18 lines
574 B
Rust
18 lines
574 B
Rust
//! 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};
|