fix: resolve all clippy warnings blocking push

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
Pratik Bhadane
2026-04-01 20:16:25 +05:30
parent 70b99ad870
commit ec9bf0410f
7 changed files with 33 additions and 29 deletions
+10 -11
View File
@@ -147,8 +147,7 @@ pub fn sma_crossover_signals<'py>(
validation::validate_timeperiod(fast, "fast", 1)?;
validation::validate_timeperiod(slow, "slow", 1)?;
let prices = close.as_slice()?;
let out =
core_bt::sma_crossover_signals(prices, fast, slow).map_err(|e| PyValueError::new_err(e))?;
let out = core_bt::sma_crossover_signals(prices, fast, slow).map_err(PyValueError::new_err)?;
Ok(out.into_pyarray(py))
}
@@ -166,7 +165,7 @@ pub fn macd_crossover_signals<'py>(
validation::validate_timeperiod(signalperiod, "signalperiod", 1)?;
let prices = close.as_slice()?;
let out = core_bt::macd_crossover_signals(prices, fastperiod, slowperiod, signalperiod)
.map_err(|e| PyValueError::new_err(e))?;
.map_err(PyValueError::new_err)?;
Ok(out.into_pyarray(py))
}
@@ -210,7 +209,7 @@ pub fn backtest_core<'py>(
initial_capital,
commission_per_trade,
)
.map_err(|e| PyValueError::new_err(e))?;
.map_err(PyValueError::new_err)?;
Ok((
result.positions.into_pyarray(py),
@@ -314,7 +313,7 @@ pub fn backtest_ohlcv_core<'py>(
let lp_opt: Option<&[f64]> = limit_prices.as_ref().and_then(|lp| lp.as_slice().ok());
let result = core_bt::backtest_ohlcv_core(o, h, l, c, s, &config, lp_opt)
.map_err(|e| PyValueError::new_err(e))?;
.map_err(PyValueError::new_err)?;
Ok((
result.positions.into_pyarray(py),
@@ -344,7 +343,7 @@ pub fn compute_performance_metrics<'py>(
let br = benchmark_returns.as_ref().and_then(|b| b.as_slice().ok());
let metrics = core_bt::compute_performance_metrics(r, eq, periods_per_year, risk_free_rate, br)
.map_err(|e| PyValueError::new_err(e))?;
.map_err(PyValueError::new_err)?;
let dict = PyDict::new(py);
dict.set_item("total_return", metrics.total_return)?;
@@ -441,8 +440,7 @@ pub fn extract_trades_ohlcv<'py>(
(l.len(), "low"),
])?;
let trades =
core_bt::extract_trades_ohlcv(pos, fp, h, l).map_err(|e| PyValueError::new_err(e))?;
let trades = core_bt::extract_trades_ohlcv(pos, fp, h, l).map_err(PyValueError::new_err)?;
let mut entry_bars: Vec<i64> = Vec::with_capacity(trades.len());
let mut exit_bars: Vec<i64> = Vec::with_capacity(trades.len());
@@ -535,6 +533,7 @@ pub fn backtest_multi_asset_core<'py>(
// Apply portfolio constraints first via the core function's logic.
// Apply constraints
#[allow(clippy::needless_range_loop)]
if max_asset_weight != 1.0 || max_gross_exposure > 0.0 || max_net_exposure > 0.0 {
for i in 0..n_bars {
if max_asset_weight < f64::INFINITY && max_asset_weight > 0.0 {
@@ -703,7 +702,7 @@ pub fn walk_forward_indices<'py>(
step_bars: usize,
) -> PyResult<Bound<'py, PyArray2<i64>>> {
let folds = core_bt::walk_forward_indices(n_bars, train_bars, test_bars, anchored, step_bars)
.map_err(|e| PyValueError::new_err(e))?;
.map_err(PyValueError::new_err)?;
let n_folds = folds.len();
let mut arr = Array2::<i64>::zeros((n_folds, 4));
@@ -722,12 +721,12 @@ pub fn walk_forward_indices<'py>(
#[pyfunction]
pub fn kelly_fraction(win_rate: f64, avg_win: f64, avg_loss: f64) -> PyResult<f64> {
core_bt::kelly_fraction(win_rate, avg_win, avg_loss).map_err(|e| PyValueError::new_err(e))
core_bt::kelly_fraction(win_rate, avg_win, avg_loss).map_err(PyValueError::new_err)
}
#[pyfunction]
pub fn half_kelly_fraction(win_rate: f64, avg_win: f64, avg_loss: f64) -> PyResult<f64> {
core_bt::half_kelly_fraction(win_rate, avg_win, avg_loss).map_err(|e| PyValueError::new_err(e))
core_bt::half_kelly_fraction(win_rate, avg_win, avg_loss).map_err(PyValueError::new_err)
}
// ---------------------------------------------------------------------------
+9 -3
View File
@@ -298,13 +298,19 @@ pub struct StreamingVWAP {
inner: core::StreamingVWAP,
}
impl Default for StreamingVWAP {
fn default() -> Self {
Self {
inner: core::StreamingVWAP::new(),
}
}
}
#[pymethods]
impl StreamingVWAP {
#[new]
pub fn new() -> Self {
Self {
inner: core::StreamingVWAP::new(),
}
Self::default()
}
/// Add a new bar (high, low, close, volume) and return cumulative VWAP.