feat: add Monte Carlo portfolio simulation and bump to 0.3.1

- Add Monte Carlo forward simulation using Geometric Brownian Motion
- Support correlated multi-asset simulation with Cholesky decomposition
- Implement parallel execution via Rayon for performance
- Expose simulate_portfolio_mc function in Python bindings
- Update version from 0.3.0 to 0.3.1 across all project files
This commit is contained in:
porcelaincode
2026-02-17 00:35:20 +05:30
parent a82ddc598a
commit 4d4ea2e5e9
10 changed files with 445 additions and 4 deletions
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+1 -1
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@@ -502,7 +502,7 @@ dependencies = [
[[package]]
name = "raptorbt"
version = "0.3.0"
version = "0.3.1"
dependencies = [
"approx",
"criterion",