quantwave-backtest 0.5.1

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[package]
edition = "2024"
name = "quantwave-backtest"
version = "0.5.1"
authors = ["Mayank Lavania"]
build = false
autolib = false
autobins = false
autoexamples = false
autotests = false
autobenches = false
description = "Vectorized portfolio simulation engine for QuantWave (Polars long-format, basic costs/slippage, rich signal struct support foundation)."
homepage = "https://github.com/lavs9/quantwave"
readme = "README.md"
keywords = [
    "trading",
    "technical-analysis",
    "polars",
    "finance",
]
categories = [
    "science",
    "mathematics",
]
license = "MIT"
repository = "https://github.com/lavs9/quantwave"
resolver = "2"

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

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

[dependencies.polars]
version = "0.46"
features = [
    "lazy",
    "dtype-struct",
    "moment",
    "cum_agg",
]

[dependencies.quantwave-core]
version = "0.5.1"

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

[dependencies.thiserror]
version = "1.0"

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

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

[dev-dependencies.rand]
version = "0.8"

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