Merge pull request #229 from joaquinbejar/fix/remove_warnings

Fix/remove warnings

.gitignore

@@ -29,7 +29,7 @@ Cargo.lock
 **/._.DS_Store
 .vscode/*
 .vscode
-
+.idea
 ## PYTHON
 .venv/
 .env/

examples/logistic_regression.rs

@@ -5,7 +5,7 @@
 // Run: cargo run --release --example logistic_regression
 
 use nalgebra::{DMatrix, DVector};
-use time::Instant;
+use std::time::Instant;
 use RustQuant::ml::*;
 
 fn main() {

examples/option_pricing.rs

@@ -1,7 +1,7 @@
 use time::macros::date;
 use RustQuant::instruments::options::*;
 
-fn main() -> Result<(), Box<dyn std::error::Error>>{
+fn main() -> Result<(), Box<dyn std::error::Error>> {
     let option = BlackScholesMertonBuilder::default()
         .underlying_price(100.0)
         .strike_price(100.0)
@@ -11,7 +11,7 @@ fn main() -> Result<(), Box<dyn std::error::Error>>{
         .expiration_date(date!(2024 - 12 - 31))
         .option_type(TypeFlag::Call)
         .build()?;
-        
+
     // Print the option price and greeks.
     // There are more greeks available, but these are the most common.
     println!("Call price = \t {}", option.price());

src/data/curves/term_structure.rs

@@ -12,12 +12,6 @@ use std::collections::BTreeMap;
 use std::fmt::Display;
 use time::Date;
 
-/// Surface data.
-pub struct Surface {
-    /// Nodes of the surface.
-    pub nodes: BTreeMap<f64, TermStructure>,
-}
-
 /// Term structure data.
 pub struct TermStructure {
     /// Nodes of the term structure.

src/data/surfaces/mod.rs

@@ -11,6 +11,8 @@
 // STRUCTS, ENUMS, AND TRAITS
 // ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
 
+mod surface;
+
 use super::Curve;
 use num::Float;
 use std::collections::BTreeMap;

src/data/surfaces/surface.rs

@@ -0,0 +1,71 @@
+use crate::data::TermStructure;
+use std::collections::BTreeMap;
+
+/// Surface data.
+#[allow(dead_code)] // never used
+pub struct Surface {
+    /// Nodes of the surface.
+    pub nodes: BTreeMap<u64, TermStructure>,
+}
+
+#[allow(dead_code)]
+impl Surface {
+    /// Create a new surface.
+    pub fn new() -> Self {
+        Self {
+            nodes: BTreeMap::new(),
+        }
+    }
+
+    /// Add a term structure node to the surface.
+    pub fn add_node(&mut self, time: u64, term_structure: TermStructure) {
+        self.nodes.insert(time, term_structure);
+    }
+
+    /// Get a term structure for a specific time.
+    pub fn get_term_structure(&self, time: u64) -> Option<&TermStructure> {
+        self.nodes.get(&time)
+    }
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+    use time::{Date, Month};
+
+    #[test]
+    fn test_surface_creation() {
+        let dates = vec![
+            Date::from_calendar_date(2023, Month::January, 1).unwrap(),
+            Date::from_calendar_date(2023, Month::February, 1).unwrap(),
+            Date::from_calendar_date(2023, Month::March, 1).unwrap(),
+        ];
+        let rates = [0.05, 0.06, 0.07];
+
+        let term_structure = TermStructure::new(&dates, &rates);
+
+        let mut surface = Surface::new();
+        surface.add_node(1, term_structure);
+
+        assert_eq!(surface.nodes.len(), 1);
+        assert!(surface.get_term_structure(1).is_some());
+
+        let ts = surface.get_term_structure(1).unwrap();
+        assert_eq!(ts.nodes.len(), 3);
+        assert_eq!(
+            ts.nodes
+                .get(&Date::from_calendar_date(2023, Month::January, 1).unwrap()),
+            Some(&0.05)
+        );
+        assert_eq!(
+            ts.nodes
+                .get(&Date::from_calendar_date(2023, Month::February, 1).unwrap()),
+            Some(&0.06)
+        );
+        assert_eq!(
+            ts.nodes
+                .get(&Date::from_calendar_date(2023, Month::March, 1).unwrap()),
+            Some(&0.07)
+        );
+    }
+}

src/instruments/options/bachelier.rs

@@ -170,7 +170,7 @@ impl ModifiedBachelier {
 #[cfg(test)]
 mod tests_bachelier {
     use super::*;
-    use crate::{assert_approx_equal, RUSTQUANT_EPSILON};
+    use crate::assert_approx_equal;
     use time::Duration;
 
     #[test]

src/instruments/options/forward_start.rs

@@ -102,7 +102,7 @@ impl ForwardStartOption {
 #[cfg(test)]
 mod tests_forward_start {
     use super::*;
-    use crate::{assert_approx_equal, RUSTQUANT_EPSILON};
+    use crate::assert_approx_equal;
 
     #[test]
     fn TEST_forward_start_option() {

src/instruments/options/option.rs

@@ -108,6 +108,7 @@ impl OptionParameters {
     }
 }
 
+#[allow(dead_code)]
 trait Payoff<U, S> {
     fn payoff(&self, underlying: U, strike: S) -> f64;
 }

src/math/optimization/gradient_descent.rs

@@ -73,7 +73,8 @@
 //! $$
 
 use crate::autodiff::{variables::variable::Variable, Accumulate, Gradient, Graph};
-use time::{Duration, Instant};
+use std::time::{Duration, Instant};
+
 // use ::log::{info, max_level, warn, Level};
 
 /// Gradient descent optimizer.

src/math/rootfinding/rootfinder.rs

@@ -141,7 +141,7 @@ impl RootfinderData {
 
         diff <= tolerance * f64::abs(x) && diff <= tolerance * f64::abs(y)
     }
-
+    #[allow(dead_code)]
     pub(crate) fn close_enough(x: f64, y: f64) -> bool {
         if x == y {
             return true;