8b9abcc3c1
Eliminate ~4,260 clippy deny-level errors that blocked workspace-wide clippy runs. Errors cascaded: upstream crate failures (ctrader-openapi, risk-data) hid thousands of downstream errors in ml, tli, backtesting. Key changes: - ctrader-openapi: fix shadow_unrelated/shadow_reuse (renamed vars) - risk-data/risk: replace non-ASCII em dashes with ASCII equivalents - tli: allow deny lints on prost-generated proto code, fix shadows - trading_engine: fix let_underscore_must_use, wildcard matches, shadows - broker_gateway_service: allow dead_code on unused redis_client field - ml (4030 errors): remove local deny overrides for unwrap/expect/indexing (workspace warn level sufficient), add crate-level allows for non-safety mass-violation lints (non_ascii_literal, shadow_*, str_to_string, etc.), batch-fix em dashes, unseparated literal suffixes, format_push_string, wildcard matches, impl_trait_in_params, mutex_atomic, and more - backtesting: replace unwrap() on first()/last() with match destructure - tests: simplify loop-that-never-loops, fix mutex unwrap Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
118 lines
3.3 KiB
Rust
118 lines
3.3 KiB
Rust
//! Regime Detection Models for Market State Identification
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//!
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//! Implements advanced regime detection algorithms to identify different market states
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//! and adapt ML models accordingly. Uses fixed-point arithmetic for sub-100μs performance.
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use serde::{Deserialize, Serialize};
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use crate::MLError;
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/// Configuration for regime detection
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#[derive(Debug, Clone, Serialize, Deserialize)]
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pub struct RegimeDetectionConfig {
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pub window_size: usize,
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pub min_regime_duration: usize,
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pub threshold: f64,
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}
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impl Default for RegimeDetectionConfig {
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fn default() -> Self {
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Self {
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window_size: 100,
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min_regime_duration: 10,
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threshold: 0.05,
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}
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}
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}
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/// Regime detection engine
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#[derive(Debug)]
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pub struct RegimeDetectionEngine {
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pub total_updates: u64,
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pub feature_data: Vec<f64>,
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config: RegimeDetectionConfig,
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}
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impl RegimeDetectionEngine {
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pub fn new(config: RegimeDetectionConfig) -> Result<Self, MLError> {
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Ok(Self {
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total_updates: 0,
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feature_data: Vec::new(),
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config,
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})
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}
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pub fn update_features(&mut self, features: &[f64]) -> Result<(), MLError> {
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self.feature_data.extend_from_slice(features);
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self.total_updates += 1;
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Ok(())
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}
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pub fn detect_regime(&self) -> Result<String, MLError> {
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Ok("normal".to_owned())
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}
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}
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#[cfg(test)]
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mod tests {
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use super::*;
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#[tokio::test]
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async fn test_regime_detection_engine_creation() -> Result<(), Box<dyn std::error::Error>> {
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let config = RegimeDetectionConfig::default();
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let engine = RegimeDetectionEngine::new(config)?;
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assert_eq!(engine.total_updates, 0);
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assert!(engine.feature_data.is_empty());
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Ok(())
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}
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#[tokio::test]
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async fn test_feature_data_update() -> Result<(), Box<dyn std::error::Error>> {
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let mut engine = RegimeDetectionEngine::new(RegimeDetectionConfig::default())?;
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let features = vec![0.1, 0.01];
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let result = engine.update_features(&features);
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assert!(result.is_ok());
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assert_eq!(engine.total_updates, 1);
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assert_eq!(engine.feature_data.len(), 2);
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Ok(())
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}
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#[tokio::test]
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async fn test_regime_detection() -> Result<(), Box<dyn std::error::Error>> {
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let engine = RegimeDetectionEngine::new(RegimeDetectionConfig::default())?;
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let regime = engine.detect_regime()?;
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assert_eq!(regime, "normal");
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Ok(())
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}
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#[test]
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fn test_config_defaults() {
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let config = RegimeDetectionConfig::default();
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assert_eq!(config.window_size, 100);
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assert_eq!(config.min_regime_duration, 10);
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assert_eq!(config.threshold, 0.05);
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}
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#[test]
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fn test_config_serialization() {
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let config = RegimeDetectionConfig::default();
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// Test that config can be serialized/deserialized
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let serialized = serde_json::to_string(&config).expect("Failed to serialize config");
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let deserialized: RegimeDetectionConfig =
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serde_json::from_str(&serialized).expect("Failed to deserialize config");
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assert_eq!(config.window_size, deserialized.window_size);
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assert_eq!(config.min_regime_duration, deserialized.min_regime_duration);
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assert!(config.threshold - deserialized.threshold < f64::EPSILON);
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}
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}
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