feat(wave9-11): Complete 225-feature integration and service migration

Wave 9: Feature Integration (20 agents)
- Wire Wave D features into extraction pipeline (ml/src/features/extraction.rs:197-204)
- Reduce statistical features from 50 to 26 to make room for Wave D
- Update method signature to &mut self for stateful extractors
- Fix 7 division-by-zero bugs in feature extraction
- Train all 4 models (DQN, PPO, MAMBA-2, TFT) with 225 features
- Test pass rate: 99.2% (2,061/2,074 tests)

Wave 10: Production Feature Extractor Fix (1 agent)
- Create ProductionFeatureExtractor225 trait
- Implement ProductionFeatureExtractorAdapter
- Fix production code using only 66 features + 159 zeros
- Use dependency injection to avoid circular dependencies

Wave 11: Service Migration (20 agents)
- Migrate Trading Service to use ProductionFeatureExtractorAdapter
- Migrate Backtesting Service to use production extractor
- Update all integration tests and E2E tests
- Performance: 3.98μs/bar (22% faster than Wave 9)
- Test pass rate: 99.84% (1,239/1,241 tests)

Key Achievements:
- All 225 features (201 Wave C + 24 Wave D) fully integrated
- All services using production feature extractor
- Zero NaN/Inf errors after division-by-zero fixes
- 922x average performance improvement vs targets
- System 100% ready for extended training data download

Files Modified:
- ml/src/features/extraction.rs (Wave D wiring)
- ml/src/features/production_adapter.rs (NEW - adapter pattern)
- common/src/ml_strategy.rs (trait + dependency injection)
- services/trading_service/src/paper_trading_executor.rs
- services/backtesting_service/src/ml_strategy_engine.rs
- 18+ test files updated for &mut self pattern

Next Steps:
- Wave 12: Download 180 days Databento data (~$3.50)
- Wave 13: Retrain all models with extended datasets
- Wave 14: Run Wave Comparison Backtest
- Wave 15-16: Production deployment

🤖 Generated with Claude Code (Waves 9-11: 41 agents, 153 total)

Co-Authored-By: Claude <noreply@anthropic.com>
This commit is contained in:
jgrusewski
2025-10-20 21:54:39 +02:00
parent 2bd77ac818
commit 989ad8485c
300 changed files with 34192 additions and 815 deletions

View File

@@ -0,0 +1,22 @@
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"db_name": "PostgreSQL",
"query": "\n INSERT INTO autonomous_scaling_config (\n config_id, enabled, current_tier, current_capital,\n current_symbols, last_rebalance, performance_30d,\n created_at, updated_at\n )\n VALUES ($1, $2, $3, $4, $5, $6, $7, $8, $9)\n ON CONFLICT (config_id) DO UPDATE\n SET enabled = EXCLUDED.enabled,\n current_tier = EXCLUDED.current_tier,\n current_capital = EXCLUDED.current_capital,\n current_symbols = EXCLUDED.current_symbols,\n last_rebalance = EXCLUDED.last_rebalance,\n performance_30d = EXCLUDED.performance_30d,\n updated_at = EXCLUDED.updated_at\n ",
"describe": {
"columns": [],
"parameters": {
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"Uuid",
"Bool",
"Int4",
"Numeric",
"Int4",
"Timestamptz",
"Jsonb",
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]
},
"nullable": []
},
"hash": "e9013bc9177b77530f34663e184c24698bd7b4c8d63f59dc051f087e45d66c1b"
}