Commit Graph

19 Commits

Author SHA1 Message Date
jgrusewski
c2118b3073 refactor: split common/types.rs (4909 LOC) into 10 focused modules
Split god file into: aliases.rs, domain.rs, events.rs, identifiers.rs,
market_data.rs, market.rs, service.rs, trading_enums.rs, type_error.rs.
Re-exports via mod.rs maintain backward compatibility.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-01 20:32:52 +01:00
jgrusewski
7a602274cd refactor: consolidate RetryConfig to common::resilience
The storage crate had its own RetryConfig struct (max_attempts,
initial_delay, max_delay, backoff_multiplier) duplicating
common::resilience::retry::RetryConfig.

Added backoff_multiplier field to common's RetryConfig and updated
storage to re-export and use common's version with its field names
(max_retries, base_delay). Updated all storage tests accordingly.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-01 19:45:59 +01:00
jgrusewski
61950e4c05 refactor: consolidate ErrorSeverity to common crate
Three duplicate ErrorSeverity enums (data/error.rs, data/validation.rs,
database/error.rs) with variants Low/Medium/High/Critical now use the
canonical definition in common::error::ErrorSeverity.

Extended common's ErrorSeverity with Low, Medium, High variants (alongside
existing Debug, Info, Warn, Error, Critical) and added PartialOrd/Ord derives
so both severity models coexist in a single type.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-01 19:39:54 +01:00
jgrusewski
4eb710785f feat(ml): add EnsembleModelAdapter + build_production_strategy(), harden metrics server
- Create EnsembleModelAdapter in ml::ensemble wrapping model IDs
- Add build_production_strategy() factory: 10-model ensemble with
  ProductionFeatureExtractorAdapter + graceful degradation (zero confidence
  when no checkpoints loaded)
- Wire backtesting_service to use the factory function
- Harden metrics HTTP server: 5s read timeout, 8KB request limit,
  correct Content-Type charset=utf-8

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-01 18:55:56 +01:00
jgrusewski
5401723118 refactor(common): delete MLFeatureExtractor + SimpleDQNAdapter, refactor SharedMLStrategy
- Delete MLFeatureExtractor (1,294 lines) and SimpleDQNAdapter (235 lines)
- Delete 830 lines of inline tests for deleted types
- Remove legacy_feature_extractor field from SharedMLStrategy
- Replace new() and new_with_production_extractor() with new(extractor, models, threshold)
- Single constructor accepts injected models via Vec<Box<dyn MLModelAdapter>>
- Update all callers: backtesting_service, 2 integration tests, 2 trading_service tests
- Fix doc comments referencing MLFeatureExtractor
- Fix feature count test: real extractor produces 51 features, not 225

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-01 18:47:32 +01:00
jgrusewski
3da361b5b8 fix(common): resolve all clippy errors in test targets
- Fix 36 manual_range_contains: x >= lo && x <= hi → (lo..=hi).contains(&x)
- Fix 10 useless_vec: vec![...] → [...] where array suffices
- Fix 10 unused variables: for i in → for _ in
- Fix 6 missing .unwrap() on Result-returning constructors
- Fix 4 float_cmp: wrap in .abs() for epsilon comparisons
- Fix 2 assertions_on_constants: remove assert!(true)
- Fix 2 collapsible_if: merge nested ifs with &&
- Fix 1 clamp pattern: .max().min() → .clamp()

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-01 17:02:50 +01:00
jgrusewski
7a01618e86 fix(infra): upgrade OpenTelemetry 0.27→0.31 to align tonic versions, fix DCGM scheduling
OTLP fix: opentelemetry-otlp 0.27 bundled tonic 0.12 while the workspace
uses tonic 0.14, making with_channel() impossible (type mismatch). Upgrading
to otel-otlp 0.31 aligns both on tonic 0.14, enabling explicit Channel
construction that respects http:// scheme (no spurious TLS negotiation).

