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Piment Noir Git Repositories - freqai-strategies.git/log
Jérôme Benoit [Wed, 19 Nov 2025 01:17:48 +0000 (02:17 +0100)] 
refactor: consolidate some tunables definition
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 18 Nov 2025 22:35:50 +0000 (23:35 +0100)]
feat(qav3): add extrema selection methods
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 17 Nov 2025 13:46:11 +0000 (14:46 +0100)]
chore: refine renovate configuration
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 17 Nov 2025 13:03:45 +0000 (14:03 +0100)]
chore: refine renovate configuration
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
renovate[bot] [Mon, 17 Nov 2025 10:51:26 +0000 (11:51 +0100)] 
chore(deps): lock file maintenance (#16)
Co-authored-by: renovate[bot] <29139614+renovate[bot]@users.noreply.github.com>
Jérôme Benoit [Sun, 16 Nov 2025 21:59:39 +0000 (22:59 +0100)]
docs: refine README.md
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 16 Nov 2025 21:56:39 +0000 (22:56 +0100)]
docs: document docker image update script usage
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 16 Nov 2025 13:09:54 +0000 (14:09 +0100)]
chore: add renovate json schema
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 16 Nov 2025 12:09:52 +0000 (13:09 +0100)]
perf(qav3): lower reversal confirmation default expectation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 15 Nov 2025 21:26:17 +0000 (22:26 +0100)]
test(reforcexy): unpack properly after signature change
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 15 Nov 2025 20:32:27 +0000 (21:32 +0100)]
test(reforcexy): improve PBRS impact analysis
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 15 Nov 2025 15:21:55 +0000 (16:21 +0100)]
docs(reforcexy): refine requirements
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 15 Nov 2025 15:09:38 +0000 (16:09 +0100)]
refactor: align methods namespace
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 15 Nov 2025 11:43:08 +0000 (12:43 +0100)]
docs(reforcexy): typo in documentation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 15 Nov 2025 11:39:41 +0000 (12:39 +0100)]
feat: add optuna auto sampler support
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
renovate[bot] [Fri, 14 Nov 2025 21:57:00 +0000 (22:57 +0100)]
chore(deps): lock file maintenance (#15)
Co-authored-by: renovate[bot] <29139614+renovate[bot]@users.noreply.github.com>
renovate[bot] [Fri, 14 Nov 2025 21:35:37 +0000 (22:35 +0100)]
chore(deps): update dependency optuna to v4.6.0 (#14)
Co-authored-by: renovate[bot] <29139614+renovate[bot]@users.noreply.github.com>
Jérôme Benoit [Fri, 14 Nov 2025 21:32:13 +0000 (22:32 +0100)]
chore: consistent naming for python packages in docker image
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 14 Nov 2025 21:17:12 +0000 (22:17 +0100)]
chore: ensure renovate configuration handle properly all versions
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
renovate[bot] [Fri, 14 Nov 2025 20:56:21 +0000 (21:56 +0100)]
chore(deps): lock file maintenance (#13)
Co-authored-by: renovate[bot] <29139614+renovate[bot]@users.noreply.github.com>
Jérôme Benoit [Fri, 14 Nov 2025 20:51:37 +0000 (21:51 +0100)]
chore: enable lock file maintenance
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
renovate[bot] [Fri, 14 Nov 2025 20:44:37 +0000 (21:44 +0100)]
chore(deps): update dependency optuna to v4.6.0 (#12)
Co-authored-by: renovate[bot] <29139614+renovate[bot]@users.noreply.github.com>
renovate[bot] [Fri, 14 Nov 2025 20:43:15 +0000 (21:43 +0100)]
chore(config): migrate config renovate.json (#11)
Co-authored-by: renovate[bot] <29139614+renovate[bot]@users.noreply.github.com>
Jérôme Benoit [Fri, 14 Nov 2025 20:29:23 +0000 (21:29 +0100)]
chore: use latest version syntax
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 14 Nov 2025 20:19:11 +0000 (21:19 +0100)]
chore: cleanup renovate configuration
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 14 Nov 2025 20:14:01 +0000 (21:14 +0100)]
chore: fix renovate configuration
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 14 Nov 2025 20:01:53 +0000 (21:01 +0100)]
chore: refine renovate configuration
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 14 Nov 2025 19:56:07 +0000 (20:56 +0100)]
chore: add renovate configuration
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 14 Nov 2025 19:11:35 +0000 (20:11 +0100)]
perf(qav3): add caching for trade entry/exit confirmation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 14 Nov 2025 17:00:21 +0000 (18:00 +0100)]
docs(reforcexy): comment cleanup
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 14 Nov 2025 16:46:56 +0000 (17:46 +0100)]
docs(reforcexy): refine README
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 14 Nov 2025 16:46:05 +0000 (17:46 +0100)]
refactor(docs): simplify excessive documentation in reward_space_analysis
- Reduce _perform_feature_analysis docstring from 76 to 22 lines
- Simplify load_real_episodes docstring by removing implementation details
- Remove narrative comments that violate repository standards
- Eliminate historical references ("centralized for tests")
- Replace speculative language ("could be explored")
- Follow repository documentation conventions: concise, factual, operational
Jérôme Benoit [Fri, 14 Nov 2025 00:47:13 +0000 (01:47 +0100)]
