d313486dc2
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>
102 lines
2.8 KiB
Rust
102 lines
2.8 KiB
Rust
use anyhow::Result;
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use serde::{Deserialize, Serialize};
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use std::path::PathBuf;
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/// Configuration for all training run paths - NO hardcoded defaults
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#[derive(Debug, Clone, Serialize, Deserialize)]
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pub struct TrainingPaths {
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/// Base directory for all training outputs (e.g., /runpod-volume)
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pub base_dir: PathBuf,
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/// Model name (mamba2, tft, dqn, ppo)
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pub model_name: String,
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/// Unique run ID (generated or provided)
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pub run_id: String,
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}
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impl TrainingPaths {
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/// Create new training paths configuration
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pub fn new<P: Into<PathBuf>, S1: Into<String>, S2: Into<String>>(
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base_dir: P,
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model_name: S1,
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run_id: S2,
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) -> Self {
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Self {
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base_dir: base_dir.into(),
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model_name: model_name.into(),
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run_id: run_id.into(),
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}
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}
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/// Get training run directory: {base_dir}/training_runs/{model_name}/run_{run_id}
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pub fn run_dir(&self) -> PathBuf {
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self.base_dir
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.join("training_runs")
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.join(&self.model_name)
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.join(format!("run_{}", self.run_id))
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}
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/// Get checkpoints directory
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pub fn checkpoints_dir(&self) -> PathBuf {
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self.run_dir().join("checkpoints")
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}
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/// Get logs directory
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pub fn logs_dir(&self) -> PathBuf {
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self.run_dir().join("logs")
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}
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/// Get hyperopt directory
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pub fn hyperopt_dir(&self) -> PathBuf {
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self.run_dir().join("hyperopt")
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}
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/// Get metrics directory
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pub fn metrics_dir(&self) -> PathBuf {
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self.run_dir().join("metrics")
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}
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/// Create all directories
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pub fn create_all(&self) -> Result<()> {
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std::fs::create_dir_all(self.checkpoints_dir())?;
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std::fs::create_dir_all(self.logs_dir())?;
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std::fs::create_dir_all(self.hyperopt_dir())?;
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std::fs::create_dir_all(self.metrics_dir())?;
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Ok(())
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}
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}
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/// Generate run ID with timestamp: YYYYMMDD_HHMMSS_type
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pub fn generate_run_id(run_type: &str) -> String {
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let now = chrono::Utc::now();
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format!("{}_{}", now.format("%Y%m%d_%H%M%S"), run_type)
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}
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#[cfg(test)]
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mod tests {
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use super::*;
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#[test]
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fn test_training_paths_creation() {
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let paths = TrainingPaths::new("/tmp/test", "mamba2", "20251028_223000_hyperopt");
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assert_eq!(
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paths.run_dir(),
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PathBuf::from("/tmp/test/training_runs/mamba2/run_20251028_223000_hyperopt")
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);
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assert_eq!(
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paths.checkpoints_dir(),
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PathBuf::from(
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"/tmp/test/training_runs/mamba2/run_20251028_223000_hyperopt/checkpoints"
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)
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);
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}
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#[test]
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fn test_run_id_generation() {
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let run_id = generate_run_id("hyperopt");
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assert!(run_id.contains("hyperopt"));
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assert!(run_id.len() > 15); // YYYYMMDD_HHMMSS + _hyperopt
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}
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}
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