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

↓ 1 callersFunctionchoose_html
(result: Any)
scripts/scrape_afml_crawl4ai.py:89
↓ 1 callersFunctionchoose_markdown
(result: Any)
scripts/scrape_afml_crawl4ai.py:80
↓ 1 callersFunctionclassify_heading
(line: str)
scripts/afml_semantic_index.py:147
↓ 1 callersFunctionclean_ohlcv_rows
(rows: &[OhlcvRow], keep_last: bool)
crates/openquant/src/data_processing.rs:542
↓ 1 callersFunctionclean_pages
(pages: list[dict[str, Any]], repeated_margin_lines: set[str])
scripts/afml_semantic_index.py:127
↓ 1 callersFunctioncluster_kmeans_base
( corr_mat: &DMatrix<f64>, max_num_clusters: usize, repeat: usize, )
crates/openquant/src/onc.rs:221
↓ 1 callersFunctioncluster_kmeans_top
(corr_mat: &DMatrix<f64>, repeat: usize)
crates/openquant/src/onc.rs:116
↓ 1 callersFunctioncolumns_to_rows
(columns: &OhlcvColumns)
crates/openquant/src/data_processing.rs:501
↓ 1 callersFunctioncombinations
(n: usize, k: usize)
crates/openquant/src/backtesting_engine.rs:588
↓ 1 callersFunctioncombinations_recursive
( start: usize, n: usize, k: usize, current: &mut Vec<usize>, out: &mut Vec<Vec<usize>>, )
crates/openquant/src/backtesting_engine.rs:595
↓ 1 callersFunctioncompare_exact_and_adapter
( schema: &DecisionSchema, objective: &dyn IntegerObjective, adapter: &dyn SolverAdapter, )
crates/openquant/src/combinatorial_optimization.rs:208
↓ 1 callersFunctioncompute_expected_and_covariance
( prices: &DMatrix<f64>, returns_method: ReturnsMethod, resample_by: Option<&str>, )
crates/openquant/src/portfolio_optimization.rs:118
↓ 1 callersFunctioncompute_strategy_path
(close: &[f64], timeline_signal: &[f64])
crates/openquant/src/pipeline.rs:302
↓ 1 callersFunctioncorr_to_distances
(corr: &DMatrix<f64>)
crates/openquant/src/hrp.rs:224
↓ 1 callersFunctioncorrcoef
(x: &[f64], y: &[f64])
crates/openquant/tests/codependence.rs:32
↓ 1 callersFunctioncov2corr
(cov: &DMatrix<f64>)
crates/openquant/src/hrp.rs:202
↓ 1 callersFunctioncov2corr
(covariance: &DMatrix<f64>)
crates/openquant/src/hcaa.rs:251
↓ 1 callersFunctioncovariance
(returns: &DMatrix<f64>)
crates/openquant/src/hrp.rs:166
↓ 1 callersFunctioncovariance
(returns: &DMatrix<f64>)
crates/openquant/src/hcaa.rs:198
↓ 1 callersFunctioncovariance
(returns: &DMatrix<f64>)
crates/openquant/src/portfolio_optimization.rs:167
↓ 1 callersFunctioncovariance
(returns: &DMatrix<f64>)
crates/openquant/src/cla.rs:398
↓ 1 callersFunctioncovariance
(prices: &DMatrix<f64>)
crates/openquant/tests/risk_metrics.rs:25
↓ 1 callersFunctioncovariance
(returns: &DMatrix<f64>)
crates/openquant/tests/hcaa.rs:34
↓ 1 callersFunctioncusum_filter_timestamps_checked
CUSUM filter returning timestamps of events.
