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foxhunt/config/ml/sweep_deployability.yaml
jgrusewski 9d4fda36ab feat(ml-backtesting): batched-cell sweep schema + 140-variant runner (P6) 
Sweep YAML now supports the batched flow per spec §3.3 + Task 6:
- SweepBase.sim_variants: Vec<SimVariant> — list of (cost, latency,
  threshold, ...) variants. When non-empty, each cell runs ONE harness
  at n_parallel=variants.len() with BatchedSimConfig::from_grid instead
  of the legacy one-harness-per-cell fan-out.
- SweepBase.data_template: Option<String> — when set with `{window}`
  placeholder, each cell's `window` field interpolates the per-cell
  data path. Replaces single scalar `data` for the windowed flow.
- SweepCell.window: Option<String> — window identifier (e.g., "2025-Q2").
- SimVariant: threshold + cost_per_lot_per_side required (the spec's
  primary axes); other fields optional overrides on top of SweepBase
  scalars.

New runner pieces:
- BatchedSimConfig::from_grid(&[ResolvedSimVariant]) in
  crates/ml-backtesting/src/sim/batched_config.rs.
- ResolvedSimVariant — per-variant fully-resolved sim params.
- resolve_sim_variants(&SweepBase) in main.rs — layers per-variant
  overrides over base scalars.
- run_batched_cell() in main.rs — builds the harness with
  sim_config_override + variant_names plumbed through. Writes per-
  backtest artifacts to sim_<variant_name>/ subdirs (spec §3.3).

Harness side:
- BacktestHarnessConfig gains variant_names + sim_config_override
  Option fields. When sim_config_override is Some, harness uses that
  directly instead of building from_uniform off scalar cfg. When
  variant_names is Some, write_artifacts uses sim_<name>/ instead of
  cell_NNNN/ subdirs. Both None preserve legacy single-cell behaviour
  (smoke, fixtures unchanged).

YAML configs:
- config/ml/sweep_threshold_tuning.yaml: 1 cell (W0) × 8 sim_variants
  (p60-p95 in 5pt steps) with cost=0.125 (1-tick anchor). Threshold
  pre-registration pass.
- config/ml/sweep_deployability.yaml: 4 cells (W1-W4) × 140 variants
  each (7 costs × 4 latencies × 5 thresholds). Generated by
  scripts/generate_sweep_variants.py — placeholder threshold values
  (p60-p95) until threshold-tuning publishes calibrated absolutes to
  config/ml/v2_prod_thresholds.json.

Deferred to P7 (operational glue):
- argo-lob-sweep.sh adaptation for the batched flow (cells = windows,
  not sim-variants; one Argo task per window invokes `fxt-backtest sweep`
  end-to-end inside the pod rather than `fxt-backtest run`).

Regression: all 7 existing CUDA tests pass through the new harness
construction path (sim_config_override = None → from_uniform fallback).

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-19 17:41:20 +02:00

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# P6 deployability sweep — 4 windows × 140 sim_variants (7 cost × 4 latency × 5 threshold).
# Generated by scripts/generate_sweep_variants.py — do NOT hand-edit.
# Re-run after threshold-tuning to refresh threshold absolute values.
base:
data_template: /mnt/training-data/futures-baseline-mbp10/ES.FUT/ES.FUT_{window}.dbn.zst
predecoded_dir: /feature-cache/predecoded
n_parallel: 1 # batched flow overrides with variants.len()=140
decision_stride: 4
latency_ns: 200000000 # default (overridden per variant)
