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feat: add Monte Carlo portfolio simulation and bump to 0.3.1

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- 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
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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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pyproject.toml
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@@ -4,7 +4,7 @@ build-backend = "maturin"
[project]
name = "raptorbt"
version = "0.3.0"
version = "0.3.1"
description = "High-performance Rust backtesting engine with Python bindings. Drop-in VectorBT replacement with up insanely faster performance at fractional memory footprint."
readme = "README.md"
requires-python = ">=3.10"