Files
foxhunt/crates
jgrusewski 88abf8185c feat(rl): adaptive gate threshold controller from trade frequency
New rl_gate_threshold_controller.cu watches dones EMA and adjusts
confidence + FRD gate thresholds via Schulman bounded step:
- dones_ema < target×0.5 → relax thresholds (×0.95)
- dones_ema > target×2.0 → tighten thresholds (÷0.95)

ISV-driven: target (0.02), conf bounds (0.001-0.50), FRD bounds
(0.05-0.50), adjust rate (0.95). Runs per step after warmup.

Also lowers default thresholds: conf 0.10→0.01, FRD 0.35→0.15.
Post-warmup, the controller adapts these based on actual trade
flow instead of relying on static defaults.

ISV slots 525-531. RL_SLOTS_END → 532.

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-25 10:26:10 +02:00
..