jgrusewski 0c4b106394 feat(ml-backtesting): pnl_track_step resets trail_hwm on close transition ...

Two-instruction addition to the existing close-emission branch
(prev != 0 && now == 0). Without the reset, the next entry inherits
a stale HWM that could arm the trail spuriously on event 0 of the
new trade.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>

2026-05-20 00:31:05 +02:00

..

cuda

feat(ml-backtesting): pnl_track_step resets trail_hwm on close transition

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src

feat(ml-backtesting): pnl_track_step resets trail_hwm on close transition

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tests

feat(ml-backtesting): pnl_track_step resets trail_hwm on close transition

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build.rs

feat(ml-backtesting): build.rs + book_update CUDA kernel + sim skeleton

2026-05-18 08:26:53 +02:00

Cargo.toml

test(ml-backtesting): Ring 2 invariant fuzz at N ∈ {1, 16, 256} (C10)

2026-05-18 09:00:49 +02:00