Files
foxhunt/crates/ml-backtesting/src
jgrusewski a583bb508c feat(rl): pyramiding semantics — add/partial-flat/anti-martingale sizing
Implements the full pyramid trade-management suite:

P7.a: actions_to_market_targets gates pyramid adds on ISV-driven
      threshold (slot 506); rl_unit_state_update allocates sequential
      unit slots on position growth, deactivates oldest on shrink.

P7.b: HalfFlat (a9/a10) closes oldest unit's lots when pyramid>1;
      trail-stop routes breaches through HalfFlat + close_unit_index
      override instead of nuclear full-flat.

P7.c: Anti-martingale sizing on opening actions via signed outcome EMA
      (slot 508) — size_eff = base × clamp(1 + κ × ema, MIN, MAX).

Diag: pyramid { units_count, add_count, outcome_ema } in step JSONL.

ISV slots: 506 threshold, 507 add_count, 508 outcome_ema,
           509 κ, 510 MIN, 511 MAX. RL_SLOTS_END → 512.

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-24 21:15:04 +02:00
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