nabla-quant 0.1.0__tar.gz
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- nabla_quant-0.1.0/.github/workflows/wheels.yml +84 -0
- nabla_quant-0.1.0/.gitignore +56 -0
- nabla_quant-0.1.0/CMakeLists.txt +30 -0
- nabla_quant-0.1.0/LICENSE +21 -0
- nabla_quant-0.1.0/MANIFEST.in +21 -0
- nabla_quant-0.1.0/PKG-INFO +747 -0
- nabla_quant-0.1.0/README.md +709 -0
- nabla_quant-0.1.0/dashboard/.env.example +3 -0
- nabla_quant-0.1.0/dashboard/.gitignore +45 -0
- nabla_quant-0.1.0/dashboard/AGENTS.md +5 -0
- nabla_quant-0.1.0/dashboard/eslint.config.mjs +18 -0
- nabla_quant-0.1.0/dashboard/next.config.ts +7 -0
- nabla_quant-0.1.0/dashboard/package-lock.json +9013 -0
- nabla_quant-0.1.0/dashboard/package.json +29 -0
- nabla_quant-0.1.0/dashboard/postcss.config.mjs +7 -0
- nabla_quant-0.1.0/dashboard/public/file.svg +1 -0
- nabla_quant-0.1.0/dashboard/public/globe.svg +1 -0
- nabla_quant-0.1.0/dashboard/public/next.svg +1 -0
- nabla_quant-0.1.0/dashboard/public/vercel.svg +1 -0
- nabla_quant-0.1.0/dashboard/public/window.svg +1 -0
- nabla_quant-0.1.0/dashboard/src/app/favicon.ico +0 -0
- nabla_quant-0.1.0/dashboard/src/app/globals.css +64 -0
- nabla_quant-0.1.0/dashboard/src/app/layout.tsx +36 -0
- nabla_quant-0.1.0/dashboard/src/app/page.tsx +5 -0
- nabla_quant-0.1.0/dashboard/src/components/Dashboard.tsx +149 -0
- nabla_quant-0.1.0/dashboard/src/components/DashboardGate.tsx +23 -0
- nabla_quant-0.1.0/dashboard/src/components/GreeksHeatmap.tsx +212 -0
- nabla_quant-0.1.0/dashboard/src/components/Header.tsx +22 -0
- nabla_quant-0.1.0/dashboard/src/components/MarketDataPanel.tsx +234 -0
- nabla_quant-0.1.0/dashboard/src/components/ParameterPanel.tsx +152 -0
- nabla_quant-0.1.0/dashboard/src/components/PlotlyChart.tsx +7 -0
- nabla_quant-0.1.0/dashboard/src/components/PricingCard.tsx +98 -0
- nabla_quant-0.1.0/dashboard/src/components/StatusBar.tsx +35 -0
- nabla_quant-0.1.0/dashboard/src/components/SurfacePlot.tsx +124 -0
- nabla_quant-0.1.0/dashboard/src/components/VolSurfacePlot.tsx +152 -0
- nabla_quant-0.1.0/dashboard/src/lib/types.ts +79 -0
- nabla_quant-0.1.0/dashboard/src/lib/useNablaSocket.ts +158 -0
- nabla_quant-0.1.0/dashboard/tsconfig.json +34 -0
- nabla_quant-0.1.0/examples/CMakeLists.txt +11 -0
- nabla_quant-0.1.0/examples/phase1_demo.cpp +116 -0
- nabla_quant-0.1.0/examples/phase2_demo.cpp +243 -0
- nabla_quant-0.1.0/examples/phase3_demo.cpp +142 -0
- nabla_quant-0.1.0/examples/phase4_demo.cpp +228 -0
- nabla_quant-0.1.0/include/nabla/core/arena.hpp +98 -0
- nabla_quant-0.1.0/include/nabla/core/barrier.hpp +94 -0
- nabla_quant-0.1.0/include/nabla/core/boundary.hpp +63 -0
- nabla_quant-0.1.0/include/nabla/core/greeks.hpp +165 -0
- nabla_quant-0.1.0/include/nabla/core/local_vol.hpp +53 -0
- nabla_quant-0.1.0/include/nabla/core/mesh.hpp +78 -0
- nabla_quant-0.1.0/include/nabla/core/simd.hpp +106 -0
- nabla_quant-0.1.0/include/nabla/core/solver.hpp +112 -0
- nabla_quant-0.1.0/include/nabla/core/thomas.hpp +55 -0
- nabla_quant-0.1.0/include/nabla/core/types.hpp +38 -0
- nabla_quant-0.1.0/include/nabla/nabla.hpp +12 -0
- nabla_quant-0.1.0/pyproject.toml +71 -0
- nabla_quant-0.1.0/python/CMakeLists.txt +35 -0
- nabla_quant-0.1.0/python/bindings.cpp +366 -0
- nabla_quant-0.1.0/python/nabla_quant/__init__.py +303 -0
- nabla_quant-0.1.0/python/nabla_quant/api/__init__.py +3 -0
- nabla_quant-0.1.0/python/nabla_quant/api/app.py +524 -0
- nabla_quant-0.1.0/python/nabla_quant/api/market_data.py +307 -0
- nabla_quant-0.1.0/python/nabla_quant/api/models.py +192 -0
- nabla_quant-0.1.0/python/requirements.txt +8 -0
- nabla_quant-0.1.0/python/tests/conftest.py +4 -0
- nabla_quant-0.1.0/python/tests/stress_pipeline.py +420 -0
- nabla_quant-0.1.0/python/tests/test_api.py +506 -0
- nabla_quant-0.1.0/python/tests/test_market.py +25 -0
- nabla_quant-0.1.0/python/tests/test_real_world.py +449 -0
- nabla_quant-0.1.0/python/tests/test_sdk.py +678 -0
- nabla_quant-0.1.0/src/CMakeLists.txt +15 -0
- nabla_quant-0.1.0/src/core/arena.cpp +83 -0
- nabla_quant-0.1.0/src/core/barrier.cpp +384 -0
- nabla_quant-0.1.0/src/core/boundary.cpp +83 -0
- nabla_quant-0.1.0/src/core/greeks.cpp +469 -0
- nabla_quant-0.1.0/src/core/local_vol.cpp +65 -0
- nabla_quant-0.1.0/src/core/mesh.cpp +101 -0
- nabla_quant-0.1.0/src/core/simd.cpp +205 -0
- nabla_quant-0.1.0/src/core/solver.cpp +214 -0
- nabla_quant-0.1.0/src/core/thomas.cpp +50 -0
- nabla_quant-0.1.0/tests/CMakeLists.txt +51 -0
- nabla_quant-0.1.0/tests/test_american.cpp +256 -0
- nabla_quant-0.1.0/tests/test_arena.cpp +192 -0
- nabla_quant-0.1.0/tests/test_barrier.cpp +545 -0
- nabla_quant-0.1.0/tests/test_boundary.cpp +251 -0
- nabla_quant-0.1.0/tests/test_greeks.cpp +210 -0
- nabla_quant-0.1.0/tests/test_greeks_aad.cpp +217 -0
- nabla_quant-0.1.0/tests/test_greeks_validation.cpp +416 -0
- nabla_quant-0.1.0/tests/test_harness.hpp +76 -0
- nabla_quant-0.1.0/tests/test_integration.cpp +350 -0
- nabla_quant-0.1.0/tests/test_local_vol.cpp +195 -0
- nabla_quant-0.1.0/tests/test_mesh.cpp +195 -0
- nabla_quant-0.1.0/tests/test_simd.cpp +238 -0
- nabla_quant-0.1.0/tests/test_solver.cpp +278 -0
- nabla_quant-0.1.0/tests/test_thomas.cpp +255 -0
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name: Build & Publish Wheels
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on:
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push:
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tags:
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- "v*"
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workflow_dispatch:
