py-alpha-lib 0.3.0__tar.gz → 0.3.3__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.
Files changed (79) hide show
  1. {py_alpha_lib-0.3.0 → py_alpha_lib-0.3.3}/Cargo.lock +39 -28
  2. {py_alpha_lib-0.3.0 → py_alpha_lib-0.3.3}/Cargo.toml +8 -3
  3. {py_alpha_lib-0.3.0 → py_alpha_lib-0.3.3}/PKG-INFO +6 -2
  4. {py_alpha_lib-0.3.0 → py_alpha_lib-0.3.3}/README.md +4 -0
  5. {py_alpha_lib-0.3.0 → py_alpha_lib-0.3.3}/alpha-algo/build.rs +1072 -93
  6. py_alpha_lib-0.3.3/alpha-algo/src/algo/elementwise.rs +247 -0
  7. {py_alpha_lib-0.3.0 → py_alpha_lib-0.3.3}/alpha-algo/src/algo/ema.rs +291 -2
  8. {py_alpha_lib-0.3.0 → py_alpha_lib-0.3.3}/alpha-algo/src/algo/extremum.rs +223 -0
  9. {py_alpha_lib-0.3.0 → py_alpha_lib-0.3.3}/alpha-algo/src/algo/ma.rs +114 -0
  10. {py_alpha_lib-0.3.0 → py_alpha_lib-0.3.3}/alpha-algo/src/algo/mod.rs +2 -0
  11. {py_alpha_lib-0.3.0 → py_alpha_lib-0.3.3}/alpha-algo/src/algo/rank.rs +96 -29
  12. py_alpha_lib-0.3.3/alpha-algo/src/algo/series.rs +792 -0
  13. {py_alpha_lib-0.3.0 → py_alpha_lib-0.3.3}/alpha-algo/src/algo/sharpe.rs +4 -2
  14. {py_alpha_lib-0.3.0 → py_alpha_lib-0.3.3}/alpha-algo/src/algo/split.rs +269 -2
  15. py_alpha_lib-0.3.3/alpha-algo/src/join.rs +408 -0
  16. {py_alpha_lib-0.3.0 → py_alpha_lib-0.3.3}/alpha-algo/src/lib.rs +2 -0
  17. {py_alpha_lib-0.3.0 → py_alpha_lib-0.3.3}/py-binding/Cargo.toml +1 -1
  18. {py_alpha_lib-0.3.0 → py_alpha_lib-0.3.3}/py-binding/README.md +4 -0
  19. py_alpha_lib-0.3.3/py-binding/python/tests/test_ref_v.py +77 -0
  20. {py_alpha_lib-0.3.0 → py_alpha_lib-0.3.3}/py-binding/python/tests/test_split.py +25 -1
  21. {py_alpha_lib-0.3.0 → py_alpha_lib-0.3.3}/py-binding/src/algo_bindings.rs +1671 -86
  22. py_alpha_lib-0.3.3/py-binding/tests/rank.py +54 -0
  23. {py_alpha_lib-0.3.0 → py_alpha_lib-0.3.3}/pyproject.toml +1 -1
  24. {py_alpha_lib-0.3.0 → py_alpha_lib-0.3.3}/python/alpha/algo/algo_gen.py +472 -2
  25. {py_alpha_lib-0.3.0 → py_alpha_lib-0.3.3}/python/alpha/algo.md +24 -2
  26. py_alpha_lib-0.3.0/alpha-algo/src/algo/series.rs +0 -291
  27. py_alpha_lib-0.3.0/py-binding/tests/rank.py +0 -16
  28. {py_alpha_lib-0.3.0 → py_alpha_lib-0.3.3}/LICENSE +0 -0
  29. {py_alpha_lib-0.3.0 → py_alpha_lib-0.3.3}/alpha-algo/Cargo.toml +0 -0
  30. {py_alpha_lib-0.3.0 → py_alpha_lib-0.3.3}/alpha-algo/src/algo/alpha.rs +0 -0
  31. {py_alpha_lib-0.3.0 → py_alpha_lib-0.3.3}/alpha-algo/src/algo/backfill.rs +0 -0
  32. {py_alpha_lib-0.3.0 → py_alpha_lib-0.3.3}/alpha-algo/src/algo/beta.rs +0 -0
  33. {py_alpha_lib-0.3.0 → py_alpha_lib-0.3.3}/alpha-algo/src/algo/context.rs +0 -0
  34. {py_alpha_lib-0.3.0 → py_alpha_lib-0.3.3}/alpha-algo/src/algo/cross.rs +0 -0
  35. {py_alpha_lib-0.3.0 → py_alpha_lib-0.3.3}/alpha-algo/src/algo/drawdown.rs +0 -0
  36. {py_alpha_lib-0.3.0 → py_alpha_lib-0.3.3}/alpha-algo/src/algo/entropy.rs +0 -0
  37. {py_alpha_lib-0.3.0 → py_alpha_lib-0.3.3}/alpha-algo/src/algo/error.rs +0 -0
  38. {py_alpha_lib-0.3.0 → py_alpha_lib-0.3.3}/alpha-algo/src/algo/group.rs +0 -0
  39. {py_alpha_lib-0.3.0 → py_alpha_lib-0.3.3}/alpha-algo/src/algo/misc.rs +0 -0
  40. {py_alpha_lib-0.3.0 → py_alpha_lib-0.3.3}/alpha-algo/src/algo/moments.rs +0 -0
  41. {py_alpha_lib-0.3.0 → py_alpha_lib-0.3.3}/alpha-algo/src/algo/neutralize.rs +0 -0
  42. {py_alpha_lib-0.3.0 → py_alpha_lib-0.3.3}/alpha-algo/src/algo/quantile.rs +0 -0
