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foxhunt/crates
jgrusewski cf6e36c8a1 perf(dqn): restore best-epoch checkpoint before walk-forward evaluation
Walk-forward evaluation was using the final epoch model, which may have
overfit. Now loads the best per-epoch Sharpe checkpoint (saved during
training) back into the agent before running the walk-forward backtest.

Trial 0 showed Sharpe +3.30 at epoch 2 vs +1.84 at epoch 8 (final).
The walk-forward should evaluate the peak model, not the final one.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-12 13:21:28 +01:00
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