nanobook 0.8.0__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.
- nanobook-0.8.0/.github/workflows/ci.yml +175 -0
- nanobook-0.8.0/.github/workflows/release.yml +129 -0
- nanobook-0.8.0/.github/workflows/wheels.yml +113 -0
- nanobook-0.8.0/.gitignore +18 -0
- nanobook-0.8.0/CHANGELOG.md +295 -0
- nanobook-0.8.0/CONTRIBUTING.md +86 -0
- nanobook-0.8.0/Cargo.lock +2871 -0
- nanobook-0.8.0/Cargo.toml +56 -0
- nanobook-0.8.0/DOC.md +858 -0
- nanobook-0.8.0/LICENSE +21 -0
- nanobook-0.8.0/PKG-INFO +229 -0
- nanobook-0.8.0/README.md +206 -0
- nanobook-0.8.0/RELEASING.md +52 -0
- nanobook-0.8.0/benches/portfolio.rs +194 -0
- nanobook-0.8.0/benches/stops.rs +105 -0
- nanobook-0.8.0/benches/throughput.rs +343 -0
- nanobook-0.8.0/broker/Cargo.toml +34 -0
- nanobook-0.8.0/broker/src/binance/auth.rs +34 -0
- nanobook-0.8.0/broker/src/binance/client.rs +239 -0
- nanobook-0.8.0/broker/src/binance/mod.rs +203 -0
- nanobook-0.8.0/broker/src/binance/types.rs +43 -0
- nanobook-0.8.0/broker/src/error.rs +26 -0
- nanobook-0.8.0/broker/src/ibkr/client.rs +195 -0
- nanobook-0.8.0/broker/src/ibkr/mod.rs +91 -0
- nanobook-0.8.0/broker/src/ibkr/orders.rs +215 -0
- nanobook-0.8.0/broker/src/lib.rs +49 -0
- nanobook-0.8.0/broker/src/mock.rs +317 -0
- nanobook-0.8.0/broker/src/types.rs +81 -0
- nanobook-0.8.0/broker/tests/binance_parsing.rs +236 -0
- nanobook-0.8.0/broker/tests/ibkr_types.rs +242 -0
- nanobook-0.8.0/clippy.toml +2 -0
- nanobook-0.8.0/deny.toml +39 -0
- nanobook-0.8.0/examples/basic_usage.rs +61 -0
- nanobook-0.8.0/examples/demo_quick.rs +108 -0
- nanobook-0.8.0/examples/ioc_execution.rs +78 -0
- nanobook-0.8.0/examples/market_making.rs +156 -0
- nanobook-0.8.0/examples/multi_symbol_lob.rs +100 -0
- nanobook-0.8.0/examples/portfolio_backtest.rs +92 -0
- nanobook-0.8.0/nanobook.pyi +217 -0
- nanobook-0.8.0/pyproject.toml +35 -0
- nanobook-0.8.0/python/Cargo.toml +20 -0
- nanobook-0.8.0/python/README.md +206 -0
- nanobook-0.8.0/python/nanobook.pyi +217 -0
- nanobook-0.8.0/python/src/backtest_bridge.rs +94 -0
- nanobook-0.8.0/python/src/broker.rs +392 -0
- nanobook-0.8.0/python/src/cv.rs +25 -0
- nanobook-0.8.0/python/src/event.rs +43 -0
- nanobook-0.8.0/python/src/exchange.rs +417 -0
- nanobook-0.8.0/python/src/indicators.rs +102 -0
- nanobook-0.8.0/python/src/itch.rs +25 -0
- nanobook-0.8.0/python/src/lib.rs +84 -0
- nanobook-0.8.0/python/src/metrics.rs +144 -0
- nanobook-0.8.0/python/src/multi.rs +122 -0
- nanobook-0.8.0/python/src/order.rs +69 -0
- nanobook-0.8.0/python/src/portfolio.rs +253 -0
- nanobook-0.8.0/python/src/position.rs +50 -0
- nanobook-0.8.0/python/src/results.rs +288 -0
- nanobook-0.8.0/python/src/risk.rs +183 -0
- nanobook-0.8.0/python/src/stats.rs +46 -0
- nanobook-0.8.0/python/src/strategy.rs +82 -0
- nanobook-0.8.0/python/src/sweep.rs +73 -0
- nanobook-0.8.0/python/src/types.rs +48 -0
- nanobook-0.8.0/python/tests/profile_sweep.py +44 -0
- nanobook-0.8.0/python/tests/property/test_prop_indicators.py +104 -0
- nanobook-0.8.0/python/tests/property/test_prop_metrics.py +129 -0
