Setting dones[b]=1 in rl_drawdown_stop without actually closing the
lobsim position created a lie: Q trained on false trade-closes while
the position stayed open. Result: done_count=0 from step 99 onward,
990 trades total in 2000 steps (should be ~80k), training collapsed.
The drawdown penalty (per-step min(0, unrealized_r) × rate) is kept —
it creates exit gradient without corrupting the lobsim state. Hard
stop-loss needs to override the ACTION (to FlatL/FlatS) BEFORE the
lobsim step, not set dones after. Tracked for future implementation.
Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
Loss minimization (wr=0.561 but PnL negative — losses 32% > wins):
A1: Exempt FlatL/FlatS from confidence gate — exit actions never
blocked, model can always close losing positions.
A2+A3: New rl_drawdown_stop kernel — per-step drawdown penalty
(min(0, unrealized_r) × rate) creates continuous exit gradient.
Hard stop-loss force-closes when unrealized_r < -threshold.
Both ISV-driven (slots 586, 587).
A4: Adaptive LOSS clamp — tracks observed neg/pos EMA ratio instead
of static 3.0. LOSS = clamp(1.0, ratio×1.1, 3.0). Q sees
accurate loss magnitudes.
Performance:
B0: Remove gratuitous stream.synchronize() in apply_snapshot
(sim/mod.rs) — same-stream ordering makes it unnecessary.
Expected: -12-49ms/step.
Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
