Commit Graph

1 Commits

Author SHA1 Message Date
jgrusewski
86fda69bfd feat(ml): add walk-forward evaluation binary with financial metrics
Loads trained DQN/PPO checkpoints, runs greedy inference on walk-forward
test windows, computes Sharpe ratio, max drawdown, win rate, profit factor,
and total return per fold. Outputs a JSON evaluation report with aggregate
metrics and sanity checks (beats-random, action diversity, fold consistency).

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-23 19:09:06 +01:00