Commit History

  1. hybrid edge-margin policy (edge_threshold + entry_price_max cap) — BTC +$1247

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    7d54c7c

  1. raise entry_price_max cap to $0.60 (more coverage, trades can enter pricier tokens)

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    f365ea6
  2. fix KeyError: directional-mode diagnostics (no more entered/hedged/exit_type columns)

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    0a424b8
  3. directional classifier: predict UP wins + price-aware trading (lower ask = better EV)

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    3697863
  4. label v4 baseline run: post-hoc optimal hedge ceiling, no policy Optuna

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    d460794
  5. add policy-parameter Optuna: tune (entry_thr, combined_thr, min_tick) before classifier

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    e5106be
  6. v1_arb: simulate real live policy (entry ≤$0.40, hedge at combined ≤$0.80)

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    9b1ffab
  7. label v4: entry FIXED at tick 120, hedge scan [121,899], threshold=$20

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    559e66f
  8. label: entries scan [120,899] (live reality) + threshold=$70 (75%ile)

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    912d236

  1. label: min_entry_tick=120 (no leakage) + threshold=$10 + pnl distribution log

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    e417c14
  2. label fix: binary uses hedged-arb only (no-hedge=directional bet, not arb)

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    7de607c
  3. clean import in iter_orderbook_slug_pairs

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    7802477
  4. stream orderbook row-groups via pyarrow (fix OOM, peak 5MB/slug)

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    6496863
  5. fix: numpy 2.4 float(1d-array) in _walked_ask_cost

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    63361af
  6. log full traceback on window error (debug float/int conversion)

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    29bee0c
  7. batch-load orderbook (fix OOM on 37GB BTC parquet)

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    a7a2031
  8. v1_arb trainer code for eth

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    03d9e7b
  9. initial commit

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    a647909