Commit Graph

2 Commits

Author SHA1 Message Date
jgrusewski
a35a564f45 fix(ml): DQN hyperopt overhaul — DSR reward, dead features, C51/noisy/network fixes
22-task overhaul (6 phases) for DQN training quality:
- Differential Sharpe Ratio (DSR) reward replacing raw PnL
- Remove 11 dead features (3 regime + 8 OFI): state_dim 54→43, feature_dim 51→40
- C51 v_min/v_max aligned to DSR Q-value range (±25.0)
- IQN batch path fix — consistent network for train+inference
- RMSNorm in distributional-dueling network
- Noisy layer sigma_init wired through config
- Rainbow config unified with DSR/C51/noisy defaults
- All dimension constants, comments, CUDA buffers updated
- 2747 lib tests passing, 0 failures, 0 warnings

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-07 12:08:39 +01:00
jgrusewski
9c3d741a08 refactor: restructure repo — crates/, bin/, testing/ layout
Move 17 library crates into crates/, CLI binary into bin/fxt,
consolidate 10 test crates into testing/, split config crate
from deployment config files.

Root directory reduced from 38+ to ~17 directories.
All Cargo.toml paths and build.rs proto refs updated.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-25 11:56:00 +01:00