firequant

FIRE / Finxsight Rust quant toolkit — indicators, regimes, options analytics, Polars TA plugins, and an execution-aware backtest engine. Functionally aligned with QuantWave without Python, WASM, or PyPI packaging.

Crates

Crate	Role
firequant	Facade: core, backtest, exec, optional polars
firequant-core	Indicators, features, regimes, Next<T> streaming
firequant-backtest	Polars batch + streaming sim, metrics, walk-forward, Monte Carlo
firequant-polars	Polars expression plugins (ta, bt namespaces)
firequant-exec	Thin re-export of order/fill types and OrderSim

Toolchain

Requires Rust nightly (see rust-toolchain.toml).

cargo test --workspace

Live EODHD smoke (set EODHD_API_KEY in your environment or a local .env — see .env.example; never commit the key):

cargo test -p firequant --test eodhd_live -- --nocapture
cargo run -p firequant --example eodhd_rsi_backtest -- MSFT.US

100-ticker full-history stress bed

cargo run -p firequant-stress --bin eodhd_stress -- fetch   # cache under .cache/eodhd/
cargo run -p firequant-stress --bin eodhd_stress -- stress
cargo test -p firequant-stress --test stress_bed_cached

See firequant-stress/README.md.

Quick example (order sim)

use firequant::exec::{
    CostModel, ExecutionModel, ExecBar, Order, OrderSim, OrderType, Side,
};

let exec = ExecutionModel::Simple(CostModel::default());
let mut sim = OrderSim::new(&exec);
// ... step bars, then sim.finish()

Polars

use firequant::polars; // registers expression plugins when linked

License

MIT — upstream QuantWave is MIT; see docs/ATTRIBUTION.md.