fix: pyo3 test/example errors on MacOS

avhz · avhz · commit 1f9e8a25eb99 · 2025-09-02T00:27:17.000+02:00
diff --git a/Cargo.toml b/Cargo.toml
@@ -68,6 +68,7 @@ rustdoc-args = ["--html-in-header", "katex.html", "--cfg", "docsrs"]
 RustQuant_autodiff = { version = "0.4.0", path = "crates/RustQuant_autodiff" }
 RustQuant_cashflows = { version = "0.4.0", path = "crates/RustQuant_cashflows" }
 RustQuant_data = { version = "0.4.0", path = "crates/RustQuant_data" }
+RustQuant_enums = { version = "0.4.0", path = "crates/RustQuant_enums" }
 RustQuant_error = { version = "0.4.0", path = "crates/RustQuant_error" }
 RustQuant_instruments = { version = "0.4.0", path = "crates/RustQuant_instruments" }
 RustQuant_iso = { version = "0.4.0", path = "crates/RustQuant_iso" }
@@ -116,17 +117,4 @@ polars = { version = "0.44.0", features = ["docs-selection"] }
 serde = { version = "1.0.213", features = ["derive"] }
 
 # https://docs.rs/crate/pyo3/latest
-pyo3 = {version = "0.26.0", features = ["extension-module", "time"]}
-
-## ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
-## PYTHON BINDINGS
-## ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
-
-# [lib]
-# name = "RustQuant"
-# crate-type = ["cdylib"]
-
-# [dependencies.pyo3]
-# version = "0.22.0"
-# features = ["extension-module"]
-# features = ["abi3-py37", "extension-module"]
+pyo3 = {version = "0.26.0", features = ["time"]   }
diff --git a/bindings/Cargo.toml b/bindings/Cargo.toml
@@ -3,13 +3,12 @@ name = "RustQuant_pyo3"
 version = "0.1.0"
 edition = "2021"
 
-# See more keys and their definitions at https://doc.rust-lang.org/cargo/reference/manifest.html
 [lib]
 name = "RustQuant"
 crate-type = ["cdylib"]
 path = "rust/lib.rs"
 
 [dependencies]
 RustQuant = {path = "../crates/RustQuant"}
-pyo3 = {workspace = true}
-time = { workspace = true }
+pyo3 = { workspace = true }
+time = { workspace = true }
diff --git a/bindings/pyproject.toml b/bindings/pyproject.toml
@@ -4,13 +4,14 @@ build-backend = "maturin"
 
 [project]
 name = "RustQuant"
+dynamic = ["version"]
 requires-python = ">=3.8"
 classifiers = [
     "Programming Language :: Rust",
     "Programming Language :: Python :: Implementation :: CPython",
     "Programming Language :: Python :: Implementation :: PyPy",
 ]
-dynamic = ["version"]
+
 [tool.maturin]
-features = ["pyo3/extension-module"]
 python-source = "python"
+features = ["pyo3/extension-module"]
diff --git a/bindings/testing.py b/bindings/testing.py
@@ -1,21 +1,16 @@
 from pprint import pprint as print
 from datetime import date
+
 from RustQuant.data import (
-    SpotCurve,
-    PyCurve,
+    Curve,
     CurveType,
     InterpolationMethod,
 )
 from RustQuant.time import (
     Calendar,
     Market,
 )
-import RustQuant.data
-import RustQuant
 
-RustQuant.data.SpotCurve.new()
-RustQuant.__dir__()
-RustQuant.data.__dir__()
 
 dates = [
     date(2026, 1, 1),
@@ -32,7 +27,7 @@
     0.013,
 ]
 
-crv = PyCurve(dates, rates, CurveType.Spot, InterpolationMethod.Linear)
+crv = Curve(dates, rates, CurveType.Spot, InterpolationMethod.Linear)
 print(crv.get_rate(date(2026, 6, 1)))
 
 
@@ -44,14 +39,6 @@
     date(2026, 6, 5),
 ]
 
-curve = SpotCurve(dates, rates)
-print(curve.__dir__())
-
-curve.plot()
-curve.get_rates(new_dates)
-
-curve.fit()
-
 cal = Calendar(Market.Australia)
 print(cal.__dir__())
 cal.market()
diff --git a/crates/RustQuant/Cargo.toml b/crates/RustQuant/Cargo.toml
@@ -7,10 +7,6 @@
 ##      - LICENSE-MIT.md
 ## ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
 
-## ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
-## GENERAL CONFIGURATION
-## ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
-
 [package]
 name = "RustQuant"
 
