jgrusewski bde30c6c4d feat: Q-gap momentum modulates spread gradient — backs off during growth ...

spread_scale = inv_batch * delta_z * velocity_modulator
velocity_mod = clamp(1 - (Q_gap - Q_gap_ema) / delta_z, 0.1, 2.0)

Growing Q-gap → mod=0.1 (10% spread, let C51 learn).
Plateau → mod=1.0 (full spread, push Q-values apart).
Shrinking Q-gap → mod=2.0 (emergency spread, prevent collapse).
10% floor proven by train-w6qfd (val_Sharpe=21+ sustained).

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>

2026-04-14 21:58:02 +02:00

..

backtesting

refactor: collapse 9-level to 7-level ExposureLevel — eliminate degenerate Flat variants

2026-04-11 11:54:09 +02:00

common

fix: switch tracing to stderr (unbuffered) — stdbuf has no effect on Rust

2026-04-02 16:29:55 +02:00

config

fix(ci): clippy test-gate uses --lib, fix pre-existing lint errors

2026-03-12 19:10:18 +01:00

ctrader-openapi

fix: tune log levels across workspace — demote noisy warn to debug/trace

2026-03-14 11:35:15 +01:00

data

fix(clippy): resolve all clippy warnings across entire workspace (--all-targets)

2026-03-13 10:18:35 +01:00

database

fix(clippy): resolve all clippy warnings across entire workspace (--all-targets)

2026-03-13 10:18:35 +01:00

market-data

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

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

ml

feat: Q-gap momentum modulates spread gradient — backs off during growth

2026-04-14 21:58:02 +02:00

ml-asset-selection

fix(clippy): resolve all clippy warnings across entire workspace (--all-targets)

2026-03-13 10:18:35 +01:00

ml-backtesting

fix(clippy): resolve all clippy warnings across entire workspace (--all-targets)

2026-03-13 10:18:35 +01:00

ml-checkpoint

fix(clippy): resolve all clippy warnings across entire workspace (--all-targets)

2026-03-13 10:18:35 +01:00

ml-core

Revert "refactor: remove ALL bf16 legacy wrappers — pure native f32 across entire codebase"

2026-04-13 17:09:34 +02:00

ml-data

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

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

ml-data-validation

fix(clippy): resolve all clippy warnings across entire workspace (--all-targets)

2026-03-13 10:18:35 +01:00

ml-dqn

feat: wire up all IQL features + remove dead code

2026-04-13 19:28:00 +02:00

ml-ensemble

feat(ensemble): GPU-native ensemble reduce kernel, remove CPU fallbacks

2026-03-29 22:35:37 +02:00

ml-explainability

feat(ensemble): GPU-native ensemble reduce kernel, remove CPU fallbacks

2026-03-29 22:35:37 +02:00

ml-features

test(data): per-file vs global front-month filter — documents quarterly roll bug

2026-04-08 21:31:46 +02:00

ml-hyperopt

refactor: LHS is the correct algorithm for small budgets, not a fallback

2026-03-29 19:18:47 +02:00

ml-labeling

fix(clippy): ml-supervised + ml-core + thin crates — 34 errors fixed

2026-03-19 00:39:03 +01:00

ml-observability

fix(clippy): resolve all clippy warnings across entire workspace (--all-targets)

2026-03-13 10:18:35 +01:00

ml-paper-trading

fix(clippy): resolve all clippy warnings across entire workspace (--all-targets)

2026-03-13 10:18:35 +01:00

ml-ppo

Revert "refactor: remove ALL bf16 legacy wrappers — pure native f32 across entire codebase"

2026-04-13 17:09:34 +02:00

ml-regime

refactor(cuda): eliminate all CPU fallbacks — CUDA mandatory across ML stack

2026-03-16 21:01:28 +01:00

ml-regime-detection

fix(clippy): resolve all clippy warnings across entire workspace (--all-targets)

2026-03-13 10:18:35 +01:00

ml-risk

fix(clippy): resolve all clippy warnings across entire workspace (--all-targets)

2026-03-13 10:18:35 +01:00

ml-security

fix(clippy): resolve all clippy warnings across entire workspace (--all-targets)

2026-03-13 10:18:35 +01:00

ml-stress-testing

fix(clippy): achieve zero warnings across entire workspace

2026-03-10 13:18:57 +01:00

ml-supervised

cleanup: remove half crate dependency from entire workspace

2026-04-10 18:54:14 +02:00

ml-universe

fix(clippy): resolve all clippy warnings across entire workspace (--all-targets)

2026-03-13 10:18:35 +01:00

ml-validation

fix(clippy): resolve all clippy warnings across entire workspace (--all-targets)

2026-03-13 10:18:35 +01:00

model_loader

fix(clippy): resolve all clippy warnings across entire workspace (--all-targets)

2026-03-13 10:18:35 +01:00

risk

refactor: eliminate candle from entire workspace — tests, examples, Cargo.toml

2026-03-18 00:53:47 +01:00

risk-data

fix: tune log levels across workspace — demote noisy warn to debug/trace

2026-03-14 11:35:15 +01:00

storage

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

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

trading_engine

fix(ml): BF16/F32 boundary alignment, GPU-resident ops across all ML crates

2026-03-15 11:59:31 +01:00

trading-data

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

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

training_uploader

feat: implement all 15 fxt CLI commands with real gRPC calls

2026-03-03 22:16:35 +01:00