jgrusewski 108bb63fce feat: cost-driven hold timing — replace min_hold_bars with learned cost signals ...

Removed: enforce_hold(), min_hold_bars from config/kernels/backtest.
Added: holding_cost_rate (inventory penalty), churn_threshold_bars +
churn_penalty_scale (graduated flip penalty) to reward in
experience_env_step and backtest kernels.

The model learns optimal hold timing from cost signals:
- Per-trade tx cost prevents churning (existing)
- Inventory penalty makes large positions expensive to hold
- Churn penalty graduates cost for rapid flips
- Temporal attention learns when holding cost > expected profit

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>

2026-04-18 01:04:11 +02:00

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