raptorbt 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.
- raptorbt-0.1.0/.github/workflows/ci.yml +47 -0
- raptorbt-0.1.0/.github/workflows/release.yml +132 -0
- raptorbt-0.1.0/.gitignore +24 -0
- raptorbt-0.1.0/Cargo.lock +828 -0
- raptorbt-0.1.0/Cargo.toml +33 -0
- raptorbt-0.1.0/LICENSE +21 -0
- raptorbt-0.1.0/PKG-INFO +824 -0
- raptorbt-0.1.0/README.md +794 -0
- raptorbt-0.1.0/benches/backtest_benchmark.rs +123 -0
- raptorbt-0.1.0/pyproject.toml +50 -0
- raptorbt-0.1.0/python/raptorbt/__init__.py +68 -0
- raptorbt-0.1.0/rustfmt.toml +6 -0
- raptorbt-0.1.0/src/core/error.rs +80 -0
- raptorbt-0.1.0/src/core/mod.rs +9 -0
- raptorbt-0.1.0/src/core/timeseries.rs +301 -0
- raptorbt-0.1.0/src/core/types.rs +462 -0
- raptorbt-0.1.0/src/execution/fees.rs +157 -0
- raptorbt-0.1.0/src/execution/fill.rs +361 -0
- raptorbt-0.1.0/src/execution/mod.rs +9 -0
- raptorbt-0.1.0/src/execution/slippage.rs +204 -0
- raptorbt-0.1.0/src/indicators/mod.rs +16 -0
- raptorbt-0.1.0/src/indicators/momentum.rs +301 -0
- raptorbt-0.1.0/src/indicators/strength.rs +257 -0
- raptorbt-0.1.0/src/indicators/trend.rs +280 -0
- raptorbt-0.1.0/src/indicators/volatility.rs +238 -0
- raptorbt-0.1.0/src/indicators/volume.rs +332 -0
- raptorbt-0.1.0/src/lib.rs +58 -0
- raptorbt-0.1.0/src/metrics/drawdown.rs +344 -0
- raptorbt-0.1.0/src/metrics/mod.rs +9 -0
- raptorbt-0.1.0/src/metrics/streaming.rs +400 -0
- raptorbt-0.1.0/src/metrics/trade_stats.rs +350 -0
- raptorbt-0.1.0/src/portfolio/allocation.rs +340 -0
- raptorbt-0.1.0/src/portfolio/engine.rs +804 -0
- raptorbt-0.1.0/src/portfolio/mod.rs +9 -0
- raptorbt-0.1.0/src/portfolio/position.rs +347 -0
- raptorbt-0.1.0/src/python/bindings.rs +974 -0
- raptorbt-0.1.0/src/python/mod.rs +4 -0
- raptorbt-0.1.0/src/python/numpy_bridge.rs +34 -0
- raptorbt-0.1.0/src/signals/expression.rs +456 -0
- raptorbt-0.1.0/src/signals/mod.rs +10 -0
- raptorbt-0.1.0/src/signals/processor.rs +429 -0
- raptorbt-0.1.0/src/signals/synchronizer.rs +385 -0
- raptorbt-0.1.0/src/stops/atr.rs +237 -0
- raptorbt-0.1.0/src/stops/fixed.rs +168 -0
- raptorbt-0.1.0/src/stops/mod.rs +38 -0
- raptorbt-0.1.0/src/stops/trailing.rs +395 -0
- raptorbt-0.1.0/src/strategies/basket.rs +450 -0
- raptorbt-0.1.0/src/strategies/mod.rs +13 -0
- raptorbt-0.1.0/src/strategies/multi.rs +378 -0
- raptorbt-0.1.0/src/strategies/options.rs +430 -0
- raptorbt-0.1.0/src/strategies/pairs.rs +453 -0
- raptorbt-0.1.0/src/strategies/single.rs +200 -0
- raptorbt-0.1.0/tests/test_indicators.rs +230 -0
- raptorbt-0.1.0/tests/test_portfolio.rs +309 -0
- raptorbt-0.1.0/uv.lock +8 -0
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name: CI
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on:
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push:
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branches: [main]
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pull_request:
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branches: [main]
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uses: dtolnay/rust-toolchain@stable
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components: clippy, rustfmt
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python -c "import raptorbt; print(raptorbt.__version__)"
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args: --release --out dist -i python3.10 -i python3.11 -i python3.12
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needs: [linux, macos, windows, sdist]
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if: github.event_name == 'release' || (github.event_name == 'workflow_dispatch' && inputs.publish)
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url: https://pypi.org/p/raptorbt
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id-token: write # Required for trusted publishing
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# Generated by Cargo
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# will have compiled files and executables
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debug
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target
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*.pdb
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# be found at https://github.com/github/gitignore/blob/main/Global/JetBrains.gitignore
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# and can be added to the global gitignore or merged into this file. For a more nuclear
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# option (not recommended) you can uncomment the following to ignore the entire idea folder.
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#.idea/
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# Python
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.venv
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