d06c99b0e1
- Fix format_push_string: write!() instead of push_str(&format!()) (25 sites) - Fix str_to_string: .to_owned() instead of .to_string() on &str (6 sites) - Fix unseparated_literal_suffix: add _ separator (6 sites) - Fix multiple_inherent_impl: merge split impl blocks in TGGN, TFT, OFI (3) - Fix else_if_without_else: add exhaustive else clauses (3 sites) - Fix if_then_some_else_none: use .then().transpose() (1 site) - Fix unwrap_in_result: replace expect() with match + ? (2 sites) - Fix wildcard_enum_match_arm: enumerate Storage variants explicitly (2) - Fix decimal_literal_representation: use hex for power-of-2 constants (5) - Fix rc_buffer: Arc<Vec<T>> → Arc<[T]> for OFI features - Fix needless_range_loop: convert to iterator patterns (17 sites) - Fix used_underscore_binding: remove prefix on used vars (6 sites) - Fix doc list item indentation (7 sites) - Allow too_many_arguments on ML training functions (4) - Allow multiple_unsafe_ops_per_block on CUDA FFI functions (3) - Allow upper_case_acronyms on SLSTM/MLSTM model names (2) - Add ML-crate pedantic allows: shadow, similar_names, type_complexity, indexing_slicing, partial_pub_fields, non_ascii_literal, same_name_method (following existing ml-labeling/ml-universe pattern) Result: cargo clippy --workspace -- -D warnings passes with zero warnings. All 2758+ lib tests pass (2 pre-existing backtesting failures unchanged). Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
71 lines
2.8 KiB
Rust
71 lines
2.8 KiB
Rust
//! Feature Engineering for Foxhunt ML models
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//!
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//! Core feature extractors: technical indicators, price patterns, volume analysis,
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//! microstructure proxies, OFI (Order Flow Imbalance), normalization, and more.
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#![allow(clippy::module_name_repetitions)]
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#![allow(clippy::integer_division)]
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#![deny(
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clippy::unwrap_used,
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clippy::expect_used,
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clippy::panic
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)]
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#![allow(clippy::shadow_reuse, clippy::shadow_same, clippy::shadow_unrelated)] // Tensor ops: let x = x.relu() is idiomatic
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#![allow(clippy::non_ascii_literal)] // Math symbols in ML documentation and error messages
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#![allow(clippy::partial_pub_fields)] // ML config structs: some fields are pub API, some internal
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#![allow(clippy::same_name_method)] // Intentional: inherent methods shadow trait defaults for ML-specific behavior
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#![allow(clippy::indexing_slicing)] // Tensor/matrix indexing with bounds guaranteed by construction
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#![allow(clippy::similar_names)] // ML naming: min_val/max_val, state/states are conventional
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// Re-export core types at crate root for internal use
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pub use ml_core::MLError;
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pub use ml_core::types::OHLCVBar;
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// Public modules (21 total)
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pub mod adx_features;
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pub mod alternative_bars;
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pub mod bar_resampler;
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pub mod barrier_optimization;
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pub mod config;
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pub mod ewma;
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pub mod feature_extraction;
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pub mod mbp10_loader;
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pub mod microstructure;
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pub mod microstructure_features;
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pub mod normalization;
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pub mod ofi_calculator;
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pub mod pipeline;
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pub mod position_features;
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pub mod price_features;
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pub mod regime_adx;
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pub mod statistical_features;
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pub mod time_features;
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pub mod trades_loader;
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pub mod types;
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pub mod volume_features;
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// Re-exports
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pub use config::{FeatureConfig, FeatureGroup, FeatureIndices, FeaturePhase};
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pub use alternative_bars::{
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DollarBarSampler, ImbalanceBarSampler, RunBarSampler, TickBarSampler, VolumeBarSampler,
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};
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pub use barrier_optimization::{BarrierOptimizer, BarrierParams, OptimizationResult};
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pub use ewma::{AdaptiveThreshold, EWMACalculator};
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pub use price_features::PriceFeatureExtractor;
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pub use volume_features::VolumeFeatureExtractor;
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pub use adx_features::AdxFeatureExtractor;
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pub use regime_adx::RegimeADXFeatures;
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pub use microstructure_features::{
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BuySellImbalance, HighLowSpread, InterArrivalTime, KyleLambda, MicrostructureFeature,
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PriceImpact, TickCount, VarianceRatio, VolumeWeightedSpread,
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};
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pub use time_features::TimeFeatureExtractor;
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pub use statistical_features::StatisticalFeatureExtractor;
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pub use normalization::{FeatureNormalizer, NormalizationStats, RingBuffer};
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pub use pipeline::{FeatureExtractionPipeline, PipelinePerformance};
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pub use position_features::PositionFeatures;
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pub use ofi_calculator::{OFICalculator, OFIFeatures};
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pub use mbp10_loader::{get_recent_snapshots, get_snapshots_for_timestamp, load_mbp10_snapshots_sync};
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pub use trades_loader::{get_trades_for_bar, load_trades_sync, DbnTrade};
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pub use bar_resampler::BarResampler;
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