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

⨍ Functions 1,255◇ Types & classes 174↳ Endpoints 2
↓ 3 callersFunctiondrop_labels
Drop labels whose frequency is below `min_pct`.
crates/openquant/src/labeling.rs:243
↓ 3 callersMethodencode_entropy_features
(&self, message: &str, out: &mut Vec<f64>)
crates/openquant/src/microstructural_features.rs:704
↓ 3 callersFunctionencode_tick_rule_array
Encoding utilities
crates/openquant/src/microstructural_features.rs:416
↓ 3 callersFunctionenumerate_trading_paths
( schema: &TradingTrajectorySchema, )
crates/openquant/src/combinatorial_optimization.rs:326
↓ 3 callersMethodevaluate
(&self, decision: &[i64])
crates/openquant/tests/combinatorial_optimization.rs:16
↓ 3 callersFunctionfirst_col
(m: &DMatrix<f64>)
crates/openquant/src/risk_metrics.rs:130
↓ 3 callersFunctionfirst_col
(prices: &DMatrix<f64>)
crates/openquant/tests/risk_metrics.rs:45
↓ 3 callersFunctionget_ind_mat_label_uniqueness
Per-label uniqueness series.
crates/openquant/src/sampling.rs:52
↓ 3 callersFunctionget_konto_entropy
(message: &str, window: usize)
crates/openquant/src/microstructural_features.rs:588
↓ 3 callersFunctionget_lempel_ziv_entropy
(message: &str)
crates/openquant/src/microstructural_features.rs:525
↓ 3 callersMethodget_moments
(&mut self, parameters: &[f64], return_result: bool)
crates/openquant/src/ef3m.rs:75
↓ 3 callersFunctionget_roll_measure
(close: &[f64], window: usize)
crates/openquant/src/microstructural_features.rs:29
↓ 3 callersFunctionget_shannon_entropy
Entropy helpers
crates/openquant/src/microstructural_features.rs:511
↓ 3 callersFunctionget_target_pos_checked
( w: f64, f: f64, m_p: f64, max_pos: f64, func: &str, )
crates/openquant/src/bet_sizing.rs:245
↓ 3 callersFunctionget_target_pos_power
( w_param: f64, forecast_price: f64, market_price: f64, max_pos: f64, )
crates/openquant/src/bet_sizing.rs:313
↓ 3 callersFunctionget_target_pos_sigmoid
( w_param: f64, forecast_price: f64, market_price: f64, max_pos: f64, )
crates/openquant/src/bet_sizing.rs:304
↓ 3 callersFunctionget_vpin
(volume: &[f64], buy_volume: &[f64], window: usize)
crates/openquant/src/microstructural_features.rs:363
↓ 3 callersFunctionget_w_power
(price_div: f64, m_bet_size: f64)
crates/openquant/src/bet_sizing.rs:287
↓ 3 callersFunctionget_w_sigmoid
(price_div: f64, m_bet_size: f64)
crates/openquant/src/bet_sizing.rs:283
↓ 3 callersFunctionget_weights
Fractional differentiation utilities (AFML chapter 5 style).
crates/openquant/src/fracdiff.rs:3
↓ 3 callersFunctionget_weights_ffd
(diff_amt: f64, thresh: f64, lim: usize)
crates/openquant/src/fracdiff.rs:17
↓ 3 callersFunctionimplied_precision_asymmetric
( target_sharpe: f64, annual_bet_frequency: f64, payout: AsymmetricPayout, )
crates/openquant/src/strategy_risk.rs:119
↓ 3 callersFunctioninv_price
(forecast_price: f64, w_param: f64, m_bet_size: f64, func: &str)
crates/openquant/src/bet_sizing.rs:75
↓ 3 callersFunctioninv_price_checked
( forecast_price: f64, w_param: f64, m_bet_size: f64, func: &str, )
crates/openquant/src/bet_sizing.rs:80
↓ 3 callersFunctioniter_sections
(state: dict[str, Any])
scripts/afml_docs_loop.py:260
↓ 3 callersFunctionlimit_price_checked
( t_pos: f64, pos: f64, f: f64, w: f64, max_pos: f64, func: &str, )
crates/openquant/src/bet_sizing.rs:266
↓ 3 callersFunctionload
(path: Path)
scripts/check_bench_thresholds.py:8
↓ 3 callersFunctionload_dollar_bars
()
crates/openquant/tests/microstructural_features.rs:11
↓ 3 callersFunctionload_events
()
crates/openquant/tests/filters.rs:41
↓ 3 callersFunctionload_sentence_transformer
(model_name: str, allow_online_model_fetch: bool)
scripts/afml_semantic_index.py:345
↓ 3 callersFunctionload_series
()
crates/openquant/tests/codependence.rs:14
↓ 3 callersFunctionlog_prices
()
crates/openquant/tests/structural_breaks.rs:20
↓ 3 callersFunctionmean_std
(v: &[f64])
crates/openquant/src/feature_importance.rs:369
↓ 3 callersFunctionmeta_labels
Label outcomes in meta-labeling mode (`{0, 1}` labels).
