Commit Graph
1 Commits
Author SHA1 Message Date
momentum devandClaude Opus 4.8 c7bfb3512a Self-tuning loop: per-setup report + nightly re-sweep + live learned-params
(a) learn_params.per_setup_report: permanent per-setup P&L/earliness breakdown
    in the harness (forces all-setups so the ORB-vs-rest comparison is visible).
(b) nightly_tune.py + nightly_tune.sh: backfill latest bars, sweep ORB params
    over accumulated gapper sessions, write the best PROFITABLE config to
    data/learned_params.json. run_live_paper reads it on boot and applies the
    tuned ready_score / min_bars (explicit env still wins); won't overwrite with
    a losing or thin-sample config. Cron-scheduled after the close.

Verified: 75/75 tests; boot logs the learned params and applies them.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
2026-06-16 22:45:03 -04:00