- nanobook-0.8.0/python/tests/reference/conftest.py +38 -0
- nanobook-0.8.0/python/tests/reference/test_ref_cv.py +64 -0
- nanobook-0.8.0/python/tests/reference/test_ref_indicators.py +167 -0
- nanobook-0.8.0/python/tests/reference/test_ref_metrics.py +120 -0
- nanobook-0.8.0/python/tests/reference/test_ref_stats.py +88 -0
- nanobook-0.8.0/python/tests/test_exchange.py +194 -0
- nanobook-0.8.0/python/tests/test_itch.py +150 -0
- nanobook-0.8.0/python/tests/test_portfolio.py +104 -0
- nanobook-0.8.0/python/tests/test_sweep.py +51 -0
- nanobook-0.8.0/python/tests/test_v05_edge_cases.py +94 -0
- nanobook-0.8.0/python/tests/test_v05_features.py +342 -0
- nanobook-0.8.0/risk/Cargo.toml +18 -0
- nanobook-0.8.0/risk/src/checks.rs +278 -0
- nanobook-0.8.0/risk/src/config.rs +89 -0
- nanobook-0.8.0/risk/src/lib.rs +153 -0
- nanobook-0.8.0/risk/src/report.rs +57 -0
- nanobook-0.8.0/risk/tests/check_order_tests.rs +272 -0
- nanobook-0.8.0/src/backtest_bridge.rs +162 -0
- nanobook-0.8.0/src/bin/lob.rs +495 -0
- nanobook-0.8.0/src/book.rs +570 -0
- nanobook-0.8.0/src/cv.rs +150 -0
- nanobook-0.8.0/src/error.rs +47 -0
- nanobook-0.8.0/src/event.rs +555 -0
- nanobook-0.8.0/src/exchange.rs +1297 -0
- nanobook-0.8.0/src/indicators.rs +483 -0
- nanobook-0.8.0/src/itch.rs +291 -0
- nanobook-0.8.0/src/level.rs +354 -0
- nanobook-0.8.0/src/lib.rs +197 -0
- nanobook-0.8.0/src/matching.rs +477 -0
- nanobook-0.8.0/src/multi_exchange.rs +155 -0
- nanobook-0.8.0/src/order.rs +284 -0
- nanobook-0.8.0/src/persistence.rs +184 -0
- nanobook-0.8.0/src/portfolio/cost_model.rs +107 -0
- nanobook-0.8.0/src/portfolio/metrics.rs +597 -0
- nanobook-0.8.0/src/portfolio/mod.rs +617 -0
- nanobook-0.8.0/src/portfolio/position.rs +214 -0
- nanobook-0.8.0/src/portfolio/strategy.rs +249 -0
- nanobook-0.8.0/src/portfolio/sweep.rs +163 -0
- nanobook-0.8.0/src/price_levels.rs +498 -0
- nanobook-0.8.0/src/result.rs +152 -0
- nanobook-0.8.0/src/side.rs +54 -0
- nanobook-0.8.0/src/snapshot.rs +301 -0
- nanobook-0.8.0/src/stats.rs +409 -0
- nanobook-0.8.0/src/stop.rs +813 -0
- nanobook-0.8.0/src/tif.rs +77 -0
- nanobook-0.8.0/src/trade.rs +215 -0
- nanobook-0.8.0/src/types.rs +250 -0
- nanobook-0.8.0/tests/edge_cases.rs +227 -0
- nanobook-0.8.0/tests/portfolio_invariants.rs +297 -0
- nanobook-0.8.0/tests/proptest_invariants.rs +693 -0
- nanobook-0.8.0/tests/safety_tests.rs +161 -0
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|
+
- name: Install musl tools
|
|
57
|
+
if: matrix.target == 'x86_64-unknown-linux-musl'
|
|
58
|
+
run: |
|
|
59
|
+
sudo apt-get update
|
|
60
|
+
sudo apt-get install -y musl-tools
|
|
61
|
+
|
|
62
|
+
- name: Build
|
|
63
|
+
run: cargo build --release --target ${{ matrix.target }} --bin lob
|
|
64
|
+
env:
|
|
65
|
+
CARGO_TARGET_AARCH64_UNKNOWN_LINUX_GNU_LINKER: aarch64-linux-gnu-gcc
|
|
66
|
+
|
|
67
|
+
- name: Package (Unix)
|
|
68
|
+
if: matrix.os != 'windows-latest'
|
|
69
|
+
run: |
|
|
70
|
+
cd target/${{ matrix.target }}/release
|
|
71
|
+
tar czf ../../../lob-${{ matrix.target }}.tar.gz lob
|
|
72
|
+
cd ../../..
