Two root-cause fixes surfaced by cluster smoke v74v4 (sweep_smoke-a2dfc6d99):
Bug D — DBN parser price scaling:
- BidAskPair::price_to_f64/price_from_f64 used /1e12 / *1e12 from test-data
calibration. DBN production uses 1e-9 nanoprice (the DBN standard). ES at
5500 raw 5_500_000_000_000 → 5.5 instead of 5500. Smoke trade records
showed entry_px=5.24 instead of expected ~5240 ES index points (1000×
too small). Fix: 1e12 → 1e9 in both functions. Round-trip symmetric;
tests updated.
Bug C-b — corrupt top-of-book sentinel:
- Per-level sanitization (Task 15) zeros each unhealthy MBP-10 level
individually. At session-boundary events with all 10 levels invalid,
the book becomes uniformly zero. apply_fill_to_pos then reads
bid_px[0]=0 / ask_px[0]=0 → vwap_entry=0 → trade record entry_px=0
(zero sentinel in v74v4 CSV, 162/1024 trades in n59t4).
- Fix: pre-validate top-of-book in apply_snapshot_kernel. If
bid_px[0]/ask_px[0]/bid_sz[0]/ask_sz[0] are non-finite or
bid_px[0]<=0/ask_px[0]<=0/bid_sz[0]<=0/ask_sz[0]<=0, atomically skip
the entire snapshot (book/prev_mid/atr_mid_ema unchanged). Add
per-backtest snapshots_skipped_d counter for observability.
Test corrupt_top_of_book_skips_snapshot_and_increments_counter validates
NaN top-price + zero top-size cases both increment the counter without
mutating state, and that a subsequent valid snapshot updates normally.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
Removes commented-out ProviderMetrics tests (struct was replaced by
ConnectionStatus long ago) and reword the Parquet-reader integration
tests so they stop claiming the reader is a "placeholder" — the Parquet
reader is fully implemented and surfaces `File::open` errors via
anyhow. Also tightens test_12_invalid_file_handling to assert the real
Err behaviour rather than the stale "Ok(vec![])" expectation.
No production code change; tests still compile and run under the same
ignore gates.
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
Remove stale test reports, quick-start guides, benchmark analyses,
profiling reports, and tool artifacts from across the workspace.
Keeps only root README.md per crate/service.
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>
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>
