feat: add min_hold_bars config (default 5) — prevents per-bar churning

Add min_hold_bars to DQNHyperparameters (usize, default 5), ExperienceSection
in training_profile, and both TOML configs (smoketest=3, production=5).
Wired through apply_to() so TOML overrides land correctly.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
jgrusewski
2026-03-25 23:06:28 +01:00
parent d71bf5805e
commit 2b85fa2fdf
4 changed files with 13 additions and 0 deletions

View File

@@ -68,6 +68,7 @@ min_loss_improvement_pct = 0.1
[experience]
initial_capital = 100000.0
tx_cost_multiplier = 0.0001
min_hold_bars = 5
[experience.fill_simulation]
ioc_fill_prob = 0.85

View File

@@ -37,6 +37,7 @@ min_epochs_before_stopping = 5
[experience]
gpu_n_episodes = 32
gpu_timesteps_per_episode = 100
min_hold_bars = 3
[experience.fill_simulation]
ioc_fill_prob = 0.85