Move Sharpe ratio metrics and SIMD performance module to ml-core.
These only depend on MLError which is already in ml-core.
Add approx = "0.5" to ml-core dev-dependencies for Sharpe tests.
Skip observability/ (needs prometheus dep — stays in ml).
Test counts: 271 ml-core + 2487 ml = 2758 total, 0 failures
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Move 6 shared modules (~2.3K lines) from ml to ml-core:
- trading_action.rs (TradingAction enum)
- action_space.rs (action masking, re-exports)
- xavier_init.rs (Xavier/Glorot weight initialization)
- mixed_precision.rs (AMP utilities, FP16/BF16)
- order_router.rs (deterministic order routing)
- portfolio_tracker.rs (portfolio state tracking)
With TradingAction now in ml-core alongside FactoredAction, the
FactoredActionExt extension trait is eliminated entirely —
from_trading_action()/to_trading_action() become inherent methods
on FactoredAction. This removes the need for `use FactoredActionExt`
imports in reward.rs, gae.rs, and trajectories.rs.
Test counts: 250 ml-core + 2508 ml = 2758 total, 0 failures
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
- Move memory_optimization/ (4.6K lines, 7 files) from ml to ml-core
- Move batch_size_resolver.rs to ml-core (now both deps in same crate)
- Add tempfile to ml-core dev-dependencies (qat tests)
- Re-export both modules from ml facade
- Keep checkpoint/ in ml (model_implementations.rs has model-specific deps)
185 ml-core tests + 2573 ml tests = 2758 total, 0 failures
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
- Move safety/ module (6.5K lines) from ml to ml-core (self-contained)
- Keep security/ in ml (depends on ensemble::EnsembleDecision)
- Move From<ProductionTrainingError> for MLSafetyError to ml (cross-crate)
- Rename Real-prefixed inference types to proper names:
RealInferenceError → InferenceError
RealInferenceConfig → InferenceConfig
RealPredictionResult → InferencePrediction
RealNeuralNetwork → NeuralNetwork
RealMLInferenceEngine → MLInferenceEngine
- Re-export safety from ml facade for backward compatibility
129 ml-core tests + 2629 ml tests = 2758 total, 0 failures
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Move optimizers, gradient_accumulation, gradient_utils, cuda_compat,
tensor_ops, and gpu (device config, capabilities, memory profiling) to
ml-core. These are shared compute primitives used by all models.
Also commit module files for core types (common, config, error, model,
traits, types) that were moved from ml to ml-core in task 5a but left
staged without being committed.
Notable changes:
- resolve_batch_size() stays in ml (new batch_size_resolver module)
because it depends on memory_optimization::auto_batch_size which
has not yet moved to ml-core
- FactoredAction legacy bridge converted from inherent impl to
extension trait (FactoredActionLegacy) since FactoredAction is now
defined in ml-core, not ml
- candle-optimisers added to ml-core dependencies (needed by Adam)
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Move all inline type definitions from ml/src/lib.rs to ml-core:
MLError, MLResult, Trade, MarketRegime, HealthStatus, Features,
MLModel trait, ModelRegistry, ParallelExecutor, LatencyOptimizer,
TrainingMetrics, ValidationMetrics, InferenceResult, ModelMetadata.
Dedup: consolidate ConfigError{reason}/ConfigurationError(msg) into
single ConfigError(String) tuple variant (was 2 variants, 174 refs).
Cleanup: convert create_hft_* free functions to associated methods
(HFTPerformanceProfile::ultra_low_latency(), ParallelExecutor::hft()).
ml facade re-exports via `pub use ml_core::*`.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Add 5 empty sub-crates (ml-core, ml-dqn, ml-ppo, ml-supervised, ml-infra)
to workspace. Modules will be moved from monolithic ml crate in subsequent
tasks.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
