use-quant

Facade crate for RustUse quantitative finance primitives.

use-quant is a thin re-export layer over focused child crates for market prices, returns, bars, ticks, price series, volatility, drawdowns, portfolio weights, factors, signal scores, and risk vocabulary. Most implementation lives in the focused crates.

This crate is not a trading system, backtesting framework, financial advisor, broker integration, market data provider, charting library, strategy engine, portfolio optimizer, risk platform, finance system, or accounting system.

Example

#[cfg(all(
    feature = "market-price",
    feature = "price-series",
    feature = "return",
))]
{
    use use_quant::{market_price, price_series, return_};

    let start = market_price::MarketPrice::new(100.0)?;
    let end = market_price::MarketPrice::new(105.0)?;
    let simple = return_::SimpleReturn::from_prices(start.value(), end.value())?;

    let mut series = price_series::PriceSeries::new();
    series.push(price_series::PricePoint::new(start));
    series.push(price_series::PricePoint::new(end));

    assert!((simple.value() - 0.05).abs() < 1.0e-12);
    assert_eq!(series.len(), 2);
}

# Ok::<(), Box<dyn std::error::Error>>(())

Modules

The facade modules are feature-gated and re-export the focused child crates:

• market_price re-exports use-market-price with the market-price feature
• return_ re-exports use-return with the return feature
• bar re-exports use-bar with the bar feature
• tick re-exports use-tick with the tick feature
• price_series re-exports use-price-series with the price-series feature
• volatility re-exports use-volatility with the volatility feature
• drawdown re-exports use-drawdown with the drawdown feature
• portfolio_weight re-exports use-portfolio-weight with the portfolio-weight feature
• factor re-exports use-factor with the factor feature
• signal_score re-exports use-signal-score with the signal-score feature
• risk re-exports use-risk with the risk feature

Scope

Use the facade when one dependency and one import surface are useful. Use focused crates directly when a library only needs one primitive area. Business and accounting concepts belong in a possible future use-finance set.