MCPcopy Create free account

hub / github.com/Open-Quant/openquant / functions

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

⨍ Functions 1,255◇ Types & classes 174↳ Endpoints 2
↓ 2 callersFunctionquality_report_df
( df: &DataFrame, rows_removed_by_deduplication: usize, )
crates/openquant/src/data_processing.rs:141
↓ 2 callersFunctionquality_report_from_sorted_df
( sorted: &DataFrame, rows_removed_by_deduplication: usize, )
crates/openquant/src/data_processing.rs:85
↓ 2 callersFunctionquantile
(mut values: Vec<f64>, q: f64)
crates/openquant/src/hcaa.rs:398
↓ 2 callersFunctionquantile_higher
(values: &[f64], q: f64)
crates/openquant/src/risk_metrics.rs:117
↓ 2 callersFunctionraw_moment
(central_moments: &[f64], dist_mean: f64)
crates/openquant/src/ef3m.rs:304
↓ 2 callersFunctionreport_to_pydict
( py: Python<'_>, report: openquant::data_processing::DataQualityReport, )
crates/pyopenquant/src/helpers.rs:174
↓ 2 callersFunctionreturns_from_prices
(prices: &[f64])
crates/openquant/benches/synthetic_ticker_pipeline.rs:22
↓ 2 callersFunctionreturns_from_prices
(prices: &DMatrix<f64>)
crates/openquant/tests/hrp.rs:23
↓ 2 callersFunctionrolling_mean_std
(window: &[f64])
crates/openquant/src/filters.rs:117
↓ 2 callersFunctionrolling_sqrt_mean
(values: &[f64], window: usize)
crates/openquant/src/util/volatility.rs:161
↓ 2 callersFunctionround_to_5
(x: f64)
crates/openquant/src/ef3m.rs:42
↓ 2 callersFunctionrows
(x: &[Vec<f64>], idx: &[usize])
crates/openquant/src/feature_importance.rs:264
↓ 2 callersFunctionrun_bars
Construct run bars by counting consecutive price-direction runs. A bar closes when `threshold` consecutive moves occur in the same direction. Trailing
crates/openquant/src/data_structures.rs:125
↓ 2 callersFunctionrun_streaming_pipeline_parallel
( streams: &[Vec<StreamEvent>], pipeline_cfg: StreamingPipelineConfig, parallel_cfg: HpcParallelCo
crates/openquant/src/streaming_hpc.rs:362
↓ 2 callersFunctionrun_synthetic_otr_workflow
( historical_prices: &[f64], config: &SyntheticBacktestConfig, )
crates/openquant/src/synthetic_backtesting.rs:347
↓ 2 callersFunctionsample_trades
()
crates/openquant/tests/data_structures_standard.rs:8
↓ 2 callersFunctionsampled_features
( rng: &mut StdRng, n_features: usize, max_features: usize, bootstrap_features: bool, )
crates/openquant/src/sb_bagging.rs:84
↓ 2 callersFunctionscore_model
( model: &C, x_test: &[Vec<f64>], y_test: &[f64], sample_weight: Option<&[f64]>, scoring:
crates/openquant/src/feature_importance.rs:272
↓ 2 callersFunctionsearch_over_params
( build_classifier: F, param_sets: Vec<ParamSet>, data: SearchData<'_>, n_splits: usize, p
crates/openquant/src/hyperparameter_tuning.rs:320
↓ 2 callersFunctionsequential_bootstrap_sample_indices
( ind_mat: &[Vec<u8>], sample_size: usize, seed: u64, )
crates/openquant/src/ensemble_methods.rs:98
↓ 2 callersFunctionseriate_matrix
(mat: &DMatrix<f64>, order: &[usize])
crates/openquant/src/hrp.rs:304
↓ 2 callersFunctionsharpe_symmetric
( precision: f64, annual_bet_frequency: f64, )
crates/openquant/src/strategy_risk.rs:49
↓ 2 callersFunctionsilhouette_samples
(data: &DMatrix<f64>, labels: &[usize])
