Files
foxhunt/crates
jgrusewski 448111ca30 feat(hyperopt): add GPU backtest fitness to PPO adapter
Wire GpuBacktestEvaluator into PPO hyperopt trials so the optimizer
ranks candidates by walk-forward Sharpe ratio instead of raw episode
reward.  The PPO actor's 45-action softmax probabilities are collapsed
to 5 exposure scores via ppo_to_exposure_scores before the backtest
loop.  When CUDA is unavailable or the backtest fails, the adapter
falls back to the original -avg_episode_reward objective.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-11 15:46:01 +01:00
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