beaumont

Algorithmic trading for quantitative financial applications in Rust language.

[!WARNING]
This crate is in an early stage of development and not production ready yet. Use with caution!

This project has been built and published are reusable create to both crates.io and docs.rs, and it provides basic implementations for numbers, linear algebra, and financial algorithms.

numbers

A basic implementation of decimal numbers in fixed-point arithmetic.

linear algebra

A basic implementation of linear algebra common operations.

vectors

use beaumont::*;
    
let v1 = vector![1, 2, 3];                  

// Comparing for equality                     
assert_eq!(v1, vector![1, 2, 3]);             
                                              
// Negation                                   
let negated = v1.neg();                       
assert_eq!(negated, vector![-1, -2, -3]);     
                                              
// Scalar multiplication                      
let v2 = v1.scale_by(2);                      
assert_eq!(v2, vector![2, 4, 6]);             
                                              
// Addition                                   
let v3 = Vector::from([1, 2, 3]);             
let v4 = v1.add(&v2);                         
assert_eq!(v4, vector![3, 6, 9]);             
                                              
// Dot product                                
let s = v1.dot(&v2);                          
assert_eq!(s, 28);                            

matrices

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algorithms

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