From febfb6f35dfef9ca2e066ac612f198f86125b114 Mon Sep 17 00:00:00 2001 From: =?utf8?q?J=C3=A9r=C3=B4me=20Benoit?= Date: Fri, 13 Feb 2026 00:21:50 +0100 Subject: [PATCH] docs(ReforceXY): document efficiency coefficient min_range guard --- ReforceXY/reward_space_analysis/README.md | 5 ++++- 1 file changed, 4 insertions(+), 1 deletion(-) diff --git a/ReforceXY/reward_space_analysis/README.md b/ReforceXY/reward_space_analysis/README.md index 1f5956c..62b5837 100644 --- a/ReforceXY/reward_space_analysis/README.md +++ b/ReforceXY/reward_space_analysis/README.md @@ -270,8 +270,11 @@ Let `pnl_target = profit_aim · risk_reward_ratio`, **Formula:** Let `max_u = max_unrealized_profit`, `min_u = min_unrealized_profit`, -`range = max_u - min_u`, `ratio = (pnl - min_u)/range`. Then: +`range = max_u - min_u`, `ratio = (pnl - min_u)/range`, +`min_range = max(1e-6, 0.01 · pnl_target)`. Then: +- If `range < min_range`: `efficiency_coefficient = 1` (guard against division + explosion) - If `pnl > 0`: `efficiency_coefficient = 1 + efficiency_weight · (ratio - efficiency_center)` - If `pnl < 0`: -- 2.53.0