Initial commit

demos/rtx-portfolio-demo/src/lib.rs

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+//! Portfolio Optimizer Demo for `RustyTorch`++
+//!
+//! This crate provides mean-variance portfolio optimization using Modern Portfolio Theory.
+
+mod constraints;
+mod covariance;
+mod error;
+mod optimizer;
+mod sample_data;
+
+pub use error::{PortfolioError, Result};
+pub use optimizer::PortfolioOptimizer;
+pub use portfolio_shared::{
+    Asset, EfficientFrontier, FrontierPoint, OptimizationObjective, OptimizationResult,
+    OptimizerStatus, PortfolioConfig, PortfolioConstraints, PortfolioPreset, SectorLimit,
+};
+pub use sample_data::{SAMPLE_PRESETS, generate_sample_assets};