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.
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:
- Treat Numba as the reference.
- Implement the Rust kernel with the same argument order and return shape.
- Register the PyO3 function in the Rust submodule and wire new submodules in
src/lib.rs. - Add or update the dispatch wrapper.
- Add parity, fallback, explicit-error, and layout-sensitive tests.
- 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.
1 maintainer
Release files for vectorbt-rust 1.1.1
For a detailed explanation of source distributions (sdists) and built distributions (wheels), please see the package formats documentation.
Source distribution (sdist)
| File | Size | Uploaded | |
|---|---|---|---|
| vectorbt_rust-1.1.1.tar.gz | 74.9 kB | Details |
Built distributions (wheels)
Total release size: 17.5 MB
Release files / vectorbt_rust-1.1.1.tar.gz
| Download URL | vectorbt_rust-1.1.1.tar.gz |
|---|---|
| Size | 74.9 kB |
| Tags | Source |
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