Expose state Continue Huber tuning

2026-06-27 23:39:40 +08:00
parent c463be1741
commit 38a728c00b
3 changed files with 47 additions and 3 deletions
@@ -184,6 +184,22 @@ class StateContinueExperimentTest(unittest.TestCase):
        self.assertEqual(8, len(predictions))
        self.assertIn("time_in_position_minutes", predictions.columns)

+        huber_metrics, _ = _train_side_models(
+            frame,
+            "LONG",
+            [*FEATURE_ORDER, *STATE_FEATURES],
+            regressor_kind="huber",
+            huber_alpha=0.002,
+            huber_epsilon=1.10,
+            huber_max_iter=100,
+            regression_target_clip_bps=4.0,
+        )
+
+        self.assertEqual("huber", huber_metrics["regressor_kind"])
+        self.assertEqual(0.002, huber_metrics["huber_alpha"])
+        self.assertEqual(1.10, huber_metrics["huber_epsilon"])
+        self.assertEqual(4.0, huber_metrics["regression_target_clip_bps"])
+

 if __name__ == "__main__":
    unittest.main()