mpt_lib 0.0.2

The full name of MPT is modern portfolio theory. It is an economic framework through which investors try to take minimal market risks and achieve maximum returns for a given investment portfolio The target of lib is provide all MPT calculation method

Key parameter explaintion

date : all date in this lib is a integer value from 1970-01-01

freq: the frequence include bellow

pub enum ClFrequency {
ClFrequencyUnknown = -1,
ClFrequencyDaily,        //= 0,
ClFrequencyWeekly,       //1
ClFrequencyMonthly,      //2
ClFrequencyQuarterly,    //3
ClFrequencyAnnually,     //4
ClFrequencySemiannually, //5
}

rank type:

pub enum ClRankType {
ClRankTypeNoRank = 0,
ClRankTypeRaw = 1,
ClRankTypeAsc = 2,
ClRankTypeDec = 3,
ClRankTypePercAsc = 4,
ClRankTypePercDec = 5,
ClRankTypeDecAsc = 6,
ClRankTypeDecDec = 7,
ClRankTypeQuinAsc = 8,
ClRankTypeQuinDec = 9,
ClRankTypeQuartAsc = 10,
ClRankTypeQuartDec = 11,
}