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jgrusewski 6b7c7f8b70 fix(critical): spread_cost 50× too high + mirror negates all 17 directional features + IBKR costs

Three fixes:

1. spread_cost removed contract_multiplier ($50) — was computing in dollars
   but PnL is in points, making spread 12.5× actual. The model saw every
   trade as guaranteed loss → preferred Flat.

2. Mirror universe now negates ALL 17 directional features (returns, MACD,
   Bollinger, SMA ratios, regression slope, CUSUM) + flips RSI. Was only
   negating 4, teaching wrong direction on 50% of epochs.

3. tx_cost_multiplier updated to 0.18 bps (IBKR ES RT=$4.50/contract).
   min_hold_bars=10 for volume bars (~26s at 23 bars/min).

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

2026-04-08 21:02:25 +02:00

dqn-hyperopt.toml

feat(4branch): config foundation — b0=3 direction, b1=3 magnitude, b2=3 order, b3=3 urgency

2026-04-08 12:18:50 +02:00

dqn-localdev.toml

feat(4branch): config foundation — b0=3 direction, b1=3 magnitude, b2=3 order, b3=3 urgency

2026-04-08 12:18:50 +02:00

dqn-production.toml

fix(critical): spread_cost 50× too high + mirror negates all 17 directional features + IBKR costs

2026-04-08 21:02:25 +02:00

dqn-smoketest.toml

fix(critical): spread_cost 50× too high + mirror negates all 17 directional features + IBKR costs