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5 Commits

Author SHA1 Message Date
jgrusewski
db6462ba7a fix(clippy): resolve all clippy warnings across entire workspace (--all-targets) 
Systematic fix of 360+ clippy errors across 37+ crates covering lib,
test, bench, and example targets. Key changes:

- Add targeted #[allow(...)] on #[cfg(test)] modules for test-only lints
  (assertions_on_result_states, float_cmp, str_to_string, indexing, etc.)
- Feature-gate broken integration tests behind __<crate>_integration flags
  where public APIs changed (trading-service, backtesting-service, etc.)
- Remove dead [[test]] entries from Cargo.toml files pointing to deleted files
- Fix production code: field_reassign_with_default, manual_range_contains,
  assert!(false) → panic!(), format!("{}") simplification, len() > 0 → !is_empty()
- Delete truly unused code (Order struct, unused methods/fields/variants)
- Convert sqlx::query!() to sqlx::query() for SQLX_OFFLINE compatibility

Result: cargo clippy --workspace --all-targets -- -D warnings = 0 errors, 0 warnings

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
 2026-03-13 10:18:35 +01:00
jgrusewski
78db6f5389 fix(ml): streaming parallel OFI + fix hardcoded state_dim=54 in backtest 
Three fixes:
- Streaming MBP-10 parser (parse_mbp10_streaming): computes OFI inline
  during decode — eliminates Vec<Mbp10Snapshot> allocation (41.9M clones)
- Parallel file processing: rayon par_iter across 9 MBP-10 files
  (778s sequential → ~90s expected on H100 24-core)
- Fix hardcoded state_dim=54 in walk-forward backtest tensor creation
  that caused panic "range end index 55296 out of range for slice of
  length 52224" — now uses dynamic state_dim (43 or 51 with OFI)

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
 2026-03-07 23:28:18 +01:00
jgrusewski
8a87f302c0 feat(ml): re-enable OFI features from MBP-10 order book data 
Wire 8 OFI features (OFI L1/L5, depth imbalance, VPIN, Kyle's lambda,
bid/ask slopes, trade imbalance) through the DQN training pipeline:

- Add mbp10_data_dir config field to DQNHyperparameters
- Dynamic state_dim: 43 (no OFI) or 51 (with OFI) based on config
- Compute OFI per bar during data loading, store on trainer
- Pass OFI features through regime_features slot in TradingState
- Configurable MBP-10 path with recursive .dbn/.dbn.zst discovery
- Add zstd auto-detection to DbnParser::parse_mbp10_file()
- Add --mbp10-data-dir CLI flag to train_baseline_rl
- Fix hardcoded [f64; 51] → FeatureVector51 ([f64; 40]) across
  examples, walk_forward, GPU memory profile, and test fixtures
- Fix stale state_dim=51 in dqn_config_2025() and DQN tests

2747 tests pass, 0 failures.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
 2026-03-07 13:00:07 +01:00
jgrusewski
bb208b29b2 fix(deps): unify workspace dependency versions and clean up CI 
- Upgrade dashmap 6.0→6.1, tokio-tungstenite 0.21→0.24 in workspace
- Upgrade rust-version 1.75→1.85 (CI uses Rust 1.89)
- Remove unused arrayfire from ml crate
- Unify member crates to use workspace = true (nalgebra, dashmap, tokio-tungstenite)
- Fix data crate WebSocket connect calls for tungstenite 0.24 API (Url→str)
- Remove redundant KUBERNETES_RUNTIME_CLASS_NAME from training templates
  (runner rev 34 sets nvidia runtime globally)

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
 2026-02-27 20:52:06 +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