# THIS FILE IS AUTOMATICALLY GENERATED BY CARGO # # When uploading crates to the registry Cargo will automatically # "normalize" Cargo.toml files for maximal compatibility # with all versions of Cargo and also rewrite `path` dependencies # to registry (e.g., crates.io) dependencies. # # If you are reading this file be aware that the original Cargo.toml # will likely look very different (and much more reasonable). # See Cargo.toml.orig for the original contents. [package] edition = "2021" name = "stochastic-rs" version = "0.11.0" build = false autobins = false autoexamples = false autotests = false autobenches = false description = "A Rust library for quant finance and simulating stochastic processes." homepage = "https://github.com/dancixx/stochastic-rs" documentation = "https://docs.rs/stochastic-rs/latest/stochastic_rs/" readme = "README.md" keywords = [ "stochastic", "quant", "finance", "simulation", "statistics", ] license = "MIT" repository = "https://github.com/dancixx/stochastic-rs" [profile.release] lto = true codegen-units = 1 debug = 0 [lib] name = "stochastic_rs" crate-type = [ "cdylib", "lib", ] path = "src/lib.rs" doctest = false [[bin]] name = "stochastic-rs" path = "src/main.rs" [dependencies.anyhow] version = "1.0.89" [dependencies.approx] version = "0.5.1" [dependencies.argmin] version = "0.10.0" [dependencies.candle-core] version = "0.7.2" [dependencies.candle-datasets] version = "0.7.2" [dependencies.candle-nn] version = "0.7.2" [dependencies.candle-transformers] version = "0.7.2" [dependencies.chrono] version = "0.4.38" [dependencies.gauss-quad] version = "0.2.1" [dependencies.impl-new-derive] version = "0.1.1" [dependencies.implied-vol] version = "1.0.0" [dependencies.indicatif] version = "0.17.8" [dependencies.levenberg-marquardt] version = "0.14.0" [dependencies.linreg] version = "0.2.0" [dependencies.mimalloc] version = "0.1.43" optional = true [dependencies.nalgebra] version = "0.33.0" [dependencies.ndarray] version = "0.16.1" features = [ "rayon", "matrixmultiply-threading", "blas", ] [dependencies.ndarray-rand] version = "0.15.0" [dependencies.ndrustfft] version = "0.5.0" [dependencies.num-complex] version = "0.4.6" features = ["rand"] [dependencies.plotly] version = "0.10.0" features = ["plotly_ndarray"] [dependencies.polars] version = "0.43.1" features = ["lazy"] [dependencies.quadrature] version = "0.1.2" [dependencies.rand] version = "0.8.5" [dependencies.rand_distr] version = "0.4.3" [dependencies.rayon] version = "1.10.0" [dependencies.scilib] version = "1.0.0" [dependencies.statrs] version = "0.17.1" [dependencies.tikv-jemallocator] version = "0.6.0" optional = true [dependencies.time] version = "0.3.36" features = [ "formatting", "parsing", ] optional = true [dependencies.tokio-test] version = "0.4.4" [dependencies.tracing] version = "0.1.40" [dependencies.yahoo_finance_api] version = "2.3.0" optional = true [dev-dependencies] [features] default = ["jemalloc"] jemalloc = ["dep:tikv-jemallocator"] malliavin = [] mimalloc = ["dep:mimalloc"] yahoo = [ "dep:time", "dep:yahoo_finance_api", ]