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Cargo.toml
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Cargo.toml
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## ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
## RustQuant: A Rust library for quantitative finance tools.
## Copyright (C) 2023 https://github.com/avhz
## Dual licensed under Apache 2.0 and MIT.
## See:
## - LICENSE-APACHE.md
## - LICENSE-MIT.md
## ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
## ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
## GENERAL CONFIGURATION
## ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
[package]
name = "RustQuant"
authors = ["avhz <rustquantcontact@gmail.com>"]
description = "A Rust library for quantitative finance tools."
version = "0.0.31"
edition = "2021"
readme = "README.md"
repository = "https://github.com/avhz/RustQuant"
keywords = [
"finance",
"quantitative",
"option-pricing",
"statistics",
"quantlib",
]
categories = ["finance", "mathematics", "science", "algorithms", "simulation"]
license = "GPL-3.0-or-later"
[profile.release]
debug = true
## ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
## DEPENDENCIES
## ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
[dependencies]
nalgebra = "0.32.2" # https://docs.rs/nalgebra/latest/nalgebra/
ndarray = "0.15.6" # https://docs.rs/ndarray/latest/ndarray/
num = "0.4.1" # https://docs.rs/num/latest/num/
num-complex = "0.4.2" # https://docs.rs/num-complex/latest/num_complex/
num-traits = "0.2.16" # https://docs.rs/num-traits/latest/num_traits/
plotters = "0.3.4" # 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 = "1.6.0" # https://docs.rs/rayon/latest/rayon/
serde = "1.0.163" # https://docs.rs/serde/latest/serde
serde_json = "1.0.96" # https://docs.rs/serde_json/latest/serde_json
statrs = "0.16.0" # https://docs.rs/statrs/latest/statrs/
time = "0.3.20" # https://docs.rs/time/latest/time/
yahoo_finance_api = "2.0.0" # https://docs.rs/yahoo-finance-api/latest/yahoo_finance_api/
thiserror = "1.0.47" # https://docs.rs/thiserror/latest/thiserror/
## Optional dependencies
crossterm = { version = "0.27.0", optional = true } # https://docs.rs/crossterm/latest/crossterm/
eyre = { version = "0.6.8", optional = true } # https://docs.rs/eyre/latest/eyre/
log = { version = "0.4.19", optional = true } # https://docs.rs/log/latest/log/
tokio-test = { version = "0.4.2", optional = true } # https://docs.rs/tokio-test/latest/tokio_test/
tui = { version = "0.19.0", optional = true } # https://docs.rs/tui/latest/tui/
tui-logger = { version = "0.9.2", optional = true } # https://docs.rs/tui-logger/latest/tui_logger/
## Dependencies with features
polars = { version = "0.33.2", optional = true, features = [
"serde",
"json",
"parquet",
"dtype-struct",
"dtype-date",
"lazy",
] } # https://docs.rs/polars/latest/polars/
tokio = { version = "1.28.1", optional = true, features = [
"macros",
"rt-multi-thread",
] } # https://docs.rs/tokio/latest/tokio/
[dev-dependencies]
finitediff = "0.1.4" # https://docs.rs/finitediff/latest/finitediff/
memuse = "0.2.1" # https://docs.rs/memuse/latest/memuse/
autodiff = "0.7.0" # https://docs.rs/autodiff/latest/autodiff/
## ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
## FEATURES
## ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
[features]
## This feature is used to enable the use of the `data` module.
## It is disabled by default, since the addition of Polars
## increases the compilation time substantially.
data = ["dep:polars", "dep:tokio", "dep:tokio-test"]
## This feature is used to enable the use of the `interactive` module.
interactive = [
"dep:tui",
"dep:tokio",
"dep:tui-logger",
"dep:crossterm",
"dep:eyre",
"dep:log",
]
## This feature is used to allow the end user to seed their stochastic processes.
seedable = []
## ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
## EXAMPLES
## ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
[[example]]
name = "yahoo_finance"
required-features = ["data"]
## ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
## TERMINAL USER INTERFACE
## This is simply a plan for the future.
##
## Run it: cargo run --features=interactive
## ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
[[bin]]
name = "RustQuant"
path = "src/interactive/main.rs"
required-features = ["interactive"]
## ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
## PYTHON BINDINGS
## ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
# [lib]
# name = "RustQuant"
# crate-type = ["cdylib"]
# [dependencies.pyo3]
# version = "0.19.0"
# features = ["abi3-py37", "extension-module"]