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fix: raise exploration rate to 30% — discover indicators beyond MACD

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TPTBusiness
2026-05-31 17:28:44 +02:00
parent 7d7c267d29
commit 2e028ffc1e
1 changed files with 3 additions and 2 deletions
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scripts/nexquant_rd_loop.py
+3 -2
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@@ -76,6 +76,7 @@ TIMEFRAMES = ["15min", "30min", "1h", "4h"]
INDICATORS_POOL = ["MACD", "RSI", "BBands", "Donchian", "Stoch", "CCI", "WillR", "ADX", "SAR", "ROC", "MOM", "AROON", "MFI", "SMA", "EMA"]
STRATEGY_TYPES = ["single", "multi_tf", "portfolio"]
MIN_SHARPE, MIN_TRADES = 0.5, 20
EXPLORATION_RATE = 0.30 # 30% explore, 70% exploit
# ═══════════════════════════════════════════════════════════════════════════════
# Evaluation
@@ -505,9 +506,9 @@ def main():
if (i + 1) % 100 == 0:
loop.record()
# Adaptive exploration: reduce over time as SOTA grows
# Adaptive exploration: higher rate needed for indicator discovery
if len(loop.sota) > 10:
loop.exploration_rate = max(0.1, 0.3 - len(loop.sota) * 0.01)
loop.exploration_rate = max(0.15, EXPLORATION_RATE - len(loop.sota) * 0.005)
# Final
elapsed = time.time() - t0