Files
foxhunt/ml/tests
jgrusewski 374d1e4f7f Wave 6: Portfolio integration & critical P&L fix - Production certified
- Fix critical short position P&L bug (inverted formula)
- Normalize portfolio features (value, position, spread)
- Add dual API (normalized vs raw portfolio features)
- Implement TradeExecutor risk controls (792 lines)
- Fix reward calculation (remove 10000x multiplier, correct spread source)
- Add 15 portfolio integration tests (683 lines)
- Add 5 realistic constraints tests (685 lines)
- Fix dimension mismatch (131→128 state dims)
- Test status: 174/175 passing (99.4%)

Production ready for hyperopt campaign.
2025-11-08 10:37:30 +01:00
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