2 releases
0.0.2 | Feb 12, 2023 |
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0.0.1 | Feb 4, 2023 |
#8 in #mpt
480KB
7.5K
SLoC
mtp_libs
a function libaray for modern portfolio theroy
lib.rs
:
The full name of MPT is modern portfolio theory.
It is an economic framework through which investors try to take minimal market risks and achieve maximum returns for a given investment portfolio
The target of lib is provide all MPT calculation method
Key parameter explaintion
date : all date in this lib is a integer value from 1970-01-01
freq: the frequence include bellow
pub enum ClFrequency {
ClFrequencyUnknown = -1,
ClFrequencyDaily, //= 0,
ClFrequencyWeekly, //1
ClFrequencyMonthly, //2
ClFrequencyQuarterly, //3
ClFrequencyAnnually, //4
ClFrequencySemiannually, //5
}
rank type:
pub enum ClRankType {
ClRankTypeNoRank = 0,
ClRankTypeRaw = 1,
ClRankTypeAsc = 2,
ClRankTypeDec = 3,
ClRankTypePercAsc = 4,
ClRankTypePercDec = 5,
ClRankTypeDecAsc = 6,
ClRankTypeDecDec = 7,
ClRankTypeQuinAsc = 8,
ClRankTypeQuinDec = 9,
ClRankTypeQuartAsc = 10,
ClRankTypeQuartDec = 11,
}
Dependencies
~3.5MB
~64K SLoC