Tour the repository

This page is a map of the hello-chelis repository: where each topic lives. The five lessons and Read a larger calculation teach the calls themselves. Nearly every module under src/ has a test of the same name under tests/ with fixed inputs and expected values. To run any module, follow the setup on the capstones page and call its exported functions from a file in the checkout's root.

Language fundamentals

src/basics/ has one small module per feature:

Module	What it shows
hellotensor	Dimensions in the type, and no implicit broadcasting.
pipeandmatch	An algebraic data type, an exhaustive match, and the |> pipe.
modulesandimports	Selective and glob imports.
dimpoly	Functions polymorphic over dimensions.
precisioncast	Explicit cast between precisions.
effectsrandom	Explicit random keys, deterministic replay, and split_key.
linearity	Owned tensors, &tensor borrows, and copy.
gradbasic	grad(f, wrt=w).
vmap	Lifting a per-example function over a batch.
jitrealize	realize beside an eager baseline.
macrobasic	A macro that expands to typed Deep.

Standard library

src/std/ covers elementwise math, normalization, axis reductions, exact Decimal arithmetic, dates, collections and iteration, and effect-typed file I/O. The runtime and standard library reference teaches these calls, with signatures, argument domains and failure behavior.

Packages

src/coral/ uses Coral: typed columns, group_by, joins, rolling windows, reshape, and CSV and JSON I/O. The Coral docs teach each of these calls.

src/nautilus/ calls Nautilus: special functions, distributions, linear algebra, ODE and SDE solvers, optimization, hypothesis tests and curve fitting. The Nautilus docs give their signatures and worked calls.

Capstones

Beside the three modules on Read a larger calculation, src/capstone/ has three calculations built on Shoals, the Chelis library for quantitative finance (curves, option pricing and risk):

• yieldcurve bootstraps a zero curve from par yields, prices a bond on it, and computes DV01 and key-rate risk.
• americanput prices one American put three ways: a binomial tree, a Crank-Nicolson grid, and Barone-Adesi-Whaley solved with a Nautilus root finder.
• varbacktest computes historical and parametric VaR and CVaR, and runs Kupiec and Christoffersen backtests of a rolling and an EWMA model.

The Shoals docs teach the curve, pricing and risk calls these modules use.

Compiled programs

verify/ holds standalone programs that chelis build compiles to native code, links against the Chelis runtime, and runs.