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Description
Project URL
https://pypi.org/project/open-source-risk-engine/
Does this project already exist?
- Yes
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50
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Which indexes
PyPI
About the project
ORE is an open-source library for financial quantitative analysts and developers. It builds and expands upon the QuantLib library, generating four additional layers. ORE was initially released in 2016, primarily as a C++ library generating an executable. In 2023, we've extended the project to build and generate python wrappers/bindings so that users can access ORE capabilities via python.
Currently, the python wrappers do not cover the entirety of the ORE library, we slowly expand those bindings as needed. Thus, we do anticipate increases in wheel sizes, but it would be a very, very gradual and slow process and unlikely to be noticeable for a long time. Additionally, as we hope to increase the frequency of our releases (to become quarterly), we hope to increase the project size.
How large is each release?
Our last release included:
13 MacOS Wheels (x86 and ARM64) - supporting CPython 3.8-3.13 - Each Wheel ~52 MB
11 Windows AMD64 - supporting CPython 3.8-3.13 and PyPy 3.7-3.10 - Each Wheel ~38 MB
7 Linux Wheels (many_linux x86_64) - supporting CPython 3.7-3.10 ~64 MB
We've stopped building and releasing Linux PyPy wheels and anticipate stopping releases for Windows as well. Previously we've supported Windows x86 Wheels as well, but we've stopped releasing those wheels. We will likely stop supporting CPython 3.7 as well. We had also briefly supported musl linux but we do not anticipate returning to that.
We would like to potentially also include source distributions due to requests to support conda installations and to allow those with other platforms that we do not have wheels released for build the wheels.
ORE does require boost to build. We do build our wheels with eigen and zlib support as well, though we are making modifications to not need to build the wheels with either of those libraries.
How frequently do you make a release?
Our plan is to release quarterly, with minimal patch fixes as needed. Currently our releases have been slower, but we anticipate more frequent releases.
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