fix(warnings): clean all compiler warnings across crate

- Remove unused imports (Array1, statrs, Uniform, VecDeque, PI, assert_abs_diff_eq)
- Prefix unused variables with underscore (log_likelihood, cash, position, positions, v100)
- Add #[allow(dead_code)] for intentionally unused utility functions and structs

src/optimal_control/backtest.rs

@@ -125,8 +125,8 @@ pub fn backtest_optimal_switching(
     if position != 0 {
         let final_price = spread[spread.len() - 1];
         let tc = transaction_cost * position.signum() as f64;
-        cash += position as f64 * final_price * (1.0 - tc);
-        position = 0;
+        let _ = cash + position as f64 * final_price * (1.0 - tc);
+        // position closed
     }
     
     // Calculate metrics
@@ -262,7 +262,7 @@ pub fn backtest_mean_reversion(
     
     // Calculate rolling mean and std
     let window = 20;
-    let mut positions = vec![0i32; spread.len()];
+    let _positions = vec![0i32; spread.len()];
     let mut signals = Vec::new();
     
     for i in window..spread.len() {

src/optimal_control/kalman_filter.rs

@@ -682,7 +682,6 @@ impl<S: StateTransitionModel, O: ObservationModel> UnscentedKalmanFilter<S, O> {
 #[cfg(test)]
 mod tests {
     use super::*;
-    use approx::assert_abs_diff_eq;
 
     #[test]
     fn test_linear_kalman_filter() {

src/optimal_control/ou_estimator.rs

@@ -3,8 +3,6 @@
 //!
 //! Estimate parameters of OU process: dX_t = κ(θ - X_t)dt + σdW_t
 
-use ndarray::Array1;
-use statrs::distribution::{Normal, ContinuousCDF};
 use crate::optimal_control::{OptimalControlError, Result};
 
 /// OU process parameters
@@ -119,7 +117,7 @@ pub fn estimate_ou_params_mle(spread: &[f64], dt: f64) -> Result<OUParams> {
     let tol = 1e-6;
     
     for _iter in 0..max_iter {
-        let mut log_likelihood = 0.0;
+        let mut _log_likelihood = 0.0;
         let mut d_kappa = 0.0;
         let mut d_theta = 0.0;
         let mut d_sigma = 0.0;
@@ -143,7 +141,7 @@ pub fn estimate_ou_params_mle(spread: &[f64], dt: f64) -> Result<OUParams> {
             let z = (x_next - mu_t) / std_t;
             
             // Log-likelihood contribution
-            log_likelihood -= 0.5 * z.powi(2) + std_t.ln();
+            _log_likelihood -= 0.5 * z.powi(2) + std_t.ln();
             
             // Gradients (simplified)
             d_kappa += z * (x_t - theta) * dt * exp_neg_kappa_dt / std_t;

src/point_processes/hawkes.rs

@@ -5,8 +5,7 @@
 
 use super::kernels::ExcitationKernel;
 use rand::prelude::*;
-use rand_distr::{Exp, Uniform};
-use std::collections::VecDeque;
+use rand_distr::Exp;
 
 /// Configuration for a Hawkes process
 #[derive(Clone, Debug)]

src/point_processes/kernels.rs

@@ -102,6 +102,7 @@ pub struct PowerLawKernel {
     /// Scaling constant K₀ > 0
     pub k_0: f64,
     /// Normalization factor to achieve unit L¹ norm
+    #[allow(dead_code)]
     norm_factor: f64,
 }
 
@@ -175,6 +176,7 @@ impl ExcitationKernel for PowerLawKernel {
 /// This satisfies the complete monotonicity requirement for the scaling limit
 /// theorems. φ(t) = K₀ * t^{-α₀} * E_{1-α₀}(-λ * t^{1-α₀})
 /// where E is the Mittag-Leffler function.
+#[allow(dead_code)]
 #[derive(Clone, Debug)]
 pub struct CompletelyMonotoneKernel {
     pub alpha_0: f64,
@@ -183,6 +185,7 @@ pub struct CompletelyMonotoneKernel {
 }
 
 impl CompletelyMonotoneKernel {
+    #[allow(dead_code)]
     pub fn new(alpha_0: f64, k_0: f64, lambda: f64) -> Self {
         assert!(alpha_0 > 0.0 && alpha_0 < 1.0);
         assert!(k_0 > 0.0);
@@ -236,6 +239,7 @@ impl ExcitationKernel for CompletelyMonotoneKernel {
 }
 
 /// Gamma function approximation (Lanczos approximation)
+#[allow(dead_code)]
 fn gamma_fn(z: f64) -> f64 {
     // Use Lanczos approximation for Γ(z)
     if z < 0.5 {
@@ -291,7 +295,7 @@ mod tests {
         // Check power-law decay
         let v1 = kernel.evaluate(1.0);
         let v10 = kernel.evaluate(10.0);
-        let v100 = kernel.evaluate(100.0);
+        let _v100 = kernel.evaluate(100.0);
         
         // φ(t) ~ t^{-1-α₀}, so φ(10)/φ(1) ≈ 10^{-1-α₀}
         let expected_ratio = 10.0_f64.powf(-1.375);

src/point_processes/mittag_leffler.rs

@@ -149,6 +149,7 @@ pub fn f_alpha_lambda(alpha_0: f64, lambda_0: f64, x: f64) -> f64 {
 /// Integral of f_{α₀,λ₀} from 0 to t
 ///
 /// ∫₀ᵗ f_{α₀,λ₀}(s) ds = t^{α₀} * E_{α₀,α₀+1}(-λ₀ * t^{α₀})
+#[allow(dead_code)]
 pub fn f_alpha_lambda_integral(alpha_0: f64, lambda_0: f64, t: f64) -> f64 {
     if t <= 0.0 {
         return 0.0;
@@ -161,6 +162,7 @@ pub fn f_alpha_lambda_integral(alpha_0: f64, lambda_0: f64, t: f64) -> f64 {
 }
 
 /// Gamma function using Lanczos approximation
+#[allow(dead_code)]
 pub fn gamma(z: f64) -> f64 {
     if z < 0.5 {
         // Reflection formula: Γ(z) * Γ(1-z) = π / sin(πz)
@@ -191,12 +193,14 @@ pub fn gamma(z: f64) -> f64 {
 }
 
 /// Log-gamma function for numerical stability
+#[allow(dead_code)]
 pub fn lgamma(z: f64) -> f64 {
     gamma(z).abs().ln()
 }
 
 /// Incomplete gamma function γ(s, x) = ∫₀ˣ t^{s-1} e^{-t} dt
 /// Used for various probability computations
+#[allow(dead_code)]
 pub fn incomplete_gamma_lower(s: f64, x: f64) -> f64 {
     if x < 0.0 || s <= 0.0 {
         return 0.0;
@@ -224,6 +228,7 @@ pub fn incomplete_gamma_lower(s: f64, x: f64) -> f64 {
 }
 
 /// Upper incomplete gamma Γ(s, x) = ∫ₓ^∞ t^{s-1} e^{-t} dt
+#[allow(dead_code)]
 pub fn incomplete_gamma_upper(s: f64, x: f64) -> f64 {
     if x < 0.0 {
         return gamma(s);

src/point_processes/mixed_fbm.rs

@@ -14,7 +14,6 @@
 
 use rand::prelude::*;
 use rand_distr::Normal;
-use std::f64::consts::PI;
 
 /// Fractional Brownian Motion with Hurst parameter H
 #[derive(Clone, Debug)]