qs-backtest 0.4.1

Backtesting engine — strategy and signal replay over historical market data
Documentation
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[package]
edition = "2024"
rust-version = "1.88"
name = "qs-backtest"
version = "0.4.1"
build = false
autolib = false
autobins = false
autoexamples = false
autotests = false
autobenches = false
description = "Backtesting engine — strategy and signal replay over historical market data"
readme = "README.md"
keywords = [
    "backtest",
    "trading",
    "strategy",
    "simulation",
]
categories = ["finance"]
license = "MIT OR Apache-2.0"
repository = "https://github.com/geminik23/quant-system"

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

[[example]]
name = "dummy_signal_test"
path = "examples/dummy_signal_test.rs"

[[test]]
name = "bar_execution"
path = "tests/bar_execution.rs"

[[test]]
name = "bar_resample_parity"
path = "tests/bar_resample_parity.rs"

[[test]]
name = "configured_portfolio"
path = "tests/configured_portfolio.rs"

[[test]]
name = "configured_strategy"
path = "tests/configured_strategy.rs"

[[test]]
name = "configured_strategy_parity"
path = "tests/configured_strategy_parity.rs"

[[test]]
name = "configured_strategy_position_facts"
path = "tests/configured_strategy_position_facts.rs"

[[test]]
name = "configured_strategy_profiles"
path = "tests/configured_strategy_profiles.rs"

[[test]]
name = "configured_strategy_stored_bars"
path = "tests/configured_strategy_stored_bars.rs"

[[test]]
name = "configured_strategy_streaming"
path = "tests/configured_strategy_streaming.rs"

[[test]]
name = "crypto_economic_guard"
path = "tests/crypto_economic_guard.rs"

[[test]]
name = "future_quote_memory"
path = "tests/future_quote_memory.rs"

[[test]]
name = "future_quote_scaling"
path = "tests/future_quote_scaling.rs"

[[test]]
name = "future_quote_v1_public_api"
path = "tests/future_quote_v1_public_api.rs"

[[test]]
name = "instrument_integration"
path = "tests/instrument_integration.rs"

[[test]]
name = "market_entry_sizing_basis"
path = "tests/market_entry_sizing_basis.rs"

[[test]]
name = "numeric_catalog"
path = "tests/numeric_catalog.rs"

[[test]]
name = "run_tags"
path = "tests/run_tags.rs"

[[test]]
name = "strategy_analysis"
path = "tests/strategy_analysis.rs"

[[test]]
name = "strategy_domain"
path = "tests/strategy_domain.rs"

[[test]]
name = "strategy_future_replay"
path = "tests/strategy_future_replay.rs"

[[test]]
name = "strategy_journal"
path = "tests/strategy_journal.rs"

[[test]]
name = "strategy_runtime"
path = "tests/strategy_runtime.rs"

[[test]]
name = "strategy_series"
path = "tests/strategy_series.rs"

[[test]]
name = "thread_mobility"
path = "tests/thread_mobility.rs"

[[test]]
name = "trading_costs"
path = "tests/trading_costs.rs"

[[bench]]
name = "future_quote_scaling"
path = "benches/future_quote_scaling.rs"
harness = false

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

[dependencies.chrono-tz]
version = "0.10"
features = ["serde"]

[dependencies.qs-core]
version = "0.4.1"
package = "quant-system-core"

[dependencies.qs-data-preprocess]
version = "0.4.1"
default-features = false

[dependencies.qs-instruments]
version = "0.4.1"

[dependencies.qs-risk]
version = "0.4.1"

[dependencies.qs-strategy]
version = "0.4.1"

[dependencies.qs-symbols]
version = "0.4.1"

[dependencies.serde]
version = "1"
features = ["derive"]

[dependencies.thiserror]
version = "2.0"

[dependencies.toml]
version = "0.8"

[dev-dependencies.criterion]
version = "0.5"

[dev-dependencies.qs-data-preprocess]
version = "0.4.1"
features = ["parquet"]
default-features = false

[dev-dependencies.qs-risk]
version = "0.4.1"

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