomic (write .tmp then rename). Make NormStats
write atomic with error logging instead of silent discard.

Convert EnsembleConfig::new assert! → Result<Self, MLError> with
14 call site updates. Fix hyperopt result serialization to warn
instead of silently dropping to Value::Null.

Fix clippy MSRV mismatch: clippy.toml 1.75 → 1.85 matching Cargo.toml.

2732 tests pass, 0 clippy warnings across workspace.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-03 23:04:53 +01:00
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