optionstratlib-backtest 0.23.0

Strategy backtests over simulated paths: per-path evaluation, run statistics and reports of OptionStratLib. Re-exported by the optionstratlib facade under its `backtest` feature.
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
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129

# THIS FILE IS AUTOMATICALLY GENERATED BY CARGO
#
# When uploading crates to the registry Cargo will automatically
# "normalize" Cargo.toml files for maximal compatibility
# with all versions of Cargo and also rewrite `path` dependencies
# to registry (e.g., crates.io) dependencies.
#
# If you are reading this file be aware that the original Cargo.toml
# will likely look very different (and much more reasonable).
# See Cargo.toml.orig for the original contents.

[package]
edition = "2024"
rust-version = "1.89"
name = "optionstratlib-backtest"
version = "0.23.0"
authors = ["Joaquin Bejar <jb@taunais.com>"]
build = false
include = [
    "/src/**/*",
    "/Cargo.toml",
    "/README.md",
    "/LICENSE",
]
autolib = false
autobins = false
autoexamples = false
autotests = false
autobenches = false
description = "Strategy backtests over simulated paths: per-path evaluation, run statistics and reports of OptionStratLib. Re-exported by the optionstratlib facade under its `backtest` feature."
homepage = "https://github.com/joaquinbejar/OptionStratLib"
readme = "README.md"
keywords = [
    "finance",
    "options",
    "backtesting",
    "simulation",
    "strategy",
]
categories = [
    "finance",
    "mathematics",
    "simulation",
]
license = "MIT"
repository = "https://github.com/joaquinbejar/OptionStratLib"

[package.metadata.docs.rs]
features = ["schema"]

[features]
default = []
schema = [
    "dep:utoipa",
    "optionstratlib-core/schema",
    "optionstratlib-pricing/schema",
    "optionstratlib-simulation/schema",
    "optionstratlib-analytics/schema",
    "optionstratlib-strategies/schema",
]

[lib]
name = "optionstratlib_backtest"
path = "src/lib.rs"

[dependencies.chrono]
version = "0.4"
features = ["serde"]

[dependencies.optionstratlib-analytics]
version = "0.23.0"

[dependencies.optionstratlib-core]
version = "0.23.0"

[dependencies.optionstratlib-pricing]
version = "0.23.0"

[dependencies.optionstratlib-simulation]
version = "0.23.0"

[dependencies.optionstratlib-strategies]
version = "0.23.0"

[dependencies.rayon]
version = "1.12"

[dependencies.rust_decimal]
version = "1.43"
features = [
    "maths",
    "serde",
]

[dependencies.rust_decimal_macros]
version = "1.40"

[dependencies.serde]
version = "1.0"
features = ["derive"]

[dependencies.thiserror]
version = "2.0"

[dependencies.tracing]
version = "0.1"

[dependencies.utoipa]
version = "6.0"
features = [
    "chrono",
    "decimal",
]
optional = true

[dependencies.uuid]
version = "1.27"
features = [
    "v4",
    "serde",
]

[dev-dependencies.criterion]
version = "0.8"
features = ["html_reports"]
default-features = false

[dev-dependencies.serde_json]
version = "1.0"