42634014b6
Removed duplicate DQNConfig from agent.rs (13 fields, pre-Rainbow with f64 gamma/epsilon) and adaptive-strategy stub (unit struct). Canonical definition in dqn/dqn.rs now has 51 fields covering full Rainbow DQN plus agent-level trading parameters (minimum_profit_factor, weight_decay). Key changes: - agent.rs imports DQNConfig from dqn.rs instead of defining its own - Fixed f32/f64 type mismatches (epsilon_start/end/decay cast to f64 where QNetworkConfig expects f64) - Renamed replay_buffer_size -> replay_buffer_capacity across all callers - Updated 13 files across ml, adaptive-strategy, and trading_service - All 2009 ml tests pass, 0 clippy warnings in modified files Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
adaptive-strategy
Adaptive trading strategy framework combining ensemble ML models, execution algorithms, market microstructure analysis, and risk management.
Overview
AdaptiveStrategy is the top-level type. It wraps an EnsembleCoordinator in Arc<RwLock> and coordinates predictions from four model types -- DQN, PPO, TFT, and Mamba2 -- loaded via InferenceAdapterBridge from the ml crate.
EnsembleConfig is re-exported from ml (not defined in this crate).
Modules
- config -- Strategy configuration, seeded IDs (
default-production,development,aggressive) - ensemble --
EnsembleCoordinator, model weighting, signal aggregation - execution -- TWAP, VWAP, Implementation Shortfall, POV, Arrival Price algorithms
- microstructure -- Order book analysis, trade flow classification, price impact modeling
- regime -- Market regime detection (HMM, threshold, ML-based)
- risk -- Position sizing (Kelly, risk parity, vol targeting), portfolio limits, drawdown monitoring
Features
| Cargo feature | Description |
|---|---|
postgres |
Hot-reload strategy config from PostgreSQL |
Usage
use adaptive_strategy::{AdaptiveStrategy, StrategyConfig};
let config = StrategyConfig::default();
let strategy = AdaptiveStrategy::new(config).await?;
Testing
SQLX_OFFLINE=true cargo test -p adaptive-strategy --lib
Dependencies
Core: tokio, candle-core, serde, tracing, chrono
ML models provided by the ml crate.