Files

jgrusewski 6c93faa7d4 fix(services): keep cuda feature on ml dep — services were pulling

default-features which included cuda; my prior commit dropped both
default-features=false AND added only `financial`, breaking compile.

ml's source references cudarc unconditionally (cudarc::driver::CudaSlice
etc. are not behind #[cfg(feature = "cuda")]). With `cuda` feature off,
cudarc is not pulled in, leading to 722 unresolved-module errors.

Add `cuda` explicitly to the features list. The 8 leaf sub-crates
(ml-backtesting, ml-paper-trading, etc.) stay dropped — the win on
service compile time is preserved.

Real fix is to gate cudarc references in crates/ml/src/ behind
`#[cfg(feature = "cuda")]`, but that's a separate refactor.

2026-05-02 11:11:02 +02:00

benches

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migrations

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src

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tests

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build.rs

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Cargo.toml

fix(services): keep cuda feature on ml dep — services were pulling

2026-05-02 11:11:02 +02:00

Dockerfile

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README.md

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README.md

backtesting_service

Strategy backtesting engine with historical data replay, performance reporting, and results persistence.

Key Types

BacktestingServiceImpl -- main gRPC service
DataReplayEngine -- historical market data replay
PerformanceReporter -- Sharpe, drawdown, win rate metrics

gRPC Endpoints

RunBacktest -- submit backtest configuration and strategy
GetBacktestResults -- retrieve results for completed backtests
ListAvailableStrategies -- list registered strategies
GetBacktestReport -- detailed performance report

Configuration

GRPC_PORT -- gRPC listen port
DATABASE_URL -- PostgreSQL connection string
Historical data directory with Parquet tick/OHLCV files

Testing

SQLX_OFFLINE=true cargo test -p backtesting_service --lib