jgrusewski 8b68954ded feat(tick): precompute pipeline wires MicrostructureState — 20 OFI features ...

12 new tick-level features computed per bar from MBP-10 snapshots:
OFI trajectory, realized variance, Hawkes intensity, book pressure,
spread dynamics, aggression, queue depletion, order count flux,
intra-bar momentum, regime score, OFI acceleration, toxicity gradient.
Combined with existing 8 OFI into [f64; 20] per bar in fxcache.

Also fixes pre-existing bug: no-MBP-10 fallback was [0.0; 8] not [0.0; 20].

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

2026-04-17 00:29:03 +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(tick): precompute pipeline wires MicrostructureState — 20 OFI features

2026-04-17 00:29:03 +02:00

ml-asset-selection

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ml-backtesting

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ml-checkpoint

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ml-core

feat: position-gated episodes + 5000-bar limit — close 45x training/val gap

2026-04-16 21:56:44 +02:00

ml-data

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ml-data-validation

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ml-dqn

feat: wire up all IQL features + remove dead code

2026-04-13 19:28:00 +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

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

2026-04-17 00:06:32 +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

Revert "refactor: remove ALL bf16 legacy wrappers — pure native f32 across entire codebase"

2026-04-13 17:09:34 +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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