API migrations (otel 0.27→0.31):
- TracerProvider → SdkTracerProvider
- with_batch_exporter(exporter, runtime) → with_batch_exporter(exporter)
- Resource::new(vec![...]) → Resource::builder().with_service_name().build()
- global::shutdown_tracer_provider() removed (Drop-based shutdown)
- opentelemetry-otlp feature "tonic" → "grpc-tonic"

DCGM fix: remove runtimeClassName: nvidia from DaemonSet — Scaleway Kapsule
GPU pools use nvidia runtime as default containerd handler. The RuntimeClass
CRD is only created by the full GPU Operator, not the device plugin alone.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-01 16:31:22 +01:00
jgrusewski
7744becdd5 feat(training): move metrics to common::metrics, fix all clippy errors
Move Prometheus training metrics from example-local baseline_common/
to common::metrics::{server,training_metrics} following the existing
grpc_metrics.rs pattern. Fix 29 let_underscore_must_use clippy errors
in push_metrics.rs, 3 shadow lint errors in training binaries, and
demote gradient clipping log from warn to debug.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-01 15:56:43 +01:00
jgrusewski
a958582eaa feat(common): add gRPC metrics Tower layer for automatic instrumentation
Add a reusable GrpcMetricsLayer that can be applied to any tonic server
via Server::builder().layer() to automatically emit three Prometheus
metric families for every gRPC handler: started_total, handled_total
(with status code), and handling_seconds histogram.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-01 02:23:36 +01:00
jgrusewski
0c7f6362d9 fix(observability): combine fmt + OTLP layers in single subscriber
Previously init_observability() called init_json_logger() (which set the
global subscriber with a fmt layer) and then init_tracing() (which only
set the global tracer provider). Because no tracing_opentelemetry::layer()
was ever added to the subscriber, #[instrument] spans never reached Tempo.

Now init_observability() builds a single Registry subscriber that
composes an EnvFilter, a JSON fmt layer, and an optional OTLP layer
(via tracing_opentelemetry). The OTLP layer gracefully degrades to None
when Tempo is unavailable, so logging always works.

Also adds build_otel_tracer() to tracing_config.rs which returns
Option<Tracer> for the caller to wrap in an OpenTelemetryLayer inside
their subscriber stack, letting the S type parameter be inferred
correctly by the compiler.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-01 00:32:35 +01:00
jgrusewski
1aef51f99b fix(stubs): implement 15 production stubs, fix routing, delete placeholders
Web-gateway routing:
- Point TRADING_SERVICE_URL at api-gateway (proto mismatch fix)
  Web-gateway uses foxhunt.tli.TradingService proto but was connecting
  directly to trading-service which implements trading.TradingService.
  api-gateway already proxies Subscribe* → Stream* correctly.

GitLab KAS:
- Disable gitlab_kas in appConfig to stop sidekiq NotifyGitPushWorker
  errors (KAS pod was already disabled but Rails still tried to connect)

Trading service monitoring (3 stubs → real):
- AcknowledgeAlert: real alert lookup + state mutation in shared store
- GetActiveAlerts: returns actual active alerts from in-memory store
- StreamAlerts: now persists generated alerts (capped at 1000 entries)

Trading service ML streams (2 stubs → real):
- StreamModelMetrics: emits real inference_count, error_count, latency
  per model every N seconds from the RuntimeModelInfo registry
- StreamSignalStrength: emits per-symbol signal aggregation from model
  ensemble weights and latency confidence

Backtesting service:
- stop_backtest: real CancellationToken cancellation (was no-op)
  Tokens stored per-backtest, execute_backtest wraps strategy call
  in tokio::select! for immediate cancellation

Deleted 7 empty placeholder files:
- 4 Wave D regime stubs (dynamic_stops, ensemble, performance_tracker,
  position_sizer) — comment-only files, never wired
- 2 Wave 3 feature stubs (microstructure, statistical)
- 1 PPO stub (unified_ppo.rs — empty struct definitions)

