[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"