vectorbt-rust 1.0.0__tar.gz → 1.1.0__tar.gz

{vectorbt_rust-1.0.0 → vectorbt_rust-1.1.0}/Cargo.lock

@@ -4,9 +4,9 @@ version = 4
 
 [[package]]
 name = "autocfg"
-version = "1.5.0"
+version = "1.5.1"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "c08606f8c3cbf4ce6ec8e28fb0014a2c086708fe954eaa885384a6165172e7e8"
+checksum = "f2032f911046de80f0a198e0901378627c33f59ea0ac00e363d481118bd70a53"
 
 [[package]]
 name = "cfg-if"
@@ -14,16 +14,36 @@ version = "1.0.4"
 source = "registry+https://github.com/rust-lang/crates.io-index"
 checksum = "9330f8b2ff13f34540b44e946ef35111825727b38d33286ef986142615121801"
 
+[[package]]
+name = "chacha20"
+version = "0.10.1"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "d524456ba66e72eb8b115ff89e01e497f8e6d11d78b70b1aa13c0fbd97540a81"
+dependencies = [
+ "cfg-if",
+ "cpufeatures",
+ "rand_core",
+]
+
+[[package]]
+name = "cpufeatures"
+version = "0.3.0"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "8b2a41393f66f16b0823bb79094d54ac5fbd34ab292ddafb9a0456ac9f87d201"
+dependencies = [
+ "libc",
+]
+
 [[package]]
 name = "getrandom"
-version = "0.3.4"
+version = "0.4.3"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "899def5c37c4fd7b2664648c28120ecec138e4d395b459e5ca34f9cce2dd77fd"
+checksum = "300e883d756b2e4ec94e02791f39b04b522276138852cfc41d9fb7e904106099"
 dependencies = [
  "cfg-if",
  "libc",
  "r-efi",
- "wasip2",
+ "rand_core",
 ]
 
 [[package]]
@@ -32,20 +52,11 @@ version = "0.5.0"
 source = "registry+https://github.com/rust-lang/crates.io-index"
 checksum = "2304e00983f87ffb38b55b444b5e3b60a884b5d30c0fca7d82fe33449bbe55ea"
 
-[[package]]
-name = "indoc"
-version = "2.0.7"
-source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "79cf5c93f93228cf8efb3ba362535fb11199ac548a09ce117c9b1adc3030d706"
-dependencies = [
- "rustversion",
-]
-
 [[package]]
 name = "libc"
-version = "0.2.185"
+version = "0.2.186"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "52ff2c0fe9bc6cb6b14a0592c2ff4fa9ceb83eea9db979b0487cd054946a2b8f"
+checksum = "68ab91017fe16c622486840e4c83c9a37afeff978bd239b5293d61ece587de66"
 
 [[package]]
 name = "matrixmultiply"
@@ -57,20 +68,11 @@ dependencies = [
  "rawpointer",
 ]
 
-[[package]]
-name = "memoffset"
-version = "0.9.1"
-source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "488016bfae457b036d996092f6cb448677611ce4449e970ceaf42695203f218a"
-dependencies = [
- "autocfg",
-]
-
 [[package]]
 name = "ndarray"
-version = "0.16.1"
+version = "0.17.2"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "882ed72dce9365842bf196bdeedf5055305f11fc8c03dee7bb0194a6cad34841"
+checksum = "520080814a7a6b4a6e9070823bb24b4531daac8c4627e08ba5de8c5ef2f2752d"
 dependencies = [
  "matrixmultiply",
  "num-complex",
@@ -110,9 +112,9 @@ dependencies = [
 
 [[package]]
 name = "numpy"
-version = "0.22.1"
+version = "0.29.0"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "edb929bc0da91a4d85ed6c0a84deaa53d411abfb387fc271124f91bf6b89f14e"
+checksum = "6a5b15d63a5ff39e378daed0e1340d3a5964703ea9712eb09a0dc66fade996f4"
 dependencies = [
  "libc",
  "ndarray",
@@ -120,6 +122,7 @@ dependencies = [
  "num-integer",
  "num-traits",
  "pyo3",
+ "pyo3-build-config",
  "rustc-hash",
 ]
 
@@ -164,37 +167,32 @@ dependencies = [
 
 [[package]]
 name = "pyo3"
-version = "0.22.6"
+version = "0.29.0"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "f402062616ab18202ae8319da13fa4279883a2b8a9d9f83f20dbade813ce1884"
+checksum = "cd274650b21d4bfc26a0a47587962c1edb425f69287324355cd040c3ea66071c"
 dependencies = [
- "cfg-if",
- "indoc",
  "libc",
- "memoffset",
  "once_cell",
  "portable-atomic",
  "pyo3-build-config",
  "pyo3-ffi",
  "pyo3-macros",
- "unindent",
 ]
 
