jgrusewski 533249eb91 fix(ml): wire spread_cost_bps into RL training — commission + spread = total tx cost ...

Previously train_baseline_rl.rs only passed commission (tx_cost_bps) to
DQN/PPO trainers, ignoring bid-ask spread slippage. Now computes per-fold
average spread via spread_cost_bps() (same as evaluate_baseline) and passes
total cost (commission + spread) to both trainers.

Removes #[allow(dead_code)] — function is now used by all 4 example binaries.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>

2026-03-01 22:10:43 +01:00

..

completion.rs

chore: clean up examples, update ML binaries and risk tests

2026-02-27 01:33:18 +01:00

mod.rs

fix(ml): wire spread_cost_bps into RL training — commission + spread = total tx cost

2026-03-01 22:10:43 +01:00