porcelaincode
59 lines
2.3 KiB
Rust
59 lines
2.3 KiB
Rust
// Suppress warning from PyO3 macro expansion (fixed in newer PyO3 versions)
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#![allow(non_local_definitions)]
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//! RaptorBT - High-performance Rust backtesting engine for Quant5.
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//!
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//! This crate provides a complete backtesting solution with:
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//! - Technical indicators (SMA, EMA, RSI, MACD, etc.)
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//! - Portfolio simulation engine
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//! - Multiple strategy types (single, basket, options, pairs, multi)
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//! - Stop-loss and take-profit mechanisms
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//! - Streaming metrics calculation
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use pyo3::prelude::*;
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pub mod core;
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pub mod execution;
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pub mod indicators;
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pub mod metrics;
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pub mod portfolio;
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pub mod python;
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pub mod signals;
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pub mod stops;
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pub mod strategies;
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/// Python module entry point
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#[pymodule]
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fn _raptorbt(_py: Python<'_>, m: &PyModule) -> PyResult<()> {
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// Register config classes
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m.add_class::<python::bindings::PyBacktestConfig>()?;
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m.add_class::<python::bindings::PyStopConfig>()?;
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m.add_class::<python::bindings::PyTargetConfig>()?;
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// Register result classes
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m.add_class::<python::bindings::PyBacktestResult>()?;
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m.add_class::<python::bindings::PyBacktestMetrics>()?;
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m.add_class::<python::bindings::PyTrade>()?;
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// Register backtest functions
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m.add_function(wrap_pyfunction!(python::bindings::run_single_backtest, m)?)?;
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m.add_function(wrap_pyfunction!(python::bindings::run_basket_backtest, m)?)?;
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m.add_function(wrap_pyfunction!(python::bindings::run_options_backtest, m)?)?;
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m.add_function(wrap_pyfunction!(python::bindings::run_pairs_backtest, m)?)?;
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m.add_function(wrap_pyfunction!(python::bindings::run_multi_backtest, m)?)?;
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// Register indicator functions
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m.add_function(wrap_pyfunction!(python::bindings::sma, m)?)?;
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m.add_function(wrap_pyfunction!(python::bindings::ema, m)?)?;
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m.add_function(wrap_pyfunction!(python::bindings::rsi, m)?)?;
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m.add_function(wrap_pyfunction!(python::bindings::macd, m)?)?;
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m.add_function(wrap_pyfunction!(python::bindings::stochastic, m)?)?;
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m.add_function(wrap_pyfunction!(python::bindings::atr, m)?)?;
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m.add_function(wrap_pyfunction!(python::bindings::bollinger_bands, m)?)?;
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m.add_function(wrap_pyfunction!(python::bindings::adx, m)?)?;
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m.add_function(wrap_pyfunction!(python::bindings::vwap, m)?)?;
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m.add_function(wrap_pyfunction!(python::bindings::supertrend, m)?)?;
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Ok(())
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}
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