quant-opts 0.1.0

High-performance Rust library for option pricing and risk
Documentation
name: Build

on:
  push:
    branches: [ "main" ]
  pull_request:
    branches: [ "main" ]

concurrency:
  group: ${{ github.workflow }}-${{ github.ref }}
  cancel-in-progress: true

env:
  CARGO_TERM_COLOR: always

jobs:
  fmt_clippy:
    runs-on: ubuntu-latest
    steps:
      - uses: actions/checkout@v6
      - uses: Swatinem/rust-cache@v2
      - name: Install Rust
        uses: dtolnay/rust-toolchain@1.91.1
        with:
          components: rustfmt, clippy
      - name: Fmt
        run: cargo fmt --all --check
      - name: Clippy
        run: cargo clippy --all-targets --verbose

  tests:
    runs-on: ubuntu-latest
    needs: fmt_clippy
    steps:
      - uses: actions/checkout@v6
      - uses: Swatinem/rust-cache@v2
      - name: Install Rust
        uses: dtolnay/rust-toolchain@1.91.1
      - name: Tests
        run: cargo test --all-targets --verbose

  build:
    runs-on: ubuntu-latest
    needs: tests
    strategy:
      matrix:
        target: [
          "aarch64-unknown-linux-gnu",
          "x86_64-unknown-linux-gnu",
          "x86_64-pc-windows-gnu",
          "wasm32-unknown-unknown"
        ]
    steps:
      - uses: actions/checkout@v6
      - uses: Swatinem/rust-cache@v2
        with:
          shared-key: "build-${{ runner.os }}-${{ matrix.target }}"
      - name: Install aarch64 cross toolchain
        if: matrix.target == 'aarch64-unknown-linux-gnu'
        run: |
          sudo apt-get update
          sudo apt-get install -y --no-install-recommends gcc-aarch64-linux-gnu libc6-dev-arm64-cross
      - name: Install mingw cross toolchain
        if: matrix.target == 'x86_64-pc-windows-gnu'
        run: |
          sudo apt-get update
          sudo apt-get install -y --no-install-recommends mingw-w64
      - name: Install Rust
        uses: dtolnay/rust-toolchain@1.91.1
        with:
          targets: ${{ matrix.target }}
      - name: Set aarch64 linker
        if: matrix.target == 'aarch64-unknown-linux-gnu'
        run: echo "CARGO_TARGET_AARCH64_UNKNOWN_LINUX_GNU_LINKER=aarch64-linux-gnu-gcc" >> $GITHUB_ENV
      - name: Set windows linker
        if: matrix.target == 'x86_64-pc-windows-gnu'
        run: echo "CARGO_TARGET_X86_64_PC_WINDOWS_GNU_LINKER=x86_64-w64-mingw32-gcc" >> $GITHUB_ENV
      - name: Build
        run: cargo build --target ${{ matrix.target }} --verbose

  wasm-bindings:
    runs-on: ubuntu-latest
    needs: tests
    steps:
      - uses: actions/checkout@v6
      - uses: Swatinem/rust-cache@v2
      - name: Install Rust
        uses: dtolnay/rust-toolchain@1.91.1
        with:
          targets: wasm32-unknown-unknown
      - name: Install wasm-pack
        uses: jetli/wasm-pack-action@v0.4.0
      - name: Build wasm bindings (web + bundler)
        run: make wasm-bindings
      - name: Upload wasm artifacts
        uses: actions/upload-artifact@v4
        with:
          name: wasm-bindings
          path: |
            target/wasm/pkg-web
            target/wasm/pkg-react
          retention-days: 7

  examples:
    runs-on: ubuntu-latest
    needs: tests
    steps:
      - uses: actions/checkout@v6
      - uses: Swatinem/rust-cache@v2
      - name: Install Rust (wasm + wasi)
        uses: dtolnay/rust-toolchain@1.91.1
        with:
          targets: wasm32-unknown-unknown
      - name: Install Rust stable for WASI
        uses: dtolnay/rust-toolchain@stable
        with:
          targets: wasm32-wasip1
      - name: Install wasm-pack
        uses: jetli/wasm-pack-action@v0.4.0
      - name: Build wasm bindings (web + bundler)
        run: make wasm-bindings
      - name: Build WASI CLI example (stable toolchain)
        run: cargo +stable build --target wasm32-wasip1 --example wasm_cli --verbose
      - name: Setup Node
        uses: actions/setup-node@v4
        with:
          node-version: '20'
          registry-url: 'https://registry.npmjs.org'
      - name: Build React TS example (bundler)
        working-directory: examples/react_web_ts
        run: |
          npm install --no-package-lock
          npm run build
      - name: Setup Python
        uses: actions/setup-python@v5
        with:
          python-version: '3.11'
      - name: Python bindings (maturin develop + example)
        run: |
          python -m venv .venv
          source .venv/bin/activate
          pip install --upgrade pip maturin
          maturin develop --release -m bindings/python/Cargo.toml
          python examples/python_cli/main.py

