Pre-req for sp20 parallel OFI extraction (next commit). Time-bucket
sharding with warmup overlap requires each shard to own a deep-cloned
calculator so the warmup walk replays trades+snapshots into shard-local
rolling-window state without contention.
State that needs Clone:
- OFICalculator (top-level; Option<Mbp10Snapshot> + 5 sub-state fields)
- VPINCalculator (VecDeque<f64> signed-volume buckets, max 50)
- KyleLambdaCalculator (2x VecDeque<f64>, max 100 each)
- TradeImbalanceTracker (4 primitives)
- OFIStats (VecDeque<f64>, max 300)
All field types already implement Clone (Mbp10Snapshot derives Clone in
data/providers/databento/mbp10.rs:72; VecDeque<f64> + primitives are
trivially Clone). Pure-derive change, zero behavioral diff. Verified via
SQLX_OFFLINE=true cargo check -p ml-features (clean build, 42s).
No audit-doc update required: changes are confined to ml-features and
do not touch crates/ml/src/(cuda_pipeline|trainers/dqn)/ which is the
trigger scope for the Invariant-7 audit-doc check.
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