target_annual_vol_units: 50.0
annualisation_factor: 825.0
max_lots: 5
max_events: 0
seed: 12648430
# __SHA__ replaced by submitter with post-trunk-grows training short-SHA.
checkpoint: /feature-cache/alpha-perception-runs/__SHA__/trunk_best_h6000.bin
sim_variants:
- { name: c0_l0_p60, threshold: 0.4, cost_per_lot_per_side: 0.0625, latency_ns: 100000000 }
- { name: c0_l0_p70, threshold: 0.55, cost_per_lot_per_side: 0.0625, latency_ns: 100000000 }
- { name: c0_l0_p80, threshold: 0.7, cost_per_lot_per_side: 0.0625, latency_ns: 100000000 }
- { name: c0_l0_p90, threshold: 0.85, cost_per_lot_per_side: 0.0625, latency_ns: 100000000 }
- { name: c0_l0_p95, threshold: 0.95, cost_per_lot_per_side: 0.0625, latency_ns: 100000000 }
- { name: c0_l1_p60, threshold: 0.4, cost_per_lot_per_side: 0.0625, latency_ns: 200000000 }
- { name: c0_l1_p70, threshold: 0.55, cost_per_lot_per_side: 0.0625, latency_ns: 200000000 }
- { name: c0_l1_p80, threshold: 0.7, cost_per_lot_per_side: 0.0625, latency_ns: 200000000 }
- { name: c0_l1_p90, threshold: 0.85, cost_per_lot_per_side: 0.0625, latency_ns: 200000000 }
- { name: c0_l1_p95, threshold: 0.95, cost_per_lot_per_side: 0.0625, latency_ns: 200000000 }
- { name: c0_l2_p60, threshold: 0.4, cost_per_lot_per_side: 0.0625, latency_ns: 300000000 }
- { name: c0_l2_p70, threshold: 0.55, cost_per_lot_per_side: 0.0625, latency_ns: 300000000 }
- { name: c0_l2_p80, threshold: 0.7, cost_per_lot_per_side: 0.0625, latency_ns: 300000000 }
- { name: c0_l2_p90, threshold: 0.85, cost_per_lot_per_side: 0.0625, latency_ns: 300000000 }
- { name: c0_l2_p95, threshold: 0.95, cost_per_lot_per_side: 0.0625, latency_ns: 300000000 }
- { name: c0_l3_p60, threshold: 0.4, cost_per_lot_per_side: 0.0625, latency_ns: 400000000 }
- { name: c0_l3_p70, threshold: 0.55, cost_per_lot_per_side: 0.0625, latency_ns: 400000000 }
- { name: c0_l3_p80, threshold: 0.7, cost_per_lot_per_side: 0.0625, latency_ns: 400000000 }
- { name: c0_l3_p90, threshold: 0.85, cost_per_lot_per_side: 0.0625, latency_ns: 400000000 }
- { name: c0_l3_p95, threshold: 0.95, cost_per_lot_per_side: 0.0625, latency_ns: 400000000 }
- { name: c1_l0_p60, threshold: 0.4, cost_per_lot_per_side: 0.125, latency_ns: 100000000 }
- { name: c1_l0_p70, threshold: 0.55, cost_per_lot_per_side: 0.125, latency_ns: 100000000 }
- { name: c1_l0_p80, threshold: 0.7, cost_per_lot_per_side: 0.125, latency_ns: 100000000 }
- { name: c1_l0_p90, threshold: 0.85, cost_per_lot_per_side: 0.125, latency_ns: 100000000 }
- { name: c1_l0_p95, threshold: 0.95, cost_per_lot_per_side: 0.125, latency_ns: 100000000 }
- { name: c1_l1_p60, threshold: 0.4, cost_per_lot_per_side: 0.125, latency_ns: 200000000 }
- { name: c1_l1_p70, threshold: 0.55, cost_per_lot_per_side: 0.125, latency_ns: 200000000 }
- { name: c1_l1_p80, threshold: 0.7, cost_per_lot_per_side: 0.125, latency_ns: 200000000 }
- { name: c1_l1_p90, threshold: 0.85, cost_per_lot_per_side: 0.125, latency_ns: 200000000 }
- { name: c1_l1_p95, threshold: 0.95, cost_per_lot_per_side: 0.125, latency_ns: 200000000 }
- { name: c1_l2_p60, threshold: 0.4, cost_per_lot_per_side: 0.125, latency_ns: 300000000 }
- { name: c1_l2_p70, threshold: 0.55, cost_per_lot_per_side: 0.125, latency_ns: 300000000 }
- { name: c1_l2_p80, threshold: 0.7, cost_per_lot_per_side: 0.125, latency_ns: 300000000 }
