quant-metrics 0.7.0

Pure performance statistics library for trading — Sharpe, Sortino, drawdown, VaR, portfolio composition
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

# 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 = "2021"
name = "quant-metrics"
version = "0.7.0"
authors = ["Yannick Gger <yannick.gger@gmail.com>"]
build = false
autolib = false
autobins = false
autoexamples = false
autotests = false
autobenches = false
description = "Pure performance statistics library for trading — Sharpe, Sortino, drawdown, VaR, portfolio composition"
homepage = "https://github.com/yannickgranger/quant-core"
documentation = "https://docs.rs/quant-metrics"
readme = "README.md"
keywords = [
    "trading",
    "sharpe",
    "sortino",
    "drawdown",
    "portfolio",
]
categories = [
    "finance",
    "mathematics",
    "algorithms",
]
license = "MIT"
repository = "https://github.com/yannickgranger/quant-core"

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

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

[dependencies.quant-indicators]
version = "0.7.0"

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

[dependencies.thiserror]
version = "2"

[dev-dependencies.proptest]
version = "1"

[dev-dependencies.rust_decimal_macros]
version = "1"

[lints.clippy]
expect_used = "deny"
panic = "deny"
unwrap_used = "deny"