 [[package]]
 name = "pyo3-build-config"
-version = "0.22.6"
+version = "0.29.0"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "b14b5775b5ff446dd1056212d778012cbe8a0fbffd368029fd9e25b514479c38"
+checksum = "c5e2a7d2f0d013342f295c048ad19237add5154a55b1c5a254c0ec93d4109078"
 dependencies = [
- "once_cell",
  "target-lexicon",
 ]
 
 [[package]]
 name = "pyo3-ffi"
-version = "0.22.6"
+version = "0.29.0"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "9ab5bcf04a2cdcbb50c7d6105de943f543f9ed92af55818fd17b660390fc8636"
+checksum = "ca85c467da1bbc8d866eea5deff9cf29ea5f7785054a17da36e65bda9c05845b"
 dependencies = [
  "libc",
  "pyo3-build-config",
@@ -202,9 +200,9 @@ dependencies = [
 
 [[package]]
 name = "pyo3-macros"
-version = "0.22.6"
+version = "0.29.0"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "0fd24d897903a9e6d80b968368a34e1525aeb719d568dba8b3d4bfa5dc67d453"
+checksum = "9ac53762fd065daa3194dd09337a38bd793a188100fd1a9304c4ab312d901771"
 dependencies = [
  "proc-macro2",
  "pyo3-macros-backend",
@@ -214,47 +212,47 @@ dependencies = [
 
 [[package]]
 name = "pyo3-macros-backend"
-version = "0.22.6"
+version = "0.29.0"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "36c011a03ba1e50152b4b394b479826cad97e7a21eb52df179cd91ac411cbfbe"
+checksum = "4ca3a1557399783172dc5bf39cfca835157732532cba56b71d2292161e53b362"
 dependencies = [
  "heck",
  "proc-macro2",
- "pyo3-build-config",
  "quote",
  "syn",
 ]
 
 [[package]]
 name = "quote"
-version = "1.0.45"
+version = "1.0.46"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "41f2619966050689382d2b44f664f4bc593e129785a36d6ee376ddf37259b924"
+checksum = "dfbc457d0c7a0759a614551b11a6409e5951f6c7537be1f1b7682b9ae9230368"
 dependencies = [
  "proc-macro2",
 ]
 
 [[package]]
 name = "r-efi"
-version = "5.3.0"
+version = "6.0.0"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "69cdb34c158ceb288df11e18b4bd39de994f6657d83847bdffdbd7f346754b0f"
+checksum = "f8dcc9c7d52a811697d2151c701e0d08956f92b0e24136cf4cf27b57a6a0d9bf"
 
 [[package]]
 name = "rand"
-version = "0.9.4"
+version = "0.10.2"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "44c5af06bb1b7d3216d91932aed5265164bf384dc89cd6ba05cf59a35f5f76ea"
+checksum = "c7f5fa3a058cd35567ef9bfa5e75732bee0f9e4c55fa90477bef2dfcdbc4be80"
 dependencies = [
- "rand_chacha",
+ "chacha20",
+ "getrandom",
  "rand_core",
 ]
 
 [[package]]
 name = "rand_chacha"
-version = "0.9.0"
+version = "0.10.0"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "d3022b5f1df60f26e1ffddd6c66e8aa15de382ae63b3a0c1bfc0e4d3e3f325cb"
+checksum = "3e6af7f3e25ded52c41df4e0b1af2d047e45896c2f3281792ed68a1c243daedb"
 dependencies = [
  "ppv-lite86",
  "rand_core",
@@ -262,12 +260,9 @@ dependencies = [
 
 [[package]]
 name = "rand_core"
-version = "0.9.5"
+version = "0.10.1"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "76afc826de14238e6e8c374ddcc1fa19e374fd8dd986b0d2af0d02377261d83c"
-dependencies = [
- "getrandom",
-]
+checksum = "63b8176103e19a2643978565ca18b50549f6101881c443590420e4dc998a3c69"
 
 [[package]]
 name = "rawpointer"
@@ -277,21 +272,15 @@ checksum = "60a357793950651c4ed0f3f52338f53b2f809f32d83a07f72909fa13e4c6c1e3"
 
