jgrusewski 7e97bb776d feat: adaptive DSR reward shaping from training Sharpe EMA ...

w_dsr_adaptive = w_dsr_base * clamp(1 - sharpe_ema, 0.5, 3.0)
Negative training Sharpe increases DSR (forces risk reduction).
Positive training Sharpe decreases DSR (enables exploitation).
Adaptive EMA alpha tracks magnitude changes.

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>

2026-04-15 19:36:33 +02:00

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backtesting

refactor: collapse 9-level to 7-level ExposureLevel — eliminate degenerate Flat variants

2026-04-11 11:54:09 +02:00

common

fix: switch tracing to stderr (unbuffered) — stdbuf has no effect on Rust

2026-04-02 16:29:55 +02:00

config

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ctrader-openapi

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data

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database

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market-data

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ml

feat: adaptive DSR reward shaping from training Sharpe EMA

2026-04-15 19:36:33 +02:00

ml-asset-selection

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ml-backtesting

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ml-checkpoint

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ml-core

Revert "refactor: remove ALL bf16 legacy wrappers — pure native f32 across entire codebase"

2026-04-13 17:09:34 +02:00

ml-data

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ml-data-validation

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ml-dqn

feat: wire up all IQL features + remove dead code

2026-04-13 19:28:00 +02:00

ml-ensemble

feat(ensemble): GPU-native ensemble reduce kernel, remove CPU fallbacks

2026-03-29 22:35:37 +02:00

ml-explainability

feat(ensemble): GPU-native ensemble reduce kernel, remove CPU fallbacks

2026-03-29 22:35:37 +02:00

ml-features

test(data): per-file vs global front-month filter — documents quarterly roll bug

2026-04-08 21:31:46 +02:00

ml-hyperopt

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ml-labeling

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ml-observability

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ml-paper-trading

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ml-ppo

Revert "refactor: remove ALL bf16 legacy wrappers — pure native f32 across entire codebase"

2026-04-13 17:09:34 +02:00

ml-regime

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ml-regime-detection

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ml-risk

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ml-security

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ml-stress-testing

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ml-supervised

cleanup: remove half crate dependency from entire workspace

2026-04-10 18:54:14 +02:00

ml-universe

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ml-validation

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model_loader

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risk

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risk-data

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storage

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trading_engine

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trading-data

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training_uploader

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