From b0f2d8a2a790b085f77c64598f63dcb728b2fc99 Mon Sep 17 00:00:00 2001 From: carlobortolan Date: Fri, 14 Mar 2025 22:51:48 +0100 Subject: [PATCH] Update structure --- README.md | 9 +++++---- src/data.rs | 5 ----- src/data/alpha_vantage.rs | 1 - src/data/iex.rs | 1 - src/data/quandl.rs | 1 - src/data/yahoo.rs | 1 - src/fixed_income.rs | 6 ------ src/fixed_income/bond_pricing.rs | 1 - src/fixed_income/convexity.rs | 1 - src/fixed_income/duration.rs | 1 - src/fixed_income/term_structure.rs | 1 - src/fixed_income/yield_curve.rs | 1 - src/lib.rs | 4 ---- src/portfolio.rs | 4 ---- src/portfolio/black_litterman.rs | 1 - src/portfolio/mean_variance.rs | 1 - src/portfolio/risk_parity.rs | 1 - src/timeseries.rs | 8 -------- src/timeseries/arima.rs | 1 - src/timeseries/cointegration.rs | 1 - src/timeseries/correlation.rs | 1 - src/timeseries/garch.rs | 1 - src/timeseries/kalman_filter.rs | 1 - src/timeseries/moving_averages.rs | 1 - src/timeseries/volatility.rs | 1 - 25 files changed, 5 insertions(+), 50 deletions(-) delete mode 100644 src/data.rs delete mode 100644 src/data/alpha_vantage.rs delete mode 100644 src/data/iex.rs delete mode 100644 src/data/quandl.rs delete mode 100644 src/data/yahoo.rs delete mode 100644 src/fixed_income.rs delete mode 100644 src/fixed_income/bond_pricing.rs delete mode 100644 src/fixed_income/convexity.rs delete mode 100644 src/fixed_income/duration.rs delete mode 100644 src/fixed_income/term_structure.rs delete mode 100644 src/fixed_income/yield_curve.rs delete mode 100644 src/portfolio.rs delete mode 100644 src/portfolio/black_litterman.rs delete mode 100644 src/portfolio/mean_variance.rs delete mode 100644 src/portfolio/risk_parity.rs delete mode 100644 src/timeseries.rs delete mode 100644 src/timeseries/arima.rs delete mode 100644 src/timeseries/cointegration.rs delete mode 100644 src/timeseries/correlation.rs delete mode 100644 src/timeseries/garch.rs delete mode 100644 src/timeseries/kalman_filter.rs delete mode 100644 src/timeseries/moving_averages.rs delete mode 100644 src/timeseries/volatility.rs diff --git a/README.md b/README.md index fb9682d..03c016e 100644 --- a/README.md +++ b/README.md @@ -26,10 +26,11 @@ Please check out the documentation [here][docs-url]. ### Core Features - [ ] Options pricing - - [x] Black-Scholes - - [x] Binomial tree - - [ ] Monte Carlo simulation - - [ ] Greeks + - [ ] Black-Scholes (work in progress) + - [ ] Binomial tree (work in progress) + - [ ] Monte Carlo simulation (work in progress) + - [ ] Greeks (work in progress) + - [ ] Implied volatility (work in progress) ### Planned Features diff --git a/src/data.rs b/src/data.rs deleted file mode 100644 index d69f856..0000000 --- a/src/data.rs +++ /dev/null @@ -1,5 +0,0 @@ -// Data Retrieval Module -pub mod alpha_vantage; -pub mod iex; -pub mod quandl; -pub mod yahoo; diff --git a/src/data/alpha_vantage.rs b/src/data/alpha_vantage.rs deleted file mode 100644 index 8b13789..0000000 --- a/src/data/alpha_vantage.rs +++ /dev/null @@ -1 +0,0 @@ - diff --git a/src/data/iex.rs b/src/data/iex.rs deleted file mode 100644 index 8b13789..0000000 --- a/src/data/iex.rs +++ /dev/null @@ -1 +0,0 @@ - diff --git a/src/data/quandl.rs b/src/data/quandl.rs deleted file mode 100644 index 8b13789..0000000 --- a/src/data/quandl.rs +++ /dev/null @@ -1 +0,0 @@ - diff --git a/src/data/yahoo.rs b/src/data/yahoo.rs deleted file mode 100644 index 8b13789..0000000 --- a/src/data/yahoo.rs +++ /dev/null @@ -1 +0,0 @@ - diff --git a/src/fixed_income.rs b/src/fixed_income.rs deleted file mode 100644 index a5f8afd..0000000 --- a/src/fixed_income.rs +++ /dev/null @@ -1,6 +0,0 @@ -// Fixed Income Module -pub mod bond_pricing; -pub mod convexity; -pub mod duration; -pub mod