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foxhunt/crates
jgrusewski d789bac2a2 feat: add expert demonstration generator for DQN imitation learning warmup
Add ExpertDemoGenerator using MA crossover strategy filtered by ADX trend
strength to produce (bar_index, exposure_action_index) pairs. Fast/slow EMA
crossover with ADX > threshold triggers Long100/Short100 signals, otherwise Flat.
Includes effective_ratio() for linear decay of expert_demo_ratio over training
epochs (controlled by expert_demo_ratio and expert_demo_decay_epochs fields
in DQNHyperparameters). Comprehensive unit tests for EMA, ADX, decay, and
edge cases included.

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
2026-03-23 12:54:30 +01:00
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