RLS: 2.5.dev0 (#1130)

Co-authored-by: mikelync <[email protected]>
Co-authored-by: Mike Lync <[email protected]>
Co-authored-by: JHM Darbyshire (M1) <[email protected]>

Author: attack68

Cargo.toml

@@ -1,6 +1,6 @@
 [package]
 name = "rateslib"
-version = "2.1.1"
+version = "2.5.0"
 edition = "2021"
 exclude = [
     ".github/*",
@@ -32,12 +32,12 @@ path = "rust/main.rs"
 serde = { version = "1.0", features = ["derive", "rc"] }
 chrono = { version = "0.4", features = ["serde"] }
 indexmap = { version = "2.7", features = ["serde"] }
-ndarray = { version = "0.16", features = ["serde"] }
+ndarray = { version = "0.17", features = ["serde"] }
 internment = {  version = "0.8", features = ["serde"] }
-pyo3 = "0.25"
+pyo3 = "0.27"
 num-traits = "0.2"
 auto_ops = "0.3"
-numpy = "0.25"
+numpy = "0.27"
 itertools = "0.14"
 statrs = "0.18"
 bincode = { version = "2.0", features = ["serde"] }

PIP_FREEZE.txt

@@ -1,126 +1,137 @@
 accessible-pygments==0.0.5
 alabaster==1.0.0
-anyio==4.9.0
+anyio==4.6.2.post1
 appnope==0.1.4
-argon2-cffi==25.1.0
+argon2-cffi==23.1.0
 argon2-cffi-bindings==21.2.0
 arrow==1.3.0
-asttokens==3.0.0
-async-lru==2.0.5
-attrs==25.3.0
-babel==2.17.0
-beautifulsoup4==4.13.4
-bleach==6.2.0
-certifi==2025.6.15
+asttokens==2.4.1
+asv==0.6.4
+asv_runner==0.2.1
+async-lru==2.0.4
+attrs==24.2.0
+babel==2.16.0
+beautifulsoup4==4.12.3
+bleach==6.1.0
+build==1.2.2.post1
+certifi==2024.8.30
 cffi==1.17.1
-charset-normalizer==3.4.2
+charset-normalizer==3.4.0
 comm==0.2.2
-contourpy==1.3.2
-coverage==7.9.2
+contourpy==1.3.0
+coverage==7.13.0
 cycler==0.12.1
-debugpy==1.8.14
-decorator==5.2.1
+debugpy==1.8.7
+decorator==5.1.1
 defusedxml==0.7.1
+distlib==0.3.9
 docutils==0.21.2
-executing==2.2.0
-fastjsonschema==2.21.1
-fonttools==4.58.4
+executing==2.1.0
+fastjsonschema==2.20.0
+filelock==3.16.1
+fonttools==4.54.1
 fqdn==1.5.1
-h11==0.16.0
-httpcore==1.0.9
-httpx==0.28.1
+h11==0.14.0
+httpcore==1.0.6
+httpx==0.27.2
+id==1.5.0
 idna==3.10
 imagesize==1.4.1
-iniconfig==2.1.0
+importlib_metadata==8.5.0
+iniconfig==2.0.0
 ipykernel==6.29.5
-ipython==9.3.0
-ipython_pygments_lexers==1.1.1
+ipython==8.29.0
 isoduration==20.11.0
 jaraco.classes==3.4.0
 jaraco.context==6.0.1
-jaraco.functools==4.2.1
-jedi==0.19.2
-Jinja2==3.1.6
-json5==0.12.0
+jaraco.functools==4.1.0
+jedi==0.19.1
+Jinja2==3.1.4
+json5==0.9.25
 jsonpointer==3.0.0
-jsonschema==4.24.0
-jsonschema-specifications==2025.4.1
-jupyter-events==0.12.0
+jsonschema==4.23.0
+jsonschema-specifications==2024.10.1
+jupyter-events==0.10.0
 jupyter-lsp==2.2.5
 jupyter_client==8.6.3
-jupyter_core==5.8.1
-jupyter_server==2.16.0
+jupyter_core==5.7.2
+jupyter_server==2.14.2
 jupyter_server_terminals==0.5.3
-jupyterlab==4.4.5
+jupyterlab==4.5.1
 jupyterlab_pygments==0.3.0
-jupyterlab_server==2.27.3
+jupyterlab_server==2.28.0
 keyring==25.6.0
-kiwisolver==1.4.8
+kiwisolver==1.4.7
+librt==0.7.4