  43. {py_alpha_lib-0.3.0 → py_alpha_lib-0.3.3}/alpha-algo/src/algo/returns.rs +0 -0
  44. {py_alpha_lib-0.3.0 → py_alpha_lib-0.3.3}/alpha-algo/src/algo/scan.rs +0 -0
  45. {py_alpha_lib-0.3.0 → py_alpha_lib-0.3.3}/alpha-algo/src/algo/skip_nan_window.rs +0 -0
  46. {py_alpha_lib-0.3.0 → py_alpha_lib-0.3.3}/alpha-algo/src/algo/slope.rs +0 -0
  47. {py_alpha_lib-0.3.0 → py_alpha_lib-0.3.3}/alpha-algo/src/algo/stats.rs +0 -0
  48. {py_alpha_lib-0.3.0 → py_alpha_lib-0.3.3}/alpha-algo/src/algo/stddev.rs +0 -0
  49. {py_alpha_lib-0.3.0 → py_alpha_lib-0.3.3}/alpha-algo/src/algo/sum.rs +0 -0
  50. {py_alpha_lib-0.3.0 → py_alpha_lib-0.3.3}/alpha-algo/src/algo/zscore.rs +0 -0
  51. {py_alpha_lib-0.3.0 → py_alpha_lib-0.3.3}/py-binding/LICENSE +0 -0
  52. {py_alpha_lib-0.3.0 → py_alpha_lib-0.3.3}/py-binding/alpha/__init__.py +0 -0
  53. {py_alpha_lib-0.3.0 → py_alpha_lib-0.3.3}/py-binding/alpha/algo/__init__.py +0 -0
  54. {py_alpha_lib-0.3.0 → py_alpha_lib-0.3.3}/py-binding/alpha/algo/algo.py +0 -0
  55. {py_alpha_lib-0.3.0 → py_alpha_lib-0.3.3}/py-binding/alpha/algo/algo_gen.py +0 -0
  56. {py_alpha_lib-0.3.0 → py_alpha_lib-0.3.3}/py-binding/alpha/algo.md +0 -0
  57. {py_alpha_lib-0.3.0 → py_alpha_lib-0.3.3}/py-binding/alpha/context.py +0 -0
  58. {py_alpha_lib-0.3.0 → py_alpha_lib-0.3.3}/py-binding/alpha/lang/__init__.py +0 -0
  59. {py_alpha_lib-0.3.0 → py_alpha_lib-0.3.3}/py-binding/alpha/lang/__main__.py +0 -0
  60. {py_alpha_lib-0.3.0 → py_alpha_lib-0.3.3}/py-binding/alpha/lang/alpha.lark +0 -0
  61. {py_alpha_lib-0.3.0 → py_alpha_lib-0.3.3}/py-binding/alpha/lang/parser.py +0 -0
  62. {py_alpha_lib-0.3.0 → py_alpha_lib-0.3.3}/py-binding/alpha/lang/to_python.py +0 -0
  63. {py_alpha_lib-0.3.0 → py_alpha_lib-0.3.3}/py-binding/python/conftest.py +0 -0
  64. {py_alpha_lib-0.3.0 → py_alpha_lib-0.3.3}/py-binding/python/tests/test_grammar.py +0 -0
  65. {py_alpha_lib-0.3.0 → py_alpha_lib-0.3.3}/py-binding/python/tests/test_rank.py +0 -0
  66. {py_alpha_lib-0.3.0 → py_alpha_lib-0.3.3}/py-binding/python/tests/test_talib.py +0 -0
  67. {py_alpha_lib-0.3.0 → py_alpha_lib-0.3.3}/py-binding/python/tests/test_to_python.py +0 -0
  68. {py_alpha_lib-0.3.0 → py_alpha_lib-0.3.3}/py-binding/src/lib.rs +0 -0
  69. {py_alpha_lib-0.3.0 → py_alpha_lib-0.3.3}/py-binding/tests/usage.py +0 -0
  70. {py_alpha_lib-0.3.0 → py_alpha_lib-0.3.3}/py-binding/tests/verify_sumif.py +0 -0
  71. {py_alpha_lib-0.3.0 → py_alpha_lib-0.3.3}/python/alpha/__init__.py +0 -0
  72. {py_alpha_lib-0.3.0 → py_alpha_lib-0.3.3}/python/alpha/algo/__init__.py +0 -0
  73. {py_alpha_lib-0.3.0 → py_alpha_lib-0.3.3}/python/alpha/algo/algo.py +0 -0
  74. {py_alpha_lib-0.3.0 → py_alpha_lib-0.3.3}/python/alpha/context.py +0 -0
  75. {py_alpha_lib-0.3.0 → py_alpha_lib-0.3.3}/python/alpha/lang/__init__.py +0 -0
  76. {py_alpha_lib-0.3.0 → py_alpha_lib-0.3.3}/python/alpha/lang/__main__.py +0 -0
  77. {py_alpha_lib-0.3.0 → py_alpha_lib-0.3.3}/python/alpha/lang/alpha.lark +0 -0
  78. {py_alpha_lib-0.3.0 → py_alpha_lib-0.3.3}/python/alpha/lang/parser.py +0 -0
  79. {py_alpha_lib-0.3.0 → py_alpha_lib-0.3.3}/python/alpha/lang/to_python.py +0 -0
{py_alpha_lib-0.3.0 → py_alpha_lib-0.3.3}/Cargo.lock RENAMED
@@ -4,7 +4,7 @@ version = 4
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  [[package]]
