Cargo.toml

[package]
name = "stochastic-rs"
version = "0.11.0"
edition = "2021"
license = "MIT"
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/"
repository = "https://github.com/dancixx/stochastic-rs"
readme = "README.md"
keywords = ["stochastic", "quant", "finance", "simulation", "statistics"]


[dependencies]
anyhow = "1.0.89"
approx = "0.5.1"
argmin = "0.10.0"
candle-core = "0.7.2"
candle-datasets = "0.7.2"
candle-nn = "0.7.2"
candle-transformers = "0.7.2"
chrono = "0.4.38"
flate2 = "1.0.34"
gauss-quad = "0.2.1"
impl-new-derive = "0.1.1"
implied-vol = "1.0.0"
indicatif = "0.17.8"
levenberg-marquardt = "0.14.0"
linreg = "0.2.0"
mimalloc = { version = "0.1.43", optional = true }
nalgebra = "0.33.0"
ndarray = { version = "0.16.1", features = [
    "rayon",
    "matrixmultiply-threading",
    "blas",
] }
ndarray-npy = "0.9.1"
ndarray-rand = "0.15.0"
ndarray-stats = "0.6.0"
ndrustfft = "0.5.0"
num-complex = { version = "0.4.6", features = ["rand"] }
plotly = { version = "0.10.0", features = ["plotly_ndarray"] }
polars = { version = "0.43.1", features = ["lazy"] }
# pyo3 = { version = "0.22.3", features = ["extension-module", "abi3-py38"] }
quadrature = "0.1.2"
rand = "0.8.5"
rand_distr = "0.4.3"
rayon = "1.10.0"
sci-rs = "0.3.16"
scilib = "1.0.0"
statrs = "0.17.1"
tempfile = "3.13.0"
tikv-jemallocator = { version = "0.6.0", optional = true }
time = { version = "0.3.36", features = [
    "formatting",
    "parsing",
], optional = true }
tokio-test = "0.4.4"
tracing = "0.1.40"
tracing-test = "0.2.5"
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"]

[lib]
name = "stochastic_rs"
crate-type = ["cdylib", "lib"]
path = "src/lib.rs"
doctest = false

[profile.release]
debug = false
codegen-units = 1
lto = true

# [package.metadata.docs.rs]
# all-features = true