crates/openquant/src/labeling.rs:201
↓ 3 callersFunctionml_get_train_times
Remove training intervals that overlap with test intervals.
crates/openquant/src/cross_validation.rs:88
↓ 3 callersFunctionmost_likely_parameters
( data: &[FitResultRow], ignore_columns: Option<&[&str]>, res: usize, )
crates/openquant/src/ef3m.rs:318
↓ 3 callersFunctionmp_avg_active_signals
( signal: &[(NaiveDateTime, f64)], t1: &[NaiveDateTime], molecule: &[NaiveDateTime], )
crates/openquant/src/bet_sizing.rs:141
↓ 3 callersFunctionpartition_atoms
( atom_count: usize, target_molecules: usize, strategy: PartitionStrategy, )
crates/openquant/src/hpc_parallel.rs:135
↓ 3 callersFunctionprobabilistic_sharpe_ratio
( observed_sr: f64, benchmark_sr: f64, number_of_returns: usize, skewness: f64, kurtosis:
crates/openquant/src/backtest_statistics.rs:185
↓ 3 callersFunctionrank_desc
(values: &[f64])
crates/openquant/src/feature_importance.rs:437
↓ 3 callersFunctionrecommend_bagging_vs_boosting
( base_estimator_accuracy: f64, average_prediction_correlation: f64, label_redundancy: f64, si
crates/openquant/src/ensemble_methods.rs:227
↓ 3 callersFunctionrequire_ohlcv_columns
(df: &DataFrame)
crates/openquant/src/data_processing.rs:66
↓ 3 callersFunctionreturns_and_frequency
( prices: &DMatrix<f64>, resample_by: Option<&str>, )
crates/openquant/src/cla.rs:365
↓ 3 callersFunctionreturns_from_prices
(prices: &DMatrix<f64>)
crates/openquant/tests/hcaa.rs:24
↓ 3 callersFunctionrows_to_columns
(rows: &[OhlcvRow])
crates/openquant/src/data_processing.rs:475
↓ 3 callersFunctionrun
(config_path: Path, out_root: Path)
experiments/run_pipeline.py:109
↓ 3 callersFunctionrun_cfg
(mode: BacktestMode)
crates/openquant/tests/backtesting_engine.rs:23
↓ 3 callersFunctionrun_mid_frequency_pipeline
( input: ResearchPipelineInput<'_>, config: &ResearchPipelineConfig, )
crates/openquant/src/pipeline.rs:131
↓ 3 callersFunctionsample_log_uniform
( low: f64, high: f64, rng: &mut R, )
crates/openquant/src/hyperparameter_tuning.rs:77
↓ 3 callersMethodsense
(&self)
crates/openquant/tests/combinatorial_optimization.rs:12
↓ 3 callersFunctionsetup_events
()
crates/openquant/tests/sample_weights.rs:32
↓ 3 callersMethodsingle_fit_loop
(&mut self, epsilon_override: Option<f64>)
crates/openquant/src/ef3m.rs:251
↓ 3 callersFunctionsort_ohlcv_df
(df: &DataFrame)
crates/openquant/src/data_processing.rs:73
↓ 3 callersFunctionstd_dev
(values: &[f64])
crates/openquant/src/synthetic_backtesting.rs:377
↓ 3 callersFunctionsummarize_returns
(split_id: usize, returns: &[f64])
crates/openquant/src/backtesting_engine.rs:408
↓ 3 callersFunctionsurface_point_to_dict
(py: Python<'_>, p: &openquant::synthetic_backtesting::RuleSurfacePoint)
crates/pyopenquant/src/synthetic_bt.rs:17
↓ 3 callersFunctionsynthetic_prices
(n: usize)
crates/openquant/benches/synthetic_ticker_pipeline.rs:7
↓ 3 callersFunctionto_polars_df
(columns: &OhlcvColumns)
crates/openquant/src/data_processing.rs:290
↓ 3 callersFunctionvalidate_embargo
(pct_embargo: f64)
crates/openquant/src/backtesting_engine.rs:468
↓ 3 callersFunctionworkload
(chunk: &[(usize, f64)])
crates/openquant/benches/hpc_parallel_scaling.rs:14
↓ 3 callersFunctionz_score_filter_indices
Z-score filter returning indices of events.
