9c3d741a08
Move 17 library crates into crates/, CLI binary into bin/fxt, consolidate 10 test crates into testing/, split config crate from deployment config files. Root directory reduced from 38+ to ~17 directories. All Cargo.toml paths and build.rs proto refs updated. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
51 lines
1.8 KiB
Rust
51 lines
1.8 KiB
Rust
//! # ML Microstructure Integration Module
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//!
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//! Orchestrates all advanced microstructure ML models for unified HFT alpha generation.
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//! Provides a single interface for all models with ensemble prediction capabilities.
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use std::collections::{HashMap, VecDeque};
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use std::sync::Arc;
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use std::sync::atomic::{AtomicU64, Ordering};
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use std::time::Instant;
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use candle_core::Device;
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use candle_core::{Device, VarBuilder};
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use serde::{Deserialize, Serialize};
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use tokio::sync::{RwLock, Mutex};
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use crate::{MLAppResult, InferenceResult, ModelMetadata};
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use super::*;
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use super::advanced_models::{
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use super::advanced_models_extended::{
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use super::{MarketDataUpdate, TradeDirection, MicrostructureResult};
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#[tokio::test]
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async fn test_ensemble_creation() {
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let device = Device::Cpu;
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let ensemble = MicrostructureMLEnsemble::new(device).await;
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// Note: This will fail without proper model files, but tests the structure
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assert!(ensemble.is_err()); // Expected without trained models
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}
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#[test]
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fn test_ensemble_weights() {
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let weights = EnsembleWeights::default();
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let total_weight = weights.ofi_weight + weights.liquidity_weight +
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weights.spread_weight + weights.impact_weight +
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weights.toxicity_weight;
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assert!((total_weight - 1.0).abs() < 0.01); // Should sum to approximately 1.0
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}
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#[test]
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fn test_trading_action_determination() {
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// Test various alpha/confidence combinations
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let action_strong_buy = TradingAction::StrongBuy;
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let action_hold = TradingAction::Hold;
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// These would be tested with actual ensemble logic
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assert!(matches!(action_strong_buy, TradingAction::StrongBuy));
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assert!(matches!(action_hold, TradingAction::Hold));
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}
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} |