Files
foxhunt/crates
jgrusewski 14c3ca2507 fix(ml): use backtest action distribution in objective, not training counts
The objective function was using buy/sell/hold percentages from training
metrics instead of the backtest. This caused the optimizer to receive stale
action distribution signals that diverged from actual backtest behavior.

Added buy_action_pct/sell_action_pct/hold_action_pct to BacktestMetrics,
counted during the multi-window backtest loop, and used in extract_objective
when backtest metrics are available.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-06 22:10:59 +01:00
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