py-alpha-lib 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.
- py_alpha_lib-0.1.0/.agent/skills/add_algo.md +21 -0
- py_alpha_lib-0.1.0/.github/workflows/CI.yml +154 -0
- py_alpha_lib-0.1.0/.gitignore +77 -0
- py_alpha_lib-0.1.0/Cargo.lock +371 -0
- py_alpha_lib-0.1.0/Cargo.toml +23 -0
- py_alpha_lib-0.1.0/LICENSE +22 -0
- py_alpha_lib-0.1.0/PKG-INFO +188 -0
- py_alpha_lib-0.1.0/README.md +174 -0
- py_alpha_lib-0.1.0/build.rs +1530 -0
- py_alpha_lib-0.1.0/examples/wq101/al/__init__.py +80 -0
- py_alpha_lib-0.1.0/examples/wq101/al/alpha101.py +1367 -0
- py_alpha_lib-0.1.0/examples/wq101/al/alpha101_context.py +95 -0
- py_alpha_lib-0.1.0/examples/wq101/alpha101.txt +101 -0
- py_alpha_lib-0.1.0/examples/wq101/main.py +81 -0
- py_alpha_lib-0.1.0/examples/wq101/pd_/__init__.py +81 -0
- py_alpha_lib-0.1.0/examples/wq101/pd_/alpha101_adjusted.py +1104 -0
- py_alpha_lib-0.1.0/examples/wq101/result.md +17 -0
- py_alpha_lib-0.1.0/pyproject.toml +34 -0
- py_alpha_lib-0.1.0/python/alpha/__init__.py +8 -0
- py_alpha_lib-0.1.0/python/alpha/algo/__init__.py +3 -0
- py_alpha_lib-0.1.0/python/alpha/algo/algo.md +98 -0
- py_alpha_lib-0.1.0/python/alpha/algo/algo.py +29 -0
- py_alpha_lib-0.1.0/python/alpha/algo/algo_gen.py +456 -0
- py_alpha_lib-0.1.0/python/alpha/algo.md +30 -0
- py_alpha_lib-0.1.0/python/alpha/lang/__init__.py +1 -0
- py_alpha_lib-0.1.0/python/alpha/lang/__main__.py +17 -0
- py_alpha_lib-0.1.0/python/alpha/lang/alpha.lark +49 -0
- py_alpha_lib-0.1.0/python/alpha/lang/parser.py +3572 -0
- py_alpha_lib-0.1.0/python/alpha/lang/to_python.py +239 -0
- py_alpha_lib-0.1.0/python/conftest.py +0 -0
- py_alpha_lib-0.1.0/python/tests/test_grammar.py +28 -0
- py_alpha_lib-0.1.0/python/tests/test_rank.py +14 -0
- py_alpha_lib-0.1.0/python/tests/test_talib.py +50 -0
- py_alpha_lib-0.1.0/python/tests/test_to_python.py +73 -0
- py_alpha_lib-0.1.0/rustfmt.toml +1 -0
- py_alpha_lib-0.1.0/src/algo/context.rs +89 -0
- py_alpha_lib-0.1.0/src/algo/cross.rs +409 -0
- py_alpha_lib-0.1.0/src/algo/ema.rs +351 -0
- py_alpha_lib-0.1.0/src/algo/error.rs +18 -0
- py_alpha_lib-0.1.0/src/algo/extremum.rs +360 -0
- py_alpha_lib-0.1.0/src/algo/ma.rs +431 -0
- py_alpha_lib-0.1.0/src/algo/mod.rs +54 -0
- py_alpha_lib-0.1.0/src/algo/rank.rs +262 -0
- py_alpha_lib-0.1.0/src/algo/series.rs +280 -0
- py_alpha_lib-0.1.0/src/algo/skip_nan_window.rs +139 -0
- py_alpha_lib-0.1.0/src/algo/stats.rs +580 -0
- py_alpha_lib-0.1.0/src/algo/stddev.rs +236 -0
- py_alpha_lib-0.1.0/src/algo/sum.rs +263 -0
- py_alpha_lib-0.1.0/src/lib.rs +183 -0
- py_alpha_lib-0.1.0/tests/rank.py +16 -0
- py_alpha_lib-0.1.0/tests/usage.py +24 -0
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---
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name: add_algo
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description: Add new algorithm to the library.
