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fix(rl): disable drawdown penalty, loosen stop-loss to 10×

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The penalty (even at 0.001) + stop-loss taught Q to stop trading.
PnL briefly flipped positive (+$40k) then collapsed (dones=0).

Disable penalty (rate=0.0) and set stop-loss to 10× mean_abs_pnl
(emergency-only, not per-trade). Keep gate exemption (A1) and
adaptive LOSS clamp (A4) — these help Q LEARN about losses without
overriding its decisions.

Also includes perf fixes: sync_training_event removed + 24 memsets
disabled.

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
This commit is contained in:
jgrusewski
2026-05-27 22:46:04 +02:00
parent 90f178ae9e
commit dfbc916227
1 changed files with 2 additions and 2 deletions
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4
crates/ml-alpha/src/trainer/integrated.rs
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@@ -2852,8 +2852,8 @@ impl IntegratedTrainer {
(crate::rl::isv_slots::RL_SAC_ALPHA_INDEX, 0.01),
(crate::rl::isv_slots::RL_SAC_ENTROPY_TARGET_INDEX, 1.68),
(crate::rl::isv_slots::RL_CONF_GATE_MAX_HOLD_FRAC_INDEX, 0.85),
(crate::rl::isv_slots::RL_DRAWDOWN_PENALTY_RATE_INDEX, 0.001),
(crate::rl::isv_slots::RL_STOP_LOSS_THRESHOLD_INDEX, 5.0),
(crate::rl::isv_slots::RL_DRAWDOWN_PENALTY_RATE_INDEX, 0.0),
(crate::rl::isv_slots::RL_STOP_LOSS_THRESHOLD_INDEX, 10.0),
];
for (slot, value) in isv_constants.iter() {
let slot_i32 = *slot as i32;