jgrusewski 70d2986280 fix: dynamic margin scaling + trading_days_per_year config ...

- apply_margin_cap: position scales DOWN as drawdown increases.
  At 0% DD → 100% position, at 12.5% DD → 50%, at 20% DD → 20%.
  Prevents multi-bar cascading losses that pushed max_dd to 38-51%.
- Add trading_days_per_year to DQNHyperparameters (default 252).
  Configurable for crypto (365) or different markets.
- Fix trailing stop comment: value IS prev_equity (not approximation).

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

2026-03-27 10:04:32 +01:00

..

dqn

fix: dynamic margin scaling + trading_days_per_year config

2026-03-27 10:04:32 +01:00

tft

fix: wire real GPU backprop + SPSA gradients, fix checkpoint loading, eliminate candle from examples

2026-03-20 15:41:42 +01:00

curriculum.rs

fix(ml): fix position mask panic + stale 45-action comments after DQN 5-action refactor

2026-03-06 20:52:55 +01:00

liquid.rs

fix: wire real GPU backprop + SPSA gradients, fix checkpoint loading, eliminate candle from examples

2026-03-20 15:41:42 +01:00

mamba2.rs

fix: wire real GPU backprop + SPSA gradients, fix checkpoint loading, eliminate candle from examples

2026-03-20 15:41:42 +01:00

mod.rs

refactor(ml): eliminate candle from all 104 src files

2026-03-18 00:24:35 +01:00

online_learning.rs

fix(ml): migrate all test code to GPU types — 125 compile errors fixed

2026-03-18 14:47:33 +01:00

ppo.rs

feat: GPU TOML profile system — remove ALL hardcoded VRAM if/else chains

2026-03-21 11:39:40 +01:00

tft_parquet.rs

audit: annotate all remaining to_vec/memcpy_dtoh — categorized 158 sites

2026-03-18 19:36:41 +01:00

tlob.rs

fix(clippy): ZERO errors across entire workspace — CI ready

2026-03-19 01:04:09 +01:00

validation_metrics.rs

refactor: restructure repo — crates/, bin/, testing/ layout

2026-02-25 11:56:00 +01:00