config.json

{
  "hidden_sizes": [
    64,
    64
  ],
  "activation": "tanh",
  "learning_rate": 0.0003,
  "clip_epsilon": 0.2,
  "gae_lambda": 0.95,
  "gamma": 0.97,
  "entropy_coef": 0.05,
  "value_coef": 0.5,
  "max_grad_norm": 0.5,
  "n_epochs": 10,
  "batch_size": 64,
  "rollout_steps": 52,
  "total_timesteps": 10000,
  "cost_bps": 10,
  "cash_buffer": 0.02,
  "max_position_weight": 0.2,
  "reward_scale": 100.0,
  "n_stocks": 15,
  "seed": 42,
  "validation_years": 2,
  "min_sharpe_improvement": 0.0,
  "sharpe_weight": 0.5,
  "sharpe_eta": 0.01,
  "training_years": 10,
  "n_eval_folds": 3
}