jgrusewski 3a880bae61 feat: Phase 1 Feature Reduction - 46-feature extraction with Proxy OFI ...

WAVE 20: Complete TDD implementation of 46-feature extraction system

Changes: 225→46 features (81% bloat removed), 3 Proxy OFI, RegimeConditionalDQN fix, 8 TRUE OFI features, 880MB MBP-10 data downloaded

Tests: 36/36 passing, 1μs extraction (500x target)

Expected: Sharpe 0.77→1.4-2.2 (+82-185%)

Generated with Claude Code

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

2025-11-23 00:03:58 +01:00

..

account_portfolio_demo.rs

fix(warnings): Eliminate 136 warnings across workspace via 11 parallel agents

2025-11-03 10:15:09 +01:00

broker_connection.rs

fix(warnings): Eliminate 136 warnings across workspace via 11 parallel agents

2025-11-03 10:15:09 +01:00

convert_dbn_to_parquet.rs

feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents

2025-10-19 09:10:55 +02:00

convert_es_fut_to_parquet.rs

feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents

2025-10-19 09:10:55 +02:00

convert_nq_fut_to_parquet.rs

feat(wave12): Complete ML warning fixes and add Parquet training infrastructure

2025-10-21 08:54:26 +02:00

databento_demo.rs

…

download_cl_fut.rs

feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents

2025-10-19 09:10:55 +02:00

download_mbp10_data.rs

feat: Phase 1 Feature Reduction - 46-feature extraction with Proxy OFI

2025-11-23 00:03:58 +01:00

download_ml_training_data.rs

feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents

2025-10-19 09:10:55 +02:00

download_nq_fut.rs

feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents

2025-10-19 09:10:55 +02:00

icmarkets_demo.rs.disabled

…

inspect_parquet_schema.rs

feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents

2025-10-19 09:10:55 +02:00

market_data_subscription.rs

fix(warnings): Eliminate 136 warnings across workspace via 11 parallel agents

2025-11-03 10:15:09 +01:00

order_submission.rs

fix(warnings): Eliminate 136 warnings across workspace via 11 parallel agents

2025-11-03 10:15:09 +01:00

risk_management_demo.rs

fix(warnings): Eliminate 136 warnings across workspace via 11 parallel agents

2025-11-03 10:15:09 +01:00

test_databento_download.rs

feat(wave-d): Complete Wave D Phase 6 with 240+ parallel agents

2025-10-19 09:10:55 +02:00

training_pipeline_demo.rs.disabled

…

validate_cl_fut.rs

fix(warnings): Eliminate 136 warnings across workspace via 11 parallel agents

2025-11-03 10:15:09 +01:00