 markdown-it-py==3.0.0
 MarkupSafe==3.0.2
-matplotlib==3.10.3
+matplotlib==3.10.8
 matplotlib-inline==0.1.7
-maturin==1.9.1
+maturin==1.10.2
 mdurl==0.1.2
-mistune==3.1.3
+mistune==3.0.2
 more-itertools==10.7.0
-mypy==1.17.0
+mpmath==1.3.0
+mypy==1.19.1
 mypy_extensions==1.1.0
-nbclient==0.10.2
-nbconvert==7.16.6
+nbclient==0.10.0
+nbconvert==7.16.4
 nbformat==5.10.4
-nbsphinx==0.9.7
+nbsphinx==0.9.8
 nest-asyncio==1.6.0
 nh3==0.2.21
 notebook_shim==0.2.4
-numpy==2.3.1
+numpy==2.3.5
 overrides==7.7.0
-packaging==25.0
-pandas==2.3.1
-pandas-stubs==2.3.0.250703
+packaging==24.1
+pandas==2.3.3
+pandas-stubs==2.3.3.251219
 pandocfilters==1.5.1
 parso==0.8.4
 pathspec==0.12.1
 pexpect==4.9.0
 pickleshare==0.7.5
-pillow==11.2.1
+pillow==11.0.0
 pkginfo==1.12.1.2
-platformdirs==4.3.8
-pluggy==1.6.0
-prometheus_client==0.22.1
-prompt_toolkit==3.0.51
-psutil==7.0.0
+platformdirs==4.3.6
+pluggy==1.5.0
+prometheus_client==0.21.0
+prompt_toolkit==3.0.48
+psutil==6.1.0
 ptyprocess==0.7.0
 pure_eval==0.2.3
 pycparser==2.22
 pydata-sphinx-theme==0.16.1
-Pygments==2.19.2
-pyparsing==3.2.3
-pytest==8.4.1
+Pygments==2.18.0
+Pympler==1.1
+pyparsing==3.2.0
+pyproject_hooks==1.2.0
+pytest==8.4.2
 python-dateutil==2.9.0.post0
-python-json-logger==3.3.0
-pytz==2025.2
+python-json-logger==2.0.7
+pytz==2024.2
 PyYAML==6.0.2
-pyzmq==27.0.0
--e git+https://github.com/attack68/rateslib-dev.git@77411b213c8350d2feac162e585a8f470e29c2e6#egg=rateslib
+pyzmq==26.2.0
+-e git+https://github.com/attack68/rateslib.git@06b6eb937b730bb1613692208c05a9e18f3e308c#egg=rateslib
 readme_renderer==44.0
-referencing==0.36.2
-requests==2.32.4
+referencing==0.35.1
+requests==2.32.3
 requests-toolbelt==1.0.0
 rfc3339-validator==0.1.4
 rfc3986==2.0.0
 rfc3986-validator==0.1.1
 rich==14.0.0
-rpds-py==0.25.1
-ruff==0.12.4
+roman-numerals-py==3.0.0
+rpds-py==0.20.0
+ruff==0.14.10
 Send2Trash==1.8.3
-setuptools==80.9.0
-six==1.17.0
+setuptools==75.2.0
+six==1.16.0
 sniffio==1.3.1
-snowballstemmer==3.0.1
-soupsieve==2.7
+snowballstemmer==2.2.0
+soupsieve==2.6
 Sphinx==8.1.3
-sphinx-automodapi==0.20.0
+sphinx-automodapi==0.22.0
 sphinx-tabs==3.4.7
 sphinxcontrib-applehelp==2.0.0
 sphinxcontrib-devhelp==2.0.0
@@ -130,19 +141,22 @@ sphinxcontrib-jsmath==1.0.1
 sphinxcontrib-qthelp==2.0.0
 sphinxcontrib-serializinghtml==2.0.0
 stack-data==0.6.3
+sympy==1.13.3
+tabulate==0.9.0
 terminado==0.18.1
 tinycss2==1.4.0
-tomli==2.2.1
-tornado==6.5.1
+tornado==6.4.1
 traitlets==5.14.3
 twine==6.0.1
-types-python-dateutil==2.9.0.20250516
-types-pytz==2025.2.0.20250516
-typing_extensions==4.14.0
-tzdata==2025.2
+types-python-dateutil==2.9.0.20241003
+types-pytz==2024.2.0.20241003
+typing_extensions==4.13.2
+tzdata==2024.2
 uri-template==1.3.0
-urllib3==2.5.0
+urllib3==2.2.3
+virtualenv==20.28.0
 wcwidth==0.2.13
-webcolors==24.11.1
+webcolors==24.8.0
 webencodings==0.5.1
 websocket-client==1.8.0
+zipp==3.21.0

