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5 Commits

Author SHA1 Message Date
jgrusewski
3d7d9c3d03 fix: update 9 test files for 14D DQNParams restructure 
Tests referenced old DQNParams fields (learning_rate, batch_size,
ensemble_size, etc.) that were absorbed into family intensity scalars.
Rewrote all affected tests to validate the 14D search space layout,
intensity bounds [0.0, 2.0], and round-trip serialization.

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
 2026-03-31 01:30:33 +02:00
jgrusewski
5cb400a73b feat: Q-gap conviction filter + remove dead use_branching kernel arg 
Add q_gap_threshold to action selection kernel: when greedy Q(best) - Q(flat)
< threshold, default to flat. Teaches model to trade only with conviction.
39D search space (was 38D). Default 0.0 (disabled), hyperopt range [0.0, 0.5].

Remove use_branching parameter from experience_action_select — GPU pipeline
always uses branching DQN. Flat mode was dead code.

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
 2026-03-22 23:05:46 +01:00
jgrusewski
ad5423e016 feat: hyperopt 31D→38D — 7 composite reward weight dimensions 
Expand the DQN hyperopt parameter space from 31D to 38D by adding 7 GPU
composite reward weights (w_dsr, w_pnl, w_dd, w_idle, dd_threshold,
loss_aversion, time_decay_rate) at indices 31-37.

- Remove hold_penalty_weight from DQNParams (replaced by w_idle)
- Add #[serde(default)] for backward compat with old JSON results
- Phase Fast fixes reward weights to defaults (not searched)
- Wire reward weights from DQNParams → DQNHyperparameters in train_with_params
- Fix all tests: 134 hyperopt + 7 ensemble + 5 JSON export tests pass
- Fix stale 40D ensemble tests → 38D layout (were already broken pre-change)

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
 2026-03-22 21:13:31 +01:00
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
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