Files
foxhunt/crates/ml/examples/hyperopt_baseline_rl.rs
jgrusewski d1b183c6dc feat: add Phase Risk (P4) to four-phase hyperopt — 8D risk parameter search
Add HyperoptPhase::Risk variant that fixes dynamics + architecture from
Phase 2 best params and searches only risk parameters (8D):
kelly_fractional, dd_threshold, loss_aversion, time_decay_rate,
q_gap_threshold, w_dsr, w_pnl, w_dd.

CLI: --phase risk (alongside fast, full, reward)

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
2026-03-23 12:51:49 +01:00

27 KiB