use use_quant::{
    bar, drawdown, factor, market_price, portfolio_weight, price_series, return_, signal_score,
    volatility,
};

let close = market_price::MarketPrice::new(101.25)?;
let simple_return = return_::SimpleReturn::from_prices(100.0, close.value())?;

let ohlcv = bar::OhlcvBar::from_values(
    bar::BarTime::new("2026-05-17")?,
    bar::BarInterval::Day,
    100.0,
    102.0,
    99.5,
    close.value(),
    42_000.0,
)?;

let mut series = price_series::PriceSeries::new();
series.push(price_series::PricePoint::new(market_price::MarketPrice::new(100.0)?));
series.push(price_series::PricePoint::new(close));

let realized = volatility::Volatility::sample_from_returns(&[simple_return.value()])
    .unwrap_or(volatility::Volatility::new(0.0)?);
let drawdown = drawdown::Drawdown::from_peak_current(105.0, close.value())?;
let weight = portfolio_weight::AssetWeight::new("ABC", portfolio_weight::PortfolioWeight::new(0.25)? )?;
let exposure = factor::FactorExposure::new(factor::FactorName::new("momentum")?, 0.7)?;
let signal = signal_score::SignalScore::new(signal_score::SignalName::new("quality-score")?, 1.2)?;

assert_eq!(ohlcv.bar().close().value(), 101.25);
assert_eq!(series.len(), 2);
assert_eq!(realized.value(), 0.0);
assert!(drawdown.value() <= 0.0);
assert_eq!(weight.asset_id(), "ABC");
assert_eq!(exposure.factor().as_str(), "momentum");
assert_eq!(signal.score(), 1.2);
# Ok::<(), Box<dyn std::error::Error>>(())