[package]
name = "event_backtest_engine"
version = "0.1.0"
edition = "2021"
authors = ["Your Name <you@example.com>"]
description = "High-impact economic & corporate earnings data collector for short-event backtesting (overnight/weekend gaps)"
license = "MIT OR Apache-2.0"
repository = "https://github.com/yourname/event_backtest_engine"
keywords = ["finance", "earnings", "economic-calendar", "backtesting", "quant"]
categories = ["finance", "data-structures", "asynchronous"]

# ===================================================================
# Dependencies
# ===================================================================
[dependencies]
# Async runtime
tokio = { version = "1.38", features = ["full"] }

# Web scraping & HTTP
reqwest = { version = "0.12", features = ["json", "gzip", "brotli", "deflate", "blocking"] }
scraper = "0.19"                    # HTML parsing for Yahoo earnings pages
fantoccini = { version = "0.20", features = ["rustls-tls"] }  # Headless Chrome for finanzen.net
yfinance-rs = "0.7.2"

# Serialization
serde = { version = "1.0", features = ["derive"] }
serde_json = "1.0"
csv = "1.3"
zip = "6.0.0"
flate2 = "1.1.5"

# Date & time
chrono = { version = "0.4", features = ["serde"] }

# Error handling
anyhow = "1.0"

# Logging (optional but recommended)
tracing = "0.1"
tracing-subscriber = { version = "0.3", features = ["fmt", "env-filter"] }

# Parallel processing (for batch tickers)
futures = "0.3"
rayon = "1.10"  # optional: for parallel price downloads