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>
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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
use adaptive_strategy::{AdaptiveStrategy, StrategyConfig};
let config = StrategyConfig::default();
let strategy = AdaptiveStrategy::new(config).await?;
Testing
SQLX_OFFLINE=true cargo test -p adaptive-strategy --lib
Dependencies
Core: tokio, candle-core, serde, tracing, chrono
ML models provided by the ml crate.