From 2e028ffc1e9cb56c74ac622d38110867b9980f76 Mon Sep 17 00:00:00 2001 From: TPTBusiness Date: Sun, 31 May 2026 17:28:44 +0200 Subject: [PATCH] =?UTF-8?q?fix:=20raise=20exploration=20rate=20to=2030%=20?= =?UTF-8?q?=E2=80=94=20discover=20indicators=20beyond=20MACD?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- scripts/nexquant_rd_loop.py | 5 +++-- 1 file changed, 3 insertions(+), 2 deletions(-) diff --git a/scripts/nexquant_rd_loop.py b/scripts/nexquant_rd_loop.py index 4aef3f76..8a706530 100644 --- a/scripts/nexquant_rd_loop.py +++ b/scripts/nexquant_rd_loop.py @@ -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