README.md

@@ -7,7 +7,7 @@
   <img src="https://img.shields.io/badge/dynamic/json?url=https%3A%2F%2Frateslib.com%2Fpy%2Fen%2Flatest%2F_static%2Fbadges.json&query=%24.pypi&label=PyPi&color=blue" alt="PyPi">
   <img src="https://img.shields.io/badge/dynamic/json?url=https%3A%2F%2Frateslib.com%2Fpy%2Fen%2Flatest%2F_static%2Fbadges.json&query=%24.conda&label=Conda&color=blue" alt="Conda">
   <img src="https://img.shields.io/badge/dynamic/json?url=https%3A%2F%2Frateslib.com%2Fpy%2Fen%2Flatest%2F_static%2Fbadges.json&query=%24.licence&label=Licence&color=orange" alt="Licence">
-  <img src="https://img.shields.io/badge/dynamic/json?url=https%3A%2F%2Frateslib.com%2Fpy%2Fen%2Flatest%2F_static%2Fbadges.json&query=%24.status&label=Status&color=orange" alt="Status">
+  <img src="https://img.shields.io/badge/dynamic/json?url=https%3A%2F%2Frateslib.com%2Fpy%2Fen%2Flatest%2F_static%2Fbadges.json&query=%24.status&label=Status&color=green" alt="Status">
   <img src="https://img.shields.io/badge/dynamic/json?url=https%3A%2F%2Frateslib.com%2Fpy%2Fen%2Flatest%2F_static%2Fbadges.json&query=%24.coverage&label=Coverage&color=green" alt="Coverage">
   <img src="https://img.shields.io/badge/dynamic/json?url=https%3A%2F%2Frateslib.com%2Fpy%2Fen%2Flatest%2F_static%2Fbadges.json&query=%24.style&label=Code%20Style&color=black" alt="Code Style">
 </div>

pyproject.toml

@@ -15,7 +15,7 @@ features = ["pyo3/extension-module"]
 
 [project]
 name = "rateslib"
-version = "2.1.1"
+version = "2.5.dev0"
 description = "A fixed income library for trading interest rates"
 readme = "README.md"
 authors = [{ name = "J H M Darbyshire"}]
@@ -36,11 +36,11 @@ classifiers = [
 [project.optional-dependencies]
 dev = [
     # testing
-    "pytest>=8.3.2,<9.0",
+    "pytest>=8.3.2,<10.0",
     "coverage>=7.6.1,<8.0",
     # style/linting
     "ruff>=0.6.3,<1.0",
-    "mypy>=1.13,<2.0",
+    "mypy>=1.13,<1.20",
     "pandas-stubs>2.0,<3.0",
     # doc building
     "sphinx>=8.0,<8.2",
@@ -133,11 +133,12 @@ ignore = [
     # "B006",  # mutable data structures for argument defaults, e.g. []
     "B904",  # raising within except clauses
     "B028",  # no explicit stack level
+    "E702",  # semi-colons for multiple line statements
 ]
 
 [tool.ruff.lint.per-file-ignores]
 "__init__.py" = ["E402", "N801"]
-"typing.py" = ["E501"]
+"typing.py" = ["E501", "E402"]
 "python/tests/*" = ["F401", "B", "N", "S", "ANN", "D"]
 "rust/*" = ["D"]
 
@@ -149,11 +150,7 @@ max-complexity = 14
 files = ["python/"]
 exclude = [
     "python/tests",
-    # "/scheduling/wrappers.py"
-    # "/instruments/fx_volatility/strategies.py",
-    # "/instruments/generics.py",
-    # "/instruments/rates/inflation.py",
-    # "solver.py",
+    # "/instruments/bonds/bond_future.py",
 ]
 strict = true
 #packages = [
@@ -165,12 +162,3 @@ omit = [
     "/typing.py",
     # "python/tests/*"
 ]
-
-[tool.isort]
-profile = "black"
-line_length = 100
-src_paths = ["python"]
-
-[tool.black]
-line-length = 100
-target-version = ['py310']