jgrusewski 6575eea8da feat: OFI embed MLP forward (18→10 cuBLAS) — learned order flow compression ...

Extracts [raw_ofi(8); delta_ofi(8); book_aggression(1); log_duration(1)]
= 18-dim from state vector, compresses to 10-dim via cuBLAS SGEMM +
bias+ReLU. Xavier init. Runs in training forward path before Mamba2
and attention, making the embedding available for temporal enrichment.

190 trainable params (18×10 + 10 bias). ~0.05ms per step.

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>

2026-04-20 00:49:18 +02:00

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backtesting

refactor: collapse 9-level to 7-level ExposureLevel — eliminate degenerate Flat variants

2026-04-11 11:54:09 +02:00

common

fix: switch tracing to stderr (unbuffered) — stdbuf has no effect on Rust

2026-04-02 16:29:55 +02:00

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: OFI embed MLP forward (18→10 cuBLAS) — learned order flow compression

2026-04-20 00:49:18 +02:00

ml-asset-selection

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ml-backtesting

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ml-checkpoint

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ml-core

feat: 4th direction Hold action — keep position unchanged, zero cost

2026-04-20 00:29:24 +02:00

ml-data

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ml-data-validation

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ml-dqn

feat: Hold action — backtest kernel, epsilon_greedy, action selector, defaults

2026-04-20 00:40:56 +02:00

ml-ensemble

feat(ensemble): GPU-native ensemble reduce kernel, remove CPU fallbacks

2026-03-29 22:35:37 +02:00

ml-explainability

feat(ensemble): GPU-native ensemble reduce kernel, remove CPU fallbacks

2026-03-29 22:35:37 +02:00

ml-features

fix: zen precommit — 2 criticals + 3 lows resolved

2026-04-17 02:05:20 +02:00

ml-hyperopt

refactor: LHS is the correct algorithm for small budgets, not a fallback

2026-03-29 19:18:47 +02:00

ml-labeling

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ml-observability

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ml-paper-trading

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ml-ppo

cleanup: rename all _bf16 kernel functions and variables — pure f32 pipeline

2026-04-18 10:19:12 +02:00

ml-regime

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ml-regime-detection

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ml-risk

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ml-security

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ml-stress-testing

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ml-supervised

cleanup: remove half crate dependency from entire workspace

2026-04-10 18:54:14 +02:00

ml-universe

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ml-validation

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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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training_uploader

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