Cargo.toml

[package]
name = "cutup"
version = "0.3.6"
edition = "2024"
authors = ["Jason R. Stevens, CFA <jason@thinkjrs.dev>"]
license = "MIT"
description = "Portfolio allocation in Rust: minimum variance, mean-variance, max Sharpe, max diversification, risk parity, HRP, HERC and minimum CVaR, with Black-Litterman expected returns and equal-weight, inverse-volatility and inverse-variance baselines."
repository = "https://github.com/thinkjrs/cutup"
homepage = "https://github.com/thinkjrs/cutup"
documentation = "https://docs.rs/cutup"
readme = "README.md"
keywords = ["portfolio", "allocation", "optimization", "finance", "quant"]
categories = ["finance", "mathematics", "science"]
include = ["/src/**/*", "/Cargo.toml", "/README.md", "/CHANGELOG.md", "/LICENSE"]
rust-version = "1.85.0"

[badges]
maintenance = { status = "actively-developed" }

[dependencies]
nalgebra = "0.33.2"

[features]
# Constructors that take nalgebra's `DMatrix`, and `DVector` conversions for `Weights`.
nalgebra = []

[package.metadata.docs.rs]
all-features = true
rustdoc-args = ["--cfg", "docsrs"]

[dev-dependencies]
serde_json = { version = "1.0.154", features = ["float_roundtrip"] }

# proptest needs other features and a getrandom backend to build for wasm, so the property
# tests run natively. The benchmarks run natively too. criterion 0.8 needs Rust 1.86, above
# the MSRV, and without its default features it leaves out plotters and rayon.
[target.'cfg(not(target_arch = "wasm32"))'.dev-dependencies]
criterion = { version = "0.7", default-features = false, features = ["cargo_bench_support"] }
proptest = "1"

[target.'cfg(target_arch = "wasm32")'.dev-dependencies]
wasm-bindgen-test = "0.3"

[[bench]]
name = "allocate"
harness = false