crates/openquant/src/filters.rs:137
↓ 2 callersFunction_build_quality_report
(sorted_df: pl.DataFrame, rows_removed_by_deduplication: int)
python/openquant/data.py:115
↓ 2 callersFunction_canonicalize_columns
(df: pl.DataFrame)
python/openquant/data.py:56
↓ 2 callersFunction_chunk_with_neighbors
(chunk_id: str, window: int)
scripts/afml_mcp_server.py:143
↓ 2 callersMethod_compute_lambda
( &self, _covar_f_inv: &DMatrix<f64>, _covar_fb: &DMatrix<f64>, _mean_f: &DMat
crates/openquant/src/cla.rs:232
↓ 2 callersFunction_corr_matrix
(x: Sequence[Sequence[float]])
python/openquant/feature_diagnostics.py:560
↓ 2 callersFunction_dataset_from_cfg
(cfg: dict)
experiments/run_pipeline.py:33
↓ 2 callersFunction_digest_frame
(df: pl.DataFrame)
python/tests/test_data_module.py:16
↓ 2 callersFunction_estimate_df_bytes
(df: pl.DataFrame)
python/benchmarks/benchmark_data_processing.py:45
↓ 2 callersFunction_format_table
(stats: list[BenchStats])
python/benchmarks/benchmark_data_processing.py:93
↓ 2 callersFunction_format_ts
(v: Any)
python/openquant/data.py:99
↓ 2 callersFunction_get_beta
(high: &[f64], low: &[f64], window: usize)
crates/openquant/src/microstructural_features.rs:85
↓ 2 callersFunction_get_gamma
(high: &[f64], low: &[f64])
crates/openquant/src/microstructural_features.rs:121
↓ 2 callersFunction_git_sha
(repo_root: Path)
experiments/run_pipeline.py:25
↓ 2 callersMethod_initialise
( &mut self, asset_prices: &DMatrix<f64>, resample_by: Option<&str>, expected_
crates/openquant/src/cla.rs:189
↓ 2 callersFunction_lag1_autocorr
(values: list[float])
python/openquant/bars.py:123
↓ 2 callersFunction_load_runner_module
()
python/tests/test_experiment_scaffold.py:15
↓ 2 callersFunction_mat_vec
(a: Sequence[Sequence[float]], v: Sequence[float])
python/openquant/feature_diagnostics.py:470
↓ 2 callersFunction_max_abs_offdiag
(m: Sequence[Sequence[float]])
python/openquant/feature_diagnostics.py:571
↓ 2 callersFunction_merged_run_cfg
(cfg: dict)
experiments/run_pipeline.py:47
↓ 2 callersFunction_norm
(v: str)
scripts/afml_docs_loop.py:113
↓ 2 callersFunction_prepare_ohlcv_lf
(df: pl.DataFrame)
python/openquant/data.py:79
↓ 2 callersMethod_purge_num_err
(&mut self, tol: f64)
crates/openquant/src/cla.rs:258
↓ 2 callersFunction_rows_to_frame
(symbol: str, rows: list[tuple[str, str, float, float, float, float, float, float, int]])
python/openquant/bars.py:25
↓ 2 callersFunction_score_results
( query: str, top_k: int, chapter: str = "", section: str = "", semantic_weight: float = 0
scripts/afml_mcp_server.py:84
↓ 2 callersFunction_score_with_perm_groups
( x_train: Sequence[Sequence[float]], y_train: Sequence[float], x_test: Sequence[Sequence[float]],
python/openquant/feature_diagnostics.py:307
↓ 2 callersFunction_standardize
(x: Sequence[Sequence[float]])
python/openquant/feature_diagnostics.py:457
↓ 2 callersFunction_std
(values: list[float])
python/openquant/research.py:246
↓ 2 callersFunction_write_run_artifacts
( run_dir: Path, *, run_name: str, config_path: Path, manifest_cfg: dict, dataset_meta
experiments/run_pipeline.py:55
↓ 2 callersFunctionabsolute_angular_distance
(x: &[f64], y: &[f64])
crates/openquant/src/codependence.rs:165
↓ 2 callersFunctionaggregate_classification_probability_mean
( per_model_probabilities: &[Vec<f64>], threshold: f64, )
crates/openquant/src/ensemble_methods.rs:167
↓ 2 callersFunctionaggregate_classification_vote
(per_model_predictions: &[Vec<u8>])
crates/openquant/src/ensemble_methods.rs:144
↓ 2 callersFunctionalign_calendar_columns
( columns: &OhlcvColumns, interval_seconds: i64, )
crates/openquant/src/data_processing.rs:389
↓ 2 callersFunctionalign_calendar_df
(df: &DataFrame, interval_seconds: i64)
crates/openquant/src/data_processing.rs:199
↓ 2 callersFunctionall_bets_concentration
( returns: &[(NaiveDateTime, f64)], )
crates/openquant/src/backtest_statistics.rs:91
↓ 2 callersFunctionallocate_efficient_risk
( prices: &DMatrix<f64>, target_return: f64, bounds: Option<HashMap<usize, (f64, f64)>>, tuple
crates/openquant/src/portfolio_optimization.rs:464
↓ 2 callersFunctionallocate_inverse_variance_with
( prices: &DMatrix<f64>, opts: &AllocationOptions, )
crates/openquant/src/portfolio_optimization.rs:391
↓ 2 callersFunctionallocate_max_sharpe_with
( prices: &DMatrix<f64>, opts: &AllocationOptions, )
crates/openquant/src/portfolio_optimization.rs:443
↓ 2 callersFunctionallocate_with_solution
( prices: &DMatrix<f64>, solution: &str, opts: &AllocationOptions, )
crates/openquant/src/portfolio_optimization.rs:558
↓ 2 callersFunctionangular_distance
(x: &[f64], y: &[f64])
crates/openquant/src/codependence.rs:160
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