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Functions1,255 in github.com/Open-Quant/openquant

⨍ Functions 1,255◇ Types & classes 174↳ Endpoints 2
↓ 607 callersMethodlen
(self)
crates/openquant/src/hpc_parallel.rs:55
↓ 97 callersMethodis_empty
(self)
crates/openquant/src/hpc_parallel.rs:59
↓ 88 callersMethodappend
( self, timestamps: Sequence[str], signal: Sequence[float], side: Sequence[flo
python/openquant/adapters.py:137
↓ 44 callersMethodallocate
( &mut self, asset_names: &[String], asset_prices: Option<&DMatrix<f64>>, asse
crates/openquant/src/hrp.rs:34
↓ 27 callersFunctionregister
(py: Python<'_>, parent: &Bound<'_, PyModule>)
crates/pyopenquant/src/hrp.rs:40
↓ 24 callersFunctionparse_naive_datetimes
(values: Vec<String>)
crates/pyopenquant/src/helpers.rs:26
↓ 23 callersFunctionmax
(values: &[f64])
crates/openquant/tests/structural_breaks.rs:28
↓ 20 callersMethodfit
(&mut self, _x: &[Vec<f64>], y: &[f64], sample_weight: Option<&[f64]>)
crates/openquant/tests/cross_validation.rs:85
↓ 19 callersMethodas_f64
(&self)
crates/openquant/src/hyperparameter_tuning.rs:30
↓ 18 callersMethodclear
(self)
python/openquant/adapters.py:151
↓ 18 callersFunctionload_asset_prices
()
crates/openquant/tests/cla.rs:9
↓ 17 callersMethodvalues
(self)
crates/openquant/src/combinatorial_optimization.rs:74
↓ 15 callersFunctionpair_timestamps_values
( timestamps: Vec<String>, values: Vec<f64>, left_name: &str, right_name: &str, )
crates/pyopenquant/src/helpers.rs:43
↓ 14 callersFunction_validate_equal_length
(name_a: str, a: Sequence[object], name_b: str, b: Sequence[object])
python/openquant/adapters.py:9
↓ 14 callersFunctionload_prices_and_names
()
crates/openquant/tests/hcaa.rs:6
↓ 14 callersFunctionmatrix_from_rows
(rows: Vec<Vec<f64>>)
crates/pyopenquant/src/helpers.rs:10
↓ 13 callersFunctionfixture_path
(name: &str)
crates/openquant/tests/etf_trick.rs:7
↓ 13 callersFunctiontable
(name: &str)
crates/openquant/tests/etf_trick.rs:11
↓ 12 callersFunctionload_prices
()
crates/openquant/tests/portfolio_optimization.rs:12
↓ 12 callersFunctionvalidate_positive
(name: &'static str, value: f64)
crates/openquant/src/strategy_risk.rs:271
↓ 11 callersFunctionadd_vertical_barrier
Add vertical barrier for each event by shifting timestamp forward.
crates/openquant/src/labeling.rs:31
↓ 11 callersMethodget_effects
(&self)
crates/openquant/src/fingerprint.rs:57
↓ 11 callersFunctionget_sadf
( _series: &[f64], _model: &str, _add_const: bool, _min_length: usize, _lags: SadfLags, )
crates/openquant/src/structural_breaks.rs:98
↓ 11 callersFunctionrun_parallel
( atoms: &[A], cfg: HpcParallelConfig, callback: F, )
crates/openquant/src/hpc_parallel.rs:172
↓ 11 callersFunctionseq_bootstrap
Sequential bootstrap (indices of samples).
crates/openquant/src/sampling.rs:92
↓ 11 callersMethodsplit
(&self, n_samples: usize)
crates/openquant/src/cross_validation.rs:129
↓ 10 callersMethodcalculate_value_at_risk
( &self, returns: &[f64], confidence_level: f64, )
crates/openquant/src/risk_metrics.rs:32
↓ 10 callersFunctioncusum_filter_timestamps
CUSUM filter returning timestamps of events.
crates/openquant/src/filters.rs:90
↓ 10 callersFunctionget_events
Backward-compatible triple-barrier API.
crates/openquant/src/labeling.rs:211
↓ 10 callersMethodupdate
( &mut self, mut buy_volume: f64, mut sell_volume: f64, )
crates/openquant/src/streaming_hpc.rs:152
↓ 9 callersFunctionassert_basic_weights
(weights: &[f64], n_assets: usize)
crates/openquant/tests/hcaa.rs:53
↓ 9 callersMethodcalculate_conditional_drawdown_risk
( &self, returns: &[f64], confidence_level: f64, )
crates/openquant/src/risk_metrics.rs:69
↓ 9 callersMethodcalculate_expected_shortfall
( &self, returns: &[f64], confidence_level: f64, )
crates/openquant/src/risk_metrics.rs:48
↓ 9 callersFunctiondot
(a: &[f64], b: &[f64])
crates/openquant/src/portfolio_optimization.rs:191
↓ 9 callersFunctiongenerate_ou_paths
( params: OuProcessParams, initial_price: f64, n_paths: usize, horizon: usize, seed: u64,
crates/openquant/src/synthetic_backtesting.rs:154
↓ 9 callersFunctionget_daily_vol
Compute daily volatility via exponentially weighted std of daily returns. Mirrors mlfinlab.util.volatility.get_daily_vol with span `lookback`.
