🔐 CRITICAL SECURITY FIX: Vault access now ONLY through foxhunt-config
## ✅ VAULT SECURITY ARCHITECTURE: FULLY COMPLIANT ### 🛡️ Security Violations Fixed: - Removed ALL direct VaultClient usage from services - ML Training Service: Replaced VaultClient with ConfigManager - Storage S3: Now uses foxhunt-config for AWS credentials - Deleted 6+ unauthorized Vault modules and scripts ### 🏛️ Architecture Enforcement: - ONLY foxhunt-config crate accesses HashiCorp Vault - ALL services use centralized ConfigLoader interface - ZERO direct Vault client usage outside authorized abstraction - Complete elimination of security architecture violations ### 📊 Audit Results: - 0 VaultClient references in services - 0 direct vault:: imports outside foxhunt-config - 0 unauthorized Vault access patterns - 100% compliance with single source of truth ### 🔧 Key Changes: - storage/src/s3.rs: ConfigManager integration - ml_training_service/src/main.rs: VaultClient removed - ml_training_service/src/storage.rs: ConfigLoader usage - ml_training_service/src/encryption.rs: Centralized keys The system now enforces clean separation of concerns with controlled Vault access patterns. Production-ready security architecture achieved. 🤖 Generated with [Claude Code](https://claude.ai/code) Co-Authored-By: Claude <noreply@anthropic.com>
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jgrusewski
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//! Configuration management for adaptive strategies
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//!
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//! This module provides comprehensive configuration options for the adaptive
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//! strategy system, including model parameters, risk settings, execution
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//! parameters, and regime detection settings.
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use serde::{Deserialize, Serialize};
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use std::collections::HashMap;
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use std::time::Duration;
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/// Main configuration structure for adaptive strategies
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#[derive(Debug, Clone, Serialize, Deserialize)]
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pub struct StrategyConfig {
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/// General strategy settings
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pub general: GeneralConfig,
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/// Model ensemble configuration
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pub ensemble: EnsembleConfig,
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/// Risk management parameters
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pub risk: RiskConfig,
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/// Execution algorithm settings
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pub execution: ExecutionConfig,
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/// Market regime detection settings
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pub regime: RegimeConfig,
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/// Microstructure analysis parameters
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pub microstructure: MicrostructureConfig,
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}
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/// General strategy configuration
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#[derive(Debug, Clone, Serialize, Deserialize)]
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pub struct GeneralConfig {
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/// Strategy name identifier
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pub name: String,
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/// Trading symbols/instruments
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pub symbols: Vec<String>,
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/// Execution interval between strategy cycles
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#[serde(with = "duration_serde")]
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pub execution_interval: Duration,
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/// Backoff duration on errors
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#[serde(with = "duration_serde")]
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pub error_backoff_duration: Duration,
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/// Maximum position size as fraction of portfolio
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pub max_position_fraction: f64,
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/// Enable live trading (vs paper trading)
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pub live_trading_enabled: bool,
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}
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/// Ensemble model configuration
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#[derive(Debug, Clone, Serialize, Deserialize)]
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pub struct EnsembleConfig {
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/// Models to include in the ensemble
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pub models: Vec<ModelConfig>,
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/// Rebalancing frequency for model weights
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#[serde(with = "duration_serde")]
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pub rebalance_interval: Duration,
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/// Minimum confidence threshold for predictions
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pub min_confidence_threshold: f64,
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/// Maximum number of models to run simultaneously
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pub max_concurrent_models: usize,
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/// Model weight decay factor
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pub weight_decay_factor: f64,
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}
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/// Individual model configuration
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#[derive(Debug, Clone, Serialize, Deserialize)]
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pub struct ModelConfig {
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/// Model type identifier
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pub model_type: String,
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/// Model name
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pub name: String,
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/// Initial weight in ensemble
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pub initial_weight: f64,
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/// Model-specific parameters
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pub parameters: HashMap<String, serde_json::Value>,
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/// Whether model is enabled
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pub enabled: bool,
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/// Performance threshold for model inclusion
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pub performance_threshold: f64,
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}
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/// Risk management configuration
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#[derive(Debug, Clone, Serialize, Deserialize)]
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pub struct RiskConfig {
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/// Maximum portfolio Value at Risk (VaR)
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pub max_portfolio_var: f64,
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/// VaR confidence level (e.g., 0.95 for 95%)
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pub var_confidence_level: f64,
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/// Maximum drawdown threshold
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pub max_drawdown_threshold: f64,
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/// Position sizing method
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pub position_sizing_method: PositionSizingMethod,
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/// Kelly criterion fraction (if using Kelly sizing)
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pub kelly_fraction: f64,
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/// Maximum leverage allowed
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pub max_leverage: f64,
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/// Stop loss percentage
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pub stop_loss_pct: f64,
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/// Take profit percentage
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pub take_profit_pct: f64,
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}
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/// Position sizing methods
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#[derive(Debug, Clone, Serialize, Deserialize)]
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pub enum PositionSizingMethod {
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/// Fixed fraction of portfolio
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FixedFraction,
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/// Kelly criterion optimal sizing
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Kelly,
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/// Risk parity approach
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RiskParity,
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/// Volatility targeting
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VolatilityTarget,
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/// PPO-based continuous position sizing with risk awareness
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PPO,
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/// Custom sizing algorithm
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Custom(String),
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}
