0xarchive-backtest 0.3.0__tar.gz

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Files changed (62) hide show
  1. 0xarchive_backtest-0.3.0/Cargo.lock +1253 -0
  2. 0xarchive_backtest-0.3.0/Cargo.toml +14 -0
  3. 0xarchive_backtest-0.3.0/PKG-INFO +13 -0
  4. 0xarchive_backtest-0.3.0/crates/build-api/Cargo.toml +18 -0
  5. 0xarchive_backtest-0.3.0/crates/build-api/src/lib.rs +744 -0
  6. 0xarchive_backtest-0.3.0/crates/build-api/src/main.rs +3 -0
  7. 0xarchive_backtest-0.3.0/crates/dataset/Cargo.toml +14 -0
  8. 0xarchive_backtest-0.3.0/crates/dataset/examples/size.rs +94 -0
  9. 0xarchive_backtest-0.3.0/crates/dataset/src/lib.rs +424 -0
  10. 0xarchive_backtest-0.3.0/crates/dataset/src/manifest.rs +101 -0
  11. 0xarchive_backtest-0.3.0/crates/engine/Cargo.toml +13 -0
  12. 0xarchive_backtest-0.3.0/crates/engine/src/bars.rs +1225 -0
  13. 0xarchive_backtest-0.3.0/crates/engine/src/calendar.rs +471 -0
  14. 0xarchive_backtest-0.3.0/crates/engine/src/exits.rs +367 -0
  15. 0xarchive_backtest-0.3.0/crates/engine/src/lib.rs +943 -0
  16. 0xarchive_backtest-0.3.0/crates/engine/src/markets.rs +65 -0
  17. 0xarchive_backtest-0.3.0/crates/engine/src/receipt.rs +240 -0
  18. 0xarchive_backtest-0.3.0/crates/engine/src/reference.rs +90 -0
  19. 0xarchive_backtest-0.3.0/crates/engine/src/stats.rs +308 -0
  20. 0xarchive_backtest-0.3.0/crates/engine/src/tests.rs +563 -0
  21. 0xarchive_backtest-0.3.0/crates/engine/src/universe.rs +436 -0
  22. 0xarchive_backtest-0.3.0/crates/math/Cargo.toml +8 -0
  23. 0xarchive_backtest-0.3.0/crates/math/src/check.rs +737 -0
  24. 0xarchive_backtest-0.3.0/crates/math/src/lib.rs +1898 -0
  25. 0xarchive_backtest-0.3.0/crates/math/src/tests.rs +41 -0
  26. 0xarchive_backtest-0.3.0/crates/py/Cargo.toml +19 -0
  27. 0xarchive_backtest-0.3.0/crates/py/src/lib.rs +2557 -0
  28. 0xarchive_backtest-0.3.0/crates/py/src/math.rs +396 -0
  29. 0xarchive_backtest-0.3.0/crates/py/tests/btc_cross.py +30 -0
  30. 0xarchive_backtest-0.3.0/crates/py/tests/log_momentum.py +66 -0
  31. 0xarchive_backtest-0.3.0/crates/py/tests/pairs.py +42 -0
  32. 0xarchive_backtest-0.3.0/crates/py/tests/refdata.py +47 -0
  33. 0xarchive_backtest-0.3.0/crates/py/tests/test_book.py +137 -0
  34. 0xarchive_backtest-0.3.0/crates/py/tests/test_calendar.py +119 -0
  35. 0xarchive_backtest-0.3.0/crates/py/tests/test_cli.py +244 -0
  36. 0xarchive_backtest-0.3.0/crates/py/tests/test_evaluate.py +114 -0
  37. 0xarchive_backtest-0.3.0/crates/py/tests/test_examples.py +66 -0
  38. 0xarchive_backtest-0.3.0/crates/py/tests/test_math.py +226 -0
  39. 0xarchive_backtest-0.3.0/crates/py/tests/test_momentum_reference.py +24 -0
  40. 0xarchive_backtest-0.3.0/crates/py/tests/test_parity.py +46 -0
  41. 0xarchive_backtest-0.3.0/crates/py/tests/test_pieces.py +100 -0
  42. 0xarchive_backtest-0.3.0/crates/py/tests/test_reads.py +125 -0
  43. 0xarchive_backtest-0.3.0/crates/py/tests/test_run.py +200 -0
  44. 0xarchive_backtest-0.3.0/crates/py/tests/test_signal_lab.py +43 -0
  45. 0xarchive_backtest-0.3.0/crates/py/tests/test_study.py +218 -0
  46. 0xarchive_backtest-0.3.0/crates/py/tests/test_universe.py +142 -0
  47. 0xarchive_backtest-0.3.0/crates/schema/Cargo.toml +9 -0
  48. 0xarchive_backtest-0.3.0/crates/schema/src/lib.rs +130 -0
  49. 0xarchive_backtest-0.3.0/pyproject.toml +30 -0
  50. 0xarchive_backtest-0.3.0/python/oxarchive_backtest/__init__.py +128 -0
  51. 0xarchive_backtest-0.3.0/python/oxarchive_backtest/__main__.py +5 -0
  52. 0xarchive_backtest-0.3.0/python/oxarchive_backtest/_determinism.py +326 -0
  53. 0xarchive_backtest-0.3.0/python/oxarchive_backtest/calendar.py +189 -0
  54. 0xarchive_backtest-0.3.0/python/oxarchive_backtest/cli.py +517 -0
  55. 0xarchive_backtest-0.3.0/python/oxarchive_backtest/evaluate.py +455 -0
  56. 0xarchive_backtest-0.3.0/python/oxarchive_backtest/math.py +77 -0
  57. 0xarchive_backtest-0.3.0/python/oxarchive_backtest/packages.py +152 -0
  58. 0xarchive_backtest-0.3.0/python/oxarchive_backtest/run.py +345 -0
  59. 0xarchive_backtest-0.3.0/python/oxarchive_backtest/series.py +300 -0
  60. 0xarchive_backtest-0.3.0/python/oxarchive_backtest/strategy.py +665 -0
  61. 0xarchive_backtest-0.3.0/python/oxarchive_backtest/study.py +286 -0
  62. 0xarchive_backtest-0.3.0/python/oxarchive_backtest/x.py +651 -0
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