Commit History

hybrid edge-margin policy (edge_threshold + entry_price_max cap) — BTC +$1247
c19276c
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commanderzee commited on

raise entry_price_max cap to $0.60 (more coverage, trades can enter pricier tokens)
33c0db6
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commanderzee commited on

fix KeyError: directional-mode diagnostics (no more entered/hedged/exit_type columns)
59d14af
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commanderzee commited on

directional classifier: predict UP wins + price-aware trading (lower ask = better EV)
e507bc8
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commanderzee commited on

label v4 baseline run: post-hoc optimal hedge ceiling, no policy Optuna
cf099c0
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commanderzee commited on

add policy-parameter Optuna: tune (entry_thr, combined_thr, min_tick) before classifier
fded295
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commanderzee commited on

v1_arb: simulate real live policy (entry ≤$0.40, hedge at combined ≤$0.80)
23f5061
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commanderzee commited on

label v4: entry FIXED at tick 120, hedge scan [121,899], threshold=$20
9269b91
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commanderzee commited on

label: entries scan [120,899] (live reality) + threshold=$70 (75%ile)
724e411
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commanderzee commited on

label: min_entry_tick=120 (no leakage) + threshold=$10 + pnl distribution log
d6ace8d
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commanderzee commited on

label fix: binary uses hedged-arb only (no-hedge=directional bet, not arb)
e9ec0f8
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commanderzee commited on

clean import in iter_orderbook_slug_pairs
385cc48
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commanderzee commited on

stream orderbook row-groups via pyarrow (fix OOM, peak 5MB/slug)
de6c533
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commanderzee commited on

fix: numpy 2.4 float(1d-array) in _walked_ask_cost
f471d17
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commanderzee commited on

log full traceback on window error (debug float/int conversion)
b4aa200
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commanderzee commited on

batch-load orderbook (fix OOM on 37GB BTC parquet)
51d76e1
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commanderzee commited on

v1_arb trainer code for doge
a1a0566
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commanderzee commited on

initial commit
8fea7b7
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commanderzee commited on