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v0.2.5

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@joaquinbejar joaquinbejar released this 10 Sep 07:54
· 32 commits to main since this release
893a3f4

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 public call and put fields.
    • Spread: Provides structured representation of spread strategies.
    • BasicGreeks: Defines foundational Greeks for risk analysis.
    • BasicOptionData: Holds fundamental option details.
  • Coverage Reporting:
    • Added coverage-json target in Makefile to generate JSON coverage reports.

Enhancements

  • Replaced custom JSON formatting macros with DebugPretty and DisplaySimple traits from the pretty_simple_display crate.
  • Standardized formatting across the codebase:
    • Consistent spacing and alignment of method chains.
    • Removed redundant clone() calls in favor of direct assignments.
  • Exported OptionInstrumentPair via prelude.rs for easier integration.

Bug Fixes

  • None in this release.

Documentation Updates

  • Added detailed documentation for:
    • Spread
    • BasicGreeks
    • BasicOptionData
  • 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 DebugPretty and DisplaySimple traits.
  • No breaking API changes apart from this macro removal.