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

⨍ Functions 1,255◇ Types & classes 174↳ Endpoints 2
↓ 1 callersFunctionnormalize_string_map
(effect: &BTreeMap<String, f64>)
crates/openquant/src/fingerprint.rs:287
↓ 1 callersMethodon_event
( &mut self, event: StreamEvent, )
crates/openquant/src/streaming_hpc.rs:285
↓ 1 callersFunctionorthogonalize_features_pca
( X: Sequence[Sequence[float]], variance_threshold: float = 0.95, )
python/openquant/feature_diagnostics.py:492
↓ 1 callersFunctionoverlaps
(lhs: (NaiveDateTime, NaiveDateTime), rhs: (NaiveDateTime, NaiveDateTime))
crates/openquant/src/backtesting_engine.rs:511
↓ 1 callersFunctionpack_stats
(feature_names: &[String], values: &[Vec<f64>])
crates/openquant/src/feature_importance.rs:353
↓ 1 callersFunctionparseFrontmatter
(text)
docs-site/scripts/check-content-schema.mjs:21
↓ 1 callersFunctionparse_args
()
scripts/scrape_afml_crawl4ai.py:20
↓ 1 callersFunctionparse_args
()
scripts/afml_semantic_index.py:40
↓ 1 callersFunctionparse_one_naive_datetime
(value: &str)
crates/pyopenquant/src/helpers.rs:82
↓ 1 callersFunctionparse_row
(record: &StringRecord, path: &Path)
crates/openquant/src/etf_trick.rs:154
↓ 1 callersFunctionpct_change
(prices: &DMatrix<f64>)
crates/openquant/src/cla.rs:379
↓ 1 callersFunctionpearson_corr
(x: &[f64], y: &[f64])
crates/openquant/src/ensemble_methods.rs:267
↓ 1 callersFunctionpermute_col
(x: &mut [Vec<f64>], col: usize)
crates/openquant/src/feature_importance.rs:342
↓ 1 callersFunctionpipeline_cfg
()
crates/openquant/benches/streaming_hpc_scaling.rs:9
↓ 1 callersMethodplot_clusters
(&self, assets: &[String])
crates/openquant/src/hrp.rs:98
↓ 1 callersFunctionplot_feature_importance
( importance: &BTreeMap<String, ImportanceStats>, oob_score: f64, oos_score: f64, output_path:
crates/openquant/src/feature_importance.rs:191
↓ 1 callersFunctionprob_mass_function
(message: &str, word_length: usize)
crates/openquant/src/microstructural_features.rs:546
↓ 1 callersFunctionquad_risk
(cov: &DMatrix<f64>, w: &[f64])
crates/openquant/src/cla.rs:546
↓ 1 callersFunctionquantile_sorted
(sorted: &[f64], q: f64)
crates/openquant/src/fingerprint.rs:295
↓ 1 callersFunctionquasi_diagonalization
( num_assets: usize, clusters: &[[usize; 2]], curr_index: usize, )
crates/openquant/src/hrp.rs:288
↓ 1 callersFunctionquasi_diagonalization
( num_assets: usize, clusters: &[[usize; 2]], curr_index: usize, )
crates/openquant/src/hcaa.rs:337
↓ 1 callersFunctionrandomized_search
( build_classifier: F, param_space: &BTreeMap<String, RandomParamDistribution>, n_iter: usize,
crates/openquant/src/hyperparameter_tuning.rs:250
↓ 1 callersFunctionrecursive_bisection
( ordered_indices: &[usize], expected_asset_returns: &[f64], asset_returns: &DMatrix<f64>, cov
crates/openquant/src/hcaa.rs:465
↓ 1 callersFunctionrecursive_bisection_min_var
( covariance: &DMatrix<f64>, ordered_indices: &[usize], )
crates/openquant/src/hrp.rs:342
↓ 1 callersFunctionremarkBaseUrl
({ base = '/' } = {})
docs-site/scripts/remark-base-url.mjs:10
↓ 1 callersFunctionresample_prices
(prices: &DMatrix<f64>, step: usize)
crates/openquant/src/hrp.rs:130
↓ 1 callersFunctionresample_prices
(prices: &DMatrix<f64>, step: usize)
crates/openquant/src/hcaa.rs:158
↓ 1 callersFunctionresample_prices
(prices: &DMatrix<f64>, step: usize)
crates/openquant/src/portfolio_optimization.rs:79
↓ 1 callersFunctionresample_prices
(prices: &DMatrix<f64>, step: usize)
crates/openquant/src/cla.rs:345
↓ 1 callersFunctionresearch_run_manifest
Build deterministic run metadata for notebook/script parity.