crates/openquant/src/filters.rs:100
↓ 1 callersMethoddecision_space_size
(&self)
crates/openquant/src/combinatorial_optimization.rs:121
↓ 1 callersFunctiondefault_threads
()
crates/openquant/src/hpc_parallel.rs:455
↓ 1 callersFunctionderive_base_url
(start_url: str)
scripts/scrape_afml_crawl4ai.py:52
↓ 1 callersFunctiondetect_repeated_margin_lines
(pages: list[dict[str, Any]])
scripts/afml_semantic_index.py:107
↓ 1 callersFunctiondf_to_ohlcv_columns
(df: &DataFrame)
crates/openquant/src/data_processing.rs:305
↓ 1 callersFunctiondfs_paths
( schema: &TradingTrajectorySchema, step: usize, trades: &mut Vec<i64>, inventory_path: &mut V
crates/openquant/src/combinatorial_optimization.rs:420
↓ 1 callersFunctiondispatch_async
( atoms: Vec<A>, cfg: HpcParallelConfig, callback: F, )
crates/openquant/src/hpc_parallel.rs:220
↓ 1 callersFunctionencode_array_f64
(arr: &[f64], enc: &[(f64, char)])
crates/openquant/tests/microstructural_features.rs:132
↓ 1 callersFunctionenumerate_decisions
( values: &[Vec<i64>], depth: usize, current: &mut [i64], visit: &mut dyn FnMut(&[i64]) -> Res
crates/openquant/src/combinatorial_optimization.rs:463
↓ 1 callersFunctionevaluate_params
( build_classifier: &F, params: &ParamSet, splits: &[(Vec<usize>, Vec<usize>)], x: &[Vec<f64>]
crates/openquant/src/hyperparameter_tuning.rs:387
↓ 1 callersFunctionevaluate_splits_with_returns
( splits: &[SplitDefinition], evaluator: &mut E, )
crates/openquant/src/backtesting_engine.rs:390
↓ 1 callersFunctionevents_to_map
( events: Vec<(NaiveDateTime, Event)>, )
crates/openquant/tests/labeling.rs:38
↓ 1 callersFunctionexecute_notebook
(path: Path, out_path: Path | None = None)
notebooks/python/scripts/execute_notebook_cells.py:11
↓ 1 callersFunctionexpand_grid_recursive
( keys: &[String], idx: usize, grid: &BTreeMap<String, Vec<HyperParamValue>>, current: &mut Pa
crates/openquant/src/hyperparameter_tuning.rs:206
↓ 1 callersFunctionexpand_param_grid
( param_grid: &BTreeMap<String, Vec<HyperParamValue>>, )
crates/openquant/src/hyperparameter_tuning.rs:187
↓ 1 callersFunctionexponential_expected_returns
(returns: &DMatrix<f64>, span: usize)
crates/openquant/src/hcaa.rs:229
↓ 1 callersFunctionextract_pages
(pdf_path: Path)
scripts/afml_semantic_index.py:97
↓ 1 callersFunctionfind_estimates
(criterion_dir: Path)
scripts/collect_bench_results.py:8
↓ 1 callersFunctionfind_nearest
(enc: &[(f64, char)], value: f64)
crates/openquant/src/microstructural_features.rs:480
↓ 1 callersFunctionfit_two_normal_mixture_em
( samples: &[f64], fit_runs: usize, epsilon: f64, max_iter: usize, )
crates/openquant/src/bet_sizing.rs:435
↓ 1 callersFunctionfixture_dir
()
crates/openquant/tests/labeling.rs:18
↓ 1 callersFunctionfixture_series
(n: usize)
crates/openquant/benches/perf_hotspots.rs:6
↓ 1 callersFunctionfreq_step
(resample_by: Option<&str>)
crates/openquant/src/hrp.rs:117
↓ 1 callersFunctionfreq_step
(resample_by: Option<&str>)
crates/openquant/src/hcaa.rs:145
↓ 1 callersFunctionfreq_step
(resample_by: Option<&str>)
crates/openquant/src/portfolio_optimization.rs:66
↓ 1 callersFunctionfreq_step
(resample_by: Option<&str>)
crates/openquant/src/cla.rs:332
↓ 1 callersFunctiongetSectionsByModule
(moduleName: string)
docs-site/src/data/afmlDocs.ts:30
↓ 1 callersFunctionget_feature_values
(x: &[Vec<f64>], num_values: usize)
crates/openquant/src/fingerprint.rs:166
↓ 1 callersMethodget_features_from_csv
(&mut self, trades_path: &str)
crates/openquant/src/microstructural_features.rs:745
↓ 1 callersFunctionget_individual_partial_dependence
( predictor: &F, x: &[Vec<f64>], feature_values: &[Vec<f64>], )
crates/openquant/src/fingerprint.rs:179
↓ 1 callersFunctionget_linear_effect
( feature_values: &[Vec<f64>], partial_dep: &[Vec<f64>], )
crates/openquant/src/fingerprint.rs:203
↓ 1 callersMethodget_log_ret
(&self, price: f64)
crates/openquant/src/microstructural_features.rs:696
↓ 1 callersFunctionget_non_linear_effect
( feature_values: &[Vec<f64>], partial_dep: &[Vec<f64>], )
crates/openquant/src/fingerprint.rs:219
↓ 1 callersFunctionget_orthogonal_features
( feature_rows: &[Vec<f64>], variance_thresh: f64, )
crates/openquant/src/feature_importance.rs:134
