Merge branch 'main' into rustcurve

# Conflicts:
#	python/rateslib/curves/curves.py

.github/workflows/ubuntu-latest.yml

@@ -45,6 +45,9 @@ jobs:
     - name: Python Ruff formatting
       run: |
         ruff format
+    - name: Python typing with Mypy
+      run: |
+        mypy --config-file pyproject.toml
     - name: Test with pytest and display Coverage
       run: |
         coverage run -m --source=rateslib pytest

docs/source/i_developers.rst

@@ -21,7 +21,7 @@ Clone the repository and navigate to the directory.
 
 **2) Setup Python and Rust**
 
-It is recommended to **install Python 3.12 and Rust 1.80**.
+It is recommended to **install Python 3.13 and Rust 1.80**.
 
 Create and activate a virtual Python environment, as below
 (or the equivalent for Windows).
@@ -52,7 +52,7 @@ After installing everything test that everything is successful.
 **5) Making changes**
 
 You can now edit and make code changes and submit them for addition to
-the package. The continuous integration (CI) checks on github perform 7 tasks:
+the package. The continuous integration (CI) checks on github perform 8 tasks:
 
 - **Rust Checks**
 
@@ -107,6 +107,14 @@ the package. The continuous integration (CI) checks on github perform 7 tasks:
 
        (venv) rateslib/>$ ruff format
 
+  - ``mypy``: type checking the Python code to ensure type consistency. You should locally
+    run the following and fix any issues before committing (note ensure you are using the
+    latest supported Python and mypy versions, inline with the github server):
+
+    .. code-block::
+
+       (venv) rateslib/>$ mypy
+
   - ``coverage run -m pytest``: this runs all the pytests and measures the coverage
     report of the codebase which should remain > 96%. You can this locally also
     before committing by using:

docs/source/i_whatsnew.rst

@@ -53,6 +53,17 @@ email contact, see `rateslib <https://rateslib.com>`_.
        Replicable functionality is achieved by importing and using the internal method
        :meth:`rateslib.fx.FXForwards._rate_with_path`.
        (`537 <https://github.com/attack68/rateslib/pull/537>`_)
+   * - Refactor
+     - :red:`Minor Breaking Change!` :meth:`FXForwards.update <rateslib.fx.FXForwards.update>`
+       has dropped the ``fx_curves`` argument and amended the ``fx_rates`` argument to
+       provide a safer architecture for mutability of objects after market data changes.
+       (`544 <https://github.com/attack68/rateslib/pull/544>`_)
+   * - Refactor
+     - :red:`Minor Breaking Change!` :meth:`Curve.to_json <rateslib.curves.Curve.to_json>`
+       has refactored its JSON format to include the Rust calendar serialization implementations
+       introduced in v1.3.0. This should not be noticeable on round trips, i.e. using
+       ``from_json`` on the output from ``to_json``.
+       (`552 <https://github.com/attack68/rateslib/pull/552>`_)
 
 1.6.0 (30th November 2024)
 ****************************

pyproject.toml

@@ -40,6 +40,8 @@ dev = [
     "coverage>=7.6.1,<8.0",
     # style/linting
     "ruff>=0.6.3,<1.0",
+    "mypy>=1.13,<2.0",
+    "pandas-stubs>2.0,<3.0",
     # doc building
     "sphinx>=8.0,<9.0",
     "sphinx-automodapi>=0.16.0,<1.0",
@@ -137,11 +139,15 @@ ignore = [
 "python/tests/*" = ["F401", "B", "N", "S", "ANN"]
 
 [tool.mypy]
-files = [
-    "python/rateslib/calendars/**/*.py",
-    "python/rateslib/fx/**/*.py",
-    "python/rateslib/dual/**/*.py",
-    "python/rateslib/scheduling.py"
+packages = [
+    "rateslib"
+]
+exclude = [
+    "/instruments",
+    "fx_volatility.py",
+    "legs.py",
+    "periods.py",
+    "solver.py",
 ]
 strict = true
 

python/rateslib/__init__.py

@@ -2,7 +2,7 @@
 
 # Let users know if they're missing any of our hard dependencies
 _hard_dependencies = ("pandas", "matplotlib", "numpy")
-_missing_dependencies = []
+_missing_dependencies: list[str] = []
 
 for _dependency in _hard_dependencies:
     try:
@@ -31,7 +31,7 @@ class default_context(ContextDecorator):
     ...     pass
     """
 
-    def __init__(self, *args) -> None:
+    def __init__(self, *args) -> None:  # type: ignore[no-untyped-def]
         if len(args) % 2 != 0 or len(args) < 2:
             raise ValueError("Need to invoke as option_context(pat, val, [(pat, val), ...]).")
 
