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RL: stricter PPO + looser default stop-loss for stable training
6b29421View on GitHubadd hold action when spread_pct > 5% in run.py, to prevent opening new positions when the spread is too large
4a66882View on GitHubadd the pending paper open delay to simulation the live fill delay by _update_position_from_api in live trading
897b6eeView on GitHubadd the state.position_pnl (which is the unrealized PnL) calculation in the console print
8bbe398View on GitHubdecrease the learning rate for the actor and the critic in rl_mlx.py and rl_torch.py
faa510dView on GitHub1. fix the _pending_orders issue, from token id level to condition id level, so for each market can only have one side (UP or DOWN) at a time
59d8f21View on GitHubThis is the version (checkpoint) that can train the model successfully.
40203b4View on GitHub