Files
foxhunt/crates/ml-alpha/examples
jgrusewski 0e15899670 feat(rl): exhaustive diag JSONL for all trade-management mechanics
Surfaces full per-unit per-batch state in the per-step diag output:

- units: entry_price, entry_step, lots, trail_distance, active_mask,
  unit_count (all [B × MAX_UNITS] arrays)
- trail: fired/tightened/loosened counts (step + cumulative)
- pyramid: added count (step + cumulative), units_distribution,
  max_units_reached flag
- partial_flat: fired count (step + cumulative), long/short split,
  close_unit_index per batch
- confidence_gate: gated count (step + cumulative)
- frd_gate: gated count (step + cumulative)
- position_heat: capped count (step + cumulative), max_lots ISV
- anti_martingale: per-batch outcome_ema, kappa ISV

Replaces the minimal pyramid/heat_cap diag from P7. Every mechanic
is now fully observable in post-hoc analysis.

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-24 22:05:24 +02:00
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