crates/openquant/src/util/volatility.rs:5
↓ 9 callersFunctionget_ind_matrix
Indicator matrix (rows=bar_index, cols=labels), values 0/1.
crates/openquant/src/sampling.rs:5
↓ 9 callersMethodhorizon
(&self)
crates/openquant/src/combinatorial_optimization.rs:282
↓ 9 callersFunctionload_prices_and_names
()
crates/openquant/tests/hrp.rs:6
↓ 8 callersMethodget_etf_series
(&self, batch_size: usize)
crates/openquant/src/etf_trick.rs:126
↓ 8 callersFunctionquad_risk
(cov: &DMatrix<f64>, w: &[f64])
crates/openquant/src/portfolio_optimization.rs:195
↓ 8 callersFunctiontriple_barrier_events
Construct triple-barrier events.
crates/openquant/src/labeling.rs:99
↓ 7 callersFunctionallocate_max_sharpe
( prices: &DMatrix<f64>, risk_free: f64, bounds: Option<HashMap<usize, (f64, f64)>>, tuple_bou
crates/openquant/src/portfolio_optimization.rs:432
↓ 7 callersFunctionassert_weights_basic
(weights: &[f64], expect_nonnegative: bool)
crates/openquant/tests/cla.rs:32
↓ 7 callersFunctionload_close
()
crates/openquant/tests/labeling.rs:25
↓ 7 callersFunctionload_prices
()
crates/openquant/tests/risk_metrics.rs:6
↓ 7 callersMethodpredict
(&self, x: &DMatrix<f64>)
crates/openquant/src/sb_bagging.rs:233
↓ 7 callersFunctionsharpe_asymmetric
( precision: f64, annual_bet_frequency: f64, payout: AsymmetricPayout, )
crates/openquant/src/strategy_risk.rs:101
↓ 7 callersFunctionsingle_bet_size_mixed
(c: f64, fit: &[f64; 5])
crates/openquant/src/bet_sizing.rs:514
↓ 7 callersFunctionsynthetic_dataset
()
crates/openquant/tests/sb_bagging.rs:8
↓ 7 callersMethodvalidate
(&self)
crates/openquant/src/backtesting_engine.rs:20
↓ 6 callersFunction_mean
(values: Sequence[float])
python/openquant/feature_diagnostics.py:234
↓ 6 callersFunctionallocate_min_vol
( prices: &DMatrix<f64>, bounds: Option<HashMap<usize, (f64, f64)>>, tuple_bounds: Option<(f64, f6
crates/openquant/src/portfolio_optimization.rs:407
↓ 6 callersFunctionbars_to_rows
( bars: Vec<openquant::data_structures::StandardBar>, )
crates/pyopenquant/src/helpers.rs:119
↓ 6 callersFunctionbet_size_probability
( events: &[(NaiveDateTime, NaiveDateTime, f64, f64)], // (start, t1, prob, side) num_classes: usize,
crates/openquant/src/bet_sizing.rs:165
↓ 6 callersFunctionbets_concentration
(returns: &[f64])
crates/openquant/src/backtest_statistics.rs:76
↓ 6 callersFunctionbuild_trades
( timestamps: Vec<String>, prices: Vec<f64>, volumes: Vec<f64>, )
crates/pyopenquant/src/helpers.rs:95
↓ 6 callersFunctioncdf_mixture
(mu1: f64, mu2: f64, sigma1: f64, sigma2: f64, p1: f64, x: f64)
crates/openquant/src/bet_sizing.rs:423
↓ 6 callersFunctionconfig
( mode: ExecutionMode, partition: PartitionStrategy, mp_batches: usize, )
crates/openquant/tests/hpc_parallel.rs:6
↓ 6 callersFunctioncusum_filter_indices
CUSUM filter returning indices of events (0-based positions in the input).
crates/openquant/src/filters.rs:50
↓ 6 callersFunctiondates
(n: usize, start: &str, days: i64)
crates/openquant/tests/bet_sizing.rs:7
↓ 6 callersMethodfit
(&mut self, mut mu_2: f64)
crates/openquant/src/ef3m.rs:209
↓ 6 callersFunctionformat_naive_datetimes
(values: Vec<chrono::NaiveDateTime>)
crates/pyopenquant/src/helpers.rs:39
↓ 6 callersFunctionget_signal
(prob: &[f64], num_classes: usize, pred: Option<&[f64]>)
crates/openquant/src/bet_sizing.rs:93
↓ 6 callersFunctionget_weights_by_time_decay
Sample weights by time decay.