test(reforcexy): cleanup constants
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 13 Nov 2025 23:45:45 +0000 (00:45 +0100)]
refactor(reforcexy): cleanup
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 13 Nov 2025 21:22:21 +0000 (22:22 +0100)]
docs(reforcexy): update tests documentation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 13 Nov 2025 21:00:46 +0000 (22:00 +0100)]
docs: fix markdown formatting
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 13 Nov 2025 20:13:51 +0000 (21:13 +0100)]
refactor(reforcexy): split RSA tests in several files (#8)
* refactor(reforcexy): split RSA tests in several files
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
* refactor(reforcexy): format tests code
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
* refactor(reforcexy): cleanup tests
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
* docs(test): migrate detailed test docs to tests/README; add TEST_COVERAGE_MAP; restore explicit ownership for invariant 116 and drift correction paths
* docs(tests): add missing robustness-decomposition-integrity-101 invariant row and smoke reference annotations
* style(tests): condense narrative comments per repo documentation standards
* refactor(tests): remove TEST_COVERAGE_MAP and inline invariant ownership; add additive-aware single active component helper
* docs: sync documentation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
* docs(tests): add invariant 118 and explicit ownership comments for 113a/113b; update coverage mapping lines
* style(tests): neutralize historical comments per guidelines
* docs(reward-space): neutralize historical phrasing; add quick start and clarified parameter taxonomy
* refactor: code formatting
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
* docs: fix markdown syntax
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
* Apply suggestion from @Copilot
Co-authored-by: Copilot <175728472+Copilot@users.noreply.github.com>
* refactor(reforcexy): adress review comments
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
* refactor(reforcexy): remove dead imports
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
* chore: update openspec configuration
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
* chore: refine configuration templates
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
* chore: refine configuration template
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
* tests: cleanup
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
---------
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Co-authored-by: Copilot <175728472+Copilot@users.noreply.github.com>
Jérôme Benoit [Tue, 11 Nov 2025 22:29:08 +0000 (23:29 +0100)]
chore: format configuration template
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 11 Nov 2025 22:21:03 +0000 (23:21 +0100)]
docs: fix markdown syntax
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 11 Nov 2025 22:00:04 +0000 (23:00 +0100)]
chore: format README
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 10 Nov 2025 18:14:32 +0000 (19:14 +0100)]
perf(qav3): continuous optuna HPO by default
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 9 Nov 2025 19:31:03 +0000 (20:31 +0100)]
fix(qav3): propagate only valid optuna value to strategy graphs
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 9 Nov 2025 15:11:53 +0000 (16:11 +0100)]
perf(qav3): fine tune reversal confirmation defaults
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 8 Nov 2025 22:34:54 +0000 (23:34 +0100)]
fix(qav3): fix exit stage number computation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 8 Nov 2025 21:21:55 +0000 (22:21 +0100)]
refactor(qav3): cleanup optuna code
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 8 Nov 2025 19:59:14 +0000 (20:59 +0100)]
fix(qav3): ensure min_stake is respected at position partial exit
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 8 Nov 2025 11:17:41 +0000 (12:17 +0100)]
chore(qav3): refine default stoploss value
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 7 Nov 2025 20:04:57 +0000 (21:04 +0100)]
fix(qav3): make position adjustement works with futures
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 7 Nov 2025 12:32:07 +0000 (13:32 +0100)]
fix(qav3): clamp partial exit trade amout to min/max stake amount
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 5 Nov 2025 15:28:23 +0000 (16:28 +0100)]
feat: add tunable for leverage
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 1 Nov 2025 17:59:36 +0000 (18:59 +0100)]
chore: refine configuration template
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 1 Nov 2025 14:34:15 +0000 (15:34 +0100)]
fix(qav3): do not enforce freqtrade order_types defaults
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 31 Oct 2025 17:36:17 +0000 (18:36 +0100)]
chore(qav3): refine labeling NATR max candles horizon
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 31 Oct 2025 16:29:02 +0000 (17:29 +0100)]
refactor(qav3): cleanup tunables default building
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 31 Oct 2025 16:03:25 +0000 (17:03 +0100)]
refactor(qav3,regressor): centralize label default initialization via Utils.get_label_defaults; remove duplicated _init_label_defaults
Jérôme Benoit [Fri, 31 Oct 2025 15:36:19 +0000 (16:36 +0100)]
