hybrid edge-margin policy (edge_threshold + entry_price_max cap) — BTC +$1247 dea6f77 verified commanderzee commited on Apr 22
raise entry_price_max cap to $0.60 (more coverage, trades can enter pricier tokens) fbab8a5 verified commanderzee commited on Apr 21
fix KeyError: directional-mode diagnostics (no more entered/hedged/exit_type columns) 4974ef9 verified commanderzee commited on Apr 21
directional classifier: predict UP wins + price-aware trading (lower ask = better EV) 1321f62 verified commanderzee commited on Apr 21
label v4 baseline run: post-hoc optimal hedge ceiling, no policy Optuna 355d572 verified commanderzee commited on Apr 21
add policy-parameter Optuna: tune (entry_thr, combined_thr, min_tick) before classifier 3d31831 verified commanderzee commited on Apr 21
v1_arb: simulate real live policy (entry ≤$0.40, hedge at combined ≤$0.80) 9cc0eeb verified commanderzee commited on Apr 21
label v4: entry FIXED at tick 120, hedge scan [121,899], threshold=$20 255e578 verified commanderzee commited on Apr 21
label: entries scan [120,899] (live reality) + threshold=$70 (75%ile) 4c6deff verified commanderzee commited on Apr 21
label: min_entry_tick=120 (no leakage) + threshold=$10 + pnl distribution log 5dbf841 verified commanderzee commited on Apr 20
stream orderbook row-groups via pyarrow (fix OOM, peak 5MB/slug) 33056f8 verified commanderzee commited on Apr 20
log full traceback on window error (debug float/int conversion) 2c39303 verified commanderzee commited on Apr 20