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chore: release v0.0.43 #172

Merged
merged 1 commit into from
Feb 1, 2024
Merged

chore: release v0.0.43 #172

merged 1 commit into from
Feb 1, 2024

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@github-actions github-actions bot commented Jan 5, 2024

🤖 New release

  • RustQuant: 0.0.42 -> 0.0.43 (⚠️ API breaking changes)

⚠️ RustQuant breaking changes

--- failure constructible_struct_adds_field: externally-constructible struct adds field ---

Description:
A pub struct constructible with a struct literal has a new pub field. Existing struct literals must be updated to include the new field.
        ref: https://doc.rust-lang.org/reference/expressions/struct-expr.html
       impl: https://github.com/obi1kenobi/cargo-semver-checks/tree/v0.24.2/src/lints/constructible_struct_adds_field.ron

Failed in:
  field FractionalOrnsteinUhlenbeck.method in /tmp/.tmp0Hazbr/RustQuant/src/stochastics/fractional_ornstein_uhlenbeck.rs:34
  field FractionalOrnsteinUhlenbeck.method in /tmp/.tmp0Hazbr/RustQuant/src/stochastics/fractional_ornstein_uhlenbeck.rs:34
  field FractionalBrownianMotion.method in /tmp/.tmp0Hazbr/RustQuant/src/stochastics/fractional_brownian_motion.rs:37
  field FractionalBrownianMotion.method in /tmp/.tmp0Hazbr/RustQuant/src/stochastics/fractional_brownian_motion.rs:37

--- failure method_parameter_count_changed: pub method parameter count changed ---

Description:
A publicly-visible method now takes a different number of parameters.
        ref: https://doc.rust-lang.org/cargo/reference/semver.html#fn-change-arity
       impl: https://github.com/obi1kenobi/cargo-semver-checks/tree/v0.24.2/src/lints/method_parameter_count_changed.ron

Failed in:
  RustQuant::stochastics::FractionalOrnsteinUhlenbeck::new now takes 5 parameters instead of 4, in /tmp/.tmp0Hazbr/RustQuant/src/stochastics/fractional_ornstein_uhlenbeck.rs:39
  RustQuant::stochastics::fractional_ornstein_uhlenbeck::FractionalOrnsteinUhlenbeck::new now takes 5 parameters instead of 4, in /tmp/.tmp0Hazbr/RustQuant/src/stochastics/fractional_ornstein_uhlenbeck.rs:39
  RustQuant::stochastics::FractionalBrownianMotion::new now takes 2 parameters instead of 1, in /tmp/.tmp0Hazbr/RustQuant/src/stochastics/fractional_brownian_motion.rs:53
  RustQuant::stochastics::fractional_brownian_motion::FractionalBrownianMotion::new now takes 2 parameters instead of 1, in /tmp/.tmp0Hazbr/RustQuant/src/stochastics/fractional_brownian_motion.rs:53

--- failure module_missing: pub module removed or renamed ---

Description:
A publicly-visible module cannot be imported by its prior path. A `pub use` may have been removed, or the module may have been renamed, removed, or made non-public.
        ref: https://doc.rust-lang.org/cargo/reference/semver.html#item-remove
       impl: https://github.com/obi1kenobi/cargo-semver-checks/tree/v0.24.2/src/lints/module_missing.ron

Failed in:
  {mod RustQuant::instruments::american, previously in file /tmp/.tmpWib9dx/RustQuant/src/instruments/options/american.rs:20
  {mod RustQuant::instruments::options::american, previously in file /tmp/.tmpWib9dx/RustQuant/src/instruments/options/american.rs:20
Changelog

0.0.43 - 2024-01-31

Added

  • improve fft fbm generator

Fixed

  • fix naming THRESHOLD
  • fix Gaussian cdf test, values as sympy and mpmath fix
  • missing docs
  • build error
  • resolve timedependent issues

Other

  • Slight re-factor of IV module.
  • Merge pull request #174 from lukaskiss222/feature/implied_volatility
  • separators
  • remove neg before comparator + new test case
  • solve most clippy issues
  • errorfunctions erfc for cdf
  • small fixes
  • must use
  • apply clippy
  • remove dbg
  • Add middle box test
  • documentation fix
  • documentation
  • extreme case precision 1e-13
  • ITM + extreme case price ~ 1e-19
  • OTM passed
  • sync merton jump
  • Merge pull request #171 from lukaskiss222/fix-inverse-gaussian-cdf
  • Merge pull request #146 from dancixx/main
  • Merge remote-tracking branch 'upstream'


This PR was generated with release-plz.

@github-actions github-actions bot force-pushed the release-plz-2024-01-05T10-37-01Z branch 3 times, most recently from 8b30564 to 864b683 Compare January 10, 2024 04:49
@github-actions github-actions bot force-pushed the release-plz-2024-01-05T10-37-01Z branch from 864b683 to 3314282 Compare January 15, 2024 11:48
@github-actions github-actions bot force-pushed the release-plz-2024-01-05T10-37-01Z branch from 3314282 to 9a08bb8 Compare January 31, 2024 06:33
Signed-off-by: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
@github-actions github-actions bot force-pushed the release-plz-2024-01-05T10-37-01Z branch from 9a08bb8 to e9fae73 Compare January 31, 2024 23:09
@avhz avhz merged commit 5edb299 into main Feb 1, 2024
@avhz avhz deleted the release-plz-2024-01-05T10-37-01Z branch February 1, 2024 04:30
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