Files
foxhunt/crates
jgrusewski 18f98e17bb fix(ml): update PPO trainer reward and position tracking for 45 factored actions
compute_reward_pnl() took raw action_idx (0=Buy,1=Sell,2=Hold) — wrong
with 45-action FactoredAction encoding. Now takes &FactoredAction and
uses order-type-specific transaction costs. Position tracking uses
action.exposure instead of old 3-way index match.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-02 15:41:24 +01:00
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