dd62f3fcfd
Final cleanup: - 61 test files + 5 example files: candle imports replaced - 8 testing/integration files: migrated to cudarc/ml-core types - 3 services/trading_service test files: migrated - Root Cargo.toml: candle-core, candle-nn removed from [workspace.dependencies] - crates/ml/Cargo.toml: candle-nn dependency removed - testing/e2e/Cargo.toml: candle-core dependency removed Zero active candle_core/candle_nn/candle_optimisers code references remain. Zero candle dependency declarations in any Cargo.toml. Remaining "candle" strings are exclusively in doc comments. Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
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;