Remove pub state_dim field from DQNConfig and GpuReplayBufferConfig; remove the
state_dim field from GpuExperienceCollector. Replace all reads with
ml_core::state_layout::STATE_DIM (and STATE_DIM_PADDED for cuBLAS-padded
strides). Checkpoint loading now validates saved state_dim against the
constant and hard-errors on mismatch. GpuAttentionConfig.state_dim is a
distinct attention-feature dim and is left untouched.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
The 4-branch DQN (direction x magnitude) had 3 degenerate variants
(Short25, Flat, Long25) that all mapped to 0.0 target exposure when
direction=Flat, causing 82% Flat collapse. Collapse these into a
single Flat variant, giving 7 levels (ShortSmall/Half/Full, Flat,
LongSmall/Half/Full) and 63 total factored actions (7x3x3).
- ExposureLevel enum: 9 variants -> 7 (add direction/magnitude/from_dir_mag)
- FactoredAction: 81 -> 63 total actions, from_index/to_index updated
- DQN epsilon-greedy: use from_dir_mag() instead of dir*3+mag indexing
- DQN config: num_actions default 9 -> 7
- PPO action space: 45 -> 63 actions, action masking updated
- Signal adapter CUDA kernel: 5-bin -> 7-bin exposure aggregation
- All tests updated for new variant names and index ranges
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
ProductionFeatureExtractorAdapter was changed to produce 42 features
(40 base + 2 regime) but three test sites and the FEATURE_NAMES constant
still expected 51 (42 + 1 volatility_regime + 8 OFI placeholders).
- backtesting: strategy_runner test assertions 51→42
- trading-service: ensemble_coordinator test assertions 51→42
- trading-service: FEATURE_NAMES_51 → FEATURE_NAMES_42 (drop OFI
placeholders and volatility_regime, matching extraction.rs v2 layout)
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Replace all `.to_string().parse::<f32/f64>()` patterns with
`num_traits::ToPrimitive` methods (`.to_f32()`, `.to_f64()`).
Each string roundtrip heap-allocated per conversion — fatal in
DQN hot loop (300K+ bars × epochs). Decimal stays as canonical
financial type; conversions happen at GPU/float boundaries only.
Also fixes blocking_read() in async context (risk_integration.rs).
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
- Delete 22 dead/placeholder/broken example files (-3,489 lines code)
- Delete 4 tracked CSV files (-1.1M lines, were accidentally committed)
- Move baseline training data default from data/cache/ to test_data/
- Update 5 unified binary defaults, gitignore, k8s upload comment, docs
- Consolidate all training data under test_data/futures-baseline/
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Move 17 library crates into crates/, CLI binary into bin/fxt,
consolidate 10 test crates into testing/, split config crate
from deployment config files.
Root directory reduced from 38+ to ~17 directories.
All Cargo.toml paths and build.rs proto refs updated.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
