Files
foxhunt/crates
jgrusewski 8225950f06 feat(ml): parallel PSO hyperopt with IBKR cost defaults
Enable concurrent trial evaluation for DQN/PPO hyperparameter
optimization via clone-per-particle pattern — each PSO particle
clones the trainer and trains independently, replacing the previous
Arc<Mutex> serialization bottleneck. On L4 (8 vCPU) this yields
~4-5x throughput improvement.

Changes:
- DQNTrainer/PPOTrainer: Clone with Arc<AtomicUsize> trial counter
- DQNTrainer: replace unsafe mutable aliasing with Arc<Mutex> for
  best_trial tracking
- ArgminOptimizer: add optimize_parallel() with ParallelObjectiveFunction
  and scoped-thread LHS evaluation
- CLI: --parallel 0 (auto-detect CPUs-2), --initial-capital 35000,
  --tx-cost-bps 0.1 (IBKR ES all-in)
- CI: both hyperopt jobs use --parallel 0 + IBKR ES cost defaults

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-27 19:42:22 +01:00
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