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---
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# Add New Algorithm
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1. algorithm should be added to `algo` module
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2. algorithm function should has prefix `ta_`
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3. numeric type should be generic as `NumT: Float + Send + Sync`
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4. conditional type should be `bool`
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5. first argument should be `ctx: &Context`, handle `ctx.flags`
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6. second argument should be `r: &mut [NumT]` or `r: &mut [bool]` by algorithm type, output buffer
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7. implement template can be referenced from `ta_ma` from `algo/ma.rs`
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1. check input/output buffer length matches
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2. fast return if no calculation needed
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3. parallel calculation with `ctx.groups`
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8. add document for the new algorithm
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9. add test for the new algorithm
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# This file is autogenerated by maturin v1.10.2
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# To update, run
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#
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# maturin generate-ci github
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name: CI
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on:
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push:
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tags:
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- 'v*'
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permissions:
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contents: read
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needs: [linux, musllinux, windows, macos, sdist]
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permissions:
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# Use to sign the release artifacts
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id-token: write
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contents: write
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/target
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# Byte-compiled / optimized / DLL files
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__pycache__/
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.pytest_cache/
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*.py[cod]
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# C extensions
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*.so
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# Distribution / packaging
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.Python
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.venv/
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env/
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bin/
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build/
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develop-eggs/
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dist/
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eggs/
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lib/
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lib64/
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parts/
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sdist/
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var/
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include/
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man/
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venv/
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*.egg-info/
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.installed.cfg
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*.egg
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# Installer logs
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pip-log.txt
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pip-delete-this-directory.txt
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pip-selfcheck.json
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# Unit test / coverage reports
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htmlcov/
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.tox/
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.coverage
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.cache
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nosetests.xml
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coverage.xml
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# Translations
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*.mo
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# Mr Developer
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.mr.developer.cfg
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.project
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.pydevproject
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# Rope
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.ropeproject
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# Django stuff:
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*.log
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*.pot
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.DS_Store
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# Sphinx documentation
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docs/_build/
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# PyCharm
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.idea/
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# VSCode
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.vscode/
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# Pyenv
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.python-version
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uv.lock
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dataPerformance.*
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.cargo/
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# This file is automatically @generated by Cargo.
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# It is not intended for manual editing.
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version = 4
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[[package]]
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name = "alpha"
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version = "0.1.0"
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dependencies = [
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"anyhow",
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"log",
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"num-traits",
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"numpy",
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"pyo3",
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"pyo3-log",
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"rayon",
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"thiserror",
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]
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[[package]]
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name = "anyhow"
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version = "1.0.100"
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source = "registry+https://github.com/rust-lang/crates.io-index"
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checksum = "a23eb6b1614318a8071c9b2521f36b424b2c83db5eb3a0fead4a6c0809af6e61"
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[[package]]
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name = "arc-swap"
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version = "1.8.0"
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source = "registry+https://github.com/rust-lang/crates.io-index"
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checksum = "51d03449bb8ca2cc2ef70869af31463d1ae5ccc8fa3e334b307203fbf815207e"
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dependencies = [
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"rustversion",
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]
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[[package]]
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name = "autocfg"
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version = "1.5.0"
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source = "registry+https://github.com/rust-lang/crates.io-index"
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version = "0.13.4"
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source = "registry+https://github.com/rust-lang/crates.io-index"
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checksum = "b1dd07eb858a2067e2f3c7155d54e929265c264e6f37efe3ee7a8d1b5a1dd0ba"
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+
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[[package]]
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name = "thiserror"
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version = "2.0.17"
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source = "registry+https://github.com/rust-lang/crates.io-index"
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checksum = "f63587ca0f12b72a0600bcba1d40081f830876000bb46dd2337a3051618f4fc8"
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dependencies = [
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"thiserror-impl",
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]
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[[package]]
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name = "thiserror-impl"
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version = "2.0.17"
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source = "registry+https://github.com/rust-lang/crates.io-index"
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checksum = "3ff15c8ecd7de3849db632e14d18d2571fa09dfc5ed93479bc4485c7a517c913"
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dependencies = [
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"proc-macro2",
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"quote",
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"syn",
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]
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[[package]]
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name = "unicode-ident"
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version = "1.0.22"
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source = "registry+https://github.com/rust-lang/crates.io-index"
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checksum = "9312f7c4f6ff9069b165498234ce8be658059c6728633667c526e27dc2cf1df5"
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[[package]]
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name = "unindent"
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version = "0.2.4"
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source = "registry+https://github.com/rust-lang/crates.io-index"
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checksum = "7264e107f553ccae879d21fbea1d6724ac785e8c3bfc762137959b5802826ef3"
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@@ -0,0 +1,23 @@
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+
[package]
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name = "alpha"
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version = "0.1.0"
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edition = "2024"
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readme = "README.md"
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# See more keys and their definitions at https://doc.rust-lang.org/cargo/reference/manifest.html
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|
+
[lib]
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|
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name = "alpha"
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|
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crate-type = ["cdylib", "rlib"]
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+
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[dependencies]
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pyo3 = {version = "0.27.0", features = ["abi3"]}
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pyo3-log = "0.13"
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thiserror = "2"
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numpy = "0.27.0"
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num-traits = "0.2"
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rayon = "1.11"
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log = "0.4"
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[build-dependencies]
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+
anyhow = "1"
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|
@@ -0,0 +1,22 @@
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1
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+
# BSD 2-Clause License
|
|
2
|
+
|
|
3
|
+
Redistribution and use in source and binary forms, with or without
|
|
4
|
+
modification, are permitted provided that the following conditions are met:
|
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5
|
+
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6
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+
1. Redistributions of source code must retain the above copyright notice,
|
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7
|
+
this list of conditions and the following disclaimer.
|
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|
+
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|
9
|
+
2. Redistributions in binary form must reproduce the above copyright notice,
|
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|
+
this list of conditions and the following disclaimer in the documentation
|
|
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|
+
and/or other materials provided with the distribution.
|
|
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|
+
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+
THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
|
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|
+
AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
|
|
15
|
+
IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
|
|
16
|
+
DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE LIABLE
|
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|
+
FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL
|
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|
+
DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR
|
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|
+
SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER
|
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|
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CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY,
|
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21
|
+
OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
|
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22
|
+
OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
|