python/openquant/research.py:26
↓ 1 callersMethodreset_cache
(&mut self)
crates/openquant/src/microstructural_features.rs:668
↓ 1 callersFunctionreturns_from_prices
(prices: &DMatrix<f64>)
crates/openquant/src/hrp.rs:149
↓ 1 callersFunctionreturns_from_prices
(prices: &DMatrix<f64>)
crates/openquant/src/hcaa.rs:179
↓ 1 callersFunctionreturns_from_prices
(prices: &DMatrix<f64>)
crates/openquant/src/portfolio_optimization.rs:99
↓ 1 callersFunctionreturns_method_from_str
(name: &str)
crates/openquant/src/portfolio_optimization.rs:58
↓ 1 callersFunctionrolling_cov
(x: &[f64], y: &[f64], window: usize)
crates/openquant/src/microstructural_features.rs:5
↓ 1 callersFunctionrolling_max
(arr: &[f64], window: usize)
crates/openquant/src/microstructural_features.rs:53
↓ 1 callersFunctionrolling_min
(arr: &[f64], window: usize)
crates/openquant/src/microstructural_features.rs:69
↓ 1 callersFunctionrun_benchmark
(iterations: int, bars: int, seed: int)
python/benchmarks/benchmark_pipeline.py:10
↓ 1 callersFunctionrun_benchmarks
(rows_per_symbol: int, symbols: int, iterations: int)
python/benchmarks/benchmark_data_processing.py:172
↓ 1 callersFunctionrun_cpcv
( data: &BacktestData, run: &BacktestRunConfig, config: &CpcvConfig, mut evaluator: E, )
crates/openquant/src/backtesting_engine.rs:297
↓ 1 callersFunctionrun_cross_validation
( data: &BacktestData, run: &BacktestRunConfig, config: &CrossValidationConfig, mut evaluator:
crates/openquant/src/backtesting_engine.rs:250
↓ 1 callersFunctionrun_flywheel_iteration
( dataset: ResearchDataset, *, config: dict[str, Any] | None = None, )
python/openquant/research.py:101
↓ 1 callersFunctionrun_grid
(config_path: Path, grid_config_path: Path, out_root: Path)
experiments/run_pipeline.py:133
↓ 1 callersFunctionrun_mid_frequency_pipeline
Run an end-to-end AFML-style research pipeline. Returns nested dictionaries with stage outputs: events, signals, portfolio, risk, backtest, l
python/openquant/pipeline.py:11
↓ 1 callersFunctionrun_serial
( atoms: &[A], partitions: &[MoleculePartition], progress_every: usize, callback: &F, )
crates/openquant/src/hpc_parallel.rs:239
↓ 1 callersFunctionrun_threaded
( atoms: &[A], partitions: &[MoleculePartition], progress_every: usize, num_threads: usize,
crates/openquant/src/hpc_parallel.rs:276
↓ 1 callersFunctionrun_walk_forward
( data: &BacktestData, run: &BacktestRunConfig, config: &WalkForwardConfig, mut evaluator: E,
crates/openquant/src/backtesting_engine.rs:184
↓ 1 callersFunctionsafe_metadata
(result: Any, url: str, page: int, doc_id: int)
scripts/scrape_afml_crawl4ai.py:98
↓ 1 callersFunctionsample_distribution
( dist: &RandomParamDistribution, rng: &mut R, )
crates/openquant/src/hyperparameter_tuning.rs:289
↓ 1 callersFunctionsample_rows
()
crates/openquant/tests/data_processing.rs:8
↓ 1 callersFunctionscan_python
()
scripts/generate_api_inventory.py:36
↓ 1 callersFunctionscan_rust
()
scripts/generate_api_inventory.py:19
↓ 1 callersFunctionscrape_range
(args: argparse.Namespace)
scripts/scrape_afml_crawl4ai.py:115
↓ 1 callersFunctionsearch_index
(args: argparse.Namespace)
scripts/afml_semantic_index.py:425
↓ 1 callersFunctionshrink_covariance
(cov: &DMatrix<f64>, alpha: f64)
crates/openquant/src/hrp.rs:188
↓ 1 callersFunctionsigma_mapping
(array: &[f64], step: f64)
crates/openquant/src/microstructural_features.rs:460
↓ 1 callersFunctionsilverman_bandwidth
(samples: &[f64])
crates/openquant/src/strategy_risk.rs:305
↓ 1 callersFunctionsingle_linkage_children
(distance: &DMatrix<f64>)
crates/openquant/src/hrp.rs:236
↓ 1 callersFunctionsingle_linkage_children
(corr: &DMatrix<f64>)
crates/openquant/src/hcaa.rs:273
↓ 1 callersMethodsolve
( &self, schema: &DecisionSchema, objective: &dyn IntegerObjective, )
crates/openquant/tests/combinatorial_optimization.rs:36
↓ 1 callersFunctionsolve_max_sharpe
( cov: &DMatrix<f64>, exp_ret: &[f64], risk_free: f64, bounds: &[(f64, f64)], )
crates/openquant/src/cla.rs:517
↓ 1 callersFunctionsolve_trading_trajectory_exact
( schema: &TradingTrajectorySchema, objective: &dyn TradingTrajectoryObjective, )
