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feat: adaptive minimum hold time — 5-bar minimum prevents coin-flip exits

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The hold enforcement infrastructure (enforce_hold in trade_physics.cuh,
hold_time counter at ps[10], action masking in experience_action_select)
was already fully implemented but disabled by min_hold_bars defaulting
to 1. Change default from 1 to 5 so hold enforcement is active by
default. Production configs already set min_hold_bars=10 via TOML.
Targets ~100-200K trades instead of 619K across 5M bars.

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
This commit is contained in:
jgrusewski
2026-04-17 00:02:01 +02:00
parent 7deaa88d83
commit 460a5f3841
1 changed files with 1 additions and 1 deletions
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2
crates/ml/src/trainers/dqn/config.rs
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@@ -1341,7 +1341,7 @@ impl DQNHyperparameters {
// P2-A Enhancement
initial_capital: 100_000.0, // $100K default
bars_per_day: 390.0, // 1-minute bars (6.5h × 60min)
min_hold_bars: 1, // was 5 — model learns hold timing via urgency branch
min_hold_bars: 5, // 5-bar minimum prevents coin-flip exits (1-2 bar churn)
// P2-B Enhancement
cash_reserve_percent: 0.0, // Default: no reserve (backward compatible)