↓ 1 callersFunctionget_pairwise_effect
( pairs: &[(usize, usize)], predictor: &F, x: &[Vec<f64>], num_values: usize, feature_valu
crates/openquant/src/fingerprint.rs:235
↓ 1 callersMethodget_price_diff
(&self, price: f64)
crates/openquant/src/microstructural_features.rs:688
↓ 1 callersFunctionget_sadf_at_t
(x: &[Vec<f64>], y: &[f64], min_length: usize)
crates/openquant/src/structural_breaks.rs:289
↓ 1 callersFunctionget_y_x
( series: &[f64], model: &str, lags: SadfLags, add_const: bool, )
crates/openquant/src/structural_breaks.rs:180
↓ 1 callersFunctiongrid_search
( build_classifier: F, param_grid: &BTreeMap<String, Vec<HyperParamValue>>, data: SearchData<'_>,
crates/openquant/src/hyperparameter_tuning.rs:234
↓ 1 callersFunctionheavy_atoms
(n: usize)
crates/openquant/benches/hpc_parallel_scaling.rs:5
↓ 1 callersFunctionimprove_clusters
( corr_mat: &DMatrix<f64>, kept_clusters: &BTreeMap<usize, Vec<usize>>, top_clusters: &BTreeMap<us
crates/openquant/src/onc.rs:191
↓ 1 callersFunctioninverse_variance_weights
(cov: &DMatrix<f64>, indices: &[usize])
crates/openquant/src/hrp.rs:315
↓ 1 callersFunctionkde_cdf
(x: f64, samples: &[f64], bandwidth: f64)
crates/openquant/src/strategy_risk.rs:316
↓ 1 callersFunctionkendall_tau
(x: &[f64], y: &[f64])
crates/openquant/src/feature_importance.rs:453
↓ 1 callersFunctionkmeans_labels
(data: &DMatrix<f64>, k: usize, seed: u64)
crates/openquant/src/onc.rs:328
↓ 1 callersFunctionlabels_from_clusters
(n: usize, clusters: &BTreeMap<usize, Vec<usize>>)
crates/openquant/src/onc.rs:295
↓ 1 callersFunctionlinspace
(start: f64, end: f64, n: usize)
crates/openquant/src/microstructural_features.rs:449
↓ 1 callersFunctionload_breast_cancer_correlation
()
crates/openquant/tests/onc.rs:7
↓ 1 callersFunctionload_close
()
crates/openquant/tests/sample_weights.rs:16
↓ 1 callersFunctionload_close_prices
()
crates/openquant/tests/structural_breaks.rs:8
↓ 1 callersFunctionload_module_map
Map module name -> slug from docs-site/src/data/moduleDocs.ts.
scripts/afml_docs_loop.py:90
↓ 1 callersFunctionload_ohlc
()
crates/openquant/tests/volatility_features.rs:13
↓ 1 callersFunctionload_prices
()
crates/openquant/tests/fast_ewma.rs:11
↓ 1 callersFunctionload_rows
()
crates/openquant/tests/futures_roll.rs:22
↓ 1 callersFunctionmain
()
notebooks/python/scripts/execute_notebook_cells.py:50
↓ 1 callersFunctionmain
()
notebooks/python/scripts/smoke_all.py:13
↓ 1 callersFunctionmain
()
notebooks/python/scripts/bar_diagnostics.py:29
↓ 1 callersFunctionmain
()
python/benchmarks/benchmark_data_processing.py:259
↓ 1 callersFunctionmain
()
python/benchmarks/benchmark_pipeline.py:33
↓ 1 callersFunctionmain
()
experiments/run_pipeline.py:194
↓ 1 callersFunctionmain
()
scripts/collect_bench_results.py:20
↓ 1 callersFunctionmain
()
scripts/afml_docs_loop.py:566
↓ 1 callersFunctionmain
()
scripts/check_bench_thresholds.py:12
↓ 1 callersFunctionmain
()
scripts/scrape_afml_crawl4ai.py:167
↓ 1 callersFunctionmain
()
scripts/generate_api_inventory.py:66
↓ 1 callersFunctionmain
()
scripts/afml_semantic_index.py:500
↓ 1 callersFunctionmain_async
()
scripts/scrape_afml_crawl4ai.py:162
↓ 1 callersFunctionmake_dataset
(rows_per_symbol: int, symbols: list[str])
python/benchmarks/benchmark_data_processing.py:147
↓ 1 callersFunctionmake_streams
(streams: usize, events: usize)
crates/openquant/benches/streaming_hpc_scaling.rs:17
↓ 1 callersFunctionmatch_length
(message: &str, start: usize, window: usize)
crates/openquant/src/microstructural_features.rs:561
↓ 1 callersFunctionmatrix_to_vec
(matrix: DMatrix<f64>)
crates/openquant/src/structural_breaks.rs:333
↓ 1 callersFunctionmean_expected_returns
(returns: &DMatrix<f64>)
crates/openquant/src/hcaa.rs:220
↓ 1 callersFunctionmedian_sorted
(sorted: &[f64])
crates/openquant/src/synthetic_backtesting.rs:390
↓ 1 callersMethodmp_fit
(&self)
crates/openquant/src/ef3m.rs:284
↓ 1 callersFunctionn_choose_k
(n: usize, k: usize)
crates/openquant/src/backtesting_engine.rs:573
↓ 1 callersFunctionnan_mean_std
(v: &[f64])
crates/openquant/src/feature_importance.rs:364
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