chapaty 1.3.0

An event-driven Rust engine for building and evaluating quantitative trading agents. Features a Gym-style API for algorithmic backtesting and reinforcement learning.
Documentation 
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72

// 1. Report, I/O & Transport
#[rustfmt::skip]
pub use crate::io::*;
#[rustfmt::skip]
pub use crate::report::io::*;
#[rustfmt::skip]
pub use crate::transport::source::*;

// 2. The Core "Loop", Agents & States
#[rustfmt::skip]
pub use crate::data::episode::*;
// Pulls in Reward, EnvStatus, StepOutcome, GridAxis, AgentIdentifier, etc.
#[rustfmt::skip]
pub use crate::gym::*;
// Pulls in Env, Actions, Observation, Agent, load, make, etc.
#[rustfmt::skip]
pub use crate::gym::trading::*;

// 3. Financial Domain Types (Primitives & Classifications)
#[rustfmt::skip]
pub use crate::data::domain::*;

// 4. Events & Views
#[rustfmt::skip]
pub use crate::data::event::*;
#[rustfmt::skip]
pub use crate::data::view::*;

// 5. Data Configurations & Filters
#[rustfmt::skip]
pub use crate::data::common::*;
#[rustfmt::skip]
pub use crate::data::filter::*;
#[rustfmt::skip]
pub use crate::data::query::*;

// 6. Technical Indicators (Business Logic)
// 6.a Shared Blueprints / Configs
#[rustfmt::skip]
pub use crate::indicator::config::*;

// 6.b Batch Indicators (Polars / O(1))
#[rustfmt::skip]
pub use crate::indicator::batch::WithBatchIndicators;
#[rustfmt::skip]
pub use crate::indicator::batch::event::*;
#[rustfmt::skip]
pub use crate::indicator::batch::ohlcv::*;
#[rustfmt::skip]
pub use crate::indicator::batch::trades::*;

// 6.c Streaming Indicators (Tick-by-Tick)
#[rustfmt::skip]
pub use crate::indicator::streaming::fair_value_gap::*;
#[rustfmt::skip]
pub use crate::indicator::streaming::momentum::*;
#[rustfmt::skip]
pub use crate::indicator::streaming::moving_averages::*;
#[rustfmt::skip]
pub use crate::indicator::streaming::oscillators::*;
#[rustfmt::skip]
pub use crate::indicator::streaming::session::*;
#[rustfmt::skip]
pub use crate::indicator::streaming::swing::*;
#[rustfmt::skip]
pub use crate::indicator::streaming::timing::*;
#[rustfmt::skip]
pub use crate::indicator::streaming::volatility::*;

// 7. Errors
#[rustfmt::skip]
pub use crate::error::*;