 [[package]]
 name = "rustc-hash"
-version = "1.1.0"
-source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "08d43f7aa6b08d49f382cde6a7982047c3426db949b1424bc4b7ec9ae12c6ce2"
-
-[[package]]
-name = "rustversion"
-version = "1.0.22"
+version = "2.1.3"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "b39cdef0fa800fc44525c84ccb54a029961a8215f9619753635a9c0d2538d46d"
+checksum = "6b1e7f9a428571be2dc5bc0505c13fb6bf936822b894ec87abf8a08a4e51742d"
 
 [[package]]
 name = "syn"
-version = "2.0.117"
+version = "2.0.118"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "e665b8803e7b1d2a727f4023456bbbbe74da67099c585258af0ad9c5013b9b99"
+checksum = "1b9ae57f904213ebb649ce6895b8a66c66f0203b9319718f69a5612a065b1422"
 dependencies = [
  "proc-macro2",
  "quote",
@@ -300,9 +289,9 @@ dependencies = [
 
 [[package]]
 name = "target-lexicon"
-version = "0.12.16"
+version = "0.13.5"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "61c41af27dd6d1e27b1b16b489db798443478cef1f06a660c96db617ba5de3b1"
+checksum = "adb6935a6f5c20170eeceb1a3835a49e12e19d792f6dd344ccc76a985ca5a6ca"
 
 [[package]]
 name = "unicode-ident"
@@ -310,15 +299,9 @@ version = "1.0.24"
 source = "registry+https://github.com/rust-lang/crates.io-index"
 checksum = "e6e4313cd5fcd3dad5cafa179702e2b244f760991f45397d14d4ebf38247da75"
 
-[[package]]
-name = "unindent"
-version = "0.2.4"
-source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "7264e107f553ccae879d21fbea1d6724ac785e8c3bfc762137959b5802826ef3"
-
 [[package]]
 name = "vectorbt-rust"
-version = "1.0.0"
+version = "1.1.0"
 dependencies = [
  "ndarray",
  "numpy",
@@ -327,35 +310,20 @@ dependencies = [
  "rand_chacha",
 ]
 
-[[package]]
-name = "wasip2"
-version = "1.0.3+wasi-0.2.9"
-source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "20064672db26d7cdc89c7798c48a0fdfac8213434a1186e5ef29fd560ae223d6"
-dependencies = [
- "wit-bindgen",
-]
-
-[[package]]
-name = "wit-bindgen"
-version = "0.57.1"
-source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "1ebf944e87a7c253233ad6766e082e3cd714b5d03812acc24c318f549614536e"
-
 [[package]]
 name = "zerocopy"
-version = "0.8.48"
+version = "0.8.52"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "eed437bf9d6692032087e337407a86f04cd8d6a16a37199ed57949d415bd68e9"
+checksum = "ce1022995ff5ff5d841ad7d994facc23098cd40152f2c1d11cd607c6f530653f"
 dependencies = [
  "zerocopy-derive",
 ]
 
 [[package]]
 name = "zerocopy-derive"
-version = "0.8.48"
+version = "0.8.52"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "70e3cd084b1788766f53af483dd21f93881ff30d7320490ec3ef7526d203bad4"
+checksum = "1ae7f38b72ec2a254e2b87ef277cf2cd4fb97cbebf944faa6f33354da0867930"
 dependencies = [
  "proc-macro2",
  "quote",

{vectorbt_rust-1.0.0 → vectorbt_rust-1.1.0}/Cargo.toml

@@ -1,6 +1,6 @@
 [package]
 name = "vectorbt-rust"
-version = "1.0.0"
+version = "1.1.0"
 edition = "2021"
 description = "Rust-accelerated kernels for vectorbt"
 license = "Apache-2.0 WITH Commons-Clause-1.0"
@@ -11,11 +11,11 @@ name = "vectorbt_rust"
 crate-type = ["cdylib"]
 
 [dependencies]
-pyo3 = { version = "0.22", features = ["extension-module"] }
-numpy = "0.22"
-ndarray = "0.16"
-rand = "0.9"
-rand_chacha = "0.9"
+pyo3 = { version = "0.29", features = ["extension-module"] }
+numpy = "0.29"
+ndarray = "0.17"
+rand = "0.10"
+rand_chacha = "0.10"
 
