atelier-quant — API reference

Skeleton API reference for crate atelier-quant at version 0.0.11.

Preliminary skeleton

Hand-derived from the Phase-1 survey. Run make sdk-api SDK_PATH=../atelier-sdk before cutover to refresh.

Modules

Module	Public items
hawkes	HawkesProcess, Kernel trait, estimate_hawkes_mle, compensator, time_rescaling_residuals
hawkes::estimation	HawkesEstimationConfig, HawkesMleResult
poisson	PoissonProcess
poisson::estimation	PoissonEstimationConfig, estimate_poisson_mle, time_rescaling_residuals
probs	Sampling trait, Uniform, Normal, Poisson, Exponential
arrivals	compute_interarrivals, descriptive_stats, extract_orderbook_timestamps, extract_trade_timestamps
artifact	Model artifact serialization
config	TOML configuration types
forecast	early-stage; documented as such on the conceptual page
errors	Convergence and parameter errors

Quick links to high-traffic items

Item	docs.rs
HawkesProcess	link
Kernel	link
estimate_hawkes_mle	link
time_rescaling_residuals	link
PoissonProcess	link
estimate_poisson_mle	link
compute_interarrivals	link
descriptive_stats	link

Full reference (docs.rs): https://docs.rs/atelier-quant/latest/atelier_quant/