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Contributing

Contributions are expected to preserve numerical correctness, reproducibility, and benchmark discipline.

Engineering Standards

  • Keep APIs explicit and avoid hidden mutable global state.
  • Document assumptions around data ordering, timestamps, and units.
  • Prefer deterministic tests over stochastic-only assertions.

Required Checks

cargo fmt -- --check
cargo clippy --all-targets --all-features -- -D warnings
cargo test --workspace --lib --tests --all-features -- --skip test_sadf_test
cargo test -p openquant --test structural_breaks test_sadf_test -- --ignored

Performance Change Policy

  1. Run benchmark suites for performance-sensitive changes.
  2. Attach benchmark comparison summary in the PR.
  3. Update baseline only for intentional and justified performance shifts.

Documentation Standards

  • Update docs when APIs, behavior, or release workflows change.
  • Keep examples realistic for quant workflows and include assumptions.
  • Avoid ambiguous terms such as "fast" without measured context.

Useful Paths

  • crates/openquant/src/: library source
  • crates/openquant/tests/: behavior and regression tests
  • benchmarks/: baseline/latest benchmark snapshots
  • docs-site/: Astro docs site