Files
foxhunt/crates/ml/Cargo.toml
jgrusewski 7e5af20373 fix(ci): make CUDA non-default in 5 remaining ml sub-crates
ml-supervised, ml-ensemble, ml-labeling, ml-explainability, ml-hyperopt
all had default = ["cuda"] which pulled cudarc into the CPU services
build, causing compile-services to fail with "nvcc not found".

Changed all to default = [] and wired ml/Cargo.toml cuda feature to
propagate to all 8 sub-crates (was only 3: ml-core, ml-dqn, ml-ppo).

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-03-08 19:35:55 +01:00

255 lines
8.6 KiB
TOML

[package]
name = "ml"
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
[features]
# MINIMAL features for HFT inference only - ALL HEAVY ML REMOVED
# CUDA opt-in: service crates build on CPU nodes without nvcc
default = ["minimal-inference"]
# PRODUCTION FEATURES - LIGHTWEIGHT ONLY
minimal-inference = [] # Minimal inference with no optional deps
financial = [] # Basic financial calculations
high-precision = ["rust_decimal/serde-float"]
# PERFORMANCE FEATURES - NO HEAVY ML
mimalloc-allocator = ["mimalloc"] # Fast memory allocator for 10-25% speedup
simd = [] # SIMD without heavy dependencies
# Storage and memory management features
gc = [] # Garbage collection features
s3-storage = ["ml-checkpoint/s3-storage", "aws-config", "aws-sdk-s3", "aws-types", "aws-credential-types", "urlencoding"] # S3 storage backend with AWS SDK
cuda = ["candle-core/cuda", "candle-core/cudnn", "candle-nn/cuda", "candle-nn/cudnn", "ml-core/cuda", "ml-dqn/cuda", "ml-ppo/cuda", "ml-supervised/cuda", "ml-ensemble/cuda", "ml-labeling/cuda", "ml-explainability/cuda", "ml-hyperopt/cuda"] # CUDA support — enabled by compile-training CI step via --features ml/cuda
nccl = ["cuda"] # NCCL multi-GPU data parallelism (requires NCCL library + cudarc nccl feature)
# ALL HEAVY ML FEATURES REMOVED:
# gpu, pytorch, linfa-ml - MOVED TO ml_training_service
# optimization, graph-models, reinforcement-learning - MOVED TO ml_training_service
# transformers-advanced - MOVED TO ml_training_service
[dependencies]
# Core async and utilities
tokio.workspace = true
futures.workspace = true
async-trait.workspace = true
clap.workspace = true # CLI argument parsing for train_tft binary
# Serialization and error handling
serde.workspace = true
serde_json.workspace = true
serde_yaml = "0.9" # YAML serialization for hyperparameter exports
toml.workspace = true
uuid.workspace = true
thiserror.workspace = true
anyhow.workspace = true
chrono.workspace = true
chrono-tz = "0.10" # Timezone support for market hours calculations (Wave C)
csv = "1.3" # CSV serialization for action export (Wave 3 Task 3.1)
rand.workspace = true
rand_chacha = "0.3" # ChaCha RNG for reproducible Monte Carlo permutation tests
# System and I/O
memmap2.workspace = true
tempfile.workspace = true
tracing.workspace = true
tracing-subscriber.workspace = true # For train_tft binary logging
prometheus.workspace = true
reqwest.workspace = true
colored = "2.1" # Terminal color output for evaluation reports
# Internal workspace crates
ml-core.workspace = true
ml-ensemble.workspace = true
ml-dqn.workspace = true
ml-ppo.workspace = true
ml-supervised.workspace = true
ml-hyperopt.workspace = true
ml-features.workspace = true
ml-labeling.workspace = true
ml-regime.workspace = true
ml-regime-detection.workspace = true
ml-checkpoint.workspace = true
ml-data-validation.workspace = true
ml-validation.workspace = true
ml-risk.workspace = true
ml-security.workspace = true
ml-backtesting.workspace = true
ml-asset-selection.workspace = true
ml-universe.workspace = true
ml-observability.workspace = true
ml-stress-testing.workspace = true
ml-explainability.workspace = true
ml-paper-trading.workspace = true
config.workspace = true
common = { workspace = true, features = ["questdb"] }
risk = { path = "../risk" }
# Model loading functionality is in storage crate
storage = { path = "../storage" }
# Data crate for test helpers (dev-dependency in tests)
data = { path = "../data" }
# Database for model registry
sqlx.workspace = true
# Essential ML frameworks for HFT inference - CUDA OPTIONAL
# Using specific git rev (671de1db) for cudarc 0.17.3 CUDA 13.0 compatibility
# Rev 671de1db is v0.9.1 + cudarc 0.17.3 upgrade
# CUDA features are optional - controlled by 'cuda' feature flag
candle-core = { git = "https://github.com/huggingface/candle", rev = "671de1db" } # Base without GPU
candle-nn = { git = "https://github.com/huggingface/candle", rev = "671de1db" }
