Expand description
§quantwave-polars
Polars integration for QuantWave: the
QuantWaveExt::ta() namespace on LazyFrame for 218
vectorized indicators, plus bt for backtest helpers.
§Quick start
use polars::prelude::*;
use quantwave_polars::QuantWaveExt;
df.ta().rsi("close", 14)Under the hood, expression plugins call the same quantwave-core math as
streaming Next<T> structs — see parity guide.
User guides: https://lavs9.github.io/quantwave/guides/rust/crate-map/ Full API: https://docs.rs/quantwave-polars
Re-exports§
pub use bt::BtNamespace;pub use bt::BtOptions;pub use bt::QuantWaveBtExt;
Modules§
- bt
- Polars
.btbacktest namespace (quantwave-cr6v.5). - features
- ML Feature Engineering Polars layer (ta.features.*)
- prelude
Structs§
- Quant
Wave Namespace - Sweep
Variant - One grid point: parameter values and the signal column to backtest.
Traits§
Functions§
- run_
param_ sweep - Run backtests for each variant and return a param × metrics DataFrame.
- single_
param_ variants - Build variants for a single-parameter grid (e.g.
hurst_period→ signal columns).