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v0.2.5
Release Notes: Version 0.2.5 - Enhanced Options Representation and Coverage Tools
Summary
This release expands the options modeling capabilities by introducing new core structs (OptionInstrumentPair, Spread, BasicGreeks, BasicOptionData) with serialization support and comprehensive testing. It also streamlines code formatting, improves JSON display handling with pretty_simple_display, and introduces enhanced coverage reporting.
What's New
- New Structs for Options Representation:
OptionInstrumentPair: Encapsulates paired option instruments with publiccallandputfields.Spread: Provides structured representation of spread strategies.BasicGreeks: Defines foundational Greeks for risk analysis.BasicOptionData: Holds fundamental option details.
- Coverage Reporting:
- Added
coverage-jsontarget inMakefileto generate JSON coverage reports.
- Added
Enhancements
- Replaced custom JSON formatting macros with
DebugPrettyandDisplaySimpletraits from thepretty_simple_displaycrate. - Standardized formatting across the codebase:
- Consistent spacing and alignment of method chains.
- Removed redundant
clone()calls in favor of direct assignments.
- Exported
OptionInstrumentPairviaprelude.rsfor easier integration.
Bug Fixes
- None in this release.
Documentation Updates
- Added detailed documentation for:
SpreadBasicGreeksBasicOptionData
- Expanded doc comments and usage context for
OptionInstrumentPair.
Migration Notes
- The replacement of custom JSON formatting macros requires updating any code that depended on the old macros to use the new
DebugPrettyandDisplaySimpletraits. - No breaking API changes apart from this macro removal.