optionstratlib 0.17.2

OptionStratLib is a comprehensive Rust library for options trading and strategy development across multiple asset classes.
Documentation 
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use criterion::Criterion;
use optionstratlib::ExpirationDate;
use optionstratlib::chains::OptionData;
use optionstratlib::chains::utils::OptionDataPriceParams;
use positive::{Positive, pos_or_panic, spos};
use rust_decimal_macros::dec;
use std::hint::black_box;

pub fn benchmark_option_data(c: &mut Criterion) {
    let mut group = c.benchmark_group("OptionData Operations");

    // Basic operations benchmarks
    benchmark_basic_operations(&mut group);

    // Price calculation benchmarks with different parameters
    benchmark_price_calculations(&mut group);

    // Complex operations benchmarks
    benchmark_complex_operations(&mut group);

    group.finish();
}

fn benchmark_basic_operations(
    group: &mut criterion::BenchmarkGroup<'_, criterion::measurement::WallTime>,
) {
    // Benchmark creation with minimal data
    group.bench_function("create minimal option data", |b| {
        b.iter(|| {
            let option_data = OptionData::new(
                black_box(Positive::new(100.0).unwrap()),
                None,
                None,
                None,
                None,
                Positive::new(0.2).unwrap(),
                None,
                None,
                None,
                None,
                None,
                Some("TEST".to_string()),                        // symbol
                Some(ExpirationDate::Days(pos_or_panic!(30.0))), // expiration_date
                Some(Box::new(Positive::HUNDRED)),               // underlying_price
                Some(dec!(0.05)),                                // risk_free_rate
                Some(pos_or_panic!(0.02)),                       // dividend_yield
                None,
                None,
            );
            black_box(option_data)
        })
    });

    // Benchmark creation with full data
    group.bench_function("create full option data", |b| {
        b.iter(|| {
            let option_data = OptionData::new(
                black_box(Positive::new(100.0).unwrap()),
                Some(Positive::new(10.0).unwrap()),
                Some(Positive::new(11.0).unwrap()),
                Some(Positive::new(9.0).unwrap()),
                Some(Positive::new(10.0).unwrap()),
                Positive::new(0.2).unwrap(),
                Some(dec!(0.5)),
                Some(dec!(0.5)),
                Some(dec!(0.5)),
                Some(Positive::new(1000.0).unwrap()),
                Some(100),
                Some("TEST".to_string()),                        // symbol
                Some(ExpirationDate::Days(pos_or_panic!(30.0))), // expiration_date
                Some(Box::new(Positive::HUNDRED)),               // underlying_price
                Some(dec!(0.05)),                                // risk_free_rate
                Some(pos_or_panic!(0.02)),                       // dividend_yield
                None,
                None,
            );
            black_box(option_data)
        })
    });

    let option_data = create_test_option_data();
    group.bench_function("validate option data", |b| {
        b.iter(|| black_box(option_data.validate()))
    });
}

fn benchmark_price_calculations(
    group: &mut criterion::BenchmarkGroup<'_, criterion::measurement::WallTime>,
) {
    let option_data = create_test_option_data();

    // Standard price calculation
    let _standard_params = create_standard_price_params();
    group.bench_function("calculate standard prices", |b| {
        b.iter(|| {
            let mut data = option_data.clone();
            black_box(data.calculate_prices(None))
        })
    });
}

fn benchmark_complex_operations(
    group: &mut criterion::BenchmarkGroup<'_, criterion::measurement::WallTime>,
) {
    let option_data = create_test_option_data();

    // Combined operations benchmark
    group.bench_function("complete option processing", |b| {
        b.iter(|| {
            let mut data = option_data.clone();
            black_box(data.validate());
            let _ = black_box(data.calculate_prices(None));
            black_box(data)
        })
    });

    // Simulated large chain processing
    let chain_data: Vec<OptionData> = (0..50).map(|_| create_test_option_data()).collect();
    group.bench_function("process 50 option data items", |b| {
        b.iter(|| {
            let mut processed = chain_data.clone();
            for item in processed.iter_mut() {
                let _ = black_box(item.calculate_prices(None));
            }
            black_box(processed)
        })
    });
}

// Helper functions to create test data
fn create_test_option_data() -> OptionData {
    OptionData::new(
        Positive::new(100.0).unwrap(),
        Some(Positive::new(10.0).unwrap()),
        Some(Positive::new(11.0).unwrap()),
        Some(Positive::new(9.0).unwrap()),
        Some(Positive::new(10.0).unwrap()),
        Positive::new(0.2).unwrap(),
        Some(dec!(0.5)),
        None,
        None,
        None,
        None,
        Some("TEST".to_string()),                        // symbol
        Some(ExpirationDate::Days(pos_or_panic!(30.0))), // expiration_date
        Some(Box::new(Positive::HUNDRED)),               // underlying_price
        Some(dec!(0.05)),                                // risk_free_rate
        Some(pos_or_panic!(0.02)),                       // dividend_yield
        None,
        None,
    )
}

fn create_standard_price_params() -> OptionDataPriceParams {
    OptionDataPriceParams::new(
        Some(Box::new(Positive::HUNDRED)),
        Some(ExpirationDate::Days(pos_or_panic!(30.0))),
        Some(dec!(0.05)),
        spos!(0.02),
        Some("AAPL".to_string()),
    )
}