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  name = "alpha"
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- version = "0.3.0"
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+ version = "0.3.3"
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+ version = "0.3.3"
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@@ -52,7 +52,7 @@ checksum = "9035ad2d096bed7955a320ee7e2230574d28fd3c3a0f186cbea1ff3c7eed5dbb"
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  dependencies = [
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- "syn",
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+ "syn 2.0.114",
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  ]
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@@ -238,8 +238,9 @@ checksum = "8f42a60cbdf9a97f5d2305f08a87dc4e09308d1276d28c869c684d7777685682"
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+ version = "0.3.3"
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  dependencies = [
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@@ -287,7 +288,7 @@ checksum = "5e5032e24019045c762d3c0f28f5b6b8bbf38563a65908389bf7978758920897"
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- version = "0.28.0"
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+ version = "0.30.0"
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  source = "registry+https://github.com/rust-lang/crates.io-index"
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- checksum = "778da78c64ddc928ebf5ad9df5edf0789410ff3bdbf3619aed51cd789a6af1e2"
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+ checksum = "aa0b9111761885449e894981fa8051dcf69e0bd114aecbd4bcdd830b6be4ed92"
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@@ -516,7 +517,7 @@ dependencies = [
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- checksum = "cf85e27e86080aafd5a22eae58a162e133a589551542b3e5cee4beb27e54f8e1"
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- checksum = "8bf94ee265674bf76c09fa430b0e99c26e319c945d96ca0d5a8215f31bf81cf7"
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+ checksum = "70130e2b6dd1ee589a8788026a429561ca5c40fa7a2fa7914c2282eddae24700"
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- checksum = "491aa5fc66d8059dd44a75f4580a2962c1862a1c2945359db36f6c2818b748dc"
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+ checksum = "5e7ff73c555c286d212d4ce7e5fbda845a973c4f61bd5f160f5f2c3c2a04d1c4"
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- checksum = "26c2ec80932c5c3b2d4fbc578c9b56b2d4502098587edb8bef5b6bfcad43682e"
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{py_alpha_lib-0.3.0 → py_alpha_lib-0.3.3}/Cargo.toml RENAMED
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{py_alpha_lib-0.3.0 → py_alpha_lib-0.3.3}/PKG-INFO RENAMED
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  Name: py-alpha-lib
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  Classifier: Programming Language :: Rust
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@@ -9,7 +9,7 @@ License-File: LICENSE
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  Summary: Alpha Library: A high-performance rolling window calculation library implemented in Rust with Python bindings. Used for financial data analysis and factor research.
