a6f4772617
Reuses ml-features::predecoded::load_or_predecode_mbp10 (no cycle —
ml-features doesn't depend on ml-alpha). Yields seq_len-sized windows
of Mbp10RawInput plus 5-horizon binary labels via
multi_horizon_labels::generate_labels.
Per-snapshot prev_mid / prev_ts_ns / trade_signed_vol come from the
prior snapshot in the source stream (not from the anchor), so the
CfC trunk sees a continuous-time signal across the entire seq.
Labels: NaN at edge positions (no forward window) or tied prices;
BCE kernel masks these (Task 10).
Tests:
- loader_errors_on_missing_root: passes (1/1 inline)
- loader_yields_seq_with_valid_labels: --ignored, runs at gate time
with FOXHUNT_TEST_DATA set
Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
50 lines
1.7 KiB
TOML
50 lines
1.7 KiB
TOML
[package]
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name = "ml-alpha"
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version.workspace = true
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edition.workspace = true
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rust-version.workspace = true
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description = "CfC perception + multi-horizon alpha heads (Phase A foundation for CfC+PPO greenfield)"
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publish = false
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# Phase A scope: snapshot-level CfC trunk + 5 multi-horizon BCE heads,
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# pre-compiled CUDA cubins, GPU-resident weights. The hard validation gate
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# (CfC vs Mamba2 AUC at every horizon) sits at the end of Phase A. Phase B
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# (PPO) extends this crate; live integration lives in trading_agent_service.
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[features]
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default = ["cuda"]
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cuda = []
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[dependencies]
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ml-core = { workspace = true }
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# NOTE: cannot depend on `ml` (would cycle — ml depends on ml-alpha for the
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# mamba2_block gate reference). MappedF32Buffer is duplicated locally in
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# `src/pinned_mem.rs`; eventually we should move mapped-pinned to ml-core.
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ml-features = { workspace = true }
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data = { workspace = true }
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cudarc = { version = "0.19", default-features = false, features = ["driver", "cublas", "dynamic-linking", "std", "cuda-version-from-build-system", "f16"] }
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# Standard async + error + logging plumbing
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tokio = { workspace = true, features = ["rt-multi-thread", "macros", "fs", "io-util"] }
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anyhow.workspace = true
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tracing.workspace = true
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tracing-subscriber.workspace = true
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serde.workspace = true
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serde_json.workspace = true
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thiserror.workspace = true
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clap = { workspace = true, features = ["derive"] }
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# Arrow IPC for fxcache reading (gate reference path).
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arrow = { workspace = true, features = ["ipc"] }
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# Deterministic RNG for weight init, shuffling.
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rand = { workspace = true }
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rand_chacha = "0.3"
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# Phase A data path: mmap predecoded MBP-10 sidecars.
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memmap2 = { workspace = true }
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[dev-dependencies]
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tempfile = { workspace = true }
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approx = { workspace = true }
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