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4 Commits

Author SHA1 Message Date
jgrusewski
fca2495a73 fix(clippy): add doc backticks and const fn across ML crates 
- Add backticks to type names in doc comments (doc_markdown)
- Mark eligible functions as const fn (missing_const_for_fn)
No behavior changes.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
 2026-03-10 11:51:31 +01:00
jgrusewski
278fd3673f fix(clippy): allow module_name_repetitions and integer_division in ML crates 
module_name_repetitions: PpoConfig in ppo module is conventional ML naming.
Renaming breaks every import across the workspace.

integer_division: Basis point calculations, batch size math, combinatorial
formulas — truncation is intentional. Float conversion would introduce bugs.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
 2026-03-10 11:27:01 +01:00
jgrusewski
7ef92983f9 fix(clippy): apply cargo clippy --fix across workspace 
Mechanical auto-fixes: redundant borrows, clone on Copy, or_insert_with,
single-char push_str, get(0) → first(), needless borrow, let_and_return.
150 files, no behavior changes.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
 2026-03-10 11:17:51 +01:00
jgrusewski
d313486dc2 refactor(ml): split monolith into 9 sub-crates + delete dead code 
Extract 9 new sub-crates from the ml monolith to enable parallel
compilation across the workspace:

New crates (this commit):
- ml-features (282 tests): feature engineering, 21 modules
- ml-labeling (45 tests): triple barrier, meta-labeling, fractional diff
- ml-ensemble (116 tests): ensemble coordination, voting, confidence
- ml-hyperopt (47 tests): core PSO/TPE optimizer, parameter space
- ml-checkpoint (41 tests): checkpoint persistence, compression, signing
- ml-regime (68 tests): CUSUM, Bayesian changepoint, regime classification
- ml-data-validation (67 tests): FDR correction, CPCV, data quality
- ml-risk (33 tests): neural VaR, Kelly criterion, circuit breakers
- ml-validation (43 tests): statistical validation, walk-forward, DSR

Extended existing crates:
- ml-dqn: added evaluation/ (backtesting engine, metrics, reports)
  and checkpoint implementation
- ml-supervised: added checkpoint implementations
- ml-core: added shared types needed by new sub-crates

Pattern: each module in ml/ becomes a thin facade (pub use subcrate::*)
with bridge modules staying in ml for cross-model adapter code.

Dead code deleted (~7K lines):
- 13 undeclared files in microstructure/ (never compiled)
- 7 undeclared files + tests/ in risk/ (never compiled)
- parquet_io, cache_service, cache_storage, minio_integration (unused)
- extraction_wave_d_impl.rs (bare fn outside impl block)

All 2,746 sub-crate tests + 951 ml tests pass.
Full workspace builds clean.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
 2026-03-08 15:17:22 +01:00