Commit History

ppo act ret pen turn 3e-4 pi lr nstepp 200 reward accumulation
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ppo active return penalized turnovers 1e-3 pi_lr + ppo nstep 20 reward acc with grad clip
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ppo with act ret w/ turnovers 3e-4 pi_lr + 100x scaled reward + ppo nstep 20 reward accumulation
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ppo active return penalized turnovers
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training logs ppo act ret clipped actions [0, 1] + ppo stability update (clipped actions, clip ration 0.1, bptt 256, ent bonus)
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ppo act ret true rnn 200 epochs 1e-5 pi lr
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ppo true rnn with correct update and reset
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ppo true rnn with correct update and reset
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ppo active return lstm cidl
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fix models names
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ppo max exposure lstm cidl remove actions mean + log std variations
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ppo max exposure lstm cidl remove actions mean + log std variations
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ppo max exposure lstm cidl features diagnostics
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fix model names
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minor name change
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trained ppo for diagnostics
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rename lstm models
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ppo llm max exposure cidl features
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ppo rnn with cidl features
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add trained ppo longer lookback and sequence
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rename model
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ppo lstm no leverage env variations + sentiment no action scaling
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cleaup models
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ppo sentiment, ppo env variations
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ppo base features sentiment
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trained ppo agents 1e21 cash
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ppo trained agents max exposure + asset cap pct with 1e15 cash
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trained ppo lstm agents
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trained ppo asset cap rnn
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trained ppo agents
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ppo max exposure correct actions from env
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trained ppo lstm max exposure
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trained ppo with max exposure
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trained ppo agents correct model actions in [-1, 1]
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agents ppo clipped actions [-1, 1] + fixed implicit leverage
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ppo agents smaller mlp
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add trained agents
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ppo agents 168/4320 window lens
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rename model
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trained ppo agents
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ppo agents 24/8640 min/max window lens
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rename agent folder
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ppo agents normalized stretched windows new scales
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ppo agent with random assets initialization
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add ppo agent no gamma return
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trained ppo agents
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only feats normalized data trained ppo agents
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