Expand FeatureVector from 40 to 42 dimensions by including ADX(14) at
index 40 and CUSUM direction at index 41 from the existing CPU feature
extraction pipeline. This eliminates proxy-based regime classification
and enables GPU-native regime detection via tensor narrow/comparison ops.
Key changes:
- extraction.rs: wire RegimeADXFeatures + RegimeCUSUMFeatures into
extract_current_features_v2(), output 42 features per bar
- regime_conditional.rs: classify_regime_masks_gpu() creates per-regime
mask tensors entirely on GPU (ADX > 0.25 = trending, |CUSUM| > 0.7 =
volatile, else ranging). Zero CPU roundtrip in training hot path.
- trainer.rs/config.rs: state_dim 43→45 (no OFI), 51→53 (with OFI),
aligned dims unchanged (48/56). GPU batch insertion for all 3 heads.
- CUDA header: MARKET_DIM 40→42
- walk_forward.rs: FEATURE_DIM 40→42
- 42 files updated, all [f64;40]→[f64;42] propagated across workspace
Test results: ml=874/0, ml-dqn=354/0, ml-features=282/0, ml-core=274/0
Real data GPU smoke tests: 7/7 passed (OHLCV + OFI + trade enrichment)
Hyperopt baseline RL: 2 trials completed on local RTX 3050 Ti
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>
