jgrusewski 35d21cb42f feat(rl): four-layer loss defense + perf sync removal ...

Loss minimization (wr=0.561 but PnL negative — losses 32% > wins):

A1: Exempt FlatL/FlatS from confidence gate — exit actions never
    blocked, model can always close losing positions.

A2+A3: New rl_drawdown_stop kernel — per-step drawdown penalty
    (min(0, unrealized_r) × rate) creates continuous exit gradient.
    Hard stop-loss force-closes when unrealized_r < -threshold.
    Both ISV-driven (slots 586, 587).

A4: Adaptive LOSS clamp — tracks observed neg/pos EMA ratio instead
    of static 3.0. LOSS = clamp(1.0, ratio×1.1, 3.0). Q sees
    accurate loss magnitudes.

Performance:

B0: Remove gratuitous stream.synchronize() in apply_snapshot
    (sim/mod.rs) — same-stream ordering makes it unnecessary.
    Expected: -12-49ms/step.

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>

2026-05-27 22:06:59 +02:00

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