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Author	SHA1	Message	Date
jgrusewski	3cbf643b4d	fix(trading_engine): add OrderSide to ExecutionResult, fix always-buy direction ExecutionResult.executed_quantity is always a positive magnitude, so the old `is_buy = executed_quantity > ZERO` check was always true — every fill was treated as a buy regardless of order side. Add an explicit `pub side: OrderSide` field to ExecutionResult and use `execution.side == OrderSide::Buy` in PositionManager. All construction sites (source, tests, benchmarks) updated; sell-side tests now use positive quantities with `side: OrderSide::Sell` instead of the former negative-quantity hack. Addresses audit item H4 (position direction always buy). Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>	2026-02-23 20:45:59 +01:00
jgrusewski	2df1ea92e1	feat(ml): WAVE 29 DQN Codebase Cleanup & Refactoring Campaign BREAKING CHANGES: - Removed orphaned dqn.rs monolithic trainer (4,975 lines) - Removed orphaned dqn_ensemble.rs module (816 lines) - Removed orphaned tft.rs and tft_complete_int8_integration_test.rs - TFT trainer split into modular directory structure DQN Module Refactoring: - Split trainers/dqn.rs into modular structure (config.rs, statistics.rs, trainer.rs) - Fixed hyperopt 39D search space (continuous params only) - Boolean flags (use_dueling, use_double_dqn, use_per, use_noisy_nets) are now FIXED architectural decisions - use_distributional defaults to false (Candle BUG #36 - scatter_add gradient issues) Clean Module Structure: - ml/src/trainers/dqn/ directory with proper mod.rs exports - ml/src/trainers/tft/ directory with config.rs, types.rs, model.rs, trainer.rs, tests.rs - All P0 features validated: TD-error clamping, batch diversity, LR scheduler, priority staleness Documentation: - Added comprehensive docs in docs/codebase-cleanup/ - ADR-001 for DQN refactoring decisions - Rainbow DQN component matrix and quick reference guides Build Status: Compiles with zero errors 🤖 Generated with [Claude Code](https://claude.com/claude-code) Co-Authored-By: Claude <noreply@anthropic.com>	2025-11-27 23:46:13 +01:00

Author

SHA1

Message

Date

jgrusewski

3cbf643b4d

fix(trading_engine): add OrderSide to ExecutionResult, fix always-buy direction

ExecutionResult.executed_quantity is always a positive magnitude, so the
old `is_buy = executed_quantity > ZERO` check was always true — every
fill was treated as a buy regardless of order side.

Add an explicit `pub side: OrderSide` field to ExecutionResult and use
`execution.side == OrderSide::Buy` in PositionManager.  All construction
sites (source, tests, benchmarks) updated; sell-side tests now use
positive quantities with `side: OrderSide::Sell` instead of the former
negative-quantity hack.

Addresses audit item H4 (position direction always buy).

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>

2026-02-23 20:45:59 +01:00

jgrusewski

2df1ea92e1

feat(ml): WAVE 29 DQN Codebase Cleanup & Refactoring Campaign

BREAKING CHANGES:
- Removed orphaned dqn.rs monolithic trainer (4,975 lines)
- Removed orphaned dqn_ensemble.rs module (816 lines)
- Removed orphaned tft.rs and tft_complete_int8_integration_test.rs
- TFT trainer split into modular directory structure

DQN Module Refactoring:
- Split trainers/dqn.rs into modular structure (config.rs, statistics.rs, trainer.rs)
- Fixed hyperopt 39D search space (continuous params only)
- Boolean flags (use_dueling, use_double_dqn, use_per, use_noisy_nets) are now FIXED architectural decisions
- use_distributional defaults to false (Candle BUG #36 - scatter_add gradient issues)

Clean Module Structure:
- ml/src/trainers/dqn/ directory with proper mod.rs exports
- ml/src/trainers/tft/ directory with config.rs, types.rs, model.rs, trainer.rs, tests.rs
- All P0 features validated: TD-error clamping, batch diversity, LR scheduler, priority staleness

Documentation:
- Added comprehensive docs in docs/codebase-cleanup/
- ADR-001 for DQN refactoring decisions
- Rainbow DQN component matrix and quick reference guides

Build Status: Compiles with zero errors

🤖 Generated with [Claude Code](https://claude.com/claude-code)

Co-Authored-By: Claude <noreply@anthropic.com>

2025-11-27 23:46:13 +01:00

2 Commits