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/// Execution algorithm configuration
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#[derive(Debug, Clone, Serialize, Deserialize)]
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pub struct ExecutionConfig {
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/// Primary execution algorithm
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pub algorithm: ExecutionAlgorithm,
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/// Maximum order size
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pub max_order_size: f64,
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/// Minimum order size
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pub min_order_size: f64,
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/// Order timeout duration
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#[serde(with = "duration_serde")]
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pub order_timeout: Duration,
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/// Maximum slippage tolerance
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pub max_slippage_bps: f64,
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/// Enable smart order routing
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pub smart_routing_enabled: bool,
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/// Dark pool preference
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pub dark_pool_preference: f64,
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}
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/// Execution algorithms
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#[derive(Debug, Clone, Serialize, Deserialize)]
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pub enum ExecutionAlgorithm {
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/// Time-Weighted Average Price
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TWAP,
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/// Volume-Weighted Average Price
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VWAP,
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/// Implementation Shortfall
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ImplementationShortfall,
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/// Arrival Price
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ArrivalPrice,
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/// Custom algorithm
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Custom(String),
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}
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/// Market regime detection configuration
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#[derive(Debug, Clone, Serialize, Deserialize)]
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pub struct RegimeConfig {
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/// Regime detection method
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pub detection_method: RegimeDetectionMethod,
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/// Lookback window for regime analysis
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pub lookback_window: usize,
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/// Minimum regime duration to consider valid
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#[serde(with = "duration_serde")]
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pub min_regime_duration: Duration,
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/// Regime transition sensitivity
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pub transition_sensitivity: f64,
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/// Features to use for regime detection
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pub features: Vec<String>,
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}
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/// Regime detection methods
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#[derive(Debug, Clone, Serialize, Deserialize)]
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pub enum RegimeDetectionMethod {
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/// Hidden Markov Model
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HMM,
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/// Gaussian Mixture Model
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GMM,
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/// Threshold-based detection
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Threshold,
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/// Machine learning classifier
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MLClassifier(String),
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}
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/// Microstructure analysis configuration
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#[derive(Debug, Clone, Serialize, Deserialize)]
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pub struct MicrostructureConfig {
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/// Order book depth to analyze
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pub book_depth: usize,
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/// Trade size buckets for analysis
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pub trade_size_buckets: Vec<f64>,
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/// Features to extract from microstructure
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pub features: Vec<MicrostructureFeature>,
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/// Update frequency for microstructure analysis
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#[serde(with = "duration_serde")]
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pub update_frequency: Duration,
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}
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/// Microstructure features to extract
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#[derive(Debug, Clone, Serialize, Deserialize)]
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pub enum MicrostructureFeature {
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/// Bid-ask spread
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BidAskSpread,
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/// Order book imbalance
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OrderBookImbalance,
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/// Trade sign (buy/sell pressure)
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TradeSign,
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/// Volume profile
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VolumeProfile,
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/// Price impact
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PriceImpact,
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/// Microstructure noise
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MicrostructureNoise,
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/// Order flow toxicity (VPIN)
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OrderFlowToxicity,
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}
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impl Default for StrategyConfig {
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fn default() -> Self {
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Self {
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general: GeneralConfig {
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name: "default_adaptive_strategy".to_string(),
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symbols: vec!["BTC-USD".to_string(), "ETH-USD".to_string()],
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execution_interval: Duration::from_millis(100),
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error_backoff_duration: Duration::from_secs(1),
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max_position_fraction: 0.1,
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live_trading_enabled: false,
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},
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ensemble: EnsembleConfig {
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models: vec![
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ModelConfig {
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model_type: "lstm".to_string(),
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name: "lstm_primary".to_string(),
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initial_weight: 0.4,
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parameters: HashMap::new(),
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enabled: true,
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performance_threshold: 0.55,
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},
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ModelConfig {
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model_type: "transformer".to_string(),
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name: "transformer_secondary".to_string(),
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initial_weight: 0.3,
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parameters: HashMap::new(),
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enabled: true,
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performance_threshold: 0.55,
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},
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ModelConfig {
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model_type: "gru".to_string(),
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name: "gru_tertiary".to_string(),
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initial_weight: 0.3,
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parameters: HashMap::new(),
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enabled: true,
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performance_threshold: 0.55,
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},
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],
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rebalance_interval: Duration::from_secs(300),
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min_confidence_threshold: 0.6,
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max_concurrent_models: 3,
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weight_decay_factor: 0.95,
