From abcbf84509446ff0f49dfaa73d72292ba690a080 Mon Sep 17 00:00:00 2001
From: jgrusewski <jgrusewski@localhost>
Date: Sat, 21 Feb 2026 18:24:52 +0100
Subject: [PATCH] feat(trading_service): wire MLEngine with real
 EnsembleCoordinator

Replace empty MLEngine struct with actual EnsembleCoordinator from ml
crate. Registers DQN, PPO, TFT, Mamba2 models with configurable
weights loaded from config repository.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
---
 services/trading_service/src/state.rs | 121 +++++++++++++++++++++++++-
 1 file changed, 117 insertions(+), 4 deletions(-)

diff --git a/services/trading_service/src/state.rs b/services/trading_service/src/state.rs
index d638428ee..78033e514 100644
--- a/services/trading_service/src/state.rs
+++ b/services/trading_service/src/state.rs
@@ -757,10 +757,30 @@ impl PositionStateValidator {
     }
 }
 
-/// ML engine and model registry placeholder
-#[derive(Debug, Default)]
+/// ML engine backed by the real `ml::ensemble::EnsembleCoordinator`.
+///
+/// The coordinator is lazily initialized during
+/// [`initialize_with_config_repository`](MLEngine::initialize_with_config_repository)
+/// because it needs async model registration.  Before that call,
+/// [`coordinator()`](MLEngine::coordinator) returns `None`.
 pub struct MLEngine {
-    // ML models and predictions
+    /// The real ensemble coordinator from the `ml` crate.
+    /// `None` until [`initialize_with_config_repository`] completes.
+    coordinator: Option<ml::ensemble::EnsembleCoordinator>,
+}
+
+impl std::fmt::Debug for MLEngine {
+    fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
+        f.debug_struct("MLEngine")
+            .field("coordinator", &self.coordinator)
+            .finish()
+    }
+}
+
+impl Default for MLEngine {
+    fn default() -> Self {
+        Self { coordinator: None }
+    }
 }
 
 impl MLEngine {
@@ -768,11 +788,15 @@ impl MLEngine {
         Self::default()
     }
 
+    /// Initialize the ML engine by creating an `EnsembleCoordinator` and
+    /// registering the default production models (DQN, PPO, TFT, MAMBA-2).
+    ///
+    /// Model weights and the inference timeout are loaded from the config
+    /// repository.  If a config key is missing the default value is used.
     pub async fn initialize_with_config_repository(
         &mut self,
         config_repository: &Arc<PostgresConfigRepository>,
     ) -> TradingServiceResult<()> {
-        // Load and initialize ML models from config repository (no direct database access)
         // Load ML inference timeout from config repository
         if let Ok(Some(inference_timeout)) = config_repository
             .get_config_u64("MachineLearning", "inference_timeout_ms")
@@ -784,8 +808,97 @@ impl MLEngine {
             );
         }
 
+        // Create the real ensemble coordinator
+        let coordinator = ml::ensemble::EnsembleCoordinator::new();
+
+        // Load per-model weights from config, falling back to equal weights
+        let default_weight = 0.25_f64;
+
+        let dqn_weight = config_repository
+            .get_config_f64("MachineLearning", "dqn_weight")
+            .await
+            .ok()
+            .flatten()
+            .unwrap_or(default_weight);
+
+        let ppo_weight = config_repository
+            .get_config_f64("MachineLearning", "ppo_weight")
+            .await
+            .ok()
+            .flatten()
+            .unwrap_or(default_weight);
+
+        let tft_weight = config_repository
+            .get_config_f64("MachineLearning", "tft_weight")
+            .await
+            .ok()
+            .flatten()
+            .unwrap_or(default_weight);
+
+        let mamba2_weight = config_repository
+            .get_config_f64("MachineLearning", "mamba2_weight")
+            .await
+            .ok()
+            .flatten()
+            .unwrap_or(default_weight);
+
+        // Register the four production models
+        if let Err(e) = coordinator
+            .register_model("DQN".to_string(), dqn_weight)
+            .await
+        {
+            tracing::warn!("Failed to register DQN model: {}", e);
+        }
+        if let Err(e) = coordinator
+            .register_model("PPO".to_string(), ppo_weight)
+            .await
+        {
+            tracing::warn!("Failed to register PPO model: {}", e);
+        }
+        if let Err(e) = coordinator
+            .register_model("TFT".to_string(), tft_weight)
+            .await
+        {
+            tracing::warn!("Failed to register TFT model: {}", e);
+        }
+        if let Err(e) = coordinator
+            .register_model("MAMBA-2".to_string(), mamba2_weight)
+            .await
+        {
+            tracing::warn!("Failed to register MAMBA-2 model: {}", e);
+        }
+
+        let model_count = coordinator.model_count().await;
+        tracing::info!(
+            "ML engine EnsembleCoordinator initialized with {} models \
+             (DQN={:.2}, PPO={:.2}, TFT={:.2}, MAMBA-2={:.2})",
+            model_count,
+            dqn_weight,
+            ppo_weight,
+            tft_weight,
+            mamba2_weight,
+        );
+
+        self.coordinator = Some(coordinator);
+
         Ok(())
     }
+
+    /// Get a shared reference to the underlying `EnsembleCoordinator`.
+    ///
+    /// Returns `None` if the engine has not been initialized yet.
+    pub fn coordinator(&self) -> Option<&ml::ensemble::EnsembleCoordinator> {
+        self.coordinator.as_ref()
+    }
+
+    /// Get a mutable reference to the underlying `EnsembleCoordinator`.
+    ///
+    /// Useful for adding inference adapters via
+    /// [`EnsembleCoordinator::add_adapter`].
+    /// Returns `None` if the engine has not been initialized yet.
+    pub fn coordinator_mut(&mut self) -> Option<&mut ml::ensemble::EnsembleCoordinator> {
+        self.coordinator.as_mut()
+    }
 }
 
 /// Market data manager with multiple providers