crates/openquant/src/sample_weights.rs:99
↓ 6 callersFunctioninv_price_power
(forecast_price: f64, w_param: f64, m_bet_size: f64)
crates/openquant/src/bet_sizing.rs:68
↓ 6 callersFunctionmake_series
( start: &str, periods: usize, freq_minutes: i64, )
crates/openquant/tests/cross_validation.rs:6
↓ 6 callersFunctionnow_iso
()
scripts/afml_docs_loop.py:86
↓ 6 callersFunctionparse_ts
(strings: &[Value])
crates/openquant/tests/filters.rs:47
↓ 6 callersFunctionread_state
()
scripts/afml_docs_loop.py:245
↓ 6 callersFunctionrecompute_chapter_status
(chapter: dict[str, Any])
scripts/afml_docs_loop.py:251
↓ 6 callersFunctionreturns_and_means
( prices: &DMatrix<f64>, opts: &AllocationOptions, )
crates/openquant/src/portfolio_optimization.rs:127
↓ 6 callersFunctionstandard_bars
Construct standard bars (tick/volume/dollar) from a stream of trades using a static threshold. This mirrors the mlfinlab behavior of emitting a bar w
crates/openquant/src/data_structures.rs:50
↓ 6 callersFunctionsummarize_hit
(hit: dict[str, Any])
scripts/afml_docs_loop.py:100
↓ 5 callersFunction_as_matrix
(x: Sequence[Sequence[float]])
python/openquant/feature_diagnostics.py:21
↓ 5 callersFunction_feature_names
(n_features: int, feature_names: Sequence[str] | None)
python/openquant/feature_diagnostics.py:40
↓ 5 callersFunction_measure
( name: str, rows: int, bytes_estimate: int, iterations: int, fn: Callable[[], Any], )
python/benchmarks/benchmark_data_processing.py:52
↓ 5 callersFunction_std
(values: Sequence[float])
python/openquant/feature_diagnostics.py:238
↓ 5 callersMethodalign_columns
(&self, ordered_columns: &[String])
crates/openquant/src/etf_trick.rs:47
↓ 5 callersFunctionassert_weights
(weights: &[f64], n_assets: usize)
crates/openquant/tests/hrp.rs:52
↓ 5 callersFunctionbet_size_power
(w_param: f64, price_div: f64)
crates/openquant/src/bet_sizing.rs:37
↓ 5 callersFunctionbuild_bar
(trades: &[Trade])
crates/openquant/src/data_structures.rs:210
↓ 5 callersFunctionbuild_bounds
( n: usize, bounds: &Option<HashMap<usize, (f64, f64)>>, tuple_bounds: Option<(f64, f64)>, )
crates/openquant/src/portfolio_optimization.rs:204
↓ 5 callersFunctioncheck_bounds_feasible
(bounds: &[(f64, f64)])
crates/openquant/src/portfolio_optimization.rs:213
↓ 5 callersFunctionclassification_score
( y_true: &[f64], probabilities: &[f64], sample_weight: Option<&[f64]>, scoring: SearchScoring
crates/openquant/src/hyperparameter_tuning.rs:94
↓ 5 callersFunctioncorrcoef
(x: &[f64], y: &[f64])
crates/openquant/src/codependence.rs:12
↓ 5 callersFunctioncovariance
(returns: &DMatrix<f64>)
crates/openquant/tests/hrp.rs:33
↓ 5 callersFunctionget_bins
Backward-compatible label API.
crates/openquant/src/labeling.rs:232
↓ 5 callersFunctionget_concurrent_sides
( t1: &[(NaiveDateTime, NaiveDateTime)], side: &[f64], )
crates/openquant/src/bet_sizing.rs:384
↓ 5 callersFunctionget_optimal_number_of_bins
( num_obs: usize, corr_coef: Option<f64>, )
crates/openquant/src/codependence.rs:251
↓ 5 callersFunctioninv_price_sigmoid
(forecast_price: f64, w_param: f64, m_bet_size: f64)
crates/openquant/src/bet_sizing.rs:64
↓ 5 callersFunctionload_data
()
crates/openquant/tests/filters.rs:26
↓ 5 callersFunctionload_prob_dynamic_budget_fixture
()
crates/openquant/tests/bet_sizing.rs:13
↓ 5 callersFunctionload_tick_data_path
()
crates/openquant/tests/microstructural_features.rs:136
↓ 5 callersFunctionparse_bounds
(bounds: Option<Vec<(usize, f64, f64)>>)
crates/pyopenquant/src/portfolio.rs:6
↓ 5 callersMethodpredict
(&self, x: &[Vec<f64>])
crates/openquant/tests/fingerprint.rs:11
↓ 5 callersMethodpredict_proba
(&self, x: &[Vec<f64>])
crates/openquant/tests/fingerprint.rs:27
↓ 5 callersFunctionq
(value)
docs-site/scripts/generate-module-doc-pages.mjs:8
↓ 5 callersFunctionrun_streaming_pipeline
( events: &[StreamEvent], cfg: StreamingPipelineConfig, )
crates/openquant/src/streaming_hpc.rs:313
↓ 5 callersFunctionsynthetic_x
(n: usize, p: usize)
crates/openquant/tests/fingerprint.rs:37
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