-
-
Notifications
You must be signed in to change notification settings - Fork 137
/
Cargo.toml
131 lines (109 loc) · 5.18 KB
/
Cargo.toml
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
## ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
## RustQuant: A Rust library for quantitative finance tools.
## Copyright (C) 2022-2024 https://github.com/avhz
## Dual licensed under Apache 2.0 and MIT.
## See:
## - LICENSE-APACHE.md
## - LICENSE-MIT.md
## ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
[workspace.package]
authors = ["avhz <[email protected]>"]
description = "A Rust library for quantitative finance."
version = "0.4.0"
edition = "2021"
readme = "README.md"
repository = "https://github.com/avhz/RustQuant"
keywords = [
"quantitative",
"finance",
"option-pricing",
"monte-carlo",
"quantlib",
]
categories = ["finance", "mathematics", "science", "algorithms", "simulation"]
license = "MIT OR Apache-2.0"
[workspace]
resolver = "2"
members = ["crates/*", "examples"]
[workspace.lints.rust]
missing_docs = "forbid"
non_snake_case = "allow"
[workspace.lints.clippy]
undocumented_unsafe_blocks = "forbid"
doc_markdown = "allow"
## ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
## COMPILATION PROFILES
## ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
## To compile a release build with debug symbols, use:
## `cargo build --profile=release-with-debug`
[profile.release-with-debug]
inherits = "release"
debug = true
[profile.dev]
debug = 0
## ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
## RUSTDOC CONFIGURATION
## Includes KaTeX for math rendering.
## ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
[workspace.package.metadata.docs.rs]
all-features = true
rustdoc-args = ["--html-in-header", "katex.html", "--cfg", "docsrs"]
## ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
## DEPENDENCIES
## ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
[workspace.dependencies]
## RustQuant Crates
RustQuant_autodiff = { version = "0.4.0", path = "crates/RustQuant_autodiff" }
RustQuant_cashflows = { version = "0.4.0", path = "crates/RustQuant_cashflows" }
RustQuant_data = { version = "0.4.0", path = "crates/RustQuant_data" }
RustQuant_error = { version = "0.4.0", path = "crates/RustQuant_error" }
RustQuant_instruments = { version = "0.4.0", path = "crates/RustQuant_instruments" }
RustQuant_iso = { version = "0.4.0", path = "crates/RustQuant_iso" }
RustQuant_math = { version = "0.4.0", path = "crates/RustQuant_math" }
RustQuant_ml = { version = "0.4.0", path = "crates/RustQuant_ml" }
RustQuant_portfolios = { version = "0.4.0", path = "crates/RustQuant_portfolios" }
RustQuant_stochastics = { version = "0.4.0", path = "crates/RustQuant_stochastics" }
RustQuant_time = { version = "0.4.0", path = "crates/RustQuant_time" }
RustQuant_trading = { version = "0.4.0", path = "crates/RustQuant_trading" }
RustQuant_utils = { version = "0.4.0", path = "crates/RustQuant_utils" }
## External Crates
argmin = "0.10.0" # https://docs.rs/argmin/latest/argmin/
argmin-math = "0.4.0" # https://docs.rs/argmin-math/latest/argmin_math/
derive_builder = "0.20.0" # https://docs.rs/derive_builder/latest/derive_builder/
errorfunctions = "0.2.0" # https://docs.rs/errorfunctions/latest/errorfunctions/
finitediff = "0.1.4" # https://docs.rs/finitediff/latest/finitediff/
icu = "1.5.0" # https://docs.rs/icu/latest/icu/
log = "0.4.22" # https://docs.rs/log/latest/log/
nalgebra = "0.33.0" # https://docs.rs/nalgebra/latest/nalgebra/
ndrustfft = "0.5.0" # https://docs.rs/ndrustfft/latest/ndrustfft/
ndarray-rand = "0.15.0" # https://docs.rs/ndarray-rand/latest/ndarray_rand/
plotly = "0.10.0" # https://docs.rs/plotly/latest/plotly/
plotters = "0.3.5" # https://docs.rs/plotters/latest/plotters/
rand = "0.8.5" # https://docs.rs/rand/latest/rand/
rand_distr = "0.4.3" # https://docs.rs/rand_distr/latest/rand_distr/
rayon = "1.9.0" # https://docs.rs/rayon/latest/rayon/
rust_decimal = "1.34.3" # https://docs.rs/rust_decimal/latest/rust_decimal/
statrs = "0.17.1" # https://docs.rs/statrs/latest/statrs/
thiserror = "1.0.57" # https://docs.rs/thiserror/latest/thiserror/
yahoo_finance_api = "2.3.0" # https://docs.rs/yahoo-finance-api/latest/yahoo_finance_api/
tokio-test = "0.4.3" # https://docs.rs/tokio-test/latest/tokio_test/
# https://docs.rs/ndarray/latest/ndarray/
ndarray = { version = "0.16.1", features = ["rayon"] }
# https://docs.rs/num/latest/num/
num = { version = "0.4.1", features = ["rand"] }
# https://docs.rs/time/latest/time/
time = { version = "0.3.34", features = ["macros"] }
# https://docs.rs/polars/latest/polars/
polars = { version = "0.44.0", features = ["docs-selection"] }
# https://docs.rs/serde/latest/serde/
serde = { version = "1.0.213", features = ["derive"] }
## ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
## PYTHON BINDINGS
## ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
# [lib]
# name = "RustQuant"
# crate-type = ["cdylib"]
# [dependencies.pyo3]
# version = "0.22.0"
# features = ["extension-module"]
# features = ["abi3-py37", "extension-module"]