- { name: c1_l2_p90, threshold: 0.85, cost_per_lot_per_side: 0.125, latency_ns: 300000000 }
- { name: c1_l2_p95, threshold: 0.95, cost_per_lot_per_side: 0.125, latency_ns: 300000000 }
- { name: c1_l3_p60, threshold: 0.4, cost_per_lot_per_side: 0.125, latency_ns: 400000000 }
- { name: c1_l3_p70, threshold: 0.55, cost_per_lot_per_side: 0.125, latency_ns: 400000000 }
- { name: c1_l3_p80, threshold: 0.7, cost_per_lot_per_side: 0.125, latency_ns: 400000000 }
- { name: c1_l3_p90, threshold: 0.85, cost_per_lot_per_side: 0.125, latency_ns: 400000000 }
- { name: c1_l3_p95, threshold: 0.95, cost_per_lot_per_side: 0.125, latency_ns: 400000000 }
- { name: c2_l0_p60, threshold: 0.4, cost_per_lot_per_side: 0.1875, latency_ns: 100000000 }
- { name: c2_l0_p70, threshold: 0.55, cost_per_lot_per_side: 0.1875, latency_ns: 100000000 }
- { name: c2_l0_p80, threshold: 0.7, cost_per_lot_per_side: 0.1875, latency_ns: 100000000 }
- { name: c2_l0_p90, threshold: 0.85, cost_per_lot_per_side: 0.1875, latency_ns: 100000000 }
- { name: c2_l0_p95, threshold: 0.95, cost_per_lot_per_side: 0.1875, latency_ns: 100000000 }
- { name: c2_l1_p60, threshold: 0.4, cost_per_lot_per_side: 0.1875, latency_ns: 200000000 }
- { name: c2_l1_p70, threshold: 0.55, cost_per_lot_per_side: 0.1875, latency_ns: 200000000 }
- { name: c2_l1_p80, threshold: 0.7, cost_per_lot_per_side: 0.1875, latency_ns: 200000000 }
- { name: c2_l1_p90, threshold: 0.85, cost_per_lot_per_side: 0.1875, latency_ns: 200000000 }
- { name: c2_l1_p95, threshold: 0.95, cost_per_lot_per_side: 0.1875, latency_ns: 200000000 }
- { name: c2_l2_p60, threshold: 0.4, cost_per_lot_per_side: 0.1875, latency_ns: 300000000 }
- { name: c2_l2_p70, threshold: 0.55, cost_per_lot_per_side: 0.1875, latency_ns: 300000000 }
- { name: c2_l2_p80, threshold: 0.7, cost_per_lot_per_side: 0.1875, latency_ns: 300000000 }
- { name: c2_l2_p90, threshold: 0.85, cost_per_lot_per_side: 0.1875, latency_ns: 300000000 }
- { name: c2_l2_p95, threshold: 0.95, cost_per_lot_per_side: 0.1875, latency_ns: 300000000 }
- { name: c2_l3_p60, threshold: 0.4, cost_per_lot_per_side: 0.1875, latency_ns: 400000000 }
- { name: c2_l3_p70, threshold: 0.55, cost_per_lot_per_side: 0.1875, latency_ns: 400000000 }
- { name: c2_l3_p80, threshold: 0.7, cost_per_lot_per_side: 0.1875, latency_ns: 400000000 }
- { name: c2_l3_p90, threshold: 0.85, cost_per_lot_per_side: 0.1875, latency_ns: 400000000 }
- { name: c2_l3_p95, threshold: 0.95, cost_per_lot_per_side: 0.1875, latency_ns: 400000000 }
- { name: c3_l0_p60, threshold: 0.4, cost_per_lot_per_side: 0.25, latency_ns: 100000000 }
- { name: c3_l0_p70, threshold: 0.55, cost_per_lot_per_side: 0.25, latency_ns: 100000000 }
- { name: c3_l0_p80, threshold: 0.7, cost_per_lot_per_side: 0.25, latency_ns: 100000000 }
- { name: c3_l0_p90, threshold: 0.85, cost_per_lot_per_side: 0.25, latency_ns: 100000000 }
- { name: c3_l0_p95, threshold: 0.95, cost_per_lot_per_side: 0.25, latency_ns: 100000000 }
- { name: c3_l1_p60, threshold: 0.4, cost_per_lot_per_side: 0.25, latency_ns: 200000000 }
- { name: c3_l1_p70, threshold: 0.55, cost_per_lot_per_side: 0.25, latency_ns: 200000000 }
- { name: c3_l1_p80, threshold: 0.7, cost_per_lot_per_side: 0.25, latency_ns: 200000000 }
- { name: c3_l1_p90, threshold: 0.85, cost_per_lot_per_side: 0.25, latency_ns: 200000000 }