  python-wheels:
    runs-on: ${{ matrix.os }}
    needs: tests
    strategy:
      matrix:
        os: [ubuntu-latest, macos-latest, windows-latest]
    steps:
      - uses: actions/checkout@v6
      - uses: Swatinem/rust-cache@v2
      - name: Install Rust
        uses: dtolnay/rust-toolchain@1.91.1
      - name: Setup Python
        uses: actions/setup-python@v5
        with:
          python-version: '3.11'
      - name: Install maturin
        run: |
          pip install --upgrade pip maturin
      - name: Build wheel (platform-specific)
        shell: bash
        run: |
          if [[ "${{ matrix.os }}" == "ubuntu-latest" ]]; then
            maturin build --release -m bindings/python/Cargo.toml --skip-auditwheel
          elif [[ "${{ matrix.os }}" == "macos-latest" ]]; then
            maturin build --release -m bindings/python/Cargo.toml
          else
            maturin build --release -m bindings/python/Cargo.toml
          fi
      - name: Install built wheel and run CLI example
        shell: bash
        run: |
          set -euo pipefail
          wheel=$(ls bindings/python/target/wheels/*.whl | head -n1)
          if [[ -z "$wheel" ]]; then
            echo "No wheels produced"; exit 1
          fi
          python -m pip install "$wheel"
          python examples/python_cli/main.py
      - name: Upload wheel artifact
        uses: actions/upload-artifact@v4
        with:
          name: python-wheel-${{ matrix.os }}
          path: bindings/python/target/wheels/*.whl
          retention-days: 7

  security_audit:
    runs-on: ubuntu-latest
    needs: fmt_clippy
    steps:
      - uses: actions/checkout@v6
      - uses: Swatinem/rust-cache@v2
      - name: Install Rust
        uses: dtolnay/rust-toolchain@1.91.1
      - name: Install cargo-audit
        uses: taiki-e/install-action@v2
        with:
          tool: cargo-audit
      - name: Run cargo-audit
        run: cargo audit
      - name: Install cargo-deny
        uses: taiki-e/install-action@v2
        with:
          tool: cargo-deny
      - name: Run cargo-deny
        run: cargo deny check

  coverage:
    runs-on: ubuntu-latest
    needs: [ tests, security_audit ]
    permissions:
      contents: read
      checks: write
      id-token: write
    steps:
      - uses: actions/checkout@v6
      - uses: Swatinem/rust-cache@v2
      - name: Install dependencies (fontconfig for all-features)
        run: |
          sudo apt-get update
          sudo apt-get install -y --no-install-recommends libfontconfig1-dev pkg-config
      - name: Install Rust
        uses: dtolnay/rust-toolchain@1.91.1
      - name: Install cargo-llvm-cov
        uses: taiki-e/install-action@cargo-llvm-cov
      - name: Generate code coverage
        run: cargo llvm-cov --all-features --workspace --lcov --output-path lcov.info
      - name: Generate cobertura coverage
        run: cargo llvm-cov --all-features --workspace --cobertura --output-path cobertura.xml
      - name: Coverage summary
        uses: irongut/CodeCoverageSummary@v1.3.0
        with:
          filename: cobertura.xml
          badge: true
          format: markdown
          output: both
      - name: Upload coverage artifact
        uses: actions/upload-artifact@v5
        with:
          name: coverage-lcov
          path: |
            lcov.info
            cobertura.xml
            code-coverage-results.md
            code-coverage-results.txt
          retention-days: 7
      - name: Upload coverage to Codecov
        uses: codecov/codecov-action@v5
        with:
          files: lcov.info
          fail_ci_if_error: true
          use_oidc: true