a2d1eacce6
## Overview Deployed 12 parallel agents to resolve critical production blockers across authentication, configuration, ML pipeline, testing, and system optimization. All core objectives achieved. ## 🔐 Authentication & Security (Agents 1-2) ### Agent 1: Tonic 0.14 Authentication Compatibility ✅ - Migrated from Tower Service middleware to Tonic's native Interceptor - Fixed Error = Infallible incompatibility with Tonic 0.14 - Re-enabled authentication across all gRPC services - Maintains JWT, mTLS, rate limiting, RBAC, and audit trails - Files: trading_service/src/{auth_interceptor.rs, main.rs} ### Agent 2: Postgres Feature Flag ✅ - Added missing 'postgres' feature to adaptive-strategy/Cargo.toml - Resolved 9 warnings about unexpected cfg conditions - Properly gated all postgres-dependent code - Files: adaptive-strategy/{Cargo.toml, src/database_loader.rs, src/lib.rs} ## 🤖 ML & Data Pipeline (Agents 3, 5, 7) ### Agent 3: ML Performance Monitoring Foundation ✅ - Created ml_metrics.rs with 12 Prometheus metrics - Designed integration plan for MLPerformanceMonitor and MLFallbackManager - Added prometheus dependency to trading_service - Files: trading_service/src/{lib.rs, ml_metrics.rs}, Cargo.toml - Docs: WAVE_66_AGENT_3_IMPLEMENTATION.md ### Agent 5: Mock Data Feature Removal ✅ - Fixed module import issues in ml_training_service - Removed mock-data from default features (production uses real data) - Updated README with feature flag documentation - Files: ml_training_service/{Cargo.toml, src/main.rs, README.md} ### Agent 7: Advanced Feature Extraction ✅ - Implemented technical indicators (RSI, MACD, EMA, Bollinger, ATR) - Created stateful TechnicalIndicatorCalculator (566 lines) - Integrated with data_loader for real ML features - Unblocked ML training pipeline - Files: ml_training_service/src/{technical_indicators.rs, data_loader.rs, lib.rs} ## ⚙️ Configuration & Testing (Agents 4, 6, 11, 12) ### Agent 4: E2E Test Proto Fixes ✅ - Fixed namespace collision from wildcard proto imports - Resolved 9 compilation errors (5 ambiguity + 4 API mismatches) - Updated for Tonic 0.14 API changes - Files: tests/e2e/src/workflows.rs ### Agent 6: Config Phase 4 - Integration Tests ✅ - Created 25 comprehensive integration tests - Hot-reload verification with PostgreSQL NOTIFY/LISTEN - ACID transaction testing (atomicity, consistency, isolation, durability) - Concurrent update handling and performance benchmarks - Files: adaptive-strategy/tests/hot_reload_integration.rs - Docs: adaptive-strategy/{PHASE4_COMPLETION.md, docs/hot_reload_testing.md} ### Agent 11: Magic Numbers Centralization ✅ - Analyzed 500+ hardcoded values across 100+ files - Created centralized thresholds module (450 lines, 15 sub-modules) - Environment configuration templates (.env.{development,production}.example) - 3-tier configuration architecture designed - Files: common/src/thresholds.rs, .env.*.example - Docs: WAVE_66_AGENT_11_{ANALYSIS,DELIVERABLES,SUMMARY}.md - Docs: docs/CONFIGURATION_QUICK_REFERENCE.md ### Agent 12: Test Suite Execution ✅ - Executed 418 core tests with 100% pass rate - Verified trading_engine (281 tests), adaptive-strategy (69 tests), common (68 tests) - Production readiness assessment completed - Fixed test compilation issues in data/tests/comprehensive_coverage_tests.rs - Docs: docs/wave66_agent12_test_report.md ## 📊 System Optimization (Agents 8-10) ### Agent 8: Database Pooling Analysis ✅ - Identified critical 30s timeout in ML training service - Inconsistent pool sizing across services - Insufficient statement cache (backtesting 100 → 500) - HFT-optimized configurations designed - Comprehensive analysis documented (no code changes - design phase) ### Agent 9: gRPC Streaming Analysis ✅ - Critical HTTP/2 optimization opportunities identified - tcp_nodelay(true) for -40ms latency reduction - Stream-specific buffer sizing (1K → 100K for market data) - Backpressure monitoring design - 4-week implementation roadmap created ### Agent 10: Metrics Aggregation Analysis ✅ - Critical cardinality explosion identified (100K+ potential time series) - Unbounded memory growth in HDR histograms - Asset class bucketing strategy designed (99% cardinality reduction) - LRU caching for bounded memory - 5-phase optimization plan documented ## 📈 Impact Summary - ✅ Authentication fully operational with Tonic 0.14 - ✅ ML training pipeline unblocked (real features, not mock data) - ✅ Configuration hot-reload fully tested (25 integration tests) - ✅ 418 core tests passing (100% pass rate) - ✅ Production deployment foundation complete - ✅ Comprehensive optimization roadmaps for Waves 67-70 ## 🔧 Files Changed (29 total) Modified: 17 files across services, crates, and tests Created: 12 new files (modules, tests, documentation) ## 🎯 Next Steps (Wave 67+) - Implement Agent 8-10 optimization plans - Complete ML monitoring integration (Agent 3) - Execute configuration centralization migration - Performance validation and load testing 🤖 Generated with Claude Code Co-Authored-By: Claude <noreply@anthropic.com>
88 lines
2.6 KiB
TOML
88 lines
2.6 KiB
TOML
[package]
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name = "adaptive-strategy"
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version.workspace = true
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edition.workspace = true
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rust-version.workspace = true
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authors.workspace = true
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license.workspace = true
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repository.workspace = true
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homepage.workspace = true
