ef5e745a13
All 7 tests marked #[ignore] until corresponding Phase 6 task implements. Tests gate L40S deployment per spec §4.6. - sp20_pure_trend (Phase 6.1) - sp20_pure_noise (Phase 6.2) - sp20_confidence_correlation (Phase 6.3) - sp20_asymmetry_no_game (Phase 6.4) - sp20_n_step_distribution (Phase 6.5) - sp20_per_regime_wr (Phase 6.6) - sp20_regime_transition (Phase 6.7)
ml
10-model ML ensemble for the Foxhunt HFT system, built on Candle v0.9.1.
Models
- DQN (Rainbow) — deep Q-network with prioritized replay, dueling heads, noisy nets
- PPO — proximal policy optimization with GAE, LSTM policies, clip-higher
- TFT — temporal fusion transformer for multi-horizon forecasting
- Mamba2 — state space model for sequence prediction
- Liquid Networks — biologically inspired networks for non-stationary data
- TLOB — transformer-based limit order book analysis
- KAN — Kolmogorov-Arnold networks
- xLSTM — extended LSTM architecture
- TGGN — temporal graph neural network
- Diffusion — diffusion-based generative model
Key Modules
ensemble— model ensemble coordination and confidence aggregationhyperopt— PSO-based hyperparameter optimization with per-model adapterstrainers— unified training loops (DQN, PPO, supervised)inference—InferenceAdaptertrait for predictioncheckpoint— model checkpointing and restorationevaluation— walk-forward evaluation pipeline
Usage
use ml::dqn::DQN;
use ml::ppo::PpoTrainer;