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-28 23:47:31 +01:00
jgrusewski
6b94045bcd fix(observability): switch to containerd stdout logging, fix stream retry
- Disable file logging in init_observability — use console-only (stdout).
  Containerd captures stdout, Promtail ships to Loki. Eliminates
  "Failed to create log directory: Permission denied" errors on 3 services.
- Remove LOG_DIR env vars and /app/logs emptyDir volumes from 5 deployments.
- Add OTEL_EXPORTER_OTLP_ENDPOINT=tempo to 5 services that were missing it
  (api-gateway, web-gateway, data-acquisition, trading-agent, broker-gateway).
- Make OTLP tracing init non-fatal — services degrade gracefully if Tempo is
  unavailable instead of failing entire observability stack.
- Stop web-gateway gRPC stream retry on Unimplemented status. When trading-service
  doesn't implement streaming endpoints, log once and stop instead of retrying
  every 60s indefinitely.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-28 22:49:57 +01:00
jgrusewski
ada33cf181 fix(observability): use LOG_DIR env for file logging, add RBAC for K8s job dispatch
- init_observability now reads LOG_DIR env var for log directory (falls back
  to relative logs/ path). Gracefully disables file logging if directory
  cannot be created instead of failing the entire observability init.
- Add ServiceAccount, Role, and RoleBinding for ml-training-service to
  create/get/list/watch/delete batch/v1 Jobs (K8s training dispatch).
- Add LOG_DIR=/app/logs env to ml-training-service, trading-service, and
  backtesting-service deployment YAMLs.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-28 21:21:13 +01:00
jgrusewski
acf77461cb feat(common): re-export financial_types as FinancialPrice/Quantity/Money/Ratio
Aliased re-exports avoid collision with existing types::Price/Quantity/Money
during migration. Will rename to canonical names in Phase 6 cleanup.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-28 09:49:00 +01:00
jgrusewski
c745693420 fix(common): seal Ratio finite invariant and i128→i64 saturation
- Ratio arithmetic (Add, Sub, Mul, Div) now clamps overflow to
  f64::MAX/f64::MIN instead of producing Inf from finite inputs
- Cross-type Price*Quantity→Money and Money/Quantity→Price use
  saturating i128→i64 conversion via clamp instead of silent truncation
- Added clamp_finite() and saturating_i128_to_i64() helper functions
- Added 9 edge-case tests: 89/89 passing, clippy clean

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-28 09:47:52 +01:00
jgrusewski
0d68bfdd11 fix(common): add serde derives, preserve Ratio finite invariant
- Add Serialize/Deserialize to all four financial types
- Ratio::ln returns 0.0 for non-positive inputs (prevents NaN leak)
- Ratio::exp clamps to f64::MAX on overflow (prevents Inf leak)
- Ratio::powi clamps to f64::MAX/MIN on overflow
- Add 4 invariant-preservation tests (80 total)

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-28 09:39:22 +01:00
jgrusewski
85eab3eca2 feat(common): add financial_types module (Price/Quantity/Money/Ratio i64/6dp)
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-28 09:33:13 +01:00
jgrusewski
265bd2441c fix(ml,ci): zero-dim guards on all 10 models, eliminate warnings, unblock CI parallelism
- Add dimension validation in DQN, PPO, Mamba2, TGGN, TLOB, Liquid,
  KAN, xLSTM, Diffusion constructors (fail-fast on zero-dim inputs
  that would cause CUDA_ERROR_INVALID_VALUE at runtime)
- Add num_unknown_features > 0 guard to TFT (temporal input required)
- Fix 12 dead-code/unused warnings in test compilation
- Remove opt-level=3 and codegen-units=1 from target rustflags
  (was forcing O3 + single-thread codegen on dev/test builds)
- Remove hardcoded jobs=16 cap (cargo now auto-detects CPU count)
- Switch linker to clang+lld (2-5x faster linking)

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-26 17:38:43 +01:00
jgrusewski
9c3d741a08 refactor: restructure repo — crates/, bin/, testing/ layout
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>
2026-02-25 11:56:00 +01:00