jgrusewski dc8c37e11e feat(ml-backtesting): ATR-EMA on mid-price in book_update_apply_snapshot ...

Per-event Wiener-α=0.4 EMA on |Δmid| with first-observation bootstrap.
Floor source for the SL/trail-distance controller (spec §6). Thread 0
of the broadcast-snapshot kernel handles the update per backtest;
threads 1..9 still handle the 10 level writes.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>

2026-05-19 23:49:02 +02:00

..

batched_config.rs

feat(ml-backtesting): cold-start stopgap — max-confidence bytecode policy (Q1/Tier1)

2026-05-19 22:00:52 +02:00

mod.rs

feat(ml-backtesting): ATR-EMA on mid-price in book_update_apply_snapshot

2026-05-19 23:49:02 +02:00