crates/openquant/src/combinatorial_optimization.rs:341
↓ 1 callersFunctionsolve_with_adapter
( schema: &DecisionSchema, objective: &dyn IntegerObjective, adapter: &dyn SolverAdapter, )
crates/openquant/src/combinatorial_optimization.rs:199
↓ 1 callersFunctionspans_overlap
(lhs: (NaiveDateTime, NaiveDateTime), rhs: (NaiveDateTime, NaiveDateTime))
crates/openquant/tests/backtesting_engine.rs:37
↓ 1 callersFunctionspearman_corr
(x: &[f64], y: &[f64])
crates/openquant/src/feature_importance.rs:447
↓ 1 callersFunctionstabilize_breast_cancer_parity
(corr_mat: &DMatrix<f64>, state: ClusterState)
crates/openquant/src/onc.rs:60
↓ 1 callersFunctionstandardize
(rows: &[Vec<f64>])
crates/openquant/src/feature_importance.rs:378
↓ 1 callersFunctionthreshold_at_checked
(threshold: &Threshold, idx: usize)
crates/openquant/src/filters.rs:39
↓ 1 callersFunctionto_polars_signal_frame
( timestamps: Sequence[str], signal: Sequence[float], side: Sequence[float] | None = None, sym
python/openquant/adapters.py:14
↓ 1 callersMethodtotal_volume
(self)
crates/openquant/src/streaming_hpc.rs:50
↓ 1 callersFunctiontrades_for_imbalance
()
crates/openquant/tests/data_structures_run_imbalance.rs:22
↓ 1 callersFunctiontrades_for_runs
()
crates/openquant/tests/data_structures_run_imbalance.rs:8
↓ 1 callersFunctionvalidate_config
(cfg: HpcParallelConfig)
crates/openquant/src/hpc_parallel.rs:440
↓ 1 callersFunctionvalidate_event
(event: StreamEvent)
crates/openquant/src/streaming_hpc.rs:449
↓ 1 callersFunctionvalidate_input
( input: &ResearchPipelineInput<'_>, config: &ResearchPipelineConfig, )
crates/openquant/src/pipeline.rs:211
↓ 1 callersFunctionvalidate_lengths
(columns: &OhlcvColumns)
crates/openquant/src/data_processing.rs:264
↓ 1 callersFunctionvalidate_search_data
(data: &SearchData<'_>, n_splits: usize)
crates/openquant/src/hyperparameter_tuning.rs:360
↓ 1 callersMethodwait
(self)
crates/openquant/src/hpc_parallel.rs:125
↓ 1 callersFunctionwalk
(dir)
docs-site/scripts/check-links.mjs:11
↓ 1 callersFunctionwalk
(dir)
docs-site/scripts/check-content-schema.mjs:6
↓ 1 callersFunctionweighted_kendall_tau
(x: &[f64], y: &[f64])
crates/openquant/src/feature_importance.rs:479
Method__init__
(self)
python/openquant/adapters.py:134
Function_core
(py: Python<'_>, m: &Bound<'_, PyModule>)
crates/pyopenquant/src/lib.rs:34
Method_purge_excess
(&mut self)
crates/openquant/src/cla.rs:296
Functionadapter_comparison_reports_gap_vs_exact
()
crates/openquant/tests/combinatorial_optimization.rs:87
Functionafml_get_chunk
(chunk_id: str, window: int = 0)
scripts/afml_mcp_server.py:234
Functionafml_index_info
()
scripts/afml_mcp_server.py:170
Functionalign_calendar
( df: pl.DataFrame, *, interval: str = "1d", )
python/openquant/data.py:249
Methodallocate
( &mut self, asset_names: &[String], asset_prices: Option<&DMatrix<f64>>, asse
crates/openquant/src/hcaa.rs:38
Methodallocate
( &mut self, asset_prices: Option<AssetPricesInput<'_>>, expected_asset_returns: Optio
crates/openquant/src/cla.rs:123
Methodas_bool
(&self)
crates/openquant/src/hyperparameter_tuning.rs:38
Methodas_i64
(&self)
crates/openquant/src/hyperparameter_tuning.rs:23
Functionasync_dispatch_returns_report
()
crates/openquant/tests/hpc_parallel.rs:78
Functionbar_diagnostics
(df: pl.DataFrame)
python/openquant/bars.py:138
Functionbars_build_dollar_bars
( timestamps: Vec<String>, prices: Vec<f64>, volumes: Vec<f64>, dollar_value_per_bar: f64, )
crates/pyopenquant/src/bars.rs:53
Functionbars_build_imbalance_bars
( timestamps: Vec<String>, prices: Vec<f64>, volumes: Vec<f64>, threshold: f64, bar_type:
crates/pyopenquant/src/bars.rs:83
Functionbars_build_run_bars
( timestamps: Vec<String>, prices: Vec<f64>, volumes: Vec<f64>, threshold: usize, )
crates/pyopenquant/src/bars.rs:68
Functionbars_build_tick_bars
( timestamps: Vec<String>, prices: Vec<f64>, volumes: Vec<f64>, ticks_per_bar: usize, )
crates/pyopenquant/src/bars.rs:23
Functionbars_build_time_bars
( timestamps: Vec<String>, prices: Vec<f64>, volumes: Vec<f64>, interval_seconds: i64, )
crates/pyopenquant/src/bars.rs:8
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