89692ac4c1
Coordinator (ml/src/integration/coordinator.rs): - Delete 9 fake heuristic methods (500+ lines) that pretended to be real DQN/TFT/TGGN/LNN/Mamba predictions using sin()/tanh() math - Make generate_model_specific_prediction() return Err instead of fake predictions — prevents trading on fabricated signals - Make ensemble fault-tolerant: skip failed models instead of failing entire ensemble (execute_parallel/execute_sequential) - Remove double-fallback in execute_single_model error path Enhanced ML (trading_service): - get_model_performance(): compute accuracy from real inference_count/error_count instead of returning all zeros - get_feature_importance(): return Status::unavailable instead of hardcoded fake values — honest about missing SHAP implementation Autonomous scaling (trading_agent_service): - diversification_score: compute real HHI from instrument volume distribution instead of hardcoded 0.8 - ml_confidence: keep liquidity heuristic but remove warn!() spam Position limiter (risk): - Remove redundant portfolio_id field from CachedPosition — the DashMap key already provides account-based isolation - Remove misleading "stub" comment — was not a stub Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
risk
Enterprise risk management for HFT.
Kill Switch
AtomicKillSwitch provides immediate trading cessation, coordinated via Redis. Supports local, remote, and Unix socket triggers.
Value at Risk
Four VaR methods plus Expected Shortfall:
- Historical Simulation
- Monte Carlo
- Parametric (variance-covariance)
- Expected Shortfall (CVaR)
Key Types
| Type | Purpose |
|---|---|
RiskEngine |
Central risk evaluation and enforcement |
AtomicKillSwitch |
Atomic trading halt with Redis coordination |
KellySizer |
Kelly criterion position sizing |
StressTester |
Extreme market scenario simulation |
ComplianceValidator |
SOX, MiFID II regulatory checks |
DrawdownMonitor |
Peak-to-trough equity tracking |
CircuitBreaker |
Threshold-based trading pauses |
CorrelationMonitor |
Cross-asset correlation tracking |
Config Presets
development_config()-- relaxed limits for local testingproduction_config()-- 5ms safety check timeout, strict position limits
Testing
SQLX_OFFLINE=true cargo test -p risk --lib # ~209 tests