openquant-rs

Rust-native quantitative finance toolkit for research and production workflows.

CI · Benchmark Regression · Release Readiness

Status

• Production baseline package: benchmarks + regression checks + release workflow are in place.
• High-coverage module-level tests, benchmark tracking, and release gates are active.

Detailed status: docs/project_status.md

Quick Start

# Fast validation (default CI path)
cargo test --workspace --lib --tests --all-features -- --skip test_sadf_test

# Long-running SADF hotspot (explicit)
cargo test -p openquant --test structural_breaks test_sadf_test -- --ignored

# Benchmarks
cargo bench -p openquant --bench perf_hotspots --bench synthetic_ticker_pipeline

# Collect + check benchmark thresholds
python3 scripts/collect_bench_results.py --criterion-dir target/criterion --out benchmarks/latest_benchmarks.json --allow-list benchmarks/benchmark_manifest.json
python3 scripts/check_bench_thresholds.py --baseline benchmarks/baseline_benchmarks.json --latest benchmarks/latest_benchmarks.json --max-regression-pct 25

Crate Layout

• crates/openquant/src/: core library modules
• crates/openquant/tests/: Rust test suite
• crates/openquant/benches/: criterion benchmarks
• tests/fixtures/: shared fixtures
• benchmarks/: baseline + latest benchmark snapshots

Publish Readiness

• Publishing checklist: docs/publishing.md
• Stabilization + productionization checklist: docs/stabilization_productionization.md
• Latest benchmark report: docs/benchmark_snapshot.md

Astro Docs Site (GitHub Pages)

A modern docs site scaffold is included under docs-site/.

cd docs-site
npm install
npm run dev

Build output is published by GitHub Actions workflow: .github/workflows/docs-pages.yml.

License

MIT (LICENSE)