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v0.1.0 — native C++23 analytics, bilingual docs

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@cloudQuant cloudQuant released this 26 Oct 14:11
v0.1.0
1bd902d

First tagged release of the native C++23 analytics library and its bilingual documentation.

Highlights

  • Native C++23 API over a local DataFrame: metrics, ratios and drawdowns; risk (historical, EVT and GARCH VaR/ES with backtests and walk-forward validation); portfolio accounting; factor research; attribution; optimization; reporting to HTML/XLSX/PDF/Plotly/Bokeh/axes; runtime catalog; simulation.
  • 1092 C++ tests, including oracle comparisons, consumer build checks and comment-only gates.
  • Documented failure model: structural errors throw, undefined statistics return NaN, and fits report a status instead of a plausible-looking number.
  • Bilingual documentation site (English and Simplified Chinese) with an in-page language switch, dark mode, search, a tutorial, a cookbook, task guides and a generated API reference covering every public symbol.
  • Published from this commit to GitHub Pages (English and Chinese) and Read the Docs (one project, English).
  • Paired benchmark harness; the Alpha003 500-file development batch measured 41.20x over the pinned Python reference. Scope, host and caveats are in docs/iterations/iteration-9-performance-30x-100x/closeout.md.

Install

git clone https://github.com/cloudQuant/fincore_cpp.git
cd fincore_cpp
git submodule update --init --recursive
cmake -S . -B build -DCMAKE_BUILD_TYPE=Release
cmake --build build --parallel
ctest --test-dir build --output-on-failure
find_package(fincore CONFIG REQUIRED COMPONENTS fincore)
target_link_libraries(my_target PRIVATE fincore::fincore)

Documentation

Compatibility

  • C++23 with CMake 3.25+; MSVC 19.4+, Clang 17+ or GCC 13+.
  • CI is green for this tag on Windows, macOS and Ubuntu.
  • 0.x makes no API or ABI stability promise yet; what is stable is listed in docs/site/releases.md.

Full change list: compare against the previous state of master, or read the iteration records under docs/iterations/.

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