Module composition 

Portfolio composition — weighted return aggregation.

Combines multiple return series with weights into a single portfolio equity curve. Pure math, no I/O.

Re-exports

pub use crate::analytics::*;

pub use crate::risk_metrics::*;

Structs

ComposeOptions

Options for mixed-frequency portfolio composition.

CompositionResult

Result of basic (equal-frequency) portfolio composition.

MixedCompositionResult

Result of mixed-frequency composition with rebalancing.

PortfolioEquityPoint

A point on the portfolio equity curve.

RebalanceEvent

A rebalance event recording when and how much turnover occurred.

ReturnPoint

A single return observation.

ReturnSeries

A labeled time series of periodic returns.

WeightScheduleEntry

An entry in a time-varying weight schedule.

Enums

AllocationMethod

Allocation method for portfolio composition.

Frequency

Observation frequency of a return series.

RebalanceMode

Rebalancing mode for portfolio composition.

Functions

compose

Compose multiple return series into a portfolio equity curve.

compose_mixed

Compose multiple return series of potentially different frequencies.

splice_returns

Splice two return series at a given date.