58b5ebbd38
Adds `fxt-backtest verdict <sweep_dir> --threshold X --windows W1,W2,W3,W4 --training-sha SHA --spec-sha SHA --out deployability_verdict.json` that reads per-cell summary.json files at the realistic (1 tick, 200ms) + stress (1.5 tick, 400ms) anchors against the pre-registered threshold, computes median Sharpe/max_dd/Sortino/profit_factor across windows, classifies into Pass-robust / Pass-nominal / Fail-inconclusive / Fail / Fail-degenerate per spec §3.5, and writes the audit JSON. Adds serde_json workspace dep to fxt-backtest's Cargo.toml (was already a transitive dep but not declared at this layer). End-to-end CLI for Phase 2 runtime is now: argo-train.sh → argo-lob-sweep.sh (smoke / threshold-tuning / deployability) → fxt-backtest aggregate → fxt-backtest verdict → commit deployability_verdict.json.
30 lines
815 B
TOML
30 lines
815 B
TOML
[package]
|
|
name = "fxt-backtest"
|
|
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 = "Real-LOB GPU backtest CLI (run + sweep aggregator)"
|
|
|
|
[dependencies]
|
|
ml-backtesting = { path = "../../crates/ml-backtesting" }
|
|
ml-alpha = { path = "../../crates/ml-alpha" }
|
|
ml-core.workspace = true
|
|
anyhow.workspace = true
|
|
clap = { workspace = true, features = ["derive", "env"] }
|
|
serde = { workspace = true, features = ["derive"] }
|
|
serde_json.workspace = true
|
|
serde_yaml.workspace = true
|
|
tracing.workspace = true
|
|
tracing-subscriber.workspace = true
|
|
|
|
[lints]
|
|
workspace = true
|