Files
foxhunt/config
jgrusewski 78fd699946 feat: core hyperopt families (30D→14D) + regime distribution logging per fold
Task 11: Restructure PSO search space from 30D to 14D. Group 21 individual
params into 5 core families (learning, exploration, replay, architecture,
risk) with intensity scalars. Keep gamma, iqn_lambda, c51_warmup_epochs as
independent breakout dimensions. Fix batch_size, tx_cost, v_max, min_hold
at TOML defaults. Hyperopt adapter: -1340/+655 lines (massive simplification).

Task 12: Add regime distribution logging to walk-forward evaluation. Each
fold now reports Trending/Ranging/Volatile percentages alongside Sharpe.
Stored in TrainingMetrics.additional_metrics for downstream JSON export.
Three utility functions (Vec<f32>, flat f32, flat f64) + 7 unit tests.

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
2026-03-31 01:05:25 +02:00
..