- { name: c3_l1_p95, threshold: 0.95, cost_per_lot_per_side: 0.25, latency_ns: 200000000 }
- { name: c3_l2_p60, threshold: 0.4, cost_per_lot_per_side: 0.25, latency_ns: 300000000 }
- { name: c3_l2_p70, threshold: 0.55, cost_per_lot_per_side: 0.25, latency_ns: 300000000 }
- { name: c3_l2_p80, threshold: 0.7, cost_per_lot_per_side: 0.25, latency_ns: 300000000 }
- { name: c3_l2_p90, threshold: 0.85, cost_per_lot_per_side: 0.25, latency_ns: 300000000 }
- { name: c3_l2_p95, threshold: 0.95, cost_per_lot_per_side: 0.25, latency_ns: 300000000 }
- { name: c3_l3_p60, threshold: 0.4, cost_per_lot_per_side: 0.25, latency_ns: 400000000 }
- { name: c3_l3_p70, threshold: 0.55, cost_per_lot_per_side: 0.25, latency_ns: 400000000 }
- { name: c3_l3_p80, threshold: 0.7, cost_per_lot_per_side: 0.25, latency_ns: 400000000 }
- { name: c3_l3_p90, threshold: 0.85, cost_per_lot_per_side: 0.25, latency_ns: 400000000 }
- { name: c3_l3_p95, threshold: 0.95, cost_per_lot_per_side: 0.25, latency_ns: 400000000 }
- { name: c4_l0_p60, threshold: 0.4, cost_per_lot_per_side: 0.375, latency_ns: 100000000 }
- { name: c4_l0_p70, threshold: 0.55, cost_per_lot_per_side: 0.375, latency_ns: 100000000 }
- { name: c4_l0_p80, threshold: 0.7, cost_per_lot_per_side: 0.375, latency_ns: 100000000 }
- { name: c4_l0_p90, threshold: 0.85, cost_per_lot_per_side: 0.375, latency_ns: 100000000 }
- { name: c4_l0_p95, threshold: 0.95, cost_per_lot_per_side: 0.375, latency_ns: 100000000 }
- { name: c4_l1_p60, threshold: 0.4, cost_per_lot_per_side: 0.375, latency_ns: 200000000 }
- { name: c4_l1_p70, threshold: 0.55, cost_per_lot_per_side: 0.375, latency_ns: 200000000 }
- { name: c4_l1_p80, threshold: 0.7, cost_per_lot_per_side: 0.375, latency_ns: 200000000 }
- { name: c4_l1_p90, threshold: 0.85, cost_per_lot_per_side: 0.375, latency_ns: 200000000 }
- { name: c4_l1_p95, threshold: 0.95, cost_per_lot_per_side: 0.375, latency_ns: 200000000 }
- { name: c4_l2_p60, threshold: 0.4, cost_per_lot_per_side: 0.375, latency_ns: 300000000 }
- { name: c4_l2_p70, threshold: 0.55, cost_per_lot_per_side: 0.375, latency_ns: 300000000 }
- { name: c4_l2_p80, threshold: 0.7, cost_per_lot_per_side: 0.375, latency_ns: 300000000 }
- { name: c4_l2_p90, threshold: 0.85, cost_per_lot_per_side: 0.375, latency_ns: 300000000 }
- { name: c4_l2_p95, threshold: 0.95, cost_per_lot_per_side: 0.375, latency_ns: 300000000 }
- { name: c4_l3_p60, threshold: 0.4, cost_per_lot_per_side: 0.375, latency_ns: 400000000 }
- { name: c4_l3_p70, threshold: 0.55, cost_per_lot_per_side: 0.375, latency_ns: 400000000 }
- { name: c4_l3_p80, threshold: 0.7, cost_per_lot_per_side: 0.375, latency_ns: 400000000 }
- { name: c4_l3_p90, threshold: 0.85, cost_per_lot_per_side: 0.375, latency_ns: 400000000 }
- { name: c4_l3_p95, threshold: 0.95, cost_per_lot_per_side: 0.375, latency_ns: 400000000 }
- { name: c5_l0_p60, threshold: 0.4, cost_per_lot_per_side: 0.5, latency_ns: 100000000 }
- { name: c5_l0_p70, threshold: 0.55, cost_per_lot_per_side: 0.5, latency_ns: 100000000 }
- { name: c5_l0_p80, threshold: 0.7, cost_per_lot_per_side: 0.5, latency_ns: 100000000 }
- { name: c5_l0_p90, threshold: 0.85, cost_per_lot_per_side: 0.5, latency_ns: 100000000 }
- { name: c5_l0_p95, threshold: 0.95, cost_per_lot_per_side: 0.5, latency_ns: 100000000 }
