1a5f0a5202
Converts Trade, Ohlcv, and Quote variants from data::ProcessedMessage to trading_engine::MarketEvent. Handles HardwareTimestamp→DateTime<Utc>, Decimal→Quantity, and String→Symbol type conversions. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
82 lines
1.7 KiB
TOML
82 lines
1.7 KiB
TOML
[package]
|
|
name = "backtesting"
|
|
version.workspace = true
|
|
edition.workspace = true
|
|
rust-version.workspace = true
|
|
authors.workspace = true
|
|
license.workspace = true
|
|
repository.workspace = true
|
|
homepage.workspace = true
|
|
documentation.workspace = true
|
|
publish.workspace = true
|
|
keywords.workspace = true
|
|
categories.workspace = true
|
|
|
|
description = "Backtesting engine for Foxhunt HFT trading strategies"
|
|
|
|
[dependencies]
|
|
|
|
tokio = { workspace = true }
|
|
serde = { workspace = true }
|
|
serde_json = { workspace = true }
|
|
uuid = { workspace = true }
|
|
thiserror = { workspace = true }
|
|
anyhow = { workspace = true }
|
|
async-trait = { workspace = true }
|
|
futures = { workspace = true }
|
|
|
|
|
|
chrono = { workspace = true }
|
|
|
|
|
|
rust_decimal = { workspace = true }
|
|
rust_decimal_macros = { workspace = true }
|
|
|
|
|
|
trading_engine.workspace = true
|
|
ml.workspace = true # Use real ML models for backtesting
|
|
common = { path = "../common" }
|
|
data.workspace = true
|
|
|
|
|
|
tracing = { workspace = true }
|
|
|
|
|
|
dashmap = { workspace = true }
|
|
crossbeam = { workspace = true }
|
|
crossbeam-channel = { workspace = true }
|
|
parking_lot = { workspace = true }
|
|
|
|
|
|
statrs = { workspace = true }
|
|
ndarray = { workspace = true }
|
|
# polars = { version = "0.35", features = ["lazy"] } # REMOVED: Dead dependency, not used in code (replaced with csv crate)
|
|
|
|
|
|
csv = { workspace = true }
|
|
bincode = { workspace = true }
|
|
|
|
|
|
prometheus = { workspace = true }
|
|
|
|
|
|
sys-info = "0.9"
|
|
fastrand = "2.0"
|
|
num-traits.workspace = true
|
|
|
|
[dev-dependencies]
|
|
tokio-test = { workspace = true }
|
|
tempfile = { workspace = true }
|
|
criterion = { workspace = true }
|
|
|
|
[[bench]]
|
|
name = "replay_performance"
|
|
harness = false
|
|
|
|
[[bench]]
|
|
name = "hft_latency_benchmark"
|
|
harness = false
|
|
|
|
[features]
|
|
default = []
|