jgrusewski 4d08472d95 feat(tick): MicrostructureState — 12 new tick-level features, O(1)/tick ...

OFI trajectory (online LinReg), realized variance, Hawkes intensity,
book pressure gradient, spread dynamics, aggression ratio, queue
depletion, order count flux, intra-bar momentum (Welford), regime
score, OFI acceleration, toxicity gradient. ExtendedOFIFeatures [20].

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

2026-04-17 00:06:32 +02:00

..

src

feat(tick): MicrostructureState — 12 new tick-level features, O(1)/tick

2026-04-17 00:06:32 +02:00

Cargo.toml

fix: test reads threshold from dqn-smoketest.toml — no hardcoded values

2026-03-31 12:37:25 +02:00