a5c3d73d9e
- ml/tests/dqn_training_pipeline_test.rs: the inline TODO speculated about a future `load_checkpoint` hook; loader round-trip coverage already lives in dqn_checkpoint_tests. Reword to point there. - ml/tests/ppo_lstm_training_loop_tests.rs: the assertion on `hidden_state_manager.is_some()` is the public-surface proxy for "LSTM path active"; deeper introspection isn't exposed. Say so. - ml/tests/ppo_recurrent_integration_tests.rs: the test is already `#[ignore]`d; rewrite the inline TODO as a description of the missing `from_varbuilder` constructors on LSTMPolicyNetwork / LSTMValueNetwork. - risk/risk_engine.rs: VarEngine receives a default asset-class config because the schema-to-config conversion is not wired. Reword the TODO to describe that plainly. - trading_engine/types/errors.rs: `common::ConversionError` does not exist; keep ConversionError local and drop the aspirational re-export comment. - trading_engine/tests/audit_persistence_tests.rs: describe why the query assertion only checks the Ok shape (row-to-event mapping not wired) rather than pointing at a nonexistent line number. Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
risk
Enterprise risk management for HFT.
Key Types
RiskEngine— central risk evaluation and enforcementAtomicKillSwitch— atomic trading halt with Redis coordinationKellySizer— Kelly criterion position sizingStressTester— extreme market scenario simulationComplianceValidator— SOX, MiFID II regulatory checksDrawdownMonitor— peak-to-trough equity trackingCircuitBreaker— threshold-based trading pausesCorrelationMonitor— cross-asset correlation tracking
Value at Risk
Four VaR methods plus Expected Shortfall (CVaR): historical simulation, Monte Carlo, parametric (variance-covariance).
Config Presets
development_config()— relaxed limits for local testingproduction_config()— 5ms safety check timeout, strict position limits