- Dockerfile.service: unified multi-stage with sccache S3 support
- Dockerfile.web-gateway: Node dashboard + Rust gateway combined
- Dockerfile.training: CUDA 12.4 with H100 target (compute cap 9.0)
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
- kapsule: cluster + 3 node pools (always-on, ci, gpu)
- object-storage: S3 bucket with 30-day sccache expiry
- registry: private Container Registry namespace
- secrets: JWT + DB password via Secret Manager
- block-storage: 100GB b_ssd for training data
All managed via Terragrunt with shared provider/backend.
Gitignore exception added for infra/*/secrets/ (TF code, not actual secrets).
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Scaleway provider, Object Storage backend for state,
common inputs (region nl-ams, zone nl-ams-1).
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
14 tasks across 5 batches: cluster foundation, CI/CD,
paper trading deployment, GPU training, and verification.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
- Fix backtesting_service compilation after merging dead code removal
- Remove orphaned trait impl methods (check_data_availability, get_sentiment_data,
create_backtest_record, update_backtest_status, store_time_series_data)
- Wire up OHLCV fields (open/high/low/volume) in baseline strategies:
MA crossover uses bar range for volatility filter and bullish bar detection,
buy-and-hold adds volume-based liquidity filter
- Remove TimeFrame enum (unused, all data is minute bars)
- Simplify NewsEvent to unit struct (sentiment fields were never populated)
- Remove dead extract_features method and bar_history buffer from MLPoweredStrategy
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Rename unused struct fields and methods with _ prefix across 39 files
in risk, services, fxt, and test crates. Fixes CorrelationMatrix field
reference after rename.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Strip all 413 #[allow(dead_code)] annotations from 139 files and remove
the actual dead code they were suppressing: unused struct fields (and their
constructor sites), unused methods/functions, and entire dead structs.
Key removals:
- trading_engine compliance: ~50 dead structs/fields across audit, reporting, SOX modules
- trading_service: dead execution engine fields, broker routing, paper trading methods
- ml_training_service: dead TLS validation (~340 lines), GPU state, monitoring fields
- backtesting_service: dead model cache, TLS validation, TradeSignal fields
- risk: dead VaR engine fields, safety coordinator fields, position tracker fields
- adaptive-strategy: dead ensemble methods, regime detection, sizing functions
147 files changed, -4264 net lines. Workspace compiles with 0 errors.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
All 18 findings now have resolution status:
- 8 fixed with real implementations
- 3 fixed with honest errors (instead of fake data)
- 4 deferred (need infrastructure)
- 3 acceptable as-is
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Coordinator (ml/src/integration/coordinator.rs):
- Delete 9 fake heuristic methods (500+ lines) that pretended to be
real DQN/TFT/TGGN/LNN/Mamba predictions using sin()/tanh() math
- Make generate_model_specific_prediction() return Err instead of
fake predictions — prevents trading on fabricated signals
- Make ensemble fault-tolerant: skip failed models instead of
failing entire ensemble (execute_parallel/execute_sequential)
- Remove double-fallback in execute_single_model error path
Enhanced ML (trading_service):
- get_model_performance(): compute accuracy from real
inference_count/error_count instead of returning all zeros
- get_feature_importance(): return Status::unavailable instead of
hardcoded fake values — honest about missing SHAP implementation
Autonomous scaling (trading_agent_service):
- diversification_score: compute real HHI from instrument volume
distribution instead of hardcoded 0.8
- ml_confidence: keep liquidity heuristic but remove warn!() spam
Position limiter (risk):
- Remove redundant portfolio_id field from CachedPosition — the
DashMap key already provides account-based isolation
- Remove misleading "stub" comment — was not a stub
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Backs up the .git/hooks/pre-commit hook to a tracked file.
Includes stub detection (hardcoded returns, marker strings).
Cargo check removed — agents validate before commit.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Workspace tokio already specifies the needed features (rt-multi-thread,
macros, net, sync, time, fs, signal, io-util, test-util). Three crates
(test_common, test_harness, vault_integration) were skipped because
they are not workspace members and cannot use workspace = true.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
8 critical stubs found in risk-data, adaptive-strategy, trading_service,
and ml/integration. 3 crate groups clean (infra, frontend, CLI).
Priority: VPIN calculator, portfolio positions, enhanced_ml endpoints.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Approved design for full-codebase audit using 6 parallel agents
scanning 14 stub patterns, plus lint prevention in pre-commit hook.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
- Add debug_assert_eq! guards in 4 train_baseline functions to catch
bar/feature length misalignment at debug time (#4)
- Remove "last sample targets itself" block in hyperopt PPO adapter
that created ~0 return sample biasing toward HOLD (#5)
- Align hyperopt state_dim 54→51 and num_actions 45→3 to match
train_baseline architecture, making tuned hyperparams transferable (#6)
- Use greedy_action() in evaluate_baseline PPO eval for deterministic results
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
- Remove !.env.runpod exclusion from .gitignore (file says "DO NOT COMMIT")
- Untrack .claude/ralph-loop.local.md (session-local state)
- .env.runpod.template remains tracked as the safe reference
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
.claude/settings.local.json was already in .gitignore but still tracked.
