Files
foxhunt/common/Cargo.toml
jgrusewski 7458f1be01 feat(wave12): E2E validation complete - 225-feature pipeline ready
 Validation Results:
- PPO training: 24.2s (1 epoch, 950 samples, dim=225)
- Feature extraction: 105μs/bar (9.5x faster than target)
- Model checkpoint: 293KB (147KB actor + 146KB critic)
- GPU memory: 145MB used (96.4% headroom)
- Zero dimension mismatches

📊 Success Criteria (5/5):
 Feature dimension = 225 (Wave C 201 + Wave D 24)
 Model state_dim = 225
 Training completed without errors
 Checkpoint saved successfully
 No dimension mismatch errors

📁 Training Data Ready:
- ES.FUT: 2.9MB, 180 days
- NQ.FUT: 4.4MB, 180 days
- 6E.FUT: 2.8MB, 180 days
- ZN.FUT: 65KB, 90 days (clean)

🚀 Next: Full production model retraining (4 models, ~10min GPU time)

🤖 Generated with Claude Code (https://claude.com/claude-code)

Co-Authored-By: Claude <noreply@anthropic.com>
2025-10-22 22:48:04 +02:00

81 lines
2.0 KiB
TOML

[package]
name = "common"
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 = "Shared utilities and common types for Foxhunt HFT Trading System"
[dependencies]
# Core async and utilities
tokio.workspace = true
futures.workspace = true
async-trait.workspace = true
# Serialization
serde = { workspace = true, features = ["derive"] }
serde_json.workspace = true
# Error handling
thiserror.workspace = true
anyhow.workspace = true
# Time handling
chrono = { workspace = true, features = ["serde"] }
# Financial types
rust_decimal = { workspace = true, features = ["serde", "macros"] }
num-traits.workspace = true
# Database dependencies
sqlx = { workspace = true, features = ["runtime-tokio-rustls", "postgres", "chrono", "uuid", "rust_decimal", "macros"], optional = true }
redis.workspace = true
# Logging and tracing
tracing.workspace = true
tracing-subscriber.workspace = true
tracing-opentelemetry.workspace = true
opentelemetry.workspace = true
opentelemetry-jaeger.workspace = true
opentelemetry_sdk.workspace = true
# gRPC (for correlation ID propagation)
tonic.workspace = true
# Configuration
toml.workspace = true
config = { path = "../config" }
# Trading engine dependency removed - common is now the canonical source
# Utilities
uuid = { workspace = true, features = ["v4", "serde"] }
once_cell.workspace = true
rand.workspace = true
# Metrics (Wave 5)
prometheus.workspace = true
lazy_static.workspace = true
[dev-dependencies]
tokio-test.workspace = true
criterion = { version = "0.5", features = ["html_reports", "async_tokio"] }
fastrand = "2.1"
jsonwebtoken.workspace = true
ml = { path = "../ml" }
tempfile = "3.8"
[features]
default = ["database"]
database = ["sqlx"]
[[bench]]
name = "ml_strategy_bench"
harness = false