lmorais-dev / qmachina

QMachina is a Rust library with useful machine learning and technical analysis tools.

QMachina

Introduction

Welcome to QMachina, a comprehensive collection of tools designed for developers venturing into the world of machine learning.

This project includes a variety of functionalities such as activation functions, loss functions, technical analysis indicators, and other useful tools tailored to assist in the exploration and implementation of machine learning techniques in quantitative finance.

Features

• Activation Functions: Implementations of various activation functions like Sigmoid, ReLU, and Tanh, essential for building neural networks.
• Loss Functions: A set of loss functions including MSE (Mean Squared Error), Cross-Entropy, and others, enabling effective model training and evaluation.
• Technical Analysis Indicators: Tools for technical analysis in finance, including moving averages, RSI (Relative Strength Index), and Bollinger Bands.
• Additional utilities and tools relevant to quant developers interested in machine learning.

Getting Started

Installation

To install QMachina, run the following command:

cargo install qmachina

Simple as that 😁

Documentation

For detailed documentation, visit docs.rs.

License

This project is licensed under the LGPL-3.0-only license. See the LICENSE.md file for details.

qmachina's Issues

Improve Activation module documentation

Some activation functions needs better documentation to make it uniform with their siblings.

• ELU
• Leaky ReLU
• Parametric ReLU
• Step
• Swish
• Tanh

All of these need to be update to follow a template similar to:

• ReLU
• Sigmoid
• Softmax

Fix code scanning alert - manual !RangeInclusive::contains implementation

Tracking issue for:

• https://github.com/lmorais-dev/qmachina/security/code-scanning/1
• https://github.com/lmorais-dev/qmachina/security/code-scanning/2

v0.3.0 - Technical Analysis Update

The goal of this version is to implement some common technical analysis indicators such as Moving Avereages, Relative Strength Index and more.