vectorbt-rust 1.1.0

Rust-accelerated kernels for vectorbt

vectorbt Rust Engine

Optional Rust acceleration engine for vectorbt. Provides high-performance drop-in replacements for vectorbt's Numba kernels, dispatched transparently via engine="rust" or the global engine setting.

[!NOTE] Most users should not import vectorbt_rust directly. Prefer vectorbt's public APIs and pass engine="rust" or set the global engine.

Installation

Install the Rust extension together with vectorbt:

pip install "vectorbt[rust]"

Or install the Rust extension package directly:

pip install vectorbt-rust

vectorbt-rust must be version-compatible with vectorbt. The engine resolver compares the major/minor version prefix and treats mismatches as unavailable.

Building from source

From the repository root:

python -m pip install -U pip maturin
python -m pip install -e ".[test]"
python -m maturin develop --manifest-path rust/Cargo.toml --release

You can also build from inside this directory:

cd rust
python -m maturin develop --release

The release profile enables LTO, one codegen unit, opt-level = 3, and symbol stripping. Use release builds for benchmarks; debug builds are not representative.

Usage

The shared resolver lives in vectorbt/_engine.py.

Per call:

import vectorbt as vbt

out = vbt.MA.run(close, window=20, engine="rust")

Globally:

import vectorbt as vbt

vbt.settings["engine"] = "rust"

Supported engine values:

• auto: Use Rust when it is installed, version-compatible, and the specific call is supported; otherwise fall back to Numba.
• numba: Force the Numba implementation.
• rust: Force Rust and raise an actionable error if Rust is unavailable or the call is unsupported.

Randomized functions are special: auto keeps using Numba to preserve legacy NumPy/Numba random streams. Use engine="rust" explicitly when you want the Rust random implementation.

Compatibility

The current Rust engine targets NumPy arrays and deterministic, array-oriented kernels. Some public Python APIs still intentionally resolve to Numba when Rust cannot preserve behavior, such as callback-accepting functions or unsupported input combinations.

Testing

Run the engine-focused tests from the repository root:

pytest tests/test_engine.py

Run the full test suite:

pytest

Tests that require Rust are skipped when vectorbt-rust is not installed or not version-compatible. To force those paths locally, install the extension with maturin develop first.

Benchmarks

The benchmark scripts live in benchmarks.

Generate markdown benchmark matrices:

python benchmarks/bench_matrix.py

Use release builds for any benchmark numbers you intend to publish.

New kernels

New Rust kernels should follow this process:

1. Treat Numba as the reference.
2. Implement the Rust kernel with the same argument order and return shape.
3. Register the PyO3 function in the Rust submodule and wire new submodules in src/lib.rs.
4. Add or update the dispatch wrapper.
5. Add parity, fallback, explicit-error, and layout-sensitive tests.
6. Add benchmark cases once parity is stable.

Keep changes narrow and mechanical. Do not import Rust from nb.py, and do not make public callers import vectorbt_rust directly.