.serena/project.yml is IDE-specific config that shouldn't be versioned.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Shared DBN loading, timestamp dedup, and spread cost helpers used by
train_baseline, evaluate_baseline, and hyperopt_baseline extracted to
ml/examples/baseline_common/mod.rs to eliminate ~190 lines of duplication.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Three critical PPO fixes:
1. Add PPO::act_with_log_prob() returning (action, log_prob, value).
The existing act() discarded the policy log-probability, making
PPO importance sampling use wrong ratios during training.
2. Cap trajectory length with --max-steps-per-epoch in train_baseline
PPO path. DQN already had this limit; PPO iterated all features
(~500K per fold), causing OOM on 4GB GPU.
3. Replace random actions and fake log_prob/value in hyperopt PPO
adapter with real agent.act_with_log_prob() calls. Trajectories
now reflect actual policy behavior for meaningful hyperopt.
Also adds warmup offset alignment to PPO trajectory collection
(matching the DQN fix) and fixes .unwrap() in test.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Ignore ML checkpoints, trained model safetensors, stray ml/ml/ dir,
and .claude/worktrees/. Clean up duplicate hive-mind-prompt entries.
Add 17 design/implementation plan docs from 2026-02-20 to 2026-02-22.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Stashed changes had real safetensors weight loading via VarMap::load.
Audit branch was conservative (validate-only). Kept the real loading
and simplified Mamba2 to use the same VarMap::load pattern as TFT.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
The rate limiter trusted the client-controlled X-Forwarded-For header
to identify clients. An attacker could rotate this header value on every
request to bypass rate limits entirely.
Now uses ConnectInfo<SocketAddr> (the actual TCP connection address) as
the rate limiting key. Server is configured with
into_make_service_with_connect_info to populate this.
X-Forwarded-For and X-Real-Ip headers are no longer consulted.
Falls back to "unknown" if ConnectInfo is unavailable (tests).
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
get_historical_returns was returning a hardcoded 20-value vector of fake
returns for ALL symbols, causing Kelly criterion to compute position sizes
based on fabricated data. Now returns an error explaining that no market
data feed is connected.
calculate_position_size catches the Kelly/PPO sizing errors and falls
back to standard fixed-fraction sizing with a warning log, instead of
propagating the error to callers.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
The VaR engine's get_symbol_volatility used hardcoded per-asset-class
annual volatility values (e.g. 25% for equities, 80% for crypto) without
any indication to operators that real market data was not being used.
Now emits a tracing::warn on every static volatility lookup so operators
see it in logs. Also adds a volatility_overrides HashMap<String, f64>
field on VarEngine for manual per-symbol overrides until a real market
data feed is integrated.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
reconnect() previously slept 500ms then unconditionally set
SessionState::Active, faking a successful reconnection regardless of
whether any broker or infrastructure was actually reachable.
Now performs a DB health check (SELECT 1) after the sleep. If the
check fails, state is set to Disconnected and an error is returned.
Active is only set when the health check passes. The DB ping is the
best available liveness probe until a real FIX/cTrader session is
wired into SessionRecovery.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
A single CTRADER_LIVE=true env var was enough to route real money orders
through the broker. Now requires CTRADER_LIVE_CONFIRMED=I_UNDERSTAND_REAL_MONEY
alongside it, preventing accidental live trading from copy-pasted configs.
Also adds prominent warning log when live mode activates and info log
for demo mode.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Both route_order and cancel_order used let _ = to discard DB update
errors after successful broker operations. This means an order could be
live at the broker while the database still shows PENDING_SUBMIT or
CANCEL_PENDING, with no log entry to alert operators.
Replaced with if let Err(db_err) that logs at error level with CRITICAL
prefix, client_order_id, and broker_order_id for manual reconciliation.
The RPC still returns success since the broker operation completed.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
The previous (quantity * 100_000.0) as i64 silently truncated
fractional lots and could overflow on extreme values. Added
convert_quantity_to_volume() that validates the result is finite,
non-negative, and within i64 range, using round() instead of
truncation. Includes 7 unit tests covering normal values, fractional
rounding, overflow, negative, NaN, infinity, and zero edge cases.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
from_checkpoint was creating fresh models with random weights and setting
is_trained=true, allowing trading on noise. Now validates checkpoint exists
and does NOT set is_trained=true when weights are random.
Mamba2 predict errors are now wrapped as MLError::InferenceError so the
fallback manager can degrade model health. Both TFT and Mamba2 predict
refuse to run on untrained models, and is_ready() reflects trained state.
Also fixes TFT input_dim mismatch (16 vs 5+10+16=31).
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