crates/openquant/src/onc.rs:404
↓ 2 callersFunctionsingle_feature_importance
( clf: &mut C, x: &[Vec<f64>], y: &[f64], feature_names: &[String], splits: &[(Vec<usize>,
crates/openquant/src/feature_importance.rs:111
↓ 2 callersFunctionsolve_exact
( schema: &DecisionSchema, objective: &dyn IntegerObjective, )
crates/openquant/src/combinatorial_optimization.rs:162
↓ 2 callersFunctionsolve_max_sharpe
( cov: &DMatrix<f64>, exp_ret: &[f64], risk_free: f64, bounds: &[(f64, f64)], )
crates/openquant/src/portfolio_optimization.rs:322
↓ 2 callersFunctionsolve_min_vol
(cov: &DMatrix<f64>, bounds: &[(f64, f64)])
crates/openquant/src/portfolio_optimization.rs:300
↓ 2 callersFunctionsolve_min_vol
(cov: &DMatrix<f64>, bounds: &[(f64, f64)])
crates/openquant/src/cla.rs:499
↓ 2 callersFunctionsquared_angular_distance
(x: &[f64], y: &[f64])
crates/openquant/src/codependence.rs:170
↓ 2 callersFunctionstd_dev
(values: &[f64])
crates/openquant/src/strategy_risk.rs:289
↓ 2 callersFunctionsynthetic_events
(n: usize)
crates/openquant/benches/perf_hotspots.rs:56
↓ 2 callersFunctionsynthetic_indicator_matrix
(n_bars: usize, n_labels: usize)
crates/openquant/benches/synthetic_ticker_pipeline.rs:26
↓ 2 callersFunctiontime_bars
Construct time bars using a fixed interval. The interval applies from the start timestamp of the current bar; the trade that crosses the interval boun
crates/openquant/src/data_structures.rs:93
↓ 2 callersFunctiontiming_of_flattening_and_flips
( target_positions: &[(NaiveDateTime, f64)], )
crates/openquant/src/backtest_statistics.rs:6
↓ 2 callersFunctiontoYamlList
(values)
docs-site/scripts/generate-module-doc-pages.mjs:9
↓ 2 callersFunctionto_dmatrix
(rows: &[Vec<f64>])
crates/openquant/src/feature_importance.rs:407
↓ 2 callersFunctionto_matrix
(data: &[Vec<f64>])
crates/openquant/src/structural_breaks.rs:317
↓ 2 callersFunctionto_text
(value: Any)
scripts/scrape_afml_crawl4ai.py:61
↓ 2 callersFunctiontrade_sign
(price: f64, prev_price: f64, prev_sign: i8)
crates/openquant/src/data_structures.rs:239
↓ 2 callersFunctionvalidate_and_resolve_max_features
( max_features: MaxFeatures, n_features: usize, )
crates/openquant/src/sb_bagging.rs:65
↓ 2 callersFunctionvalidate_and_resolve_max_samples
( max_samples: MaxSamples, n_samples: usize, )
crates/openquant/src/sb_bagging.rs:46
↓ 2 callersFunctionvalidate_confidence
(confidence_level: f64)
crates/openquant/src/risk_metrics.rs:110
↓ 2 callersFunctionvalidate_cpcv_params
(n_groups: usize, test_groups: usize)
crates/openquant/src/backtesting_engine.rs:475
↓ 2 callersFunctionvalidate_shapes
( open: &Table, close: &Table, alloc: &Table, costs: &Table, rates: Option<&Table>, )
crates/openquant/src/etf_trick.rs:169
↓ 2 callersFunctionvalidate_xy
(x: &[Vec<f64>], y: &[f64], feature_names: &[String])
crates/openquant/src/feature_importance.rs:248
↓ 2 callersFunctionvwap
Misc helpers
crates/openquant/src/microstructural_features.rs:348
↓ 2 callersFunctionwarmup_indices
(rng: &mut StdRng, n_labels: usize, n: usize)
crates/openquant/src/sb_bagging.rs:99
↓ 2 callersFunctionz_score_filter_timestamps
Z-score filter returning timestamps of events.
