- Added BARS_PER_DAY, BARS_PER_YEAR, ANNUALIZATION_FACTOR to common::thresholds::time - Added bars_per_day field to DQNHyperparameters (default 390.0, configurable) - compute_epoch_financials() now takes bars_per_day parameter from hyperparams - coordinator_extended.rs + ab_testing.rs use centralized ANNUALIZATION_FACTOR - When switching to tick data, change one constant in common/thresholds.rs Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
common
Shared types, error handling, and utilities for the Foxhunt HFT ecosystem.
Key Types
FoxhuntError— unified error enum withResultaliasModelType— canonical ML model enum (10 primary variants)CircuitBreakerTrait— async circuit breaker interfaceTlsProtocolVersion,ClientIdentity— TLS configuration types- Market data types (
Tick,OrderBook) and order types (LimitOrder,MarketOrder)
Modules
model_types— canonicalModelTypeenum re-exported by ml/ and model_loader/resilience—CircuitBreakerTraitasync traittls— TLS types and configurationquestdb— QuestDB client configuration
Usage
use common::{FoxhuntError, ModelType};