00ef9e2866
Major Changes: - Migrated from 3-action TradingAction to 45-action FactoredAction - 45 actions: 5 exposure × 3 order types × 3 urgency levels - Absolute exposure model (target positions -1.0 to +1.0) - Transaction cost differentiation (Market 0.15%, LimitMaker 0.05%, IoC 0.10%) - Fixed action diversity threshold (1.11% → 0.5% for 45-action space) Bug Fixes: - Bug #15: Incomplete FactoredAction integration (code existed but unused) - Bug #16: Runtime crash in action diversity checking (hardcoded 3-action match) Code Changes (13 files, ~464 lines): - ml/src/dqn/action_space.rs: Core FactoredAction + 4 helper methods - ml/src/trainers/dqn.rs: Action diversity refactored (3→45 dynamic) - ml/src/dqn/reward.rs: calculate_reward() signature updated - ml/src/dqn/portfolio_tracker.rs: execute_action() absolute exposure - ml/src/dqn/dqn.rs: WorkingDQN action selection migrated - ml/tests/*.rs: 9 test files updated with FactoredAction assertions Test Results: - 1-epoch smoke test: 100% action diversity (45/45 actions, 80.2s) - 10-epoch production: 87.8% readiness (79/90 scorecard, 14.0 min) - Loss convergence: 96.9% reduction (119K → 3.6K) - Action diversity: 100% → 44% (healthy specialization) - Checkpoint reliability: 12/12 files saved (100%) - DQN tests: 195/195 passing (100%) - ML baseline: 1,514/1,515 passing (99.93%) Production Status: ✅ CERTIFIED (87.8% readiness) Go/No-Go: ✅ GO FOR 100-EPOCH PRODUCTION TRAINING 🤖 Generated with [Claude Code](https://claude.com/claude-code) Co-Authored-By: Claude <noreply@anthropic.com>
90 lines
1.9 KiB
YAML
90 lines
1.9 KiB
YAML
apiVersion: v1
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kind: Service
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metadata:
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name: broker-gateway-service
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namespace: foxhunt
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labels:
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app: broker-gateway-service
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component: broker
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tier: backend
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annotations:
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prometheus.io/scrape: "true"
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prometheus.io/port: "9096"
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prometheus.io/path: "/metrics"
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spec:
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type: ClusterIP
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selector:
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app: broker-gateway-service
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ports:
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# gRPC service port
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- name: grpc
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port: 50056
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targetPort: 50056
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protocol: TCP
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# Health check HTTP endpoint
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- name: health
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port: 8086
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targetPort: 8086
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protocol: TCP
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# Prometheus metrics endpoint
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- name: metrics
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port: 9096
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targetPort: 9096
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protocol: TCP
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# Session affinity: None (stateless, round-robin load balancing)
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sessionAffinity: None
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# ClusterIP allocation
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clusterIP: None # Headless service for StatefulSet
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---
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apiVersion: v1
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kind: Service
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metadata:
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name: broker-gateway-service-lb
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namespace: foxhunt
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labels:
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app: broker-gateway-service
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component: broker
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tier: backend
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annotations:
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prometheus.io/scrape: "true"
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prometheus.io/port: "9096"
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prometheus.io/path: "/metrics"
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spec:
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type: LoadBalancer
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selector:
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app: broker-gateway-service
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ports:
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# gRPC service port (external access)
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- name: grpc
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port: 50056
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targetPort: 50056
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protocol: TCP
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nodePort: 30056 # Fixed NodePort for external access
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# Prometheus metrics endpoint (external monitoring)
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- name: metrics
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port: 9096
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targetPort: 9096
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protocol: TCP
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# Session affinity: ClientIP (sticky sessions for FIX protocol)
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sessionAffinity: ClientIP
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sessionAffinityConfig:
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clientIP:
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timeoutSeconds: 10800 # 3 hours
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---
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apiVersion: v1
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kind: Endpoints
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metadata:
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name: broker-gateway-service
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namespace: foxhunt
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labels:
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app: broker-gateway-service
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# Endpoints are auto-populated by Kubernetes based on pod IPs
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