diff --git a/config/ml/sweep_smoke.yaml b/config/ml/sweep_smoke.yaml index c9aa615f0..1c7cdf555 100644 --- a/config/ml/sweep_smoke.yaml +++ b/config/ml/sweep_smoke.yaml @@ -15,12 +15,18 @@ base: data: /mnt/training-data/futures-baseline-mbp10/ES.FUT predecoded_dir: /feature-cache/predecoded n_parallel: 1 # overridden by sim_variants.len() - decision_stride: 4 + # decision_stride matches the latency anchor: ~1ms per event × stride=200 + # = 200ms between decisions ≈ latency_ns. Prior smoke (n59t4) at stride=4 + # fired decisions 50× faster than orders could land; controller made + # decisions on phantom in-flight positions, churned ~96 trades/sec, and + # burned cost-per-trade × decision-rate. With stride=200, ~10k decisions + # over 2M events — natural cadence for a 200ms-latency deployment anchor. + decision_stride: 200 latency_ns: 200000000 # realistic anchor (overridden per variant) target_annual_vol_units: 50.0 annualisation_factor: 825.0 max_lots: 5 - max_events: 2000000 # ~2M events, ~500k decisions, ~20 min wall + max_events: 2000000 # ~2M events, ~10k decisions, ~16 min wall seed: 12648430 # dbd500ecf is the post-trunk-grows training checkpoint. checkpoint: /feature-cache/alpha-perception-runs/dbd500ecf/trunk_best_h6000.bin