config: enable position entropy (0.02) + add hyperopt search range

Anti-Flat-collapse: rewards exposure diversity via per-episode
position visit histogram entropy bonus.

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
This commit is contained in:
jgrusewski
2026-04-07 21:02:47 +02:00
parent 3f71789640
commit f05a4c5d44
4 changed files with 4 additions and 3 deletions

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@@ -78,6 +78,7 @@ w_idle = [0.0, 0.1]
dd_threshold = [0.005, 0.03] # HFT: tight drawdown tolerance (0.5%-3%)
loss_aversion = [1.0, 1.0]
time_decay_rate = [0.0001, 0.005]
position_entropy_weight = [0.01, 0.1]
# Trade conviction filter
q_gap_threshold = [0.0, 0.5] # 0.0=trade every bar, 0.5=high conviction only

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@@ -94,7 +94,7 @@ stochastic_depth_prob = 0.2
asymmetric_dd_weight = 0.5
time_reversal_mod = 5
regret_blend = 0.3
position_entropy_weight = 0.01
position_entropy_weight = 0.02
trade_clustering_penalty = 0.05
ensemble_disagreement_penalty = 0.3
mixup_alpha = 0.2

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@@ -105,7 +105,7 @@ stochastic_depth_prob = 0.2
asymmetric_dd_weight = 0.5
time_reversal_mod = 5
regret_blend = 0.3
position_entropy_weight = 0.01
position_entropy_weight = 0.02
trade_clustering_penalty = 0.05
ensemble_disagreement_penalty = 0.3
mixup_alpha = 0.2

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@@ -96,7 +96,7 @@ trade_clustering_penalty = 0.02 # 0.02 vs production 0.05
ensemble_disagreement_penalty = 0.1 # 0.1 vs production 0.3
regret_blend = 0.15 # 0.15 vs production 0.3
time_reversal_mod = 10 # 10% reversed vs production 20%
position_entropy_weight = 0.005 # Half of production
position_entropy_weight = 0.02
causal_weight = 0.05 # Half of production
causal_intervention_interval = 50 # Less frequent than production (10)
bottleneck_dim = 0 # Disabled for smoketest (tiny network can't afford bottleneck)