fix(qav3): restore bot_start initialization and remove unused compute_label_defaults import
Jérôme Benoit [Fri, 31 Oct 2025 15:11:50 +0000 (16:11 +0100)]
feat(qav3): add more tunables for reservals labeling HPO
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 25 Oct 2025 17:29:39 +0000 (19:29 +0200)]
refactor(qav3): validate tunables
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 25 Oct 2025 14:24:43 +0000 (16:24 +0200)]
refactor(qav3): add more tunables for reversal confirmation heuristic
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Fri, 24 Oct 2025 19:43:10 +0000 (21:43 +0200)]
fix(reforcexy): load previous best params at hyperopt only if needed
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 23 Oct 2025 22:42:01 +0000 (00:42 +0200)]
chore(deps): remove unneeded dep
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 23 Oct 2025 17:14:47 +0000 (19:14 +0200)]
refactor(qav3): refine log message
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 22 Oct 2025 22:39:22 +0000 (00:39 +0200)]
chore: refine Serena MCP configuration
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 22 Oct 2025 22:04:46 +0000 (00:04 +0200)]
chore: add Serena MCP configuration
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 22 Oct 2025 21:37:32 +0000 (23:37 +0200)]
test(reforcexy): tests cleanups
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 22 Oct 2025 19:18:08 +0000 (21:18 +0200)]
test(reforcexy): split RSA tests
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 22 Oct 2025 15:06:30 +0000 (17:06 +0200)]
perf(qav3): cache label frequency candles computation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 22 Oct 2025 11:33:38 +0000 (13:33 +0200)]
refactor(qav3): use smart heuristic to compute label_frequency_candles
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 21 Oct 2025 19:12:26 +0000 (21:12 +0200)]
feat(qav3): add tunable to enable HPO search space reduction
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 21 Oct 2025 11:56:21 +0000 (13:56 +0200)]
chore(reforcexy): migrate RSA to uv project manager
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 21 Oct 2025 11:19:26 +0000 (13:19 +0200)]
refactor(reforcexy): cleanup RSA implementation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 20 Oct 2025 21:58:43 +0000 (23:58 +0200)]
refactor(reforcexy): add effect size at validation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 20 Oct 2025 21:28:11 +0000 (23:28 +0200)]
fix(reforcexy): avoid potential divide by 0
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 20 Oct 2025 20:37:00 +0000 (22:37 +0200)]
feat(reforcexy): instrument PBRS rewarding implementation (#7)
* feat(reforcexy): instrument PBRS rewarding implementation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
* refactor(reforcexy): remove RSA duplicated tests
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
* chore: address review comments
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
* chore: address more review comments
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
* refactor(reforcexy): move max_trade_duration_candles to reward params
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
* refactor(reforcexy): remove max_trade_duration from context
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
* Update ReforceXY/reward_space_analysis/test_reward_space_analysis.py
Co-authored-by: Copilot <175728472+Copilot@users.noreply.github.com>
* Update ReforceXY/reward_space_analysis/reward_space_analysis.py
Co-authored-by: Copilot <175728472+Copilot@users.noreply.github.com>
* refactor(reforcexy): cleanup cli test implementation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
* test(reforcexy): fix tests
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
* refactor(reforcexy): factor out pnl_target handling
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
* fix(reforcexy): ensure RSA behave as intented
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
* test(reforcexy): improve tests expectations
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
* refactor(reforcexy): cleanup RSA code
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
* refactor(reforcexy): deprecate max_trade_duration as CLI opt in RSA
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
* refactor(reforcexy): deprecate max_trade_duration some more
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
* refactor(reforcexy): cleanup max_idle_duration_candles extraction
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
* refactor(reforcexy): cleanup RSA implementation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
---------
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Co-authored-by: Copilot <175728472+Copilot@users.noreply.github.com>
Jérôme Benoit [Fri, 17 Oct 2025 23:19:56 +0000 (01:19 +0200)]
fix: change window_size variable to use CONV_WIDTH
Jérôme Benoit [Thu, 16 Oct 2025 21:07:04 +0000 (23:07 +0200)]
refactor(reforxexy): factor out PBRS discount gamma transmission to env
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Thu, 16 Oct 2025 14:12:16 +0000 (16:12 +0200)]
docs(reforcexy): incorrect definition of PBRS invariance
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 15 Oct 2025 22:54:38 +0000 (00:54 +0200)]
test(reforcexy): improve coverage
