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Author	SHA1	Message	Date
jgrusewski	9b4395b0df	fix: trial budget observer — shared AtomicUsize counter enforces trial limit increment_trial() was never called — budget enforcement was broken because TrialBudgetObserver had its own internal Arc<AtomicUsize> disconnected from the trial_counter used by evaluate_point() and cost(). With num_trials=2, PSO ran 20 particle evaluations instead of stopping at 2. Now TrialBudgetObserver::new() takes the caller-owned Arc<AtomicUsize> so all evaluation paths (LHS via evaluate_point + PSO via cost()) share one counter. ObjectiveFunction::cost() and ParallelObjectiveFunction::cost() increment trial_counter directly (fetch_add SeqCst) and check budget inline; observe_iter() reads the same counter to terminate PSO between iterations. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>	2026-03-26 01:18:19 +01:00
jgrusewski	d313486dc2	refactor(ml): split monolith into 9 sub-crates + delete dead code Extract 9 new sub-crates from the ml monolith to enable parallel compilation across the workspace: New crates (this commit): - ml-features (282 tests): feature engineering, 21 modules - ml-labeling (45 tests): triple barrier, meta-labeling, fractional diff - ml-ensemble (116 tests): ensemble coordination, voting, confidence - ml-hyperopt (47 tests): core PSO/TPE optimizer, parameter space - ml-checkpoint (41 tests): checkpoint persistence, compression, signing - ml-regime (68 tests): CUSUM, Bayesian changepoint, regime classification - ml-data-validation (67 tests): FDR correction, CPCV, data quality - ml-risk (33 tests): neural VaR, Kelly criterion, circuit breakers - ml-validation (43 tests): statistical validation, walk-forward, DSR Extended existing crates: - ml-dqn: added evaluation/ (backtesting engine, metrics, reports) and checkpoint implementation - ml-supervised: added checkpoint implementations - ml-core: added shared types needed by new sub-crates Pattern: each module in ml/ becomes a thin facade (pub use subcrate::*) with bridge modules staying in ml for cross-model adapter code. Dead code deleted (~7K lines): - 13 undeclared files in microstructure/ (never compiled) - 7 undeclared files + tests/ in risk/ (never compiled) - parquet_io, cache_service, cache_storage, minio_integration (unused) - extraction_wave_d_impl.rs (bare fn outside impl block) All 2,746 sub-crate tests + 951 ml tests pass. Full workspace builds clean. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>	2026-03-08 15:17:22 +01:00

Author

SHA1

Message

Date

jgrusewski

9b4395b0df

fix: trial budget observer — shared AtomicUsize counter enforces trial limit

increment_trial() was never called — budget enforcement was broken because
TrialBudgetObserver had its own internal Arc<AtomicUsize> disconnected from
the trial_counter used by evaluate_point() and cost(). With num_trials=2,
PSO ran 20 particle evaluations instead of stopping at 2.

Now TrialBudgetObserver::new() takes the caller-owned Arc<AtomicUsize> so
all evaluation paths (LHS via evaluate_point + PSO via cost()) share one
counter. ObjectiveFunction::cost() and ParallelObjectiveFunction::cost()
increment trial_counter directly (fetch_add SeqCst) and check budget inline;
observe_iter() reads the same counter to terminate PSO between iterations.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

2026-03-26 01:18:19 +01:00

jgrusewski

d313486dc2

refactor(ml): split monolith into 9 sub-crates + delete dead code

Extract 9 new sub-crates from the ml monolith to enable parallel
compilation across the workspace:

New crates (this commit):
- ml-features (282 tests): feature engineering, 21 modules
- ml-labeling (45 tests): triple barrier, meta-labeling, fractional diff
- ml-ensemble (116 tests): ensemble coordination, voting, confidence
- ml-hyperopt (47 tests): core PSO/TPE optimizer, parameter space
- ml-checkpoint (41 tests): checkpoint persistence, compression, signing
- ml-regime (68 tests): CUSUM, Bayesian changepoint, regime classification
- ml-data-validation (67 tests): FDR correction, CPCV, data quality
- ml-risk (33 tests): neural VaR, Kelly criterion, circuit breakers
- ml-validation (43 tests): statistical validation, walk-forward, DSR

Extended existing crates:
- ml-dqn: added evaluation/ (backtesting engine, metrics, reports)
  and checkpoint implementation
- ml-supervised: added checkpoint implementations
- ml-core: added shared types needed by new sub-crates

Pattern: each module in ml/ becomes a thin facade (pub use subcrate::*)
with bridge modules staying in ml for cross-model adapter code.

Dead code deleted (~7K lines):
- 13 undeclared files in microstructure/ (never compiled)
- 7 undeclared files + tests/ in risk/ (never compiled)
- parquet_io, cache_service, cache_storage, minio_integration (unused)
- extraction_wave_d_impl.rs (bare fn outside impl block)

All 2,746 sub-crate tests + 951 ml tests pass.
Full workspace builds clean.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>

2026-03-08 15:17:22 +01:00

2 Commits