[package]
edition = "2024"
name = "wbt"
version = "0.2.1"
build = false
autolib = false
autobins = false
autoexamples = false
autotests = false
autobenches = false
description = "Weight-based backtesting engine for quantitative trading"
homepage = "https://github.com/zengbin93/wbt"
documentation = "https://github.com/zengbin93/wbt#readme"
readme = "README.md"
keywords = [
"backtesting",
"quantitative",
"trading",
"finance",
]
categories = [
"finance",
"science",
]
license = "MIT"
repository = "https://github.com/zengbin93/wbt"
[lib]
name = "wbt"
crate-type = [
"cdylib",
"lib",
]
path = "src/lib.rs"
[dependencies.anyhow]
version = "1"
[dependencies.chrono]
version = "0.4"
features = ["serde"]
[dependencies.hashbrown]
version = "0.17"
[dependencies.log]
version = "0.4"
[dependencies.numpy]
version = "0.28"
[dependencies.polars]
version = "0.53"
features = [
"ipc",
"lazy",
"dtype-datetime",
"dtype-date",
"round_series",
"cov",
"abs",
"serde",
"strings",
"parquet",
"csv",
]
default-features = false
[dependencies.pyo3]
version = "0.28"
features = [
"extension-module",
"abi3-py310",
"generate-import-lib",
]
[dependencies.pyo3-log]
version = "0.13"
[dependencies.rayon]
version = "1.12"
[dependencies.serde]
version = "1"
features = ["derive"]
[dependencies.serde_json]
version = "1"
[dependencies.strum]
version = "0.28"
[dependencies.strum_macros]
version = "0.28"
[dependencies.thiserror]
version = "2"
[profile.release]
opt-level = 3
lto = "fat"
codegen-units = 1
strip = "symbols"