term_structure; -pub mod yield_curve; diff --git a/src/fixed_income/bond_pricing.rs b/src/fixed_income/bond_pricing.rs deleted file mode 100644 index 8b13789..0000000 --- a/src/fixed_income/bond_pricing.rs +++ /dev/null @@ -1 +0,0 @@ - diff --git a/src/fixed_income/convexity.rs b/src/fixed_income/convexity.rs deleted file mode 100644 index 8b13789..0000000 --- a/src/fixed_income/convexity.rs +++ /dev/null @@ -1 +0,0 @@ - diff --git a/src/fixed_income/duration.rs b/src/fixed_income/duration.rs deleted file mode 100644 index 8b13789..0000000 --- a/src/fixed_income/duration.rs +++ /dev/null @@ -1 +0,0 @@ - diff --git a/src/fixed_income/term_structure.rs b/src/fixed_income/term_structure.rs deleted file mode 100644 index 8b13789..0000000 --- a/src/fixed_income/term_structure.rs +++ /dev/null @@ -1 +0,0 @@ - diff --git a/src/fixed_income/yield_curve.rs b/src/fixed_income/yield_curve.rs deleted file mode 100644 index 8b13789..0000000 --- a/src/fixed_income/yield_curve.rs +++ /dev/null @@ -1 +0,0 @@ - diff --git a/src/lib.rs b/src/lib.rs index 708045b..aad1567 100644 --- a/src/lib.rs +++ b/src/lib.rs @@ -4,8 +4,4 @@ #![allow(unused_variables)] -pub mod data; -pub mod fixed_income; pub mod options; -pub mod portfolio; -pub mod timeseries; diff --git a/src/portfolio.rs b/src/portfolio.rs deleted file mode 100644 index 9960130..0000000 --- a/src/portfolio.rs +++ /dev/null @@ -1,4 +0,0 @@ -// Portfolio Optimization Module -pub mod black_litterman; -pub mod mean_variance; -pub mod risk_parity; diff --git a/src/portfolio/black_litterman.rs b/src/portfolio/black_litterman.rs deleted file mode 100644 index 8b13789..0000000 --- a/src/portfolio/black_litterman.rs +++ /dev/null @@ -1 +0,0 @@ - diff --git a/src/portfolio/mean_variance.rs b/src/portfolio/mean_variance.rs deleted file mode 100644 index 8b13789..0000000 --- a/src/portfolio/mean_variance.rs +++ /dev/null @@ -1 +0,0 @@ - diff --git a/src/portfolio/risk_parity.rs b/src/portfolio/risk_parity.rs deleted file mode 100644 index 8b13789..0000000 --- a/src/portfolio/risk_parity.rs +++ /dev/null @@ -1 +0,0 @@ - diff --git a/src/timeseries.rs b/src/timeseries.rs deleted file mode 100644 index 552f67b..0000000 --- a/src/timeseries.rs +++ /dev/null @@ -1,8 +0,0 @@ -// Time Series Analysis Module -pub mod arima; -pub mod cointegration; -pub mod correlation; -pub mod garch; -pub mod kalman_filter; -pub mod moving_averages; -pub mod volatility; diff --git a/src/timeseries/arima.rs b/src/timeseries/arima.rs deleted file mode 100644 index 8b13789..0000000 --- a/src/timeseries/arima.rs +++ /dev/null @@ -1 +0,0 @@ - diff --git a/src/timeseries/cointegration.rs b/src/timeseries/cointegration.rs deleted file mode 100644 index 8b13789..0000000 --- a/src/timeseries/cointegration.rs +++ /dev/null @@ -1 +0,0 @@ - diff --git a/src/timeseries/correlation.rs b/src/timeseries/correlation.rs deleted file mode 100644 index 8b13789..0000000 --- a/src/timeseries/correlation.rs +++ /dev/null @@ -1 +0,0 @@ - diff --git a/src/timeseries/garch.rs b/src/timeseries/garch.rs deleted file mode 100644 index 8b13789..0000000 --- a/src/timeseries/garch.rs +++ /dev/null @@ -1 +0,0 @@ - diff --git a/src/timeseries/kalman_filter.rs b/src/timeseries/kalman_filter.rs deleted file mode 100644 index 8b13789..0000000 --- a/src/timeseries/kalman_filter.rs +++ /dev/null @@ -1 +0,0 @@ - diff --git a/src/timeseries/moving_averages.rs b/src/timeseries/moving_averages.rs deleted file mode 100644 index 8b13789..0000000 --- a/src/timeseries/moving_averages.rs +++ /dev/null @@ -1 +0,0 @@ - diff --git a/src/timeseries/volatility.rs b/src/timeseries/volatility.rs deleted file mode 100644 index 8b13789..0000000 --- a/src/timeseries/volatility.rs +++ /dev/null @@ -1 +0,0 @@ -