 [profile.release]
 lto = true

vectorbt_rust-1.1.0/PKG-INFO

@@ -0,0 +1,169 @@
+Metadata-Version: 2.4
+Name: vectorbt-rust
+Version: 1.1.0
+Classifier: Development Status :: 3 - Alpha
+Classifier: Intended Audience :: Developers
+Classifier: Intended Audience :: Financial and Insurance Industry
+Classifier: Programming Language :: Python :: 3.11
+Classifier: Programming Language :: Python :: 3.12
+Classifier: Programming Language :: Python :: 3.13
+Classifier: Programming Language :: Python :: 3.14
+Classifier: Programming Language :: Rust
+Classifier: Operating System :: OS Independent
+Classifier: Intended Audience :: Science/Research
+Classifier: Topic :: Software Development
+Classifier: Topic :: Office/Business :: Financial
+Classifier: Topic :: Scientific/Engineering :: Information Analysis
+Requires-Dist: numpy>=2.4.6
+Summary: Rust-accelerated kernels for vectorbt
+Author-email: Oleg Polakow <olegpolakow@vectorbt.pro>
+License: Apache-2.0 WITH Commons-Clause-1.0
+Requires-Python: >=3.11, <3.15
+Description-Content-Type: text/markdown; charset=UTF-8; variant=GFM
+Project-URL: Homepage, https://github.com/polakowo/vectorbt
+
+<h1 align="center">vectorbt Rust Engine</h1>
+
+<p align="center">
+    <a href="https://pypi.org/project/vectorbt-rust" title="PyPI">
+        <img src="https://img.shields.io/pypi/v/vectorbt-rust?color=blueviolet" />
+    </a>
+    <a href="https://pypi.org/project/vectorbt-rust" title="Python">
+        <img src="https://img.shields.io/pypi/pyversions/vectorbt-rust" />
+    </a>
+    <a href="https://www.rust-lang.org" title="Built with Rust">
+        <img src="https://img.shields.io/badge/built_with-Rust-dea584?logo=rust" />
+    </a>
+    <a href="https://github.com/polakowo/vectorbt/blob/master/LICENSE.md" title="License">
+        <img src="https://img.shields.io/badge/license-Fair%20Code-yellow" />
+    </a>
+</p>
+
+Optional Rust acceleration engine for [vectorbt](https://github.com/polakowo/vectorbt).
+Provides high-performance drop-in replacements for vectorbt's Numba kernels,
+dispatched transparently via `engine="rust"` or the global engine setting.
+
+> [!NOTE]
+> Most users should not import `vectorbt_rust` directly. Prefer vectorbt's public
+> APIs and pass `engine="rust"` or set the global engine.
+
+## Installation
+
+Install the Rust extension together with vectorbt:
+
+```bash
+pip install "vectorbt[rust]"
+```
+
+Or install the Rust extension package directly:
+
+```bash
+pip install vectorbt-rust
+```
+
+`vectorbt-rust` must be version-compatible with `vectorbt`. The engine resolver
+compares the major/minor version prefix and treats mismatches as unavailable.
+
+### Building from source
+
+From the repository root:
+
+```bash
+python -m pip install -U pip maturin
+python -m pip install -e ".[test]"
+python -m maturin develop --manifest-path rust/Cargo.toml --release
+```
+
+You can also build from inside this directory:
+
+```bash
+cd rust
+python -m maturin develop --release
+```
+
+The release profile enables LTO, one codegen unit, `opt-level = 3`, and symbol
+stripping. Use release builds for benchmarks; debug builds are not representative.
+
+## Usage
+
+The shared resolver lives in `vectorbt/_engine.py`.
+
+Per call:
+
+```python
+import vectorbt as vbt
+
+out = vbt.MA.run(close, window=20, engine="rust")
+```
+
+Globally:
+
+```python
+import vectorbt as vbt
+
+vbt.settings["engine"] = "rust"
+```
+
+Supported engine values:
+
+- `auto`: Use Rust when it is installed, version-compatible, and the specific
+  call is supported; otherwise fall back to Numba.
+- `numba`: Force the Numba implementation.
+- `rust`: Force Rust and raise an actionable error if Rust is unavailable or the
+  call is unsupported.
+
+Randomized functions are special: `auto` keeps using Numba to preserve legacy
+NumPy/Numba random streams. Use `engine="rust"` explicitly when you want the
+Rust random implementation.
+
+## Compatibility
+
+The current Rust engine targets NumPy arrays and deterministic, array-oriented
+kernels. Some public Python APIs still intentionally resolve to Numba when Rust
+cannot preserve behavior, such as callback-accepting functions or unsupported
+input combinations.
+
+## Testing
+
+Run the engine-focused tests from the repository root:
+
+```bash
+pytest tests/test_engine.py
+```
+
+Run the full test suite:
+
+```bash
+pytest
+```
+
+Tests that require Rust are skipped when `vectorbt-rust` is not installed or not
+version-compatible. To force those paths locally, install the extension with
+`maturin develop` first.
+
+## Benchmarks
+
+The benchmark scripts live in [benchmarks](../benchmarks).
+
+Generate markdown benchmark matrices:
+
+```bash
+python benchmarks/bench_matrix.py
+```
+
+Use release builds for any benchmark numbers you intend to publish.
+
+## New kernels
+
+New Rust kernels should follow this process:
+
+1. Treat Numba as the reference.
+2. Implement the Rust kernel with the same argument order and return shape.
+3. Register the PyO3 function in the Rust submodule and wire new submodules in `src/lib.rs`.
+4. Add or update the dispatch wrapper.
+5. Add parity, fallback, explicit-error, and layout-sensitive tests.
+6. Add benchmark cases once parity is stable.
+
+Keep changes narrow and mechanical. Do not import Rust from `nb.py`, and do not
+make public callers import `vectorbt_rust` directly.
+

