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ENH: add rust Dual and Spline as extension modules. #136

Merged
merged 239 commits into from
Mar 28, 2024
Merged

ENH: add rust Dual and Spline as extension modules. #136

merged 239 commits into from
Mar 28, 2024

Commits on Jun 17, 2023

  1. ENH: begin to transfer some methods to Rust

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Commits on Jun 18, 2023

  1. ENH: begin to transfer some methods to Rust

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  2. ENH: begin to transfer some methods to Rust

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Commits on Jun 19, 2023

  1. ENH: begin to transfer some methods to Rust

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Commits on Jun 21, 2023

  1. ENH: begin to transfer some methods to Rust

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Commits on Jun 22, 2023

  1. ENH: begin to transfer some methods to Rust

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Commits on Jun 23, 2023

  1. PERF: add RC to vars so that references can be maintained

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  2. PERF: add benchmarks for dual shared vars

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Commits on Jun 25, 2023

  1. ENH: consider first draft dual tensordot

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Commits on Jul 27, 2023

  1. Merge branch 'main' into rust

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Commits on Aug 1, 2023

  1. Merge branch 'main' into rust

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  2. REF: structure project accroding to recommended specs

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Commits on Aug 2, 2023

  1. REF: create Enum for Duals

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  2. REF: create Enum for Duals

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  3. REF: create Enum for Duals

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Commits on Aug 27, 2023

  1. Merge branch 'main' into rust

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Commits on Sep 9, 2023

  1. Merge branch 'main' into rust

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Commits on Oct 17, 2023

  1. ENH: begin to transfer some methods to Rust

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  2. ENH: begin to transfer some methods to Rust

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  3. ENH: begin to transfer some methods to Rust

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  4. ENH: begin to transfer some methods to Rust

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  5. ENH: begin to transfer some methods to Rust

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  6. ENH: begin to transfer some methods to Rust

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  7. PERF: add RC to vars so that references can be maintained

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  8. PERF: add benchmarks for dual shared vars

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  9. ENH: consider first draft dual tensordot

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  10. REF: structure project accroding to recommended specs

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  11. REF: create Enum for Duals

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  12. REF: create Enum for Duals

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  13. REF: create Enum for Duals

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Commits on Nov 5, 2023

  1. Merge remote-tracking branch 'origin/rust' into rust

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Commits on Nov 11, 2023

  1. Merge branch 'main' into rust

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Commits on Nov 22, 2023

  1. RUST: begin exploring Dual connections

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Commits on Nov 24, 2023

  1. Merge branch 'main' into rust

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  2. REF: change Rc to Arc

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Commits on Nov 26, 2023

  1. RUST: explore

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  2. RUST: explore

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Commits on Feb 4, 2024

  1. Merge branch 'main' into rust

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Commits on Feb 7, 2024

  1. RUST: try and fix

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Commits on Feb 8, 2024

  1. Remove pyproto

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  2. extract gradient as numpy array

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  3. Fix up ARC sync

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Commits on Feb 9, 2024

  1. reorgainse

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  2. reorgainse

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  3. reorgainse

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  4. test Python import of DualRS

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Commits on Feb 10, 2024

  1. add tests

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  2. add tests

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  3. add tests

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  4. add tests

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  5. add tests

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  6. add tests

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  7. Possible optimisation

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Commits on Feb 11, 2024

  1. BACKPORT: make dual folder capable of switching between Py and Rust

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  2. BACKPORT: properly specify Dual

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  3. BACKPORT: specification of Dual in Py

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  4. BACKPORT: Dual specificiation

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  5. BACKPORT: Dual specification

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  6. DualRS development

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  7. Merge remote-tracking branch 'origin/main' into rust 

    # Conflicts:
#	rateslib/dual/dual.py
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  8. TEST: numpy compat for Rust Dual

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  9. TEST: numpy compat for Rust Dual

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Commits on Feb 12, 2024

  1. TEST: numpy compat for Rust Dual

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  2. pivot matrix

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Commits on Feb 13, 2024

  1. pivot matrix

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Commits on Feb 16, 2024

  1. implement traits Num and Signed

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  2. edits

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Commits on Feb 17, 2024

  1. Linalg: add pivot matrix

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  2. Linalg solver and tests

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Commits on Feb 18, 2024

  1. Linalg solver and tests

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  2. Linalg solver and tests

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Commits on Feb 19, 2024

  1. cargo fmt

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  2. fiddling around with types

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  3. reorganise code to avoid SegFault

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Commits on Feb 20, 2024

  1. Reorganise NumPy<T> to Rust

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  2. Fix upper triangular solve

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  3. Clippy up

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  4. Linalg solver and tests

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  5. Remove comments

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  6. Merge branch 'main' into rust

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Commits on Feb 21, 2024

  1. begin spline

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  2. Add splines

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Commits on Feb 22, 2024

  1. tests

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Commits on Feb 23, 2024

  1. tests and generics linalg

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  2. tests and generics linalg

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  3. Add splines

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  4. Add splines

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Commits on Feb 24, 2024

  1. ENH: add csolve

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  2. ENH: add ppev

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  3. ENH: add ppev test

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Commits on Feb 25, 2024

  1. ENH: add ppev test

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  2. ENH: add ppev test

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  3. Split Tensor Ops by type into files

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Commits on Feb 26, 2024

  1. Reorganise dualrs tests

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Commits on Feb 27, 2024

  1. Add simple f64 outer product

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  2. Dual2 development

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Commits on Feb 28, 2024

  1. Dual2 development + fmt

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  2. REF: reconfigure Dual2 to accept vector dual2 input

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  3. REF: reconfigure Dual2 to accept vector dual2 input in tests

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  4. Add Dual2 class to PyO3

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Commits on Feb 29, 2024

  1. Enum DualsOrF64

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Commits on Mar 1, 2024

  1. REF: edit tests for Rust Dual implementation

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  2. REF: dual tests for rust implementation

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  3. Add dual2 getter for Dual in rust

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  4. Merge branch 'main' into rust

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Commits on Mar 2, 2024

  1. REF: edit tests for rust Dual implemenntation

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  2. Add rust dual and dual2 gradient functions

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  3. REF: edit tests for rust Dual implemenntation

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  4. REF: remove dual.gradient(..) in favour of gradient(dual, ..)

