mirror of
https://github.com/manifoldbt/manifoldbt.git
synced 2026-08-24 22:48:05 +00:00
Jimmy7892
71156abe18
Synced from the private engine at 1e39bfa (branch feat/sweep-choice-expr),
tracked files only. Two additions to the expression API:
- tf("1h").apply(expr): evaluate an expression ON the higher timeframe's
grid, then step-hold it onto the simulation grid without lookahead.
Periods inside count in that timeframe's bars, so
tf("1h").apply(sma(close, param("len"))) is a true SMA of len hourly
closes, sweepable like any param.
- choice(name, {branch: expr}): sweep a CHOICE of expression. The selector
becomes a grid axis; each combination resolves to its branch before
simulation.
Wheel for this preview is attached to the v0.19.0rc1 pre-release; built
locally, not by the release pipeline, not on PyPI.
36 lines
1.1 KiB
TOML
36 lines
1.1 KiB
TOML
[project]
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name = "manifoldbt"
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version = "0.19.0rc1"
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description = "Rust-powered backtesting engine for quantitative research"
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requires-python = ">=3.9"
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license = { file = "LICENSE" }
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license-files = ["LICENSE"]
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keywords = ["backtesting", "trading", "quantitative-finance", "rust"]
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classifiers = [
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"Development Status :: 4 - Beta",
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"Intended Audience :: Financial and Insurance Industry",
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"Intended Audience :: Science/Research",
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"Programming Language :: Python :: 3",
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"Programming Language :: Rust",
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"Topic :: Office/Business :: Financial :: Investment",
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]
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dependencies = ["pyarrow>=14.0"]
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[project.optional-dependencies]
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plot = ["matplotlib>=3.7"]
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pandas = ["pandas>=1.5"]
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polars = ["polars>=0.20"]
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plotly = ["plotly>=5.0"]
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all = ["matplotlib>=3.7", "plotly>=5.0", "pandas>=1.5", "polars>=0.20"]
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dev = ["pytest>=7.0", "polars>=0.20", "pandas>=1.5", "pyarrow>=14.0", "matplotlib>=3.7"]
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[project.scripts]
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manifoldbt = "manifoldbt.cli:main"
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[project.urls]
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Homepage = "https://manifold-bt.com"
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Repository = "https://github.com/manifoldbt/manifoldbt"
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[tool.pytest.ini_options]
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testpaths = ["python/tests"]
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