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jobs:
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build_wheels:
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name: Build wheels on ${{ matrix.os }}
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runs-on: ${{ matrix.os }}
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strategy:
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fail-fast: false
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matrix:
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os: [ubuntu-latest, windows-latest, macos-13, macos-14]
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steps:
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- uses: actions/checkout@v4
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- uses: actions/setup-python@v5
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with:
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python-version: "3.12"
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- name: Install cibuildwheel
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run: pip install cibuildwheel==2.21.*
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- name: Build wheels
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run: python -m cibuildwheel --output-dir wheelhouse
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env:
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CIBW_BUILD: "cp39-* cp310-* cp311-* cp312-*"
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CIBW_SKIP: "*-musllinux_* pp*"
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CIBW_BEFORE_BUILD: "pip install pybind11 numpy"
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CIBW_TEST_REQUIRES: "pytest numpy"
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CIBW_TEST_COMMAND: >
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python -c "import nabla_quant as nq; r = nq.european(100,100,1,0.05,0.20); assert abs(r.price - 10.4506) < 0.01; print('Smoke test passed:', r.price)"
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# macOS: build universal2 on macos-14 (arm64 runner)
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CIBW_ARCHS_MACOS: "x86_64 arm64"
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# Linux: manylinux2014 for broad compatibility
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CIBW_MANYLINUX_X86_64_IMAGE: "manylinux2014"
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- uses: actions/upload-artifact@v4
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with:
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name: wheels-${{ matrix.os }}
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path: ./wheelhouse/*.whl
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build_sdist:
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name: Build source distribution
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runs-on: ubuntu-latest
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steps:
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- uses: actions/checkout@v4
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with:
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python-version: "3.12"
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- name: Build sdist
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run: |
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pip install build
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python -m build --sdist
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with:
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name: sdist
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path: dist/*.tar.gz
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publish:
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name: Publish to PyPI
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needs: [build_wheels, build_sdist]
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runs-on: ubuntu-latest
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if: github.event_name == 'push' && startsWith(github.ref, 'refs/tags/v')
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environment: pypi
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permissions:
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id-token: write # for trusted publishing
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steps:
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with:
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path: dist
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merge-multiple: true
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- uses: pypa/gh-action-pypi-publish@release/v1
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with:
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packages-dir: dist/
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# Build artifacts
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build/
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out/
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*.o
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*.obj
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*.exe
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*.dll
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*.so
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*.dylib
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*.a
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*~
