{ "model_type": "ppo_temporal", "version": "5.0", "name": "LACUNA", "description": "Cross-market data fusion RL agent for prediction market trading", "architecture": { "type": "asymmetric_actor_critic", "temporal_encoder": { "history_length": 5, "hidden_size": 128 }, "actor": { "hidden_layers": [256, 128], "activation": "tanh" }, "critic": { "hidden_layers": [256, 128], "activation": "tanh" } }, "observation_space": { "dimensions": 18, "features": [ {"name": "return_1m", "category": "momentum"}, {"name": "return_5m", "category": "momentum"}, {"name": "return_10m", "category": "momentum"}, {"name": "l1_imbalance", "category": "order_flow"}, {"name": "l5_imbalance", "category": "order_flow"}, {"name": "trade_flow", "category": "order_flow"}, {"name": "cvd_acceleration", "category": "order_flow"}, {"name": "spread_pct", "category": "microstructure"}, {"name": "trade_intensity", "category": "microstructure"}, {"name": "large_trade_flag", "category": "microstructure"}, {"name": "vol_5m", "category": "volatility"}, {"name": "vol_expansion", "category": "volatility"}, {"name": "has_position", "category": "position"}, {"name": "position_side", "category": "position"}, {"name": "position_pnl", "category": "position"}, {"name": "time_remaining", "category": "position"}, {"name": "vol_regime", "category": "regime"}, {"name": "trend_regime", "category": "regime"} ] }, "action_space": { "type": "discrete", "actions": ["HOLD", "BUY_UP", "BUY_DOWN"] }, "training": { "algorithm": "PPO", "entropy_coefficient": 0.10, "learning_rate": 0.0003, "gamma": 0.99, "gae_lambda": 0.95, "clip_range": 0.2, "n_epochs": 10, "batch_size": 64, "buffer_size": 2048 }, "constraints": { "position_size_usd": 500, "max_exposure_usd": 2000, "max_concurrent_positions": 4, "markets": ["BTC", "ETH", "SOL", "XRP"], "market_type": "15-minute crypto prediction" }, "performance": { "total_pnl_usd": 50195, "return_on_exposure_pct": 2510, "sharpe_ratio": 4.13, "profit_factor": 1.21, "total_trades": 29176, "win_rate_pct": 23.9, "runtime_hours": 10 } }