# Use git version of candle-optimisers to match candle version
candle-optimisers = { git = "https://github.com/KGrewal1/optimisers" } # Base without GPU
# HEAVY ML FRAMEWORKS REMOVED - MOVED TO ml_training_service
# ort (ONNX Runtime) - REMOVED (1000+ dependencies alone!)
# tch, torch-sys (PyTorch bindings) - REMOVED (500+ dependencies!)
# Mathematical libraries
# BLAS feature temporarily disabled - requires libopenblas-dev installation
# TODO: Re-enable after running: sudo apt-get install -y libopenblas-dev
ndarray = { workspace = true, features = ["rayon"] }
nalgebra = { version = "0.33", features = ["serde-serialize"] }
# MINIMAL statistics only - ALL HEAVY ML ALGORITHMS REMOVED
# linfa ecosystem (linfa, linfa-clustering, linfa-linear, linfa-reduction) - REMOVED (200+ deps)
# smartcore - REMOVED (100+ dependencies)
# Basic statistics - always included (not optional)
statrs.workspace = true # Required for statistical computations
rust_decimal.workspace = true
# gymnasium, rerun - REMOVED (RL frameworks moved to ml_training_service)
# cudarc, wgpu - REMOVED (GPU frameworks moved to ml_training_service)
rayon.workspace = true
crossbeam = { version = "0.8", features = ["std"] }
petgraph = { version = "0.6", features = ["serde"] } # Required for TGNN graphs
semver = "1.0"
lru.workspace = true # Required for model caching
# chronoutil, ta, polars - REMOVED or moved to workspace dependencies
# argmin, nlopt, ipopt - REMOVED (optimization frameworks moved to ml_training_service)
half = { version = "2.6.0", features = ["serde"] }
rand_distr.workspace = true
dbn.workspace = true # Databento Binary format for real market data loading
zstd.workspace = true # Zstd decompression for .dbn.zst trade files
databento = "0.34" # Databento API client for downloading data (includes async by default)
# Performance allocators
mimalloc = { version = "0.1", optional = true } # Fast memory allocator
dotenv = "0.15" # Load .env files for API keys
parking_lot = { version = "0.12", features = ["hardware-lock-elision"] }
dashmap = { workspace = true }
once_cell = "1.19"
lazy_static.workspace = true
flate2 = "1.0"
sha2 = "0.10"
safetensors = "0.4" # Direct dep for checkpoint metadata (config hash validation)
hmac = "0.12" # HMAC for checkpoint signatures (SEC-001 fix)
hex = "0.4" # Hex encoding for signatures
bincode = "1.3"
fastrand = "2.1"
# wide - REMOVED (SIMD moved to trading_engine)
num-traits = "0.2"
# Parquet I/O for feature caching (Wave 2 Agent 8)
# Updated to workspace version 56 to fix arrow-arith compilation conflict
parquet.workspace = true
arrow.workspace = true
bytes = "1.5" # For Parquet in-memory serialization
num = "0.4"
libc = "0.2"
fs2 = "0.4"
num_cpus = "1.16"
approx.workspace = true
sysinfo = "0.33" # System information for benchmarks
# AWS SDK dependencies for S3 checkpoint storage (optional, s3-storage feature)
aws-config = { version = "1.1", optional = true }
aws-sdk-s3 = { version = "1.14", optional = true }
aws-types = { version = "1.1", optional = true }
aws-credential-types = { version = "1.1", optional = true }
urlencoding = { version = "2.1", optional = true }
# Bayesian optimization for hyperparameter tuning (using argmin instead of egobox due to ndarray conflict)
argmin = { version = "0.8", features = ["rayon"] } # Optimization framework with parallel execution
argmin-math = "0.3" # Math utilities for argmin
[dev-dependencies]
tokio-test = "0.4"
proptest = "1.5"
tempfile = "3.12"
futures-test = "0.3"
test-case = "3.0"
rstest = "0.22"
criterion = { version = "0.5", features = ["html_reports", "async_tokio"] }
fastrand = "2.1"
tokio = { workspace = true, features = ["test-util", "macros"] }
insta = "1.34" # Snapshot testing for ML outputs
serial_test = "3.0" # Sequential testing for GPU resources
tracing-subscriber = { version = "0.3", features = ["env-filter", "fmt"] }
rand_chacha = "0.3" # ChaCha RNG for hyperopt tests
[[example]]
name = "cuda_test"
path = "examples/cuda_test.rs"
[[example]]
name = "train_baseline_rl"
path = "examples/train_baseline_rl.rs"
[[example]]
name = "train_baseline_supervised"
path = "examples/train_baseline_supervised.rs"
[[example]]
name = "evaluate_baseline"
path = "examples/evaluate_baseline.rs"
[[example]]
name = "hyperopt_baseline_rl"
path = "examples/hyperopt_baseline_rl.rs"
[[example]]
name = "hyperopt_baseline_supervised"
path = "examples/hyperopt_baseline_supervised.rs"
[[bench]]
name = "microstructure_bench"
harness = false
[[bench]]
name = "alternative_bars_bench"
harness = false
[[bench]]
name = "bench_feature_extraction"
harness = false
[lints]
workspace = true