jgrusewski
94cf330dad
docs: final fixes plan — 6 issues blocking H100 deployment
1. Backtest hold_time tracking + enforcement (train/eval mismatch root cause)
2. Document evaluator action masking strategy (Layer 2 in env_step)
3. Fix trial budget observer (shared AtomicUsize counter)
4. Dynamic CVaR threshold (0.05 / sqrt(bars_per_day))
5. Extract MIN_TRADES_DEGENERATE constant + fix stale test vectors
6. Integration test + local hyperopt validation
Root cause chain: broken trial budget → 21 evals → no hold in eval
→ NaN Sharpe → 1e6 penalty → "degenerate" result.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>