nautilus_analysis/lib.rs
1// -------------------------------------------------------------------------------------------------
2// Copyright (C) 2015-2025 Nautech Systems Pty Ltd. All rights reserved.
3// https://nautechsystems.io
4//
5// Licensed under the GNU Lesser General Public License Version 3.0 (the "License");
6// You may not use this file except in compliance with the License.
7// You may obtain a copy of the License at https://www.gnu.org/licenses/lgpl-3.0.en.html
8//
9// Unless required by applicable law or agreed to in writing, software
10// distributed under the License is distributed on an "AS IS" BASIS,
11// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
12// See the License for the specific language governing permissions and
13// limitations under the License.
14// -------------------------------------------------------------------------------------------------
15
16//! [NautilusTrader](http://nautilustrader.io) is an open-source, high-performance, production-grade
17//! algorithmic trading platform, providing quantitative traders with the ability to backtest
18//! portfolios of automated trading strategies on historical data with an event-driven engine,
19//! and also deploy those same strategies live, with no code changes.
20//!
21//! The platform is modularly designed to work with *adapters*, enabling connectivity to trading venues
22//! and data providers by translating their raw APIs into a unified interface and normalized domain
23//! model.
24//!
25//! # Feature flags
26//!
27//! This crate provides feature flags to control source code inclusion during compilation,
28//! depending on the intended use case, i.e. whether to provide Python bindings
29//! for the main `nautilus_trader` Python package, or as part of a Rust only build.
30//!
31//! - `ffi`: Enables the C foreign function interface (FFI) from `cbindgen`.
32//! - `python`: Enables Python bindings from `pyo3`.
33
34#![warn(rustc::all)]
35#![deny(unsafe_code)]
36#![deny(nonstandard_style)]
37#![deny(missing_debug_implementations)]
38#![deny(rustdoc::broken_intra_doc_links)]
39// #![deny(clippy::missing_errors_doc)]
40
41pub mod analyzer;
42pub mod statistic;
43pub mod statistics;
44
45#[cfg(feature = "python")]
46pub mod python;
47
48use std::collections::BTreeMap;
49
50use nautilus_core::UnixNanos;
51
52pub type Returns = BTreeMap<UnixNanos, f64>;