|
|
73
|
+
|
|
74
|
+
- name: Package (Windows)
|
|
75
|
+
if: matrix.os == 'windows-latest'
|
|
76
|
+
run: |
|
|
77
|
+
cd target/${{ matrix.target }}/release
|
|
78
|
+
7z a ../../../lob-${{ matrix.target }}.zip lob.exe
|
|
79
|
+
cd ../../..
|
|
80
|
+
|
|
81
|
+
- name: Upload artifact
|
|
82
|
+
uses: actions/upload-artifact@v4
|
|
83
|
+
with:
|
|
84
|
+
name: lob-${{ matrix.target }}
|
|
85
|
+
path: lob-${{ matrix.target }}.${{ matrix.archive }}
|
|
86
|
+
|
|
87
|
+
release:
|
|
88
|
+
name: Create Release
|
|
89
|
+
needs: build
|
|
90
|
+
runs-on: ubuntu-latest
|
|
91
|
+
permissions:
|
|
92
|
+
contents: write
|
|
93
|
+
|
|
94
|
+
steps:
|
|
95
|
+
- uses: actions/checkout@v4
|
|
96
|
+
|
|
97
|
+
- name: Download all artifacts
|
|
98
|
+
uses: actions/download-artifact@v4
|
|
99
|
+
with:
|
|
100
|
+
path: artifacts
|
|
101
|
+
|
|
102
|
+
- name: Extract changelog for this version
|
|
103
|
+
run: |
|
|
104
|
+
VERSION=${GITHUB_REF_NAME#v}
|
|
105
|
+
awk "/^## \[${VERSION}\]/{found=1; next} /^## \[/{if(found) exit} found" CHANGELOG.md > RELEASE_NOTES.md
|
|
106
|
+
if [ ! -s RELEASE_NOTES.md ]; then
|
|
107
|
+
echo "No CHANGELOG entry for ${VERSION}, falling back to auto-generated notes." > RELEASE_NOTES.md
|
|
108
|
+
fi
|
|
109
|
+
|
|
110
|
+
- name: Create Release
|
|
111
|
+
uses: softprops/action-gh-release@v2
|
|
112
|
+
with:
|
|
113
|
+
files: artifacts/**/*
|
|
114
|
+
body_path: RELEASE_NOTES.md
|
|
115
|
+
|
|
116
|
+
publish-crate:
|
|
117
|
+
name: Publish to crates.io
|
|
118
|
+
needs: release
|
|
119
|
+
runs-on: ubuntu-latest
|
|
120
|
+
steps:
|
|
121
|
+
- uses: actions/checkout@v4
|
|
122
|
+
|
|
123
|
+
- name: Install Rust
|
|
124
|
+
uses: dtolnay/rust-toolchain@stable
|
|
125
|
+
|
|
126
|
+
- name: Publish
|
|
127
|
+
run: cargo publish
|
|
128
|
+
env:
|
|
129
|
+
CARGO_REGISTRY_TOKEN: ${{ secrets.CARGO_REGISTRY_TOKEN }}
|
|
@@ -0,0 +1,113 @@
|
|
|
1
|
+
name: Wheels
|
|
2
|
+
|
|
3
|
+
on:
|
|
4
|
+
push:
|
|
5
|
+
tags:
|
|
6
|
+
- 'v*'
|
|
7
|
+
workflow_dispatch:
|
|
8
|
+
|
|
9
|
+
permissions:
|
|
10
|
+
contents: read
|
|
11
|
+
|
|
12
|
+
jobs:
|
|
13
|
+
linux:
|
|
14
|
+
runs-on: ubuntu-latest
|
|
15
|
+
strategy:
|
|
16
|
+
matrix:
|
|
17
|
+
target: [x86_64, aarch64]
|
|
18
|
+
steps:
|
|
19
|
+
- uses: actions/checkout@v4
|
|
20
|
+
- uses: actions/setup-python@v5
|
|
21
|
+
with:
|
|
22
|
+
python-version: '3.11'
|
|
23
|
+
- name: Build wheels
|
|
24
|
+
uses: PyO3/maturin-action@v1
|
|
25
|
+
with:
|
|
26
|
+
target: ${{ matrix.target }}
|
|
27
|
+
args: --release --out dist --find-interpreter --manifest-path python/Cargo.toml
|
|
28
|
+
sccache: 'true'
|
|
29
|
+
manylinux: auto
|
