# adaptive-strategy

Adaptive trading strategy framework combining ensemble ML models, execution algorithms, market microstructure analysis, and risk management.

## Overview

`AdaptiveStrategy` is the top-level type. It wraps an `EnsembleCoordinator` in `Arc<RwLock>` and coordinates predictions from four model types -- DQN, PPO, TFT, and Mamba2 -- loaded via `InferenceAdapterBridge` from the `ml` crate.

`EnsembleConfig` is re-exported from `ml` (not defined in this crate).

## Modules

- **config** -- Strategy configuration, seeded IDs (`default-production`, `development`, `aggressive`)
- **ensemble** -- `EnsembleCoordinator`, model weighting, signal aggregation
- **execution** -- TWAP, VWAP, Implementation Shortfall, POV, Arrival Price algorithms
- **microstructure** -- Order book analysis, trade flow classification, price impact modeling
- **regime** -- Market regime detection (HMM, threshold, ML-based)
- **risk** -- Position sizing (Kelly, risk parity, vol targeting), portfolio limits, drawdown monitoring

## Features

| Cargo feature | Description |
|---------------|-------------|
| `postgres`    | Hot-reload strategy config from PostgreSQL |

## Usage

```rust
use adaptive_strategy::{AdaptiveStrategy, StrategyConfig};

let config = StrategyConfig::default();
let strategy = AdaptiveStrategy::new(config).await?;
```

## Testing

```bash
SQLX_OFFLINE=true cargo test -p adaptive-strategy --lib
```

## Dependencies

Core: `tokio`, `candle-core`, `serde`, `tracing`, `chrono`
ML models provided by the `ml` crate.