]> Piment Noir Git Repositories - freqai-strategies.git/commit
fix(ReforceXY): PBRS trade duration term should be pnl sign-aware
authorJérôme Benoit <jerome.benoit@piment-noir.org>
Sat, 20 Dec 2025 13:36:10 +0000 (14:36 +0100)
committerJérôme Benoit <jerome.benoit@piment-noir.org>
Sat, 20 Dec 2025 13:36:10 +0000 (14:36 +0100)
commit2aee54afd4da978e2aeaf37d53ac44634e50cc43
tree6105d8a6c86aabe4186ecc6737f259dfb93c4146
parent81e22f44f0bb2c1aeb156fd6ee9005d840d4cc6c
fix(ReforceXY): PBRS trade duration term should be pnl sign-aware

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
17 files changed:
ReforceXY/reward_space_analysis/README.md
ReforceXY/reward_space_analysis/reward_space_analysis.py
ReforceXY/reward_space_analysis/tests/api/test_api_helpers.py
ReforceXY/reward_space_analysis/tests/components/test_additives.py
ReforceXY/reward_space_analysis/tests/components/test_reward_components.py
ReforceXY/reward_space_analysis/tests/constants.py
ReforceXY/reward_space_analysis/tests/helpers/assertions.py
ReforceXY/reward_space_analysis/tests/helpers/configs.py
ReforceXY/reward_space_analysis/tests/helpers/test_internal_branches.py
ReforceXY/reward_space_analysis/tests/integration/test_report_formatting.py
ReforceXY/reward_space_analysis/tests/integration/test_reward_calculation.py
ReforceXY/reward_space_analysis/tests/pbrs/test_pbrs.py
ReforceXY/reward_space_analysis/tests/robustness/test_branch_coverage.py
ReforceXY/reward_space_analysis/tests/robustness/test_robustness.py
ReforceXY/reward_space_analysis/tests/statistics/test_statistics.py
ReforceXY/reward_space_analysis/tests/test_base.py
ReforceXY/user_data/freqaimodels/ReforceXY.py