jgrusewski 96823e4d90 feat(ml): add position-aware feature extraction (PositionFeatures) ...

Add PositionFeatures struct that extracts 3 features for RL agent
position awareness (54→57 dim state vector):
- unrealized_pnl: normalized by EMA volatility
- bars_in_position: log-scaled to [0, 1]
- cost_basis: relative to price in bps, clamped [-500, 500]

8 unit tests, 0 clippy warnings. Not yet wired into trainers.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>

2026-03-03 02:38:21 +01:00

..

backtesting

docs: create/update README.md for all 17 crates

2026-03-01 22:47:39 +01:00

common

fix(dqn,ppo): prevent 45-action collapse with entropy, exploration, and monitoring fixes

2026-03-03 02:04:22 +01:00

config

docs: create/update README.md for all 17 crates

2026-03-01 22:47:39 +01:00

ctrader-openapi

docs: create/update README.md for all 17 crates

2026-03-01 22:47:39 +01:00

data

docs: create/update README.md for all 17 crates

2026-03-01 22:47:39 +01:00

database

docs: create/update README.md for all 17 crates

2026-03-01 22:47:39 +01:00

market-data

docs: create/update README.md for all 17 crates

2026-03-01 22:47:39 +01:00

ml

feat(ml): add position-aware feature extraction (PositionFeatures)

2026-03-03 02:38:21 +01:00

ml-data

docs: create/update README.md for all 17 crates

2026-03-01 22:47:39 +01:00

model_loader

docs: create/update README.md for all 17 crates

2026-03-01 22:47:39 +01:00

risk

docs: create/update README.md for all 17 crates

2026-03-01 22:47:39 +01:00

risk-data

docs: create/update README.md for all 17 crates

2026-03-01 22:47:39 +01:00

storage

docs: create/update README.md for all 17 crates

2026-03-01 22:47:39 +01:00

trading_engine

docs: create/update README.md for all 17 crates

2026-03-01 22:47:39 +01:00

trading-data

docs: create/update README.md for all 17 crates

2026-03-01 22:47:39 +01:00

training_uploader

docs: add lib.rs doc comment to training_uploader

2026-03-01 22:53:11 +01:00

web-gateway

fix(clippy): resolve all workspace clippy warnings

2026-03-02 22:06:25 +01:00