quantzig

A Zig package that aims to transition open source financial analysis software away from exclusively C++ territory. Zig provides the speed necessary for large-scale, nanosecond calculations that are necessary for real time quantitative analysis, while still providing far more safety, consistency, and simplicitly compared to C++. Additionally, using the export keyword, we are able to expose the library to the C ABI, so that it can be utilized by nearly every programming language.

Please keep in mind that this library is currently very much a work in progress. QuantLib, the inspiration and source for large parts of the logic for quantzig, is a massive library with hundreds of contributers that has been developed and improved over many years. It is also, like most C++ libraries, written in a strictly OOP manner that is neither feasible nor useful for a Zig library. This library will be missing features, documentation, and testing for the forseeable future.

Getting started

Linking quantzig to your project

This is an example build.zig that will link the quantzig library to your project.

const std = @import("std");
const qz = @import("quantzig.zig"); // Import the Sdk at build time

pub fn build(b: *std.Build.Builder) !void {
    // Determine compilation target
    const target = b.standardTargetOptions(.{});

    // Create a new instance of the SDL2 Sdk
    const sdk = Sdk.init(b, null);

    // Create executable for our example
    const myProject = b.addExecutable(.{
        .name = "my-project",
        .root_source_file = .{ .path = "project-using-quantzig.zig" },
        .target = target,
    });
    qz.link(myProject, .static); // link quantzig as a static library
    //We may in the future extend to become a dynamic library, but it is unlikely to be useful. The chances of more than one or 
    //maybe two programs using quantzig on the same device seems slim to none.

    // Add "quantzig" package that exposes the api
    myProject.root_module.addImport("quantzig", qz.getNativeModule());

    // Install the executable into the prefix when invoking "zig build"
    b.installArtifact(myProject);
}

Roadmap

Implement key underlying functions from QuantLib ❌
- rounding/precision ✅
- datetime ❌
- currency ❌
- math ❌ ...
Implement financial instruments and pricing engines (in a non-OOP way) ❌

imclaren01/quantzig

quantzig

Getting started

Linking quantzig to your project

Roadmap