{vectorbt_rust-1.0.0 → vectorbt_rust-1.1.0}/README.md

@@ -1,12 +1,23 @@
-# Rust engine
-
-This directory contains the optional Rust engine for vectorbt. It builds the
-`vectorbt-rust` Python extension package, exposed to Python as `vectorbt_rust`.
-
-Rust is an acceleration engine. The canonical semantics still live in the
-Numba implementations under `vectorbt/<subpackage>/nb.py`; Rust kernels are
-called through engine-neutral dispatch wrappers under
-`vectorbt/<subpackage>/dispatch.py`.
+<h1 align="center">vectorbt Rust Engine</h1>
+
+<p align="center">
+    <a href="https://pypi.org/project/vectorbt-rust" title="PyPI">
+        <img src="https://img.shields.io/pypi/v/vectorbt-rust?color=blueviolet" />
+    </a>
+    <a href="https://pypi.org/project/vectorbt-rust" title="Python">
+        <img src="https://img.shields.io/pypi/pyversions/vectorbt-rust" />
+    </a>
+    <a href="https://www.rust-lang.org" title="Built with Rust">
+        <img src="https://img.shields.io/badge/built_with-Rust-dea584?logo=rust" />
+    </a>
+    <a href="https://github.com/polakowo/vectorbt/blob/master/LICENSE.md" title="License">
+        <img src="https://img.shields.io/badge/license-Fair%20Code-yellow" />
+    </a>
+</p>
+
+Optional Rust acceleration engine for [vectorbt](https://github.com/polakowo/vectorbt).
+Provides high-performance drop-in replacements for vectorbt's Numba kernels,
+dispatched transparently via `engine="rust"` or the global engine setting.
 
 > [!NOTE]
 > Most users should not import `vectorbt_rust` directly. Prefer vectorbt's public

{vectorbt_rust-1.0.0 → vectorbt_rust-1.1.0}/pyproject.toml

@@ -1,24 +1,25 @@
 [build-system]
-requires = ["maturin>=1.7,<2.0"]
+requires = ["maturin>=1.14,<2.0"]
 build-backend = "maturin"
 
 [project]
 name = "vectorbt-rust"
-version = "1.0.0"
+version = "1.1.0"
 description = "Rust-accelerated kernels for vectorbt"
+readme = "README.md"
 license = {text = "Apache-2.0 WITH Commons-Clause-1.0"}
 authors = [
     {name = "Oleg Polakow", email = "olegpolakow@vectorbt.pro"}
 ]
-requires-python = ">=3.10"
+requires-python = ">=3.11,<3.15"
 classifiers = [
     "Development Status :: 3 - Alpha",
     "Intended Audience :: Developers",
     "Intended Audience :: Financial and Insurance Industry",
-    "Programming Language :: Python :: 3.10",
     "Programming Language :: Python :: 3.11",
     "Programming Language :: Python :: 3.12",
     "Programming Language :: Python :: 3.13",
+    "Programming Language :: Python :: 3.14",
     "Programming Language :: Rust",
     "Operating System :: OS Independent",
     "Intended Audience :: Science/Research",
@@ -26,7 +27,7 @@ classifiers = [
     "Topic :: Office/Business :: Financial",
     "Topic :: Scientific/Engineering :: Information Analysis",
 ]
-dependencies = ["numpy>=1.23"]
+dependencies = ["numpy>=2.4.6"]
 
 [project.urls]
 Homepage = "https://github.com/polakowo/vectorbt"