diff --git a/config/training/dqn-production.toml b/config/training/dqn-production.toml index 4aef52efb..b4624046a 100644 --- a/config/training/dqn-production.toml +++ b/config/training/dqn-production.toml @@ -22,8 +22,10 @@ lr_min = 0.00001 data_source = "mbp10" imbalance_bar_threshold = 0.5 imbalance_bar_ewma_alpha = 0.1 -# OFI feature enrichment from MBP-10 order book data (8 features: OFI L1/L5, depth imbalance, VPIN, Kyle's lambda, bid/ask slope, trade imbalance) -mbp10_data_dir = "/mnt/training-data/futures-baseline-mbp10" +# OFI feature enrichment from MBP-10 + trades data +# Paths match Argo PVC mount at /data. CLI --mbp10-data-dir overrides if needed. +mbp10_data_dir = "/data/futures-baseline-mbp10" +trades_data_dir = "/data/futures-baseline-trades" [distributional] num_atoms = 51