Files
foxhunt/ml/tests
jgrusewski 4b51c300ad feat(validation): add PPO adapter for validation harness (MLP + LSTM)
Create PpoStrategy and PpoLstmStrategy implementing ValidatableStrategy
to run PPO through walk-forward validation with DSR, PBO, and permutation
tests. Both variants validated on real 6E.FUT data (29,937 bars, 15 folds).

Key implementation detail: LSTM hidden states are detached from the
computation graph after each step to prevent stack overflow from
unbounded graph growth across 30k+ sequential forward passes.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-21 10:23:48 +01:00
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