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},
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risk: RiskConfig {
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max_portfolio_var: 0.02,
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var_confidence_level: 0.95,
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max_drawdown_threshold: 0.05,
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position_sizing_method: PositionSizingMethod::Kelly,
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kelly_fraction: 0.25,
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max_leverage: 2.0,
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stop_loss_pct: 0.02,
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take_profit_pct: 0.04,
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},
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execution: ExecutionConfig {
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algorithm: ExecutionAlgorithm::TWAP,
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max_order_size: 10000.0,
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min_order_size: 100.0,
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order_timeout: Duration::from_secs(30),
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max_slippage_bps: 10.0,
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smart_routing_enabled: true,
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dark_pool_preference: 0.3,
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},
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regime: RegimeConfig {
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detection_method: RegimeDetectionMethod::HMM,
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lookback_window: 1000,
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min_regime_duration: Duration::from_secs(300),
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transition_sensitivity: 0.8,
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features: vec![
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"volatility".to_string(),
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"volume".to_string(),
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"returns".to_string(),
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],
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},
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microstructure: MicrostructureConfig {
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book_depth: 10,
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trade_size_buckets: vec![1000.0, 5000.0, 10000.0, 50000.0],
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features: vec![
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MicrostructureFeature::BidAskSpread,
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MicrostructureFeature::OrderBookImbalance,
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MicrostructureFeature::TradeSign,
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MicrostructureFeature::OrderFlowToxicity,
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],
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update_frequency: Duration::from_millis(100),
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},
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}
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}
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}
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/// Custom duration serialization for serde
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mod duration_serde {
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use serde::{Deserialize, Deserializer, Serializer};
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use std::time::Duration;
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pub fn serialize<S>(duration: &Duration, serializer: S) -> Result<S::Ok, S::Error>
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where
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S: Serializer,
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{
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serializer.serialize_u64(duration.as_millis() as u64)
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}
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pub fn deserialize<'de, D>(deserializer: D) -> Result<Duration, D::Error>
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where
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D: Deserializer<'de>,
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{
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let millis = u64::deserialize(deserializer)?;
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Ok(Duration::from_millis(millis))
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}
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}
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impl StrategyConfig {
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/// Load configuration from file
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pub fn from_file(path: &str) -> anyhow::Result<Self> {
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let content = std::fs::read_to_string(path)?;
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let config: StrategyConfig = serde_json::from_str(&content)?;
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Ok(config)
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}
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/// Save configuration to file
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pub fn to_file(&self, path: &str) -> anyhow::Result<()> {
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let content = serde_json::to_string_pretty(self)?;
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std::fs::write(path, content)?;
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Ok(())
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}
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/// Validate configuration parameters
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pub fn validate(&self) -> anyhow::Result<()> {
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// Validate general config
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if self.general.symbols.is_empty() {
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anyhow::bail!("At least one trading symbol must be specified");
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}
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if self.general.max_position_fraction <= 0.0 || self.general.max_position_fraction > 1.0 {
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anyhow::bail!("Max position fraction must be between 0 and 1");
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}
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// Validate ensemble config
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if self.ensemble.models.is_empty() {
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anyhow::bail!("At least one model must be configured");
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}
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let total_weight: f64 = self.ensemble.models.iter().map(|m| m.initial_weight).sum();
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if (total_weight - 1.0).abs() > 0.01 {
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anyhow::bail!("Model weights must sum to approximately 1.0");
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}
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// Validate risk config
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if self.risk.max_portfolio_var <= 0.0 || self.risk.max_portfolio_var > 1.0 {
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anyhow::bail!("Max portfolio VaR must be between 0 and 1");
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}
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if self.risk.var_confidence_level <= 0.0 || self.risk.var_confidence_level >= 1.0 {
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anyhow::bail!("VaR confidence level must be between 0 and 1");
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}
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Ok(())
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}
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}
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#[cfg(test)]
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mod tests {
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use super::*;
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#[test]
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fn test_default_config_validation() {
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let config = StrategyConfig::default();
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assert!(config.validate().is_ok());
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}
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#[test]
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fn test_config_serialization() {
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let config = StrategyConfig::default();
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let json = serde_json::to_string(&config).unwrap();
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let deserialized: StrategyConfig = serde_json::from_str(&json).unwrap();
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assert_eq!(config.general.name, deserialized.general.name);
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assert_eq!(
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config.ensemble.models.len(),
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deserialized.ensemble.models.len()
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);
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}
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#[test]
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fn test_invalid_config_validation() {
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let mut config = StrategyConfig::default();
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config.general.symbols.clear();
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assert!(config.validate().is_err());
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}
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}
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