atelier_quant 0.0.12

Quantitative Finance Tools & Models for the atelier-rs engine
Documentation
//! # atelier-quant
//!
//! Quantitative modelling toolkit for the **atelier-rs** trading engine.
//!
//! This crate provides point-process models, interarrival-time analysis,
//! and probabilistic sampling utilities aimed at modelling the
//! microstructure of limit order book event streams.
//!
//! ## Point-process models
//!
//! | Model | Module | Estimation |
//! |-------|--------|------------|
//! | Univariate Hawkes (exponential kernel) | [`hawkes`] | MLE via projected gradient ascent with Armijo line search. |
//! | Homogeneous Poisson | [`poisson`] | Closed-form MLE: λ̂ = (n−1)/T. |
//!
//! Both models expose simulation ([`hawkes::HawkesProcess::generate_values`],
//! [`poisson::PoissonProcess::generate_values`]), goodness-of-fit
//! diagnostics (time-rescaling residuals, compensator), and
//! information criteria (AIC, BIC) for model comparison.
//!
//! ## Interarrival analysis
//!
//! The [`arrivals`] module bridges raw exchange data (loaded via
//! `atelier-data`) to the estimation routines:
//!
//! 1. Extract timestamps from [`Orderbook`](atelier_data::orderbooks::Orderbook)
//!    or [`Trade`](atelier_data::trades::Trade) vectors.
//! 2. Compute interarrival deltas at any [`TimeResolution`](atelier_data::temporal::TimeResolution).
//! 3. Produce descriptive statistics (mean, variance, CV, skewness,
//!    excess kurtosis) to guide model selection.
//!
//! ## Probability distributions
//!
//! The [`probs`] module provides lightweight sampling from Uniform,
//! Normal, Poisson, and Exponential distributions via the
//! [`Sampling`] trait.

#![allow(clippy::large_enum_variant)]
#![allow(clippy::too_many_arguments)]

pub mod artifact;
pub mod config;
pub mod forecast;
pub mod hawkes;
pub mod poisson;
pub mod probs;
pub use probs::*;
pub mod arrivals;
pub use arrivals::*;
pub mod errors;