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  5. REF: remove dual.gradient(..) in favour of gradient(dual, ..)

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  6. Merge branch 'rust_duals_preconfig' into rust 

    # Conflicts:
#	tests/test_dual.py
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  7. add grad1 and grad2 in rust and Py

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  8. REF: tests for Dual2 rust

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  9. add gradient method in init

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  10. REF: tests for Dual2 rust

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  11. Merge branch 'rust_duals_preconfig' into rust

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  12. REF: tests for rust implementation

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  13. REF: init for rust Dual

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  14. REF: prepare for rust Dual

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  15. REF: skip creating new object when setting order

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  16. REF: adjust tests to allow rust Duals

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  17. REF: Dual2 init arguments

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  18. REF: init method for Dual

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  19. REF: adjust tests

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  20. add gradient methods

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Commits on Mar 3, 2024

  1. REF: amend Dual repr to align with rust

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  2. REF: tests for rust Dual

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  3. REF: tests for rust Dual

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  4. REF: tests for rust Dual

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  5. dual tests import gradient

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  1. begin benchmarking

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  2. Add vars_from method

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  3. REF: numpy deprecation changes

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  4. REF: Extend set_order_convert to allow vars_from

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  1. Merge branch 'main' into rust 

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  2. Merge branch 'main' into rust 

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  1. CONFIG: build toolchain info

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  1. REF: refactor docs for Rust Dual enable

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  1. DOC: attempt to roll over Sphinx docs for rust overloads

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  2. DOC: manually port Dual sphinx docs to Python code

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  3. DOC: manually port Dual sphinx docs to Python code

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  4. DOC: manually port Dual sphinx docs to Python code

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  5. DOC: manually port Dual sphinx docs to Python code

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  6. DELETE unusued

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  7. Finalise Dual Rust tests

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  1. modify dsolve

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  2. Refactor linalg rust

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  3. fdsolve to py

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  4. fdsolve to py

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  5. TST: all tests passing!

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  6. Set Complete pivoting

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  1. DOC: manually port Dual sphinx docs to Python code

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  2. DOC: manually port Dual sphinx docs to Python code

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  3. DOC: manually port Dual sphinx docs to Python code

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  4. Profile for closed vars

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  1. DOC: manually port Dual sphinx docs to Python code

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  2. DOC: manually port Dual sphinx docs to Python code

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  3. DOC: manually port Dual sphinx docs to Python code

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  4. DOC: manually port Dual sphinx docs to Python code

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  1. Profile for closed vars

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  1. Profile for closed vars

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  3. Profile for closed vars

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  4. fdsolve to py

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  5. fdsolve to py

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  6. REMOVE old file

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  7. REMOVE old file

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  1. Profile for closed vars

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  2. REMOVE old file

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  3. correct dual2 gradients

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  4. chg outer11

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  5. delete files

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  6. gitignore

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  7. Merge branch 'main' into rust

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  8. Begin to add in Chrono support

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  1. develop splines

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  2. Merge remote-tracking branch 'origin/main' into rust 

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  3. develop splines

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  4. develop splines

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  1. BUG: solver iteration numbers reported

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  2. REF: consider changes here to move to main.

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  3. RUST: add pyo3 bindings

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  4. Merge branch 'main' into rust 

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  5. develop splines

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  6. develop splines

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  7. BUG: solver iteration numbers reported

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  8. REF: consider changes here to move to main.

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  9. RUST: add pyo3 bindings

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  10. Merge branch 'main' into rust 

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  11. Merge branch 'rust' into spline_posix 

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Commits on Mar 19, 2024

  1. Merge remote-tracking branch 'origin/spline_posix' into spline_posix 

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  2. Merge branch 'main' into rust 

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  3. Merge branch 'rust' into spline_posix 

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  4. REF: convert timedelta ops to f64 ops

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  5. DEV: continue splines development

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Commits on Mar 20, 2024

  1. Merge branch 'main' into rust

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  2. Merge branch 'rust' into spline_posix

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  3. PartialEq annd Copy/Clone

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  1. RUST: index_left

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  2. REF: curves to use Rust index_left

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  1. REF: linear zero rate posix interp

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  1. extend dual constuctors

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  1. Rust: add try new and try new from

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  2. Clippy

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  3. Clippy

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  5. extend dual constuctors

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  1. Dual2 Ref

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  2. Dual2 Ref

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  3. Docs

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  6. Merge branch 'rust' into spline_posix 

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  7. Docs

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  8. Docs

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  11. DOC: add rst files

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  12. DOC: add rst files

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  1. DOC: add rst files

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  2. Docs

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  9. extend dual constuctors

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  10. add workflow

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  11. add workflow

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  12. add workflow

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  13. Merge branch 'main' into spline_posix 

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  14. GH: workflow trial and error

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  1. Github workflow

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  2. Github workflow

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    attack68 committed Mar 28, 2024
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  3. Fix clippy warnings

    @attack68
    attack68 committed Mar 28, 2024
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  4. workflows fix

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    attack68 committed Mar 28, 2024
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  5. add workflow

    @attack68
    attack68 committed Mar 28, 2024
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  6. add Result to csolve output

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    attack68 committed Mar 28, 2024
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