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 15 Oct 2025 21:23:42 +0000 (23:23 +0200)]
refactor(reforcexy): align PBRS params namespace
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 15 Oct 2025 21:18:29 +0000 (23:18 +0200)]
docs(reforcexy): fix table formatting
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 15 Oct 2025 20:50:14 +0000 (22:50 +0200)]
refactor(reforcexy): align CLI namespace
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 15 Oct 2025 20:25:22 +0000 (22:25 +0200)]
docs(reforcexy): cleanup content
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 15 Oct 2025 18:48:47 +0000 (20:48 +0200)]
test(reforcexy): factor out params building
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 15 Oct 2025 18:05:53 +0000 (20:05 +0200)]
test(refactor): move helper as method
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 15 Oct 2025 17:25:35 +0000 (19:25 +0200)]
test(reforcexy): code cleanups
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 15 Oct 2025 09:42:46 +0000 (11:42 +0200)]
refactor(reforcexy): PBRS transform namespace cleanup
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Wed, 15 Oct 2025 09:24:48 +0000 (11:24 +0200)]
refactor(reforcexy): rationalize PBRS transforms list
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 14 Oct 2025 23:35:57 +0000 (01:35 +0200)]
fix(reforcexy): add non-canonical exit to use PBRS additives
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 14 Oct 2025 20:47:34 +0000 (22:47 +0200)]
refactor(reforcexy): PBRS requires per pair HPO
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 14 Oct 2025 20:04:18 +0000 (22:04 +0200)]
docs: refine README.md
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 14 Oct 2025 18:30:49 +0000 (20:30 +0200)]
docs(reforcexy): README.md format issue
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 14 Oct 2025 18:00:40 +0000 (20:00 +0200)]
feat(qav3): add tunables for the reversal confirmation heuristic
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 14 Oct 2025 15:49:11 +0000 (17:49 +0200)]
chore: comments cleanup
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Tue, 14 Oct 2025 15:30:41 +0000 (17:30 +0200)]
perf(reforcexy): make exit reward risk/reward ratio aware
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 13 Oct 2025 21:47:57 +0000 (23:47 +0200)]
chore(reforcexy): silence env check warnings
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Mon, 13 Oct 2025 21:39:10 +0000 (23:39 +0200)]
chore(reforcexy): add dynamic potential based rewards (#6)
* chore(reforcexy): add dynamic potential based rewards
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
* refactor(reforcexy): align tunables namespace
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
* refactor(reforcexy): factor out pnl_target validation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
* refactor(reforcexy): cleanup PBRS integration
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
* refactor(reforcexy): factor out default idle duration multiplier
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
* chore: cleanup variable initialization
Co-authored-by: Copilot <175728472+Copilot@users.noreply.github.com>
* refactor(reforcexy): factor out PBRS next state definition
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
* chore: revert copilot incorrect suggestions
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
* refactor(reforcexy): PBRS integration code cleanups
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
* refactor(reforcexy): handle overtflow
Co-authored-by: Copilot <175728472+Copilot@users.noreply.github.com>
* refactor(reforcexy): avoid code duplication
Co-authored-by: Copilot <175728472+Copilot@users.noreply.github.com>
* refactor(reforcexy): add PBRS instrumentation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
* refactor(reforcexy): factor out PBRS signal computation
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
* refactor(reforcexy): add check to PBRS logic
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
* chore: sync PBRS in RSA
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
* refactor(reforcexy): cleanup PBRS integration in RSA
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
* Apply suggestion from @Copilot
Co-authored-by: Copilot <175728472+Copilot@users.noreply.github.com>
* docs: add PBRS
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
* fix(reforcexy): ensure model gamma is transmitted to env
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
---------
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Co-authored-by: Copilot <175728472+Copilot@users.noreply.github.com>
Jérôme Benoit [Sun, 12 Oct 2025 14:38:47 +0000 (16:38 +0200)]
refactor(reforcexy): remove unneeded defaults
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sun, 12 Oct 2025 14:19:33 +0000 (16:19 +0200)]
feat(reforcexy): add support for RecurrentPPO model
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 11 Oct 2025 19:18:58 +0000 (21:18 +0200)]
fix(reforcexy): use a stable reward metric for optuna best trial
selection
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
Jérôme Benoit [Sat, 11 Oct 2025 19:01:47 +0000 (21:01 +0200)]
refactor(reforcexy): move trade signal validation logic in the same
helper
Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
repositories / freqai-strategies.git / log
