A position (finance) definition that has some good algebraic properties.

Related tags

Math positions
Overview

Positions

A position (finance) definition with some good algebraic properties.

Crates.io MIT licensed Build Status

API Docs

Example

Add positions as a dependency of your project.

[dependencies]
positions = "0.1"

# `rust_decimal` is added to make the example code work,
# but optional for using `positions`.
rust_decimal = "1.17.0"
rust_decimal_macros = "1.17.0"

And then, you can try these codes.

use positions::normal;
use rust_decimal_macros::dec;

let h1 = normal((dec!(1.0), dec!(2.0)));
let h2 = normal((dec!(2.0), dec!(3.0)));
let h3 = normal((dec!(1.5), dec!(-4.0)));

assert_eq!(h1 + h2 + h3, normal((dec!(1.6), dec!(1.0), dec!(-0.4))));
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Comments
  • Add a `Symbol` type to identify `Instrument`

    Add a `Symbol` type to identify `Instrument`

    The current Hash implementation only hashes Instrument::symbol, which is good that we can use &str to query a Instrument in a hash map. But there are cases that different instruments sharing the same symbol, we should be able to support them.

    v0.2 
    opened by Nouzan 1
Releases(v0.2.1)

  • v0.2.1(Dec 3, 2022)

    What's Changed

    • Implement PositionTree for multi-assets positions calculation by @Nouzan in https://github.com/Nouzan/positions/pull/1
    • tree: introduce StrongeWeakTree by @Nouzan in https://github.com/Nouzan/positions/pull/2
    • Add reversed-form support to Asset && PositionTree by @Nouzan in https://github.com/Nouzan/positions/pull/3
    • Implement the tree evaluation by @Nouzan in https://github.com/Nouzan/positions/pull/4
    • Implement AddAssign for NaivePosition by @Nouzan in https://github.com/Nouzan/positions/pull/5
    • A new design of Position and PositionTree by @Nouzan in https://github.com/Nouzan/positions/pull/6
    • tree: add eval_with by @Nouzan in https://github.com/Nouzan/positions/pull/7
    • use an enum to represent a symbol by @Nouzan in https://github.com/Nouzan/positions/pull/11
    • add Expr for evaluation by @Nouzan in https://github.com/Nouzan/positions/pull/12
    • Release v0.2.0 by @Nouzan in https://github.com/Nouzan/positions/pull/10

    New Contributors

    • @Nouzan made their first contribution in https://github.com/Nouzan/positions/pull/1

    Full Changelog: https://github.com/Nouzan/positions/compare/v0.1.0...v0.2.1

    Source code(tar.gz)
    Source code(zip)

  • v0.2.0-rc.3(Nov 27, 2022)

    What's Changed

    • Implement PositionTree for multi-assets positions calculation by @Nouzan in https://github.com/Nouzan/positions/pull/1
    • tree: introduce StrongeWeakTree by @Nouzan in https://github.com/Nouzan/positions/pull/2
    • Add reversed-form support to Asset && PositionTree by @Nouzan in https://github.com/Nouzan/positions/pull/3
    • Implement the tree evaluation by @Nouzan in https://github.com/Nouzan/positions/pull/4
    • Implement AddAssign for NaivePosition by @Nouzan in https://github.com/Nouzan/positions/pull/5
    • A new design of Position and PositionTree by @Nouzan in https://github.com/Nouzan/positions/pull/6
    • tree: add eval_with by @Nouzan in https://github.com/Nouzan/positions/pull/7

    New Contributors

    • @Nouzan made their first contribution in https://github.com/Nouzan/positions/pull/1

    Full Changelog: https://github.com/Nouzan/positions/compare/v0.1.0...v0.2.0-rc.3

    Source code(tar.gz)
    Source code(zip)

  • v0.1.0(Nov 1, 2021)

Owner
Nouzan
Nouzan
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