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>
58 lines
1.9 KiB
Rust
58 lines
1.9 KiB
Rust
//! Statistical and Financial Validation Module
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//!
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//! Provides two categories of validation:
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//! - Financial validation (price/volume/quantity sanity checks)
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//! - Statistical validation (walk-forward, DSR, PBO, permutation tests)
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pub mod adapters;
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pub mod degradation;
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pub mod financial;
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pub mod harness;
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pub mod noise;
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pub mod ppo_adapter;
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pub mod regime_analysis;
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pub mod statistical;
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pub mod temporal_guard;
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pub mod types;
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pub mod walk_forward;
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// Re-export financial validation for backward compatibility
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pub use financial::{
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validate_model_basic, validate_model_comprehensive, validate_type_conversions,
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FinancialValidationResult, ValidationResult,
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};
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// Re-export DQN strategy adapter
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pub use adapters::DqnStrategy;
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// Re-export PPO strategy adapters
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pub use ppo_adapter::{PpoLstmStrategy, PpoStrategy};
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// Re-export statistical validation types
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pub use types::{TimeSeriesData, ValidatableStrategy};
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// Re-export walk-forward cross-validation splitter
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pub use walk_forward::{walk_forward_split, Fold, WalkForwardConfig};
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// Re-export per-regime performance analysis
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pub use regime_analysis::{per_regime_breakdown, RegimeMetrics};
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// Re-export validation harness
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pub use harness::{ValidationHarness, ValidationHarnessConfig, ValidationReport, ValidationVerdict};
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// Re-export statistical validation tests
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pub use statistical::{
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deflated_sharpe_ratio, excess_kurtosis, normal_cdf, normal_ppf, permutation_test,
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probability_of_backtest_overfitting, sharpe_ratio, skewness, DsrResult, PboResult,
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PermutationResult,
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};
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// Re-export temporal guard types
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pub use temporal_guard::{LeakageAuditReport, NormalizationStats, TemporalGuard};
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// Re-export degradation tracking types
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pub use degradation::{DegradationReport, DegradationTracker, FoldMetrics};
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// Re-export noise injection for robustness testing
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pub use noise::{compute_robustness_score, NoiseConfig, NoiseInjector};
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