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>
79 lines
3.2 KiB
Rust
79 lines
3.2 KiB
Rust
#![deny(clippy::unwrap_used, clippy::expect_used)]
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#![cfg_attr(test, allow(clippy::unwrap_used, clippy::expect_used))]
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#![allow(clippy::module_name_repetitions)]
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#![allow(clippy::integer_division)]
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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)] // Validation code: bounds checked by construction
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#![allow(clippy::similar_names)] // ML naming: min_val/max_val, state/states are conventional
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//! # ML Data Validation
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//!
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//! Data quality validation, cross-validation, and statistical correction
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//! for Foxhunt ML training data.
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//!
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//! ## Modules
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//!
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//! - [`corrector`] -- Automatic correction of data quality issues
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//! - [`cpcv`] -- Combinatorial Purged Cross-Validation (Lopez de Prado)
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//! - [`fdr`] -- False Discovery Rate correction for multiple hypothesis testing
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//! - [`rules`] -- Composable validation rules for OHLCV data
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//! - [`validator`] -- Orchestrator that runs rules and generates reports
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pub mod corrector;
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pub mod cpcv;
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pub mod fdr;
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pub mod rules;
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pub mod validator;
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// Re-export core types used by this crate
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pub use ml_core::types::OHLCVBar;
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pub use ml_core::MLError;
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/// Technical indicators (10 essential ones).
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///
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/// All indicators are calculated with standard parameters for 1-minute OHLCV data:
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/// - RSI(14): Relative Strength Index
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/// - MACD(12,26,9): Moving Average Convergence Divergence
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/// - Bollinger Bands(20, 2.0): Price envelope
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/// - ATR(14): Average True Range
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/// - EMA(12, 26): Exponential moving averages
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/// - Volume MA(20): Volume moving average
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///
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/// This type mirrors `ml::data_loader::Indicators` so that the validation crate
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/// can operate independently of the full `ml` crate. Conversion between the two
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/// is trivial (both are plain `pub` field structs with identical layout).
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#[derive(Debug, Clone)]
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pub struct Indicators {
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/// RSI(14) - values 0-100
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pub rsi: Vec<f32>,
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/// MACD line (12,26)
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pub macd: Vec<f32>,
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/// MACD signal line (9)
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pub macd_signal: Vec<f32>,
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/// Bollinger upper band (20, 2.0)
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pub bb_upper: Vec<f32>,
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/// Bollinger middle band (SMA 20)
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pub bb_middle: Vec<f32>,
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/// Bollinger lower band (20, 2.0)
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pub bb_lower: Vec<f32>,
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/// ATR(14) - volatility measure
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pub atr: Vec<f32>,
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/// EMA(12) - fast exponential moving average
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pub ema_fast: Vec<f32>,
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/// EMA(26) - slow exponential moving average
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pub ema_slow: Vec<f32>,
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/// Volume MA(20) - volume moving average
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pub volume_ma: Vec<f32>,
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}
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// Re-export main types
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pub use corrector::DataCorrector;
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pub use cpcv::{CPCVConfig, CPCVResult, CPCVSplit, CPCVValidator};
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pub use fdr::{FDRConfig, FDRCorrector, FDRMethod, FDRResult};
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pub use rules::{
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CompletenessRule, ContinuityRule, IndicatorRule, IntegrityRule, TimestampRule, ValidationRule,
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};
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pub use validator::{DataValidator, ValidationReport, ValidationResult};
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