@@ -43,7 +43,7 @@ def __enter__(self) -> None:
         for pat, val in self.ops:
             setattr(defaults, pat, val)
 
-    def __exit__(self, *args) -> None:
+    def __exit__(self, *args) -> None:  # type: ignore[no-untyped-def]
         if self.undo:
             for pat, val in self.undo:
                 setattr(defaults, pat, val)

python/rateslib/_spec_loader.py

@@ -1,9 +1,11 @@
 from __future__ import annotations
 
 import os
+from typing import Any
 
 import pandas as pd
 from packaging import version
+from pandas import DataFrame
 
 DEVELOPMENT = True
 if DEVELOPMENT:
@@ -12,18 +14,18 @@
     # So when packaging output the INSTRUMENT_SPEC dict and paste into the non-development
     # section.
 
-    def _append_kwargs_name(df):
+    def _append_kwargs_name(df: DataFrame) -> DataFrame:
         """combine the columns leg and kwargs to produce library consistent kwargs for dicts"""
         prefix = df["leg"]
         prefix = prefix.where(prefix == "leg2", "")
         prefix = prefix.replace("leg2", "leg2_")
         df["kwargs_name"] = prefix + df["kwarg"]
         return df.set_index("kwargs_name")
 
-    def _parse_bool(df):
+    def _parse_bool(df: DataFrame) -> DataFrame:
         """parse data input as bools to return True and False dtypes."""
 
-        def _map_true_false(v):
+        def _map_true_false(v: str) -> bool | None:
             try:
                 if v.upper() == "TRUE":
                     return True
@@ -39,7 +41,7 @@ def _map_true_false(v):
             # TODO (low): clean this up when setting a minimum pandas version at 2.1.0
             df[df["dtype"] == "bool"] = df[df["dtype"] == "bool"].map(_map_true_false)
         else:
-            df[df["dtype"] == "bool"] = df[df["dtype"] == "bool"].applymap(_map_true_false)
+            df[df["dtype"] == "bool"] = df[df["dtype"] == "bool"].applymap(_map_true_false)  # type: ignore[operator]
         return df
 
     path = "data/__instrument_spec.csv"
@@ -57,19 +59,19 @@ def _map_true_false(v):
         "int": int,
     }
 
-    def _map_dtype(v):
+    def _map_dtype(v: str) -> Any:
         try:
             return DTYPE_MAP[v]
         except KeyError:
             return v
 
-    def _map_str_int(v):
+    def _map_str_int(v: Any) -> Any:
         try:
             return int(v)
         except ValueError:
             return v
 
-    def _get_kwargs(spec):
+    def _get_kwargs(spec: str) -> dict[str, Any]:
         """From the legs DataFrame extract the relevant column and ensure dtypes are suitable."""
         # get values that are not null
         s = df_legs[spec]

python/rateslib/calendars/dcfs.py

@@ -331,8 +331,8 @@ def _dcf_bus252(
     "ACTACTICMA_STUB365F": 1 / 365.25,
     "ACTACTISMA": 1.0 / 365.25,
     "ACTACTBOND": 1.0 / 365.25,
-    "1": None,
-    "1+": None,
+    "1": 1.0 / 365.25,
+    "1+": 1.0 / 365.25,
     "BUS252": 1.0 / 252,
 }
 

python/rateslib/calendars/rs.py

@@ -123,47 +123,19 @@ def get_calendar(
        tgt_and_nyc_cal.holidays[300:312]
 
     """
-    _: CalTypes = _get_calendar_with_kind(calendar=calendar, named=named)[0]
-    return _
-
-
-def _get_calendar_with_kind(
-    calendar: CalInput,
-    named: bool = True,
-) -> tuple[CalTypes, str]:
-    """
-    Returns a calendar object either from an available set or a user defined input.
-
-    Parameters
-    ----------
-    calendar : str, Cal, UnionCal, NamedCal
-        If `str`, then the calendar is returned from pre-calculated values.
-        If a specific user defined calendar this is returned without modification.
-    named : bool
-        If `True` will return a :class:`~rateslib.calendars.NamedCal` object, which is more
-        compactly serialized, otherwise will parse an input string and return a
-        :class:`~rateslib.calendars.Cal` or :class:`~rateslib.calendars.UnionCal` directly.
-
-    Returns
-    -------
-    tuple[NamedCal | Cal | UnionCal, str]
-
-    """
-    # TODO: rename calendars or make a more generalist statement about their names.
-    # these object categorisations do not seem to make sense.
     if isinstance(calendar, str):
         if named:
             try:
-                return NamedCal(calendar), "object"
+                return NamedCal(calendar)
             except ValueError:
                 # try parsing with Python only
                 pass
         # parse the string in Python and return Rust Cal/UnionCal objects directly
-        return _parse_str_calendar(calendar), "named"
+        return _parse_str_calendar(calendar)
     elif isinstance(calendar, NoInput):
-        return defaults.calendars["all"], "null"
+        return defaults.calendars["all"]
     else:  # calendar is a Calendar object type
-        return calendar, "custom"
+        return calendar
 
 
 def _parse_str_calendar(calendar: str) -> CalTypes: