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OQ-mef.8: add combinatorial optimization adapters (AFML Ch.21)#11

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Sean-Koval merged 1 commit intomainfrom
feat/oq-mef-8-combinatorial-optimization
Feb 14, 2026
Merged

OQ-mef.8: add combinatorial optimization adapters (AFML Ch.21)#11
Sean-Koval merged 1 commit intomainfrom
feat/oq-mef-8-combinatorial-optimization

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Summary

  • add combinatorial_optimization module for AFML Chapter 21 discrete problem support
  • implement integer-encoded decision schema, pluggable objective trait, exact finite-set solver, and solver-adapter interface
  • add trading-trajectory state-space enumeration + exact solver + dynamic path-dependent objective evaluation with fixed ticket costs (non-convex)
  • add integration tests covering exact search, adapter gap, trajectory objective behavior, and path-limit safeguards
  • mark Chapter 21 as done in docs metadata and add module docs (formulas, dynamic trajectory example, scalability caveats)

Validation

  • cargo test -p openquant --test combinatorial_optimization
  • cargo test -p openquant --lib --tests
  • PYO3_USE_ABI3_FORWARD_COMPATIBILITY=1 cargo clippy --all-targets --all-features -- -D clippy::correctness -D clippy::suspicious

@Sean-Koval Sean-Koval merged commit 73825fb into main Feb 14, 2026
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