Crate use_quant 

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

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);

Modules

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

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. Thin facade for RustUse quantitative finance primitive crates.

use-quant describes quantitative finance vocabulary. It is not a trading system, backtesting framework, financial advisor, broker integration, market data provider, charting library, portfolio optimizer, risk platform, finance system, or accounting system.

Re-exports

pub use use_bar as bar;

pub use use_drawdown as drawdown;

pub use use_factor as factor;

pub use use_market_price as market_price;

pub use use_portfolio_weight as portfolio_weight;

pub use use_price_series as price_series;

pub use use_return as return_;

pub use use_risk as risk;

pub use use_signal_score as signal_score;

pub use use_tick as tick;

pub use use_volatility as volatility;

Modules

prelude

Common quantitative primitive types from the focused crates.