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v1.8.0 — Feat: DL regime full asset support and dl-regime v0.1.2 update

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@rpycgo rpycgo released this 05 Apr 22:06
· 159 commits to main since this release

What's changed

Dependency updates

  • dl-regime updated to v0.1.2
    • WfaTrainer now uses rolling 3-month window matching
      WalkForwardRunner — ensures fair comparison with MDRS-SDE
    • seq_len updated from 60 to 288 (24h look-back at 5m interval)

New features

  • DL regime models now support ETH, SOL, XRP assets
  • 9 new model config files added:
    dl_regime_{lstm,tcn,transformer}_{eth,sol,xrp}.toml
  • 9 new model keys registered in ModelRegistry:
    dl_regime_{lstm,tcn,transformer}_{eth,sol,xrp}

Configuration updates

  • seq_len = 288 explicitly documented in all dl_regime model configs

Note

  • Existing DL checkpoints trained with expanding window and seq_len=60
    are no longer compatible. Delete checkpoints/ and retrain with
    qr-dl-train before running qr-backtest --model dl_regime_*.