Files
foxhunt/crates
jgrusewski 4b15108895 feat(ppo): wire reward shaping, composite reward, trajectory replay into hyperopt
Integrate three standalone PPO modules into the hyperopt training loop:
- PPORewardShaper: hold penalty + rolling Sharpe + diversity bonus per step
- CompositeReward: risk-adjusted reward (downside dev + differential return)
- TrajectoryReplayBuffer: ExO-PPO M=4 rollouts with IS-weighted replay

Also fixes GAE hardcoded gamma=0.99/lambda=0.95 — now uses hyperopt params.

2726 tests pass, 0 clippy errors.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-03 20:20:48 +01:00
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