crates/openquant/src/filters.rs:168
↓ 2 callersFunctionz_score_filter_timestamps_checked
Z-score filter returning timestamps of events.
crates/openquant/src/filters.rs:180
↓ 1 callersFunction_allow_online_fetch
()
scripts/afml_mcp_server.py:43
↓ 1 callersFunction_annualized_vol
(values: list[float])
python/openquant/research.py:254
↓ 1 callersFunction_compare_against_baseline
( current: list[BenchStats], baseline_path: Path, )
python/benchmarks/benchmark_data_processing.py:115
↓ 1 callersMethod_compute_w
( &self, covar_f_inv: &DMatrix<f64>, _covar_fb: &DMatrix<f64>, _mean_f: &DMatr
crates/openquant/src/cla.rs:244
↓ 1 callersFunction_format_rate
(v: float)
python/benchmarks/benchmark_data_processing.py:83
↓ 1 callersMethod_free_bound_weight
(&self, _free_weights: &[usize])
crates/openquant/src/cla.rs:254
↓ 1 callersFunction_gap_expr
(symbol_expr: pl.Expr, ts_us_expr: pl.Expr, threshold_seconds: int = 24 * 3600)
python/openquant/data.py:107
↓ 1 callersFunction_get_alpha
(beta: &[f64], gamma: &[f64])
crates/openquant/src/microstructural_features.rs:139
↓ 1 callersFunction_get_index_dir
()
scripts/afml_mcp_server.py:47
↓ 1 callersFunction_interval_to_seconds
(interval: str)
python/openquant/bars.py:12
↓ 1 callersFunction_interval_to_seconds
(interval: str)
python/openquant/data.py:157
↓ 1 callersFunction_load_exec_module
()
python/tests/test_notebook_execute_script.py:11
↓ 1 callersFunction_load_fixture_prices
(max_rows: int = 64, symbols=("EEM", "EWG", "TIP"))
python/tests/test_bindings_contract.py:9
↓ 1 callersFunction_load_model
(model_name: str)
scripts/afml_mcp_server.py:77
↓ 1 callersFunction_make_base_frame
(n: int = 720, seed: int = 11)
notebooks/python/scripts/bar_diagnostics.py:10
↓ 1 callersFunction_norm
(v: Sequence[float])
python/openquant/feature_diagnostics.py:474
↓ 1 callersFunction_normalize_column_name
(name: str)
python/openquant/data.py:52
↓ 1 callersFunction_overlaps
(a: tuple[int, int], b: tuple[int, int])
python/openquant/feature_diagnostics.py:78
↓ 1 callersFunction_power_iteration
(a: list[list[float]], iters: int = 200)
python/openquant/feature_diagnostics.py:478
↓ 1 callersFunction_sigmoid
(z: float)
python/openquant/feature_diagnostics.py:132
↓ 1 callersFunction_solve_linear_system
(a: list[list[float]], b: list[float])
python/openquant/feature_diagnostics.py:140
↓ 1 callersFunction_turnover
(positions: list[float])
python/openquant/research.py:240
↓ 1 callersFunction_validate_required_columns
(df: pl.DataFrame)
python/openquant/data.py:72
↓ 1 callersFunctionafml_get_context
( query: str, top_k: int = 4, window: int = 1, chapter: str = "", section: str = "", s
scripts/afml_mcp_server.py:249
↓ 1 callersFunctionafml_list_chapters
()
scripts/afml_mcp_server.py:180
↓ 1 callersFunctionalign_calendar_rows
( rows: &[OhlcvRow], interval_seconds: i64, )
crates/openquant/src/data_processing.rs:556
↓ 1 callersFunctionaligned_columns_to_rows
(columns: &AlignedOhlcvColumns)
crates/openquant/src/data_processing.rs:521
↓ 1 callersFunctionallocate_efficient_risk_with_opts
( prices: &DMatrix<f64>, opts: &AllocationOptions, )
