Crate kunquant_rs 

KunQuant-rs

Rust bindings for the KunQuant financial factor computation library.

KunQuant is an optimizer, code generator and executor for financial expressions and factors. This crate provides safe Rust bindings to the KunQuant C API.

Features

• Batch mode computation for historical data analysis
• Stream mode computation for real-time factor calculation
• Thread-safe executors with single-thread and multi-thread support
• Memory-safe buffer management
• Support for both single and double precision floating point data

Example

use kunquant_rs::{Executor, Library, BufferNameMap, BatchParams, run_graph, Result};

fn main() -> Result<()> {
    // Create executor and load library
    let executor = Executor::single_thread()?;
    let library = Library::load("path/to/factor_library.so")?;
    let module = library.get_module("my_module")?;

    // Set up input/output buffers
    let mut buffers = BufferNameMap::new()?;
    let mut input_data = vec![1.0f32; 8 * 100]; // 8 stocks, 100 time points
    let mut output_data = vec![0.0f32; 8 * 100];

    buffers.set_buffer_slice("input", &mut input_data)?;
    buffers.set_buffer_slice("output", &mut output_data)?;

    // Run computation
    let params = BatchParams::full_range(8, 100)?;
    run_graph(&executor, &module, &buffers, &params)?;

    Ok(())
}

Re-exports

pub use batch::BatchParams;

pub use batch::run_graph;

pub use buffer::BufferNameMap;

pub use error::KunQuantError;

pub use error::Result;

pub use executor::Executor;

pub use library::Library;

pub use library::Module;

pub use stream::StreamContext;

Modules

batch

buffer

error

executor

ffi

library

stream