[package]
edition = "2024"
rust-version = "1.85.0"
name = "atelier_quant"
version = "0.0.12"
build = false
exclude = [
"*.log",
".github",
"Makefile.toml",
"assets/*",
"tags",
]
publish = true
autolib = false
autobins = false
autoexamples = false
autotests = false
autobenches = false
description = "Quantitative Finance Tools & Models for the atelier-rs engine"
homepage = "https://iteralabs.xyz/atelier-rs"
documentation = "https://docs.rs/atelier_quant/"
readme = "README.md"
keywords = [
"crypto",
"framework",
"math",
"trading",
]
categories = [
"data-structures",
"development-tools",
"finance",
"simulation",
]
license = "Apache-2.0"
repository = "https://github.com/iteralabs/atelier-rs"
resolver = "2"
[package.metadata.docs.rs]
rustdoc-args = [
"--html-in-header",
"katex-header.html",
"--cfg",
"docsrs",
]
all-features = true
[lib]
name = "atelier_quant"
path = "src/lib.rs"
[[bin]]
name = "inter_fit"
path = "src/bin/inter_fit.rs"
doc = false
[[bin]]
name = "inter_serve"
path = "src/bin/inter_serve.rs"
doc = false
[[example]]
name = "eg_hawkes_ob_arrivals"
path = "examples/eg_hawkes_ob_arrivals.rs"
[[test]]
name = "test_extracts"
path = "tests/arrivals/test_extracts.rs"
[[test]]
name = "test_hawkes"
path = "tests/hawkes/test_hawkes.rs"
[[test]]
name = "test_hawkes_conditioned"
path = "tests/hawkes/test_conditioned.rs"
[[test]]
name = "test_inter"
path = "tests/arrivals/test_inter.rs"
[[test]]
name = "test_inter_stats"
path = "tests/arrivals/test_inter_stats.rs"
[[test]]
name = "test_model_estimation_hawkes"
path = "tests/hawkes/test_estimation.rs"
[[test]]
name = "test_model_estimation_poisson"
path = "tests/poisson/test_estimation.rs"
[[test]]
name = "test_model_poisson"
path = "tests/poisson/test_poisson.rs"
[[test]]
name = "test_quadrature"
path = "tests/hawkes/test_quadrature.rs"
[dependencies.atelier_data]
version = "0.0.15"
features = ["parquet"]
[dependencies.chrono]
version = "0.4"
features = ["serde"]
[dependencies.clap]
version = "4.5"
features = ["derive"]
[dependencies.libm]
version = "0.2"
[dependencies.rand]
version = "0.9.0"
[dependencies.rand_distr]
version = "0.5.0"
[dependencies.serde]
version = "1.0"
features = ["derive"]
[dependencies.serde_json]
version = "1.0"
[dependencies.thiserror]
version = "1.0.64"
[dependencies.toml]
version = "0.8"
[lints.rust]
trivial_casts = "warn"
trivial_numeric_casts = "warn"
unreachable_code = "deny"
unreachable_patterns = "deny"
unsafe_code = "forbid"
unused_extern_crates = "allow"
unused_variables = "warn"
[lints.rust.unexpected_cfgs]
level = "warn"
priority = 0
check-cfg = ["cfg(nightly)"]