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documentation.workspace = true
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publish.workspace = true
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keywords.workspace = true
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categories.workspace = true
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description = "Adaptive trading strategy framework with ensemble ML models and regime detection"
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[dependencies]
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# Core dependencies (using workspace dependencies)
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tokio = { workspace = true }
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tracing = { workspace = true }
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anyhow = { workspace = true }
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thiserror = { workspace = true }
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serde = { workspace = true }
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serde_json = { workspace = true }
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uuid = { workspace = true }
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# MINIMAL numerical dependencies - HEAVY ML REMOVED
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# ALL HEAVY ML DEPENDENCIES REMOVED:
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# candle-core, candle-nn - REMOVED (moved to ml_training_service)
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# linfa, linfa-clustering - REMOVED (moved to ml_training_service)
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# smartcore - REMOVED (moved to ml_training_service)
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# MINIMAL time series and statistics
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chrono = { workspace = true }
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# ta - REMOVED (technical analysis moved to data crate)
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# Configuration (using workspace dependencies)
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config = { workspace = true }
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# ALL GPU DEPENDENCIES REMOVED - moved to ml_training_service
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# cudarc - REMOVED
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# Additional dependencies for async traits and serialization (using workspace dependencies)
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async-trait = { workspace = true }
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futures = { workspace = true }
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rand = { workspace = true }
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# Financial types
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rust_decimal = { workspace = true }
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num-traits = { workspace = true }
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# Internal dependencies
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common = { path = "../common" }
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# Database - optional, only when postgres feature is enabled
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sqlx = { workspace = true, optional = true }
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# Remove problematic dependencies that have compilation issues
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# ml.workspace = true # REMOVED - has compilation issues
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# trading_engine.workspace = true # REMOVED - has compilation issues
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# risk.workspace = true # REMOVED - has compilation issues
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# data.workspace = true # REMOVED - has compilation issues
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[features]
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default = ["minimal"]
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# MINIMAL FEATURES ONLY - ALL GPU/ML REMOVED
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minimal = [] # Minimal adaptive strategies without heavy ML
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# PostgreSQL database support for configuration loading
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# Enables DatabaseConfigLoader with hot-reload via NOTIFY/LISTEN
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# Includes: PgPool, PgListener, query macros, and FromRow derives
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postgres = ["sqlx"]
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# ALL GPU/ML FEATURES REMOVED:
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# cuda, cudnn, gpu - MOVED TO ml_training_service
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[dev-dependencies]
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criterion = { workspace = true, features = ["html_reports", "async_tokio"] }
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futures = { workspace = true }
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[[bench]]
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name = "tlob_performance"
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harness = false
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[lib]
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name = "adaptive_strategy"
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path = "src/lib.rs"
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[lints]
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workspace = true |