Nicholai
025322219c
kalshi prediction market backtesting framework with: - trading pipeline (sources, filters, scorers, selectors) - position sizing with kelly criterion - multiple scoring strategies (momentum, mean reversion, etc) - random baseline for comparison refactoring includes: - extract shared resolve_closed_positions() function - reduce RandomBaseline::run() nesting with helper functions - move MarketCandidate Default impl to types.rs - add explanatory comments to complex logic
31 lines
752 B
TOML
31 lines
752 B
TOML
[package]
|
|
name = "kalshi-backtest"
|
|
version = "0.1.0"
|
|
edition = "2021"
|
|
|
|
[dependencies]
|
|
tokio = { version = "1", features = ["full"] }
|
|
async-trait = "0.1"
|
|
serde = { version = "1", features = ["derive"] }
|
|
serde_json = "1"
|
|
csv = "1.3"
|
|
chrono = { version = "0.4", features = ["serde"] }
|
|
clap = { version = "4", features = ["derive"] }
|
|
anyhow = "1"
|
|
thiserror = "1"
|
|
tracing = "0.1"
|
|
tracing-subscriber = { version = "0.3", features = ["env-filter"] }
|
|
uuid = { version = "1", features = ["v4"] }
|
|
rust_decimal = { version = "1", features = ["serde"] }
|
|
rust_decimal_macros = "1"
|
|
|
|
ort = { version = "2.0.0-rc.11", optional = true }
|
|
ndarray = { version = "0.16", optional = true }
|
|
|
|
[features]
|
|
default = []
|
|
ml = ["ort", "ndarray"]
|
|
|
|
[dev-dependencies]
|
|
tempfile = "3"
|