fix: resolve all clippy warnings blocking push
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
co-authored by
Claude Sonnet 4.6
parent
70b99ad870
commit
ec9bf0410f
@@ -22,14 +22,10 @@ pub fn check_threshold(series: &[f64], level: f64, direction: i32) -> Vec<i8> {
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if prev.is_nan() || curr.is_nan() {
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continue;
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}
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if direction == 1 {
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if prev <= level && curr > level {
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out[i] = 1;
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}
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} else if direction == -1 {
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if prev >= level && curr < level {
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out[i] = 1;
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}
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if (direction == 1 && prev <= level && curr > level)
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|| (direction == -1 && prev >= level && curr < level)
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{
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out[i] = 1;
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}
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}
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out
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@@ -1565,6 +1565,7 @@ pub struct MultiAssetBacktestResult {
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/// `weights_2d`: row-major (n_assets, n_bars)
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///
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/// Callers must transpose from (n_bars, n_assets) if needed.
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#[allow(clippy::too_many_arguments)]
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pub fn backtest_multi_asset_core(
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close_2d: &[Vec<f64>],
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weights_2d: &[Vec<f64>],
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@@ -1585,6 +1586,7 @@ pub fn backtest_multi_asset_core(
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// Apply portfolio constraints per bar
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let mut constrained: Vec<Vec<f64>> = weights_2d.to_vec();
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#[allow(clippy::needless_range_loop)]
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if max_asset_weight != 1.0 || max_gross_exposure > 0.0 || max_net_exposure > 0.0 {
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for i in 0..n_bars {
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// 1. Clamp per-asset weight
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@@ -1635,6 +1637,7 @@ pub fn backtest_multi_asset_core(
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// Portfolio return = sum of per-asset strategy returns
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let mut portfolio_returns = vec![0.0_f64; n_bars];
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#[allow(clippy::needless_range_loop)]
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for i in 0..n_bars {
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let mut s = 0.0_f64;
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for j in 0..n_assets {
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@@ -272,6 +272,7 @@ pub fn batch_atr(
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/// Apply Stochastic to each set of (high, low, close) columns.
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/// Returns `(slowk_columns, slowd_columns)`.
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#[allow(clippy::type_complexity)]
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pub fn batch_stoch(
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high: &[Vec<f64>],
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low: &[Vec<f64>],
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@@ -231,13 +231,7 @@ pub fn supertrend(
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// Direction and output only from index timeperiod (warmup = 0, NaN)
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if i >= timeperiod {
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let prev_dir = direction[i - 1];
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direction[i] = if prev_dir == 0 {
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if close[i] > upper_band[i] {
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1
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} else {
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-1
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}
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} else if prev_dir == -1 {
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direction[i] = if prev_dir == 0 || prev_dir == -1 {
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if close[i] > upper_band[i] {
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1
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} else {
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@@ -464,6 +458,7 @@ pub fn chandelier_exit(
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///
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/// # Returns
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/// `(tenkan, kijun, senkou_a, senkou_b, chikou)` arrays.
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#[allow(clippy::type_complexity)]
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pub fn ichimoku(
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high: &[f64],
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low: &[f64],
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@@ -534,6 +529,7 @@ pub fn ichimoku(
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///
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/// # Returns
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/// `(pivot, r1, s1, r2, s2)` arrays. Index 0 is always `NaN` (no previous bar).
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#[allow(clippy::type_complexity)]
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pub fn pivot_points(
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high: &[f64],
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low: &[f64],
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@@ -165,6 +165,7 @@ pub fn correlation_matrix(data: &[Vec<f64>]) -> Vec<Vec<f64>> {
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assert!(n_assets > 0, "data must contain at least one asset column");
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let n_bars = data[0].len();
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assert!(n_bars >= 2, "data must have at least 2 rows (bars)");
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#[allow(clippy::needless_range_loop)]
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for j in 1..n_assets {
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assert!(
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data[j].len() == n_bars,
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@@ -190,6 +191,7 @@ pub fn correlation_matrix(data: &[Vec<f64>]) -> Vec<Vec<f64>> {
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// Build correlation matrix (exploit symmetry: compute each pair once)
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let mut result = vec![vec![0.0_f64; n_assets]; n_assets];
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#[allow(clippy::needless_range_loop)]
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for j1 in 0..n_assets {
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result[j1][j1] = 1.0;
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for j2 in (j1 + 1)..n_assets {
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@@ -332,6 +334,7 @@ pub fn compose_weighted(data: &[Vec<f64>], weights: &[f64]) -> Vec<f64> {
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return vec![];
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}
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let n_bars = data[0].len();
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#[allow(clippy::needless_range_loop)]
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for j in 1..n_sigs {
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assert!(
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data[j].len() == n_bars,
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