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# CMake
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cmake_install.cmake
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Makefile
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compile_commands.json
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# OS
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desktop.ini
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# Python / pybind11
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*.pyc
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*.pyd
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dist/
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# Packaging (scikit-build-core / pip)
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_skbuild/
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*.egg
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dashboard/CLAUDE.md
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# Next.js / Node
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dashboard/.next/
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dashboard/out/
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cmake_minimum_required(VERSION 3.20)
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project(NablaQuant
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VERSION 0.1.0
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LANGUAGES CXX
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DESCRIPTION "High-Performance PDE Option Pricing Engine"
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)
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set(CMAKE_CXX_STANDARD 17)
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set(CMAKE_CXX_STANDARD_REQUIRED ON)
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set(CMAKE_CXX_EXTENSIONS OFF)
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if(CMAKE_CXX_COMPILER_ID MATCHES "GNU|Clang")
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add_compile_options(-Wall -Wextra -Wpedantic -O2 -mavx2 -mfma)
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elseif(MSVC)
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add_compile_options(/W4 /O2 /arch:AVX2)
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endif()
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include_directories(${CMAKE_SOURCE_DIR}/include)
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option(NABLA_BUILD_PYTHON "Build Python bindings via pybind11" ON)
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add_subdirectory(src)
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enable_testing()
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add_subdirectory(tests)
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add_subdirectory(examples)
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endif()
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MIT License
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Copyright (c) 2026 JBAC
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Permission is hereby granted, free of charge, to any person obtaining a copy
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of this software and associated documentation files (the "Software"), to deal
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in the Software without restriction, including without limitation the rights
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to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
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copies of the Software, and to permit persons to whom the Software is
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furnished to do so, subject to the following conditions:
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The above copyright notice and this permission notice shall be included in all
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copies or substantial portions of the Software.
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THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
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IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
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FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
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AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
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LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
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OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
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SOFTWARE.
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# Sources needed for sdist (source distribution) builds.
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# Wheels ship the pre-compiled _nabla_core extension, so end-users
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# never need these, but anyone building from source (pip install
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# from sdist / GitHub) needs the full C++ tree.
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# Top-level CMake
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# C++ headers
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# Python package
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recursive-include python/nabla_quant *.py
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