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>
78 lines
2.7 KiB
Rust
78 lines
2.7 KiB
Rust
#![deny(clippy::unwrap_used, clippy::expect_used)]
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#![cfg_attr(test, allow(clippy::unwrap_used, clippy::expect_used))]
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#![allow(dead_code)]
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#![allow(missing_docs)]
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#![allow(missing_debug_implementations)]
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#![allow(unused_crate_dependencies)]
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#![allow(clippy::float_arithmetic)]
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#![allow(clippy::non_ascii_literal)]
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#![allow(clippy::str_to_string)]
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#![allow(clippy::partial_pub_fields)]
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#![allow(clippy::multiple_inherent_impl)]
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#![allow(clippy::same_name_method)]
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#![allow(clippy::shadow_reuse)]
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#![allow(clippy::shadow_unrelated)]
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#![allow(clippy::shadow_same)]
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#![allow(clippy::doc_markdown)]
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#![allow(clippy::indexing_slicing)]
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#![allow(clippy::missing_const_for_fn)]
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#![allow(clippy::module_name_repetitions)]
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#![allow(clippy::integer_division)]
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#![allow(clippy::cognitive_complexity)]
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#![allow(clippy::similar_names)]
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#![allow(clippy::clone_on_ref_ptr)]
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#![allow(clippy::too_many_lines)]
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#![allow(clippy::as_conversions)]
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#![allow(clippy::cast_precision_loss)]
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#![allow(clippy::cast_possible_truncation)]
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#![allow(clippy::default_numeric_fallback)]
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#![allow(clippy::arithmetic_side_effects)]
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#![allow(clippy::needless_range_loop)]
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#![allow(clippy::into_iter_on_ref)]
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#![allow(clippy::new_without_default)]
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#![allow(clippy::manual_let_else)]
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#![allow(clippy::unnecessary_wraps)]
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#![allow(clippy::too_many_arguments)]
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#![allow(clippy::must_use_candidate)]
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#![allow(clippy::missing_errors_doc)]
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#![allow(clippy::cast_sign_loss)]
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#![allow(clippy::cast_possible_wrap)]
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#![allow(clippy::cast_lossless)]
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#![allow(clippy::unused_async)]
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#![allow(clippy::match_same_arms)]
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#![allow(clippy::unused_self)]
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#![allow(clippy::map_err_ignore)]
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#![allow(clippy::single_match_else)]
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#![allow(clippy::wildcard_imports)]
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#![allow(clippy::unnecessary_cast)]
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//! Regime detection and structural break analysis for Foxhunt ML.
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//!
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//! This crate provides structural break detection and regime classification:
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//! - CUSUM-based changepoint detection (mean, variance, multivariate)
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//! - Bayesian online changepoint detection
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//! - Regime classifiers (trending, ranging, volatile)
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//! - Regime orchestrator (coordinates detection, classification, persistence)
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//! - Transition matrix and probability features
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// Re-export core types so modules can use `crate::X`
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pub use ml_core::types::OHLCVBar;
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pub use ml_core::MLError;
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pub use ml_ensemble::MarketRegime;
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// Wave D: Structural Breaks Detection (Agents D1-D4)
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pub mod bayesian_changepoint;
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pub mod cusum;
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pub mod multi_cusum;
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pub mod pages_test;
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// Wave D: Regime Classification (Agents D5-D8)
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pub mod orchestrator;
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pub mod ranging;
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pub mod transition_matrix;
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pub mod trending;
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pub mod volatile;
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// Wave D: Transition Probability Features (Agent D15)
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pub mod transition_probability_features;
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