Files
foxhunt/crates/ml-backtesting
jgrusewski 0b8dfa946f feat(ml-backtesting): host-side order types + SlotTag
OrderIntent (ergonomic host-side enum for policy YAML config + audit
reconstruction), OrderEvent (24-byte repr(C) Pod for the device-side
audit ring), TradeRecord (40-byte repr(C) Pod for the device-side
trade-log buffer), SlotTag (u32-packed {SlotKind, index, generation}
for cancel/modify against slot reuse), plus Side / LimitKind /
SlotKind / LimitParams.

Size pinning tests (24/40 bytes) ensure any future field-add forces
the kernel-side struct to migrate in lockstep. Serde roundtrips cover
OCO + Cancel variants. Renamed `.gen()` accessor to `.generation()`
to dodge the Rust 2024 reserved-keyword clash.

OCO is two limit legs linked by oco_pair byte on-device (not recursive
in OrderIntent) per spec §3 — keeps device-side layout flat for the
matching kernel coming in C5.

Adds ml-alpha + bytemuck + serde_json + tracing + thiserror to deps.
cudarc + parquet + arrow added later when CUDA + sweep aggregator
land (C4 / C9). No CUDA dependency in this commit.

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-18 08:11:50 +02:00
..