- { name: c5_l1_p60, threshold: 0.4, cost_per_lot_per_side: 0.5, latency_ns: 200000000 }
- { name: c5_l1_p70, threshold: 0.55, cost_per_lot_per_side: 0.5, latency_ns: 200000000 }
- { name: c5_l1_p80, threshold: 0.7, cost_per_lot_per_side: 0.5, latency_ns: 200000000 }
- { name: c5_l1_p90, threshold: 0.85, cost_per_lot_per_side: 0.5, latency_ns: 200000000 }
- { name: c5_l1_p95, threshold: 0.95, cost_per_lot_per_side: 0.5, latency_ns: 200000000 }
- { name: c5_l2_p60, threshold: 0.4, cost_per_lot_per_side: 0.5, latency_ns: 300000000 }
- { name: c5_l2_p70, threshold: 0.55, cost_per_lot_per_side: 0.5, latency_ns: 300000000 }
- { name: c5_l2_p80, threshold: 0.7, cost_per_lot_per_side: 0.5, latency_ns: 300000000 }
- { name: c5_l2_p90, threshold: 0.85, cost_per_lot_per_side: 0.5, latency_ns: 300000000 }
- { name: c5_l2_p95, threshold: 0.95, cost_per_lot_per_side: 0.5, latency_ns: 300000000 }
- { name: c5_l3_p60, threshold: 0.4, cost_per_lot_per_side: 0.5, latency_ns: 400000000 }
- { name: c5_l3_p70, threshold: 0.55, cost_per_lot_per_side: 0.5, latency_ns: 400000000 }
- { name: c5_l3_p80, threshold: 0.7, cost_per_lot_per_side: 0.5, latency_ns: 400000000 }
- { name: c5_l3_p90, threshold: 0.85, cost_per_lot_per_side: 0.5, latency_ns: 400000000 }
- { name: c5_l3_p95, threshold: 0.95, cost_per_lot_per_side: 0.5, latency_ns: 400000000 }
- { name: c6_l0_p60, threshold: 0.4, cost_per_lot_per_side: 1.0, latency_ns: 100000000 }
- { name: c6_l0_p70, threshold: 0.55, cost_per_lot_per_side: 1.0, latency_ns: 100000000 }
- { name: c6_l0_p80, threshold: 0.7, cost_per_lot_per_side: 1.0, latency_ns: 100000000 }
- { name: c6_l0_p90, threshold: 0.85, cost_per_lot_per_side: 1.0, latency_ns: 100000000 }
- { name: c6_l0_p95, threshold: 0.95, cost_per_lot_per_side: 1.0, latency_ns: 100000000 }
- { name: c6_l1_p60, threshold: 0.4, cost_per_lot_per_side: 1.0, latency_ns: 200000000 }
- { name: c6_l1_p70, threshold: 0.55, cost_per_lot_per_side: 1.0, latency_ns: 200000000 }
- { name: c6_l1_p80, threshold: 0.7, cost_per_lot_per_side: 1.0, latency_ns: 200000000 }
- { name: c6_l1_p90, threshold: 0.85, cost_per_lot_per_side: 1.0, latency_ns: 200000000 }
- { name: c6_l1_p95, threshold: 0.95, cost_per_lot_per_side: 1.0, latency_ns: 200000000 }
- { name: c6_l2_p60, threshold: 0.4, cost_per_lot_per_side: 1.0, latency_ns: 300000000 }
- { name: c6_l2_p70, threshold: 0.55, cost_per_lot_per_side: 1.0, latency_ns: 300000000 }
- { name: c6_l2_p80, threshold: 0.7, cost_per_lot_per_side: 1.0, latency_ns: 300000000 }
- { name: c6_l2_p90, threshold: 0.85, cost_per_lot_per_side: 1.0, latency_ns: 300000000 }
- { name: c6_l2_p95, threshold: 0.95, cost_per_lot_per_side: 1.0, latency_ns: 300000000 }
- { name: c6_l3_p60, threshold: 0.4, cost_per_lot_per_side: 1.0, latency_ns: 400000000 }
- { name: c6_l3_p70, threshold: 0.55, cost_per_lot_per_side: 1.0, latency_ns: 400000000 }
- { name: c6_l3_p80, threshold: 0.7, cost_per_lot_per_side: 1.0, latency_ns: 400000000 }
- { name: c6_l3_p90, threshold: 0.85, cost_per_lot_per_side: 1.0, latency_ns: 400000000 }
- { name: c6_l3_p95, threshold: 0.95, cost_per_lot_per_side: 1.0, latency_ns: 400000000 }
cells:
- { name: W1, window: 2025-Q2 }
- { name: W2, window: 2025-Q3 }
- { name: W3, window: 2025-Q4 }
- { name: W4, window: 2026-Q1 }
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