jgrusewski 7295d2c79f feat(ml): add sharpe_weight to hyperopt search space (C4) — 27D → 28D ...

PSO can now tune sharpe_weight in [0.0, 0.5] instead of hardcoded 0.3.
This lets hyperopt discover the optimal Sharpe ratio blending weight
in the composite reward signal per-symbol.

Also updates docstring to reflect current C1-C4 search space state.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>

2026-03-08 14:29:09 +01:00

..

backtesting

docs: create/update README.md for all 17 crates

2026-03-01 22:47:39 +01:00

common

feat(infra): QuestDB metrics sink + monitoring network policies

2026-03-08 02:42:53 +01:00

config

refactor: rename JWT issuer foxhunt-api-gateway → foxhunt-api, drop compat aliases

2026-03-05 00:22:04 +01:00

ctrader-openapi

docs: create/update README.md for all 17 crates

2026-03-01 22:47:39 +01:00

data

fix(ml): streaming parallel OFI + fix hardcoded state_dim=54 in backtest

2026-03-07 23:28:18 +01:00

database

docs: create/update README.md for all 17 crates

2026-03-01 22:47:39 +01:00

market-data

docs: create/update README.md for all 17 crates

2026-03-01 22:47:39 +01:00

ml

feat(ml): add sharpe_weight to hyperopt search space (C4) — 27D → 28D

2026-03-08 14:29:09 +01:00

ml-data

docs: create/update README.md for all 17 crates

2026-03-01 22:47:39 +01:00

model_loader

docs: create/update README.md for all 17 crates

2026-03-01 22:47:39 +01:00

risk

refactor: remove trading_engine dep from ml and risk crates

2026-03-05 23:19:38 +01:00

risk-data

docs: create/update README.md for all 17 crates

2026-03-01 22:47:39 +01:00

storage

docs: create/update README.md for all 17 crates

2026-03-01 22:47:39 +01:00

trading_engine

refactor: replace all api_gateway/web-gateway references across codebase

2026-03-05 00:18:58 +01:00

trading-data

docs: create/update README.md for all 17 crates

2026-03-01 22:47:39 +01:00

training_uploader

feat: implement all 15 fxt CLI commands with real gRPC calls

2026-03-03 22:16:35 +01:00