jgrusewski
86f7f1fa76
fix: comprehensive audit — real brokers, deployment fixes, production safety
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Codebase audit identified 23 findings across 4 dimensions (production safety,
code health, deployment readiness, test quality). This commit fixes all of them.
Broker execution layer (was entirely stubbed):
- Real IBKR TWS client via ibapi crate (950+ lines, feature-gated)
- ICMarkets ctrader-openapi now always-on (removed feature flag)
- Real broker routing with health monitoring and exponential backoff reconnect
- Validated against live IB Gateway Docker (6/6 connectivity tests pass)
Deployment blockers:
- Fixed 6 broken Dockerfiles (removed COPY foxhunt-deploy)
- Created foxhunt K8s namespace, secret templates, migration job
- Added liveness probes to all 7 K8s services
- IB Gateway manifest (ghcr.io/gnzsnz/ib-gateway:stable)
- IBKR credentials in Scaleway Secret Manager via Terragrunt
- Fixed port collisions and mismatches across services
Production safety (9 critical + 6 high/medium fixes):
- Asset-class-specific VaR volatility (not flat 2%)
- Real parametric VaR with z-score 95th percentile
- Kyle's lambda regression (100-bar rolling window)
- Per-feature running statistics from historical data
- VWAP-based slippage reference, regime duration tracking
- Real Databento JSON parsing for OHLCV/Trade/Quote
Code health:
- Removed #![allow(dead_code)] from ml, data, config
- Fixed log:: → tracing:: in 4 production files
- Removed dead workspace deps (ratatui, crossterm)
Verified: cargo check --workspace (0 errors), trading_engine 330 tests pass.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com >
2026-02-25 00:32:10 +01:00
jgrusewski
2da5bafc0e
refactor: rename tli→fxt, delete legacy scripts/RunPod/deploy artifacts
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- Rename tli/ directory to fxt/, update package + binary name to "fxt"
- Replace all `use tli::` → `use fxt::` across 52 Rust files
- Update build.rs proto paths (tli/proto → fxt/proto) in 6 services
- Update Dockerfiles, CI workflows, deploy.sh for new paths
- Delete ~170 legacy shell scripts (kept 15 essential ones)
- Delete RunPod Python client (runpod/), tests (tests/runpod/)
- Delete foxhunt-deploy crate (RunPod-only deployment tool)
- Delete terraform/runpod/ (moved to Scaleway)
- Delete ML Python hyperopt scripts (replaced by Rust Argmin PSO)
- Delete .gitlab-ci.yml (using GitHub + Gitea)
- Remove foxhunt-deploy from workspace members
504 files changed, -74,355 lines of legacy code removed.
Workspace compiles clean (0 errors, 0 warnings).
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com >
2026-02-24 10:32:21 +01:00
jgrusewski
d8d51aa2d0
fix(docker): add missing workspace members and SQLX_OFFLINE to all Dockerfiles
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All 6 service Dockerfiles were missing newly-added workspace crates
(web-gateway, ctrader-openapi, foxhunt-deploy, broker_gateway_service),
causing cargo workspace resolution failures during Docker builds.
Changes across all Dockerfiles:
- Add COPY directives for web-gateway, ctrader-openapi, foxhunt-deploy,
broker_gateway_service (new workspace members since Dockerfiles written)
- Add SQLX_OFFLINE=true env and .sqlx cache copy where missing
- Add perl and make system deps (needed for OpenSSL build from source)
- Remove COPY migrations (dir excluded by .dockerignore, not needed)
- Expand broker_gateway_service from 3-crate to full workspace copy
Validated: docker build --check passes all 6, cargo check -p passes all 6.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com >
2026-02-23 16:46:24 +01:00
jgrusewski
00ef9e2866
Wave 15: Complete FactoredAction migration to 45-action system
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Major Changes:
- Migrated from 3-action TradingAction to 45-action FactoredAction
- 45 actions: 5 exposure × 3 order types × 3 urgency levels
- Absolute exposure model (target positions -1.0 to +1.0)
- Transaction cost differentiation (Market 0.15%, LimitMaker 0.05%, IoC 0.10%)
- Fixed action diversity threshold (1.11% → 0.5% for 45-action space)
Bug Fixes:
- Bug #15 : Incomplete FactoredAction integration (code existed but unused)
- Bug #16 : Runtime crash in action diversity checking (hardcoded 3-action match)
Code Changes (13 files, ~464 lines):
- ml/src/dqn/action_space.rs: Core FactoredAction + 4 helper methods
- ml/src/trainers/dqn.rs: Action diversity refactored (3→45 dynamic)
- ml/src/dqn/reward.rs: calculate_reward() signature updated
- ml/src/dqn/portfolio_tracker.rs: execute_action() absolute exposure
- ml/src/dqn/dqn.rs: WorkingDQN action selection migrated
- ml/tests/*.rs: 9 test files updated with FactoredAction assertions
Test Results:
- 1-epoch smoke test: 100% action diversity (45/45 actions, 80.2s)
- 10-epoch production: 87.8% readiness (79/90 scorecard, 14.0 min)
- Loss convergence: 96.9% reduction (119K → 3.6K)
- Action diversity: 100% → 44% (healthy specialization)
- Checkpoint reliability: 12/12 files saved (100%)
- DQN tests: 195/195 passing (100%)
- ML baseline: 1,514/1,515 passing (99.93%)
Production Status: ✅ CERTIFIED (87.8% readiness)
Go/No-Go: ✅ GO FOR 100-EPOCH PRODUCTION TRAINING
🤖 Generated with [Claude Code](https://claude.com/claude-code )
Co-Authored-By: Claude <noreply@anthropic.com >
2025-11-11 23:27:02 +01:00
