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>
trading_engine
High-performance execution core for HFT — RDTSC timing, SIMD processing, lock-free data structures.
Key Types
TradingEngine— central execution engineOrderManager— order lifecycle management (placement, execution, cancellation)IbAdapter— Interactive Brokers connectivityIcMarketsAdapter— ICMarkets FIX 4.4 connectivity
Features
- RDTSC for sub-microsecond timing, CPU affinity for dedicated core execution
- SIMD-accelerated data processing
- Lock-free concurrent queues and ring buffers
- Event-sourced architecture for deterministic state reconstruction
- Multi-broker connectivity (IB TWS, ICMarkets)
Usage
use trading_engine::engine::TradingEngine;
let mut engine = TradingEngine::new();
engine.connect_broker(BrokerType::InteractiveBrokers).await?;
let order_id = engine.place_order(order).await?;