quantdsl | Quant DSL is domain specific language

by johnbywater Python Version: 1.4.0 License: Non-SPDX

X-Ray Key Features Code Snippets Community Discussions Vulnerabilities Install Support

kandi X-RAY | quantdsl Summary

quantdsl is a Python library. quantdsl has no bugs, it has no vulnerabilities, it has build file available and it has low support. However quantdsl has a Non-SPDX License. You can install using 'pip install quantdsl' or download it from GitHub, PyPI.

Quant DSL is domain specific language for quantitative analytics in finance and trading. At the heart of Quant DSL is a set of elements (e.g. "Settlement", "Fixing", "Market", "Choice"). The elements involve mathematical expressions commonly used within quantitative analytics, such as: present value discounting; geometric Brownian motion; and least squares Monte Carlo. The elements of the language can be freely composed into expressions of value. The validity of Monte Carlo simulation for all possible expressions in the language is proven by induction.

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quantdsl has a low active ecosystem.

It has 222 star(s) with 46 fork(s). There are 22 watchers for this library.

It had no major release in the last 12 months.

There are 4 open issues and 2 have been closed. On average issues are closed in 3 days. There are no pull requests.

It has a neutral sentiment in the developer community.

The latest version of quantdsl is 1.4.0

Quality

quantdsl has 0 bugs and 0 code smells.

Security

quantdsl has no vulnerabilities reported, and its dependent libraries have no vulnerabilities reported.

quantdsl code analysis shows 0 unresolved vulnerabilities.

There are 0 security hotspots that need review.

License

quantdsl has a Non-SPDX License.

Non-SPDX licenses can be open source with a non SPDX compliant license, or non open source licenses, and you need to review them closely before use.

Reuse

quantdsl releases are not available. You will need to build from source code and install.

Deployable package is available in PyPI.

Build file is available. You can build the component from source.

Installation instructions, examples and code snippets are available.

It has 7787 lines of code, 655 functions and 103 files.

It has low code complexity. Code complexity directly impacts maintainability of the code.

Top functions reviewed by kandi - BETA

kandi has reviewed quantdsl and discovered the below as its top functions. This is intended to give you an instant insight into quantdsl implemented functionality, and help decide if they suit your requirements.

Compute the market prices for the given portfolio
Return a list of commodity names and fixing dates
Returns the difference between two dates
Calculate brownian motifs
Print the evaluation progress
Set the timeout message
Cache the result of a call
Make a final call result id
Visit a call node
Visit a node
Visit an ifExp node
Evaluate the least squares algorithm
Identify price requirements
Visit an if statement
Visit a UnaryOp node
Visitor for BooleanOp
Calls the fixing
Build and install virtualenv
Create a module node
Parse command line arguments
Get fixing date and delivery dates
Compare two arrays
Visitor for binary operator
Visitor for FunctionDef node
Return a list of node definitions
Generates a ContractValuation object

Get all kandi verified functions for this library.

quantdsl Key Features

No Key Features are available at this moment for quantdsl.

quantdsl Examples and Code Snippets

No Code Snippets are available at this moment for quantdsl.

Community Discussions

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Community Discussions, Code Snippets contain sources that include Stack Exchange Network

Vulnerabilities

No vulnerabilities reported

Install quantdsl

Use pip to install the latest distribution from the Python Package Index. You may feedback issues on GitHub. Please note, this library depends on SciPy, which can fail to install with some older versions of pip. In case of difficulty, please try again after upgrading pip. After successfully installing this library, the test suite should pass.

Support

For any new features, suggestions and bugs create an issue on GitHub. If you have any questions check and ask questions on community page Stack Overflow .

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