Expand description
A basic implementation of algorithmic trading for quantitative financial applications.
This crate is in an early stage of development and
not production ready yet.
Use with caution!
Use with caution!
Macros§
- vector
- Create mathematical
Vectorfrom fixed-size array
Structs§
- Decimal
- Representation of a decimal number in fixed-point arithmetic
- Vector
- Representation of a mathematical vector
Enums§
- Decimal
Error - Error type for decimal numbers
- Rounding
Mode - Rounding mode to be used in decimal number operations requiring rounding
Constants§
- MAX_
COEFFICIENT - The maximum coefficient allowed in representing decimal numbers
- MAX_
PRECISION - The maximum precision possible in representing decimal numbers
- MAX_
SCALING - The maximum scaling allowed in representing decimal numbers
- MIN_
COEFFICIENT - The minimum coefficient allowed in representing decimal numbers
- MIN_
SCALING - The minimum scaling allowed in representing decimal numbers
Traits§
- Dimension
- A trait for types that have a dimension (such as vectors and matrices)
Attribute Macros§
- allow_
decimals - Allow custom literals of
Decimalnumbers