8b81138262
Rewrite 7 crate READMEs to reflect current architecture: correct model types (DQN/PPO/TFT/Mamba2), AtomicKillSwitch, real EnsembleConfig source from ml, actual data crate purpose, web-dashboard project details, ml_training_service ports. Fix 5 api_gateway/TLI docs: strip swarm agent framing, update service endpoints to api_gateway:50050, remove deleted dashboard references and hardcoded paths. Add missing web-gateway/README.md documenting 24 REST endpoints, WebSocket support, JWT auth, and 3-tier rate limiting. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
45 lines
1.5 KiB
Markdown
45 lines
1.5 KiB
Markdown
# 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
|
|
|
|
```rust
|
|
use adaptive_strategy::{AdaptiveStrategy, StrategyConfig};
|
|
|
|
let config = StrategyConfig::default();
|
|
let strategy = AdaptiveStrategy::new(config).await?;
|
|
```
|
|
|
|
## Testing
|
|
|
|
```bash
|
|
SQLX_OFFLINE=true cargo test -p adaptive-strategy --lib
|
|
```
|
|
|
|
## Dependencies
|
|
|
|
Core: `tokio`, `candle-core`, `serde`, `tracing`, `chrono`
|
|
ML models provided by the `ml` crate.
|