- ml-universe (1.7K lines): correlation, liquidity, momentum, volatility modules. Only depends on ml-core (MLError, PRECISION_FACTOR). 6 tests passing. - ml-backtesting (1.1K lines): action_loader, barrier_backtest, report modules. Only depends on ml-core (MLError). Discovered and included previously undeclared report.rs module. 10 tests passing. - ml-asset-selection (1.2K lines): scorer, selector modules with AssetClass, AssetUniverse, PredictabilityScorer, ActiveSetSelector. Only depends on ml-core (MLError). 33 tests passing. All three replaced with thin facade re-exports in ml — existing `use ml::universe::*` / `use ml::backtesting::*` / `use ml::asset_selection::*` paths continue to work. Total: 15 sub-crates extracted from ml monolith. Workspace: 0 errors, ml tests 902 passed + 49 in sub-crates. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
28 lines
642 B
TOML
28 lines
642 B
TOML
[package]
|
|
name = "ml-backtesting"
|
|
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
|
|
description = "ML backtesting framework for barrier optimization and report generation"
|
|
|
|
[dependencies]
|
|
ml-core.workspace = true
|
|
serde = { workspace = true, features = ["derive"] }
|
|
chrono.workspace = true
|
|
anyhow.workspace = true
|
|
csv.workspace = true
|
|
|
|
[dev-dependencies]
|
|
tempfile = "3.12"
|
|
|
|
[lints]
|
|
workspace = true
|