|
30
|
+
- name: Upload wheels
|
|
31
|
+
uses: actions/upload-artifact@v4
|
|
32
|
+
with:
|
|
33
|
+
name: wheels-linux-${{ matrix.target }}
|
|
34
|
+
path: dist
|
|
35
|
+
|
|
36
|
+
windows:
|
|
37
|
+
runs-on: windows-latest
|
|
38
|
+
strategy:
|
|
39
|
+
matrix:
|
|
40
|
+
target: [x64]
|
|
41
|
+
steps:
|
|
42
|
+
- uses: actions/checkout@v4
|
|
43
|
+
- uses: actions/setup-python@v5
|
|
44
|
+
with:
|
|
45
|
+
python-version: '3.11'
|
|
46
|
+
architecture: ${{ matrix.target }}
|
|
47
|
+
- name: Build wheels
|
|
48
|
+
uses: PyO3/maturin-action@v1
|
|
49
|
+
with:
|
|
50
|
+
target: ${{ matrix.target }}
|
|
51
|
+
args: --release --out dist --find-interpreter --manifest-path python/Cargo.toml
|
|
52
|
+
sccache: 'true'
|
|
53
|
+
- name: Upload wheels
|
|
54
|
+
uses: actions/upload-artifact@v4
|
|
55
|
+
with:
|
|
56
|
+
name: wheels-windows-${{ matrix.target }}
|
|
57
|
+
path: dist
|
|
58
|
+
|
|
59
|
+
macos:
|
|
60
|
+
runs-on: macos-latest
|
|
61
|
+
strategy:
|
|
62
|
+
matrix:
|
|
63
|
+
target: [universal2-apple-darwin]
|
|
64
|
+
steps:
|
|
65
|
+
- uses: actions/checkout@v4
|
|
66
|
+
- uses: actions/setup-python@v5
|
|
67
|
+
with:
|
|
68
|
+
python-version: '3.11'
|
|
69
|
+
- name: Build wheels
|
|
70
|
+
uses: PyO3/maturin-action@v1
|
|
71
|
+
with:
|
|
72
|
+
target: ${{ matrix.target }}
|
|
73
|
+
args: --release --out dist --find-interpreter --manifest-path python/Cargo.toml
|
|
74
|
+
sccache: 'true'
|
|
75
|
+
- name: Upload wheels
|
|
76
|
+
uses: actions/upload-artifact@v4
|
|
77
|
+
with:
|
|
78
|
+
name: wheels-macos-${{ matrix.target }}
|
|
79
|
+
path: dist
|
|
80
|
+
|
|
81
|
+
sdist:
|
|
82
|
+
runs-on: ubuntu-latest
|
|
83
|
+
steps:
|
|
84
|
+
- uses: actions/checkout@v4
|
|
85
|
+
- name: Build sdist
|
|
86
|
+
uses: PyO3/maturin-action@v1
|
|
87
|
+
with:
|
|
88
|
+
command: sdist
|
|
89
|
+
args: --out dist --manifest-path python/Cargo.toml
|
|
90
|
+
- name: Upload sdist
|
|
91
|
+
uses: actions/upload-artifact@v4
|
|
92
|
+
with:
|
|
93
|
+
name: wheels-sdist
|
|
94
|
+
path: dist
|
|
95
|
+
|
|
96
|
+
release:
|
|
97
|
+
name: Release
|
|
98
|
+
runs-on: ubuntu-latest
|
|
99
|
+
if: "startsWith(github.ref, 'refs/tags/')"
|
|
100
|
+
needs: [linux, windows, macos, sdist]
|
|
101
|
+
permissions:
|
|
102
|
+
# This permission is required for trusted publishing.
|
|
103
|
+
id-token: write
|
|
104
|
+
steps:
|
|
105
|
+
- uses: actions/download-artifact@v4
|
|
106
|
+
with:
|
|
107
|
+
pattern: wheels-*
|
|
108
|
+
merge-multiple: true
|
|
109
|
+
path: dist
|
|
110
|
+
- name: Publish to PyPI
|
|
111
|
+
uses: pypa/gh-action-pypi-publish@release/v1
|
|
112
|
+
with:
|
|
113
|
+
packages-dir: dist
|