Commit graph Warrior_EA/AI/BufferDouble.mqh
Author SHA1 Message Date
AnimateDread
274630f802 fix: training-stability audit fixes F1/F2/F3/F5 - unbiased shuffle, real plateau escapes, fresh optimizer state on restore, pure OOS metric
Four of the six findings from research/training_pipeline_audit_2026-08-09.md
(F4 mini-batching and F6 feature re-encode deliberately deferred - see the
report's implementation-status section for why):

- F1: pass-2 Fisher-Yates (and AutoTune's MI block shuffle) used MathRand()%,
  which is 15-bit - provably non-uniform on every full-history era over 32,768
  queued samples. New 30-bit ShuffleRandomIndex().
- F2: plateau warm restarts were a no-op whenever eta already sat at its
  ceiling (the normal state of a non-regressing plateau) - the ladder was just
  a 24-era countdown. Restarts now overshoot to 5x the ceiling
  (PLATEAU_RESTART_BOOST) and anneal geometrically back over the patience
  window, SGDR-style; ETA_MIN widened 1e-4 -> 1e-5 so the decay schedule has
  real range.
- F3: checkpoint restores put weights back but kept the rejected trajectory's
  Adam moments, so the optimizer immediately pushed back toward the rolled-back
  state (the restore->regress->restore oscillation). CNet::ResetOptimizerState()
  zeroes moments/momentum/step counters (weights, BN statistics, gamma/beta
  untouched) on every mid-run restore, every boosted restart, and the
  deploy-time restore that online learning continues from.
- F5: batch-norm running statistics now freeze for the pass-3 OOS scoring walk,
  so the selection metric the checkpoint ranking and deploy gate read is a pure
  function of the checkpoint instead of partly measuring BN drift. Defensive
  unfreeze in FinalizeTrainRun covers stop-mid-pass; live/online adaptation and
  the OOS continual-learning simulation stay adaptive by design.

Compiled clean (0 errors, 0 warnings) via the staged-tree recipe.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
2026-08-09 10:54:09 -04:00
AnimateDread
5f647ba5db fix: improve error messages and suppress false sharing-violation logs
- BufferDouble: replace hardcoded "DirectML/CPU-DLL" with dynamic backend name
  and add buffer index/element count to all error prints for easier debugging.
- NetPersistence: distinguish missing file from transient lock by probing
  FileIsExist before logging, eliminating false "sharing violation" warnings
  when no saved model exists on first run.
2026-08-02 01:09:18 -04:00
AnimateDread
5247c34fe9 fix: add error logging for buffer failures and reject trades on invalid stop loss 2026-07-26 12:12:14 -04:00
AnimateDread
e4a154aa5e refactor(AI): split 8 self-contained classes out of the Network.mqh god-file
AI/Network.mqh was 5,805 lines / 18 classes in one file. Investigation
found method implementations for several classes (CNeuronBase/Pool/Conv,
CNeuronBaseOCL) hand-interleaved across thousands of lines - not safe to
split without risky manual reassembly. But 8 classes turned out to be
genuinely self-contained (declaration + every method body physically
contiguous, and only ever depended upon, never depending on anything
declared later): CConnection/CArrayCon, CNeuron, CDirectMLMy (+ its
WarriorDML.dll/WarriorCPU.dll #import blocks), CArrayLayer,
CLayerDescription, CBufferDouble, and CNeuronConvOCL/CNeuronPoolOCL.

Extracted each verbatim, via exact line-range extraction (not manual
retyping) to eliminate transcription risk, into its own AI/*.mqh file,
included from Network.mqh at the exact point each class used to sit -
preserving original declaration order exactly. Mathematically verified
byte-for-byte: reconstructing the original file from the 7 new files'
bodies + Network.mqh's remaining segments is line-for-line identical to
the pre-split git history. Compiled clean (MetaEditor, 0 errors/0
warnings) both before and after.

The remaining tangled classes (CNeuronBase, CNeuronPool, CNeuronConv,
CNet, CNeuronLSTM, CNeuronBaseOCL, CNeuronConvOCL/PoolOCL's shared base,
CNeuronLSTMOCL, COpenCLMy) stay in Network.mqh (now ~4,450 lines) -
splitting those safely needs deliberate per-method surgery, deferred to
a future dedicated pass rather than rushed into this one.

Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com>
2026-07-18 16:13:03 -04:00