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  Keywords: financial data analysis,factor research,technical indicator calculation
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  Author: ElseJJ
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  Project-URL: repository, https://github.com/msd-rs/py-alpha-lib
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@@ -178,6 +178,8 @@ Naming Rules:
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  | BARSSINCE | Calculate number of bars since first condition true |
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  | BETA | Rolling Beta coefficient of asset returns against benchmark returns. |
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  | BINS | Discretize the input into n bins, the ctx.groups() is the number of groups |
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+ | BW_SPLIT | Backward split and dividend adjustment |
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+ | BW_SPLIT_FACTOR | Backward split factor calculation |
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  | CC_RANK | Calculate rank percentage cross group dimension, the ctx.groups() is the number of groups Same value are averaged |
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  | CC_ZSCORE | Calculate cross-sectional Z-Score across groups at each time step |
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  | CORR | Time Series Correlation in moving window on self |
@@ -190,6 +192,8 @@ Naming Rules:
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  | EMA | Exponential Moving Average (variant of well-known EMA) weight = 2 / (n + 1) |
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  | ENTROPY | Calculate rolling Shannon entropy over a moving window |
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  | FRET | Future Return |
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+ | FW_SPLIT | Forward split and dividend adjustment |
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+ | FW_SPLIT_FACTOR | Forward split factor calculation |
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  | GROUP_RANK | Calculate rank percentage within each category group at each time step |
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  | GROUP_ZSCORE | Calculate Z-Score within each category group at each time step |
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  | HHV | Find highest value in a preceding `periods` window |
{py_alpha_lib-0.3.0 → py_alpha_lib-0.3.3}/README.md RENAMED
@@ -163,6 +163,8 @@ Naming Rules:
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  | BARSSINCE | Calculate number of bars since first condition true |
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  | BETA | Rolling Beta coefficient of asset returns against benchmark returns. |
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  | BINS | Discretize the input into n bins, the ctx.groups() is the number of groups |
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+ | BW_SPLIT | Backward split and dividend adjustment |
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+ | BW_SPLIT_FACTOR | Backward split factor calculation |
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  | CC_RANK | Calculate rank percentage cross group dimension, the ctx.groups() is the number of groups Same value are averaged |
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  | CC_ZSCORE | Calculate cross-sectional Z-Score across groups at each time step |
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  | CORR | Time Series Correlation in moving window on self |
@@ -175,6 +177,8 @@ Naming Rules:
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  | EMA | Exponential Moving Average (variant of well-known EMA) weight = 2 / (n + 1) |
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  | ENTROPY | Calculate rolling Shannon entropy over a moving window |
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  | FRET | Future Return |
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+ | FW_SPLIT | Forward split and dividend adjustment |
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+ | FW_SPLIT_FACTOR | Forward split factor calculation |
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  | GROUP_RANK | Calculate rank percentage within each category group at each time step |
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  | GROUP_ZSCORE | Calculate Z-Score within each category group at each time step |
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  | HHV | Find highest value in a preceding `periods` window |