jgrusewski 63bb4e98af feat(ml): add volume-dependent slippage model ...

SlippageModel trait with two implementations:
- LinearImpactModel: sqrt market impact (spread/2 + eta*sqrt(V/ADV) + order premium)
- FixedCostModel: backward-compat wrapper for existing 15/5/10 bps constants

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>

2026-03-03 03:07:45 +01:00

..

backtesting

docs: create/update README.md for all 17 crates

2026-03-01 22:47:39 +01:00

common

fix(dqn,ppo): prevent 45-action collapse with entropy, exploration, and monitoring fixes

2026-03-03 02:04:22 +01:00

config

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ctrader-openapi

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data

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database

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market-data

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ml

feat(ml): add volume-dependent slippage model

2026-03-03 03:07:45 +01:00

ml-data

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model_loader

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risk

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risk-data

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storage

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trading_engine

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trading-data

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2026-03-01 22:47:39 +01:00

training_uploader

docs: add lib.rs doc comment to training_uploader

2026-03-01 22:53:11 +01:00

web-gateway

fix(clippy): resolve all workspace clippy warnings

2026-03-02 22:06:25 +01:00