forked from animatedread/Warrior_EA
0c01dc279b
Completes the 2026-08-09 training audit. FORCES A RETRAIN of every
Wyckoff-enabled config (N1 re-keys the fingerprint), and BOTH DLLs must be
redeployed alongside the .ex5 - they carry new exports.
F4 - mini-batch accumulation, TRAIN_BATCH_SIZE=32. Training was pure online
SGD (one weight update per bar), which is the mechanical source of the
era-to-era whipsaw every downstream guard was built to cope with. The O(n^2)
outer product is native - AccumulateWeightGrad / AccumulateWeightGradConv /
AccumulateBufferInto in Network.cl, WarriorCPU and WarriorDML - while the
optimizer step is host-side MQL5 shared by all tiers (ApplyAccumToBlock), so
there is one Adam/SGD implementation instead of four that can drift.
- the LSTM needs no outer-product kernel (WeightsGradient already holds the
sample's full dW) but could NOT simply be left un-zeroed between samples:
CPU_LSTMSeqBackward/DML_LSTMSeqBackward memset it on entry. Hence a
separate accumulator plus an elementwise add.
- batch-norm gamma/beta accumulate in host arrays, not new BatchOptions
slots - BN_OPT_STRIDE is baked into every persisted .nnw.
- scoped to pass 2; online learning keeps immediate updates. Every save /
checkpoint / scoring boundary flushes, scaling by the real sample count.
- degrades to per-sample updates (one log line) on a tier that cannot
accumulate, so old devices and DLL-free builds are unaffected.
- verified offline: DirectML/batch_accum_check.cpp drives the real exports
against an independent reference; at B=1 the accumulator matches the
shipped unbatched kernel's own gradient to 1.1e-16. Math only - the
in-situ check remains the per-layer dW/W report on a real era.
F6 - ComputeFirstLayerWidth budgeted against the RAW input width even where a
conv/LSTM front end had already reduced it, so an LSTM's dense stack was
charged for 1,280 inputs when it receives 64. Confirmed from the deployed
.cfg files: CONV, LSTM and HYBRID were all pinned at the 16-unit floor. Now
budgeted against the front-end output and capped at it (never fan out), with
the derivation reordered so both stages settle first.
N1 - EventCode/EventPhase/StructuralPhase are signed categoricals packing
direction and Wyckoff stage into one scalar across a sign discontinuity. Split
into direction + [0,1] magnitude, the same convention the base OHLC block uses.
Information-preserving; 13 readings now occupy 16 inputs.
Compiled clean (0 errors, 0 warnings); both DLLs rebuilt.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
35 lines
1.2 KiB
Batchfile
35 lines
1.2 KiB
Batchfile
@echo off
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REM Builds and runs batch_accum_check.exe - the offline math check for the
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REM mini-batch accumulation exports (2026-08-09 audit, F4). Locates the VS
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REM build environment itself, exactly like build_cpu.bat beside it.
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REM Run build_cpu.bat FIRST so WarriorCPU.lib/.dll match the current source.
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setlocal
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set VSWHERE="%ProgramFiles(x86)%\Microsoft Visual Studio\Installer\vswhere.exe"
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if not exist %VSWHERE% (
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echo Could not find vswhere.exe - is Visual Studio / Build Tools installed?
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exit /b 1
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)
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for /f "usebackq tokens=*" %%i in (`%VSWHERE% -latest -products * -property installationPath`) do (
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set VSINSTALL=%%i
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)
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if not defined VSINSTALL (
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echo Could not find any Visual Studio / Build Tools installation.
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exit /b 1
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)
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call "%VSINSTALL%\VC\Auxiliary\Build\vcvars64.bat"
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if errorlevel 1 exit /b 1
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cd /d "%~dp0"
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cl.exe /nologo /EHsc /O2 /std:c++17 batch_accum_check.cpp WarriorCPU.lib /Fe:batch_accum_check.exe
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if errorlevel 1 (
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echo Build failed.
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exit /b 1
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)
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REM ".\" prefix on purpose - some shells refuse to launch an executable by bare
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REM relative name, and the failure reads as "build produced nothing".
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.\batch_accum_check.exe
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exit /b %errorlevel%
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