jgrusewski
bacaf2765a
feat: leverage-based position cap (replaces hardcoded max_position)
max_position_absolute is now computed from max_leverage:
max_position = floor(capital * max_leverage / (price * multiplier))
- Added max_leverage config field (default: 5.0)
- compute_max_position() derives position from leverage + median price
- Hyperopt risk_intensity scales max_leverage (not position directly)
- Updated all TOML configs: dqn-production, dqn-smoketest, dqn-localdev
- Hyperopt search space: max_leverage = [2.0, 10.0] (replaces [1.0, 4.0] contracts)
- GpuBacktestConfig wired with max_leverage for consistent eval
With $35K capital, ES at $5K, multiplier=50:
5× leverage → floor(35000*5/250000) = 0.7 → 1 contract (safe)
Old default 2.0 contracts → 14× leverage (dangerous)
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
2026-04-07 16:24:20 +02:00
..
2025-10-30 01:26:02 +01:00
2025-09-24 23:47:21 +02:00
2025-09-24 23:47:21 +02:00
2026-04-04 01:24:19 +02:00
2026-03-21 23:35:41 +01:00
2026-03-02 15:13:40 +01:00
2026-03-04 23:46:36 +01:00
2025-09-24 23:47:21 +02:00
2025-09-24 23:47:21 +02:00
2025-09-24 23:47:21 +02:00
2026-04-07 16:24:20 +02:00
2025-11-28 10:29:45 +01:00
2025-09-24 23:47:21 +02:00
2025-10-18 18:14:34 +02:00
2025-10-14 18:41:48 +02:00
2025-09-24 23:47:21 +02:00
2025-09-24 23:47:21 +02:00
2025-10-30 01:26:02 +01:00
2025-09-24 23:47:21 +02:00
2025-11-28 10:29:45 +01:00
2026-03-07 13:00:07 +01:00
2026-03-07 12:19:46 +01:00
2026-03-31 22:40:37 +02:00
2026-02-23 20:02:38 +01:00