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>
36 lines
809 B
TOML
36 lines
809 B
TOML
[package]
|
|
name = "ml-risk"
|
|
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 = "ML-driven risk management for Foxhunt HFT"
|
|
|
|
[features]
|
|
default = []
|
|
|
|
[dependencies]
|
|
ml-core.workspace = true
|
|
common.workspace = true
|
|
risk = { path = "../risk" }
|
|
serde = { workspace = true, features = ["derive"] }
|
|
chrono.workspace = true
|
|
ndarray.workspace = true
|
|
tracing.workspace = true
|
|
rand.workspace = true
|
|
rust_decimal.workspace = true
|
|
tokio.workspace = true
|
|
|
|
[dev-dependencies]
|
|
tokio = { workspace = true, features = ["test-util", "macros"] }
|
|
|
|
[lints]
|
|
workspace = true
|