e8a68ee39f
- Created data/examples/download_ml_training_data.rs using reqwest + Databento HTTP API - Downloaded 90 days × 4 symbols (ES.FUT, NQ.FUT, ZN.FUT, 6E.FUT) - Files saved to test_data/real/databento/ml_training/ - Total: 360 files, 15 MB compressed DBN format - Used existing Rust pattern from download_nq_fut.rs - API key loaded from .env file - 100% success rate (360/360 files) - Ready for ML training benchmarks Next: Create simplified training benchmark for RTX 3050 Ti GPU measurements
130 lines
4.0 KiB
TOML
130 lines
4.0 KiB
TOML
[package]
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name = "adaptive-strategy"
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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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authors.workspace = true
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license.workspace = true
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repository.workspace = true
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homepage.workspace = true
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documentation.workspace = true
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publish.workspace = true
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keywords.workspace = true
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categories.workspace = true
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description = "Adaptive trading strategy framework with ensemble ML models and regime detection"
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[dependencies]
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# Core dependencies (using workspace dependencies)
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tokio = { workspace = true }
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tracing = { workspace = true }
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anyhow = { workspace = true }
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thiserror = { workspace = true }
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serde = { workspace = true }
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serde_json = { workspace = true }
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uuid = { workspace = true }
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# MINIMAL numerical dependencies - HEAVY ML REMOVED
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# ALL HEAVY ML DEPENDENCIES REMOVED:
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# candle-core, candle-nn - REMOVED (moved to ml_training_service)
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# linfa, linfa-clustering - REMOVED (moved to ml_training_service)
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# smartcore - REMOVED (moved to ml_training_service)
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# MINIMAL time series and statistics
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chrono = { workspace = true }
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# ta - REMOVED (technical analysis moved to data crate)
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# Configuration (using workspace dependencies)
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config = { workspace = true }
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# ALL GPU DEPENDENCIES REMOVED - moved to ml_training_service
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# cudarc - REMOVED
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# Additional dependencies for async traits and serialization (using workspace dependencies)
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async-trait = { workspace = true }
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futures = { workspace = true }
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rand = { workspace = true }
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# Financial types
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rust_decimal = { workspace = true }
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num-traits = { workspace = true }
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# Internal dependencies
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common = { path = "../common" }
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# Database - optional, only when postgres feature is enabled
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sqlx = { workspace = true, optional = true }
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# Remove problematic dependencies that have compilation issues
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# ml.workspace = true # REMOVED - has compilation issues
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# trading_engine.workspace = true # REMOVED - has compilation issues
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# risk.workspace = true # REMOVED - has compilation issues
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# data.workspace = true # REMOVED - has compilation issues
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[features]
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default = ["minimal"]
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# MINIMAL FEATURES ONLY - ALL GPU/ML REMOVED
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minimal = [] # Minimal adaptive strategies without heavy ML
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# PostgreSQL database support for configuration loading
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# Enables DatabaseConfigLoader with hot-reload via NOTIFY/LISTEN
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# Includes: PgPool, PgListener, query macros, and FromRow derives
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postgres = ["sqlx"]
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# ALL GPU/ML FEATURES REMOVED:
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# cuda, cudnn, gpu - MOVED TO ml_training_service
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[dev-dependencies]
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criterion = { workspace = true, features = ["html_reports", "async_tokio"] }
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futures = { workspace = true }
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backtesting = { path = "../backtesting" }
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rust_decimal_macros = { workspace = true }
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data = { path = "../data" } # For real market data loading in tests
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[[bench]]
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name = "tlob_performance"
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harness = false
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[lib]
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name = "adaptive_strategy"
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path = "src/lib.rs"
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[lints.clippy]
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# Module structure - allow mod.rs files for complex modules with subdirectories
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mod_module_files = "allow"
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self_named_module_files = "allow"
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# Critical safety lints - temporarily set to warn during remediation (Wave 105)
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unwrap_used = "warn"
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expect_used = "warn"
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panic = "warn"
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indexing_slicing = "warn"
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float_arithmetic = "warn"
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out_of_bounds_indexing = "deny"
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unchecked_duration_subtraction = "deny"
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# High-priority restriction lints for HFT safety
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arithmetic_side_effects = "warn"
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as_conversions = "warn"
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assertions_on_result_states = "deny"
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clone_on_ref_ptr = "warn"
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create_dir = "deny"
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dbg_macro = "deny"
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decimal_literal_representation = "deny"
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default_numeric_fallback = "warn"
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deref_by_slicing = "deny"
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disallowed_script_idents = "deny"
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else_if_without_else = "deny"
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empty_drop = "deny"
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empty_structs_with_brackets = "deny"
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error_impl_error = "deny"
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exit = "deny"
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[lints.rust]
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unsafe_code = "warn"
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missing_docs = "allow"
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unreachable_pub = "warn"
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unused_crate_dependencies = "allow" # Override workspace warn → allow for test dependencies
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unused_extern_crates = "warn"
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unused_import_braces = "warn"
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unused_lifetimes = "warn"
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unused_qualifications = "warn"
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variant_size_differences = "warn" |