quantwave-backtest 0.6.0

Vectorized portfolio simulation engine for QuantWave (Polars long-format, basic costs/slippage, rich signal struct support foundation).
Documentation
# 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"
name = "quantwave-backtest"
version = "0.6.0"
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"

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

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

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

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

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

[[test]]
name = "p2_features"
path = "tests/p2_features.rs"

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

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

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

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

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

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

[dependencies.quantwave-core]
version = "0.6.0"

[dependencies.rand]
version = "0.8"

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

[dependencies.thiserror]
version = "1.0"

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

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

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

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

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