jgrusewski fab9c0e324 fix(cuda): disable hard stop-loss — dones override creates state mismatch ...

Setting dones[b]=1 in rl_drawdown_stop without actually closing the
lobsim position created a lie: Q trained on false trade-closes while
the position stayed open. Result: done_count=0 from step 99 onward,
990 trades total in 2000 steps (should be ~80k), training collapsed.

The drawdown penalty (per-step min(0, unrealized_r) × rate) is kept —
it creates exit gradient without corrupting the lobsim state. Hard
stop-loss needs to override the ACTION (to FlatL/FlatS) BEFORE the
lobsim step, not set dones after. Tracked for future implementation.

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

2026-05-27 22:17:12 +02:00

..

cuda

fix(cuda): disable hard stop-loss — dones override creates state mismatch

2026-05-27 22:17:12 +02:00

examples

perf(rl): decouple diagnostic JSON writer to background thread

2026-05-27 21:30:41 +02:00

src

feat(rl): four-layer loss defense + perf sync removal

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

tests

perf(rl): fuse adamw_increment into adamw_step + tau into iqn_forward

2026-05-26 16:46:10 +02:00

build.rs

feat(rl): four-layer loss defense + perf sync removal

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

Cargo.toml

feat(rl): AdamW save/load for checkpoint persistence

2026-05-27 20:23:25 +02:00