learnfinance-models-ppo / metadata.json
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Promote PPO version v2026-02-20-16f82388631b to current
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{
"version": "v2026-02-20-16f82388631b",
"model_type": "ppo",
"data_window": {
"start": "2016-01-01",
"end": "2026-02-20"
},
"symbols": [
"TSM",
"ALPMY",
"GFI",
"UMC",
"SAN",
"TPR",
"OMRNY",
"AEM",
"KOF",
"SCCO",
"RL",
"HAL",
"BHP",
"CSUAY",
"CFR"
],
"metrics": {
"policy_loss": -0.024852034739719996,
"value_loss": 356963.475,
"avg_episode_return": 0.16807376565072005,
"avg_episode_sharpe": 0.13429708439656626,
"eval_sharpe": 1.116657097637767,
"eval_cagr": 0.16013140334484932,
"eval_max_drawdown": 0.07359513207044562
},
"promoted": true,
"prior_version": "v2026-02-13-450ba9c43404"
}