@@ -35,12 +31,14 @@ workspace = true
 RustQuant_autodiff = { workspace = true }
 RustQuant_cashflows = { workspace = true }
 RustQuant_data = { workspace = true }
+RustQuant_enums = { workspace = true }
 RustQuant_error = { workspace = true }
 RustQuant_instruments = { workspace = true }
 RustQuant_iso = { workspace = true }
 RustQuant_math = { workspace = true }
 RustQuant_ml = { workspace = true }
 RustQuant_portfolios = { workspace = true }
+RustQuant_pricing = { workspace = true }
 RustQuant_stochastics = { workspace = true }
 RustQuant_time = { workspace = true }
 RustQuant_trading = { workspace = true }
diff --git a/crates/RustQuant_data/Cargo.toml b/crates/RustQuant_data/Cargo.toml
@@ -30,7 +30,8 @@ time = { workspace = true }
 plotly = { workspace = true }
 argmin = { workspace = true }
 argmin-math = { workspace = true }
-pyo3 = {workspace=true}
+pyo3 = { workspace = true }
+
 
 ## ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
 ## RUSTDOC CONFIGURATION
diff --git a/crates/RustQuant_data/src/curves.rs b/crates/RustQuant_data/src/curves.rs
@@ -179,11 +179,31 @@ impl Curve {
         }
     }
 
+    /// Get a rate, and simultaneously add it to the nodes.
+    pub fn get_rate_and_insert(&mut self, date: Date) -> Option<f64> {
+        match self.nodes.get(&date) {
+            Some(rate) => Some(*rate),
+            None => {
+                let rate = self.interpolator.interpolate(date).ok()?;
+                self.nodes.insert(date, rate);
+                Some(rate)
+            }
+        }
+    }
+
     /// Get multiple rates from the curve.
     pub fn get_rates(&self, dates: Vec<Date>) -> Vec<Option<f64>> {
         dates.iter().map(|date| self.get_rate(*date)).collect()
     }
 
+    /// Get multiple rates from the curve, and simultaneously add them to the nodes.
+    pub fn get_rates_and_insert(&mut self, dates: Vec<Date>) -> Vec<Option<f64>> {
+        dates
+            .iter()
+            .map(|date| self.get_rate_and_insert(*date))
+            .collect()
+    }
+
     /// Set a rate in the curve.
     pub fn set_rate(&mut self, date: Date, rate: f64) {
         self.nodes.insert(date, rate);
diff --git a/crates/RustQuant_enums/Cargo.toml b/crates/RustQuant_enums/Cargo.toml
@@ -0,0 +1,17 @@
+[package]
+name = "RustQuant_enums"
+authors.workspace = true
+description.workspace = true
+version.workspace = true
+edition.workspace = true
+readme.workspace = true
+repository.workspace = true
+keywords.workspace = true
+categories.workspace = true
+license.workspace = true
+metadata.workspace = true
+
+[dependencies]
+
+[lints]
+workspace = true
diff --git a/crates/RustQuant_enums/src/lib.rs b/crates/RustQuant_enums/src/lib.rs
@@ -0,0 +1,4 @@
+//! RustQuant_enums crate.
+//!
+//! This crate is used solely to avoid circular dependencies
+//! between other crates in the RustQuant workspace.
diff --git a/crates/RustQuant_error/Cargo.toml b/crates/RustQuant_error/Cargo.toml
@@ -17,7 +17,8 @@ workspace = true
 [dependencies]
 thiserror = { workspace = true }
 rand_distr = { workspace = true }
-pyo3 = {workspace = true}
+pyo3 = { workspace = true }
+
 
 ## ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
 ## RUSTDOC CONFIGURATION
diff --git a/crates/RustQuant_instruments/src/fx/exchange.rs b/crates/RustQuant_instruments/src/fx/exchange.rs
@@ -67,8 +67,8 @@ impl Exchange {
     ///
     /// # Example
     /// ```
-    /// use RustQuant::instruments::*;
-    /// use RustQuant::iso::*;
+    /// use RustQuant_instruments::*;
+    /// use RustQuant_iso::*;
     ///
     /// let mut exchange = Exchange::new();
     ///
@@ -128,7 +128,7 @@ impl Exchange {
     ///
     /// # Example
     /// ```
-    /// use RustQuant::instruments::*;
+    /// use RustQuant_instruments::*;
     ///
     /// let mut exchange = Exchange::new();
     ///
@@ -174,9 +174,8 @@ impl ExchangeRate {
     ///
     /// # Example
     /// ```
-    /// use RustQuant::instruments::*;
-    /// use RustQuant::utils::assert_approx_equal;
-    ///
+    /// # use RustQuant_instruments::*;
+    /// # use RustQuant_utils::assert_approx_equal;
     /// // Use USD and EUR currency constants from the money module.
     /// let usd = Money::new(USD, 100.0);
     /// let eur_usd = ExchangeRate::new(USD, EUR, 0.9186955);  // 1 USD = 0.9186955 EUR
diff --git a/crates/RustQuant_pricing/Cargo.toml b/crates/RustQuant_pricing/Cargo.toml
@@ -0,0 +1,17 @@
+[package]
+name = "RustQuant_pricing"
+authors.workspace = true
+description.workspace = true
+version.workspace = true
+edition.workspace = true
+readme.workspace = true
+repository.workspace = true
+keywords.workspace = true
+categories.workspace = true
+license.workspace = true
+metadata.workspace = true
+
+[dependencies]
+
+[lints]
+workspace = true
diff --git a/crates/RustQuant_pricing/src/lib.rs b/crates/RustQuant_pricing/src/lib.rs
@@ -0,0 +1 @@
+//! RustQuant_pricing crate.
diff --git a/crates/RustQuant_time/Cargo.toml b/crates/RustQuant_time/Cargo.toml
@@ -23,7 +23,7 @@ RustQuant_utils = { workspace = true }
 icu = { workspace = true }
 serde = { workspace = true }
 time = { workspace = true }
-pyo3 = {workspace=true}
+pyo3 = { workspace = true }
 
 ## ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
 ## RUSTDOC CONFIGURATION
diff --git a/examples/Cargo.toml b/examples/Cargo.toml
@@ -22,5 +22,5 @@ nalgebra = { workspace = true }
 rand_distr = { workspace = true }
 statrs = { workspace = true }
 finitediff = { workspace = true }
-# polars = { workspace = true }
-# plotters = { workspace = true }
+pyo3 = { workspace = true }
+
diff --git a/examples/examples/curve.rs b/examples/examples/curve.rs
@@ -1,11 +1,14 @@
+use std::time::Instant;
 use time::macros::date;
-use time::{Date, Duration};
-use RustQuant::data::Curve;
+use time::Duration;
+use RustQuant::data::*;
 
 fn main() {
     // Date	        1 Mo	2 Mo	3 Mo	4 Mo	6 Mo	1 Yr	2 Yr	3 Yr	5 Yr	7 Yr	10 Yr	20 Yr	30 Yr
     // 08/01/2024	5.55	5.46	5.37	5.28	5.08	4.62	4.16	3.96	3.84	3.89	3.99	4.35	4.27
 
+    let start = Instant::now();
+
     let today = date!(2024 - 08 - 01);
 
     let dates = vec![
@@ -28,25 +31,16 @@ fn main() {
         5.55, 5.46, 5.37, 5.28, 5.08, 4.62, 4.16, 3.96, 3.84, 3.89, 3.99, 4.35, 4.27,
     ];
 
-    let mut curve = Curve::<Date>::new_from_slice(&dates, &rates);
-
-    let new_dates = vec![
-        today + Duration::days(45),
-        today + Duration::days(75),
-        today + Duration::days(105),
-        today + Duration::days(150),
-        today + Duration::days(270),
-        today + Duration::days(365 + 180),
-        today + Duration::days(365 * 2 + 180),
-        today + Duration::days(365 * 3 + 365),
-        today + Duration::days(365 * 5 + 365),
-        today + Duration::days(365 * 7 + 365 + 180),
-        today + Duration::days(365 * 15),
-        today + Duration::days(365 * 25),
-        today + Duration::days(365 * 30),
-    ];
+    let mut curve = Curve::new(dates, rates, CurveType::Spot, InterpolationMethod::Linear).unwrap();
+
+    // curve.plot();
+
+    let new_dates = (1..365 * 30)
+        .map(|i| today + Duration::days(i))
+        .collect::<Vec<_>>();
 
-    curve.interpolate_many(&new_dates);
+    curve.get_rates_and_insert(new_dates);
+    // curve.plot();
 
-    curve.plot();
+    println!("Elapsed: {:.2?}", start.elapsed());
 }
diff --git a/examples/examples/curves_discount.rs b/examples/examples/curves_discount.rs
diff --git a/examples/examples/curves_spot.rs b/examples/examples/curves_spot.rs
diff --git a/examples/examples/schedule.rs b/examples/examples/schedule.rs
