jgrusewski 91e88e3a55 fix(dqn): reset drawdown tracking at epoch boundary to prevent permanent trade lockout ...

The circuit breaker (>20% drawdown) carried forward across epochs,
permanently locking out all trades once triggered. With compounding
portfolios, early drawdown in one epoch could produce zero rewards
for all subsequent epochs (constant rewards bug).

Fix: reset peak_value (high-water mark) at each epoch start. Capital
still compounds (Bug #15 preserved), but drawdown is measured fresh
per epoch.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>

2026-03-12 10:50:58 +01:00

..

src

fix(dqn): reset drawdown tracking at epoch boundary to prevent permanent trade lockout

2026-03-12 10:50:58 +01:00

Cargo.toml

feat(infra): Argo workflow templates, drop cuDNN, GPU hotpath fixes

2026-03-12 01:44:03 +01:00