crates/openquant/tests/portfolio_optimization.rs:237
↓ 1 callersFunctionallocate_inverse_variance_with_opts
Helper wrappers to keep test calls succinct
crates/openquant/tests/portfolio_optimization.rs:223
↓ 1 callersFunctionallocate_min_vol_with_opts
( prices: &DMatrix<f64>, opts: &AllocationOptions, )
crates/openquant/tests/portfolio_optimization.rs:230
↓ 1 callersFunctionapply_pt_sl_on_t1
(close: &[(NaiveDateTime, f64)], events: &mut [(NaiveDateTime, Event)])
crates/openquant/src/labeling.rs:54
↓ 1 callersMethodapply_tick_rule
(&mut self, price: f64)
crates/openquant/src/microstructural_features.rs:676
↓ 1 callersMethodas_dict
(self)
python/benchmarks/benchmark_data_processing.py:30
↓ 1 callersFunctionas_ts
(rust_api: dict[str, list[str]], python_api: dict[str, list[str]])
scripts/generate_api_inventory.py:56
↓ 1 callersMethodbar_features
(&self, date_time: NaiveDateTime)
crates/openquant/src/microstructural_features.rs:711
↓ 1 callersFunctionbench_name
(criterion_dir: Path, estimates_path: Path)
scripts/collect_bench_results.py:13
↓ 1 callersFunctionbet_size_dynamic
( pos: &[f64], max_pos: &[f64], m_p: &[f64], f: &[f64], )
crates/openquant/src/bet_sizing.rs:356
↓ 1 callersFunctionbook_ind_mat
(bar_index: &[usize], label_endtime: &[(usize, usize)])
crates/openquant/tests/sampling.rs:14
↓ 1 callersFunctionbuild_chunks
( sections: list[dict[str, Any]], chunk_size: int, chunk_overlap: int, min_chars: int, )
scripts/afml_semantic_index.py:258
↓ 1 callersFunctionbuild_cpcv_path_assignments
( n_groups: usize, splits: &[SplitDefinition], path_count: usize, )
crates/openquant/src/backtesting_engine.rs:613
↓ 1 callersFunctionbuild_index
(args: argparse.Namespace)
scripts/afml_semantic_index.py:352
↓ 1 callersFunctionbuild_metrics
( atom_count: usize, partitions: &[MoleculePartition], runtime: Duration, progress: Vec<Progre
crates/openquant/src/hpc_parallel.rs:409
↓ 1 callersFunctionbuild_parser
()
scripts/afml_docs_loop.py:528
↓ 1 callersFunctionbuild_path_distribution
( n_groups: usize, group_index_map: &[Vec<usize>], assignments: &[CpcvPathAssignment], splits:
crates/openquant/src/backtesting_engine.rs:648
↓ 1 callersFunctionbuild_sections
(cleaned_pages: list[dict[str, Any]])
scripts/afml_semantic_index.py:175
↓ 1 callersFunctionbuild_signal_timeline
( total_len: usize, event_indices: &[usize], event_signal: &[f64], )
crates/openquant/src/pipeline.rs:276
↓ 1 callersFunctionbuild_state
()
scripts/afml_docs_loop.py:177
↓ 1 callersFunctionbuild_tick_num_from_volume_bars
(threshold: f64)
crates/openquant/tests/microstructural_features.rs:141
↓ 1 callersFunctionchapter_list_from_sections
(sections: list[dict[str, Any]])
scripts/afml_semantic_index.py:247
↓ 1 callersFunctionchapter_prompt
( chapter: str, module: str, slug: str, module_query: str, chapter_hit: dict[str, Any],
scripts/afml_docs_loop.py:131
↓ 1 callersFunctioncheck_improve_clusters
( new_tstat_mean: f64, mean_redo_tstat: f64, old_cluster: T, new_cluster: T, )
crates/openquant/src/onc.rs:28
← previousnext →401–500 of 1,255, ranked by callers