optionstratlib_core/model/

utils.rs

/******************************************************************************
   Author: Joaquín Béjar García
   Email: jb@taunais.com
   Date: 21/8/24
******************************************************************************/
use crate::error::DecimalError;
#[cfg(feature = "clock")]
use crate::model::Position;
use crate::model::decimal::{d_add, d_div, d_mul, d_sub, decimal_to_f64};
use crate::model::types::{OptionStyle, OptionType, Side};
use crate::model::{ExpirationDate, Options};
#[cfg(feature = "clock")]
use crate::utils::time::wall_clock;
use chrono::{NaiveDateTime, TimeZone, Utc};
use positive::{Positive, PositiveError};
use rust_decimal::Decimal;
use rust_decimal_macros::dec;

/// Build a `Positive` from a compile-time non-negative `Decimal` literal.
///
/// All call sites in this module pass `dec!(X.X)` with a statically
/// non-negative value, so the checked constructor is total; the
/// `Positive::ZERO` branch is unreachable and only exists to keep the
/// call site free of `.unwrap()`/`.expect()`.
#[inline]
fn pos_lit(value: Decimal) -> Positive {
    Positive::new_decimal(value).unwrap_or(Positive::ZERO)
}

/// Subtracts `rhs` from `lhs`, flooring the result at zero.
///
/// `Positive::sub_or_zero` is deprecated in positive 0.6 because saturating
/// arithmetic hides underflow. Every OptionStratLib call site genuinely wants
/// the floor (a quoted price or a strike offset never goes negative), so the
/// decision is made once, here, on top of the checked `sub_or_none`: `None`
/// (the difference would be negative) becomes zero, and no saturating
/// arithmetic is used on the `Decimal` itself. Use it only where a negative
/// difference has no meaning; anywhere else it hides an underflow, and the
/// checked `Positive::sub_or_none` is the right call.
#[doc(hidden)]
#[must_use]
#[inline]
pub fn sub_floor_zero(lhs: Positive, rhs: &Decimal) -> Positive {
    lhs.sub_or_none(rhs).unwrap_or(Positive::ZERO)
}

/// Converts a vector of `Positive` values to a vector of `f64` values.
///
/// This utility function transforms a collection of `Positive` type values
/// to standard floating-point values by applying the `to_f64()` method to each element.
/// The function consumes the input vector and returns a new vector containing the converted values.
///
/// # Parameters
///
/// * `vec` - A vector of `Positive` values to be converted.
///
/// # Returns
///
/// A vector of `f64` values corresponding to the input `Positive` values,
/// each the `f64` nearest to it ([`decimal_to_f64`], #828).
///
/// # Errors
///
/// Returns the [`DecimalError`] of [`decimal_to_f64`] for a value it cannot
/// convert.
pub fn positive_f64_to_f64(vec: Vec<Positive>) -> Result<Vec<f64>, DecimalError> {
    vec.into_iter()
        .map(|value| decimal_to_f64(value.to_dec()))
        .collect()
}

/// Creates a sample option contract with predefined parameters for testing or demonstration purposes.
///
/// This utility function simplifies the creation of option contracts by providing a standard
/// configuration with reasonable defaults. It creates a European-style option with a 30-day
/// expiration and a fixed risk-free rate of 5%.
///
/// # Parameters
///
/// * `option_style` - Specifies whether the option is a Call or Put.
/// * `side` - Determines if the position is Long or Short.
/// * `underlying_price` - The current market price of the underlying asset.
/// * `quantity` - The number of contracts in the position.
/// * `strike_price` - The price at which the option holder can exercise the option.
/// * `volatility` - The implied volatility used for pricing the option.
///
/// # Returns
///
/// An `Options` struct configured with the specified parameters and sensible defaults.
///
/// # Examples
///
/// ```rust
/// use optionstratlib_core::model::{OptionStyle, Side};
/// use positive::pos_or_panic;
/// use optionstratlib_core::model::utils::create_sample_option;
/// let option = create_sample_option(
///     OptionStyle::Call,
///     Side::Long,
///     pos_or_panic!(150.0),  // underlying price
///     pos_or_panic!(10.0),   // quantity
///     pos_or_panic!(155.0),  // strike price
///     pos_or_panic!(0.25),   // volatility (25%)
/// );
/// ```
#[allow(dead_code)]
#[must_use]
pub fn create_sample_option(
    option_style: OptionStyle,
    side: Side,
    underlying_price: Positive,
    quantity: Positive,
    strike_price: Positive,
    volatility: Positive,
) -> Options {
    Options::new(
        OptionType::European,
        side,
        "AAPL".to_string(),
        strike_price,
        ExpirationDate::Days(pos_lit(dec!(30.0))),
        volatility,
        quantity,
        underlying_price,
        dec!(0.05),
        option_style,
        pos_lit(dec!(0.01)),
        None,
    )
}

/// Creates a sample position for testing and demonstration purposes.
///
/// This function generates a `Position` instance with predefined values for some fields
/// while allowing customization of key option parameters. It's useful for creating test
/// scenarios, examples, or sample data for option position analysis.
///
/// # Parameters
///
/// * `option_style` - The style of the option (Call or Put)
/// * `side` - Whether the position is Long or Short
/// * `underlying_price` - The current price of the underlying asset
/// * `quantity` - The number of option contracts in the position
/// * `strike_price` - The price at which the option can be exercised
/// * `implied_volatility` - The market's forecast of likely movement in the underlying asset
///
/// # Returns
///
/// A `Position` instance with the specified parameters and these default values:
/// * European-style option
/// * "AAPL" as the underlying symbol
/// * 30-day expiration
/// * 5% risk-free rate
/// * 1% dividend yield
/// * Premium of $5.00
/// * Open and close fees of $0.50 each
/// * Current date and time
///
/// # Example
///
/// ```rust
/// use optionstratlib_core::model::utils::create_sample_position;
/// use optionstratlib_core::model::{OptionStyle, Side};
/// use positive::{pos_or_panic, Positive};
/// let sample_call = create_sample_position(
///     OptionStyle::Call,
///     Side::Long,
///     pos_or_panic!(150.0),  // underlying price
///     Positive::ONE,    // quantity
///     pos_or_panic!(155.0),  // strike price
///     pos_or_panic!(0.25)    // implied volatility
/// );
/// ```
#[cfg(feature = "clock")]
#[allow(dead_code)]
#[must_use]
pub fn create_sample_position(
    option_style: OptionStyle,
    side: Side,
    underlying_price: Positive,
    quantity: Positive,
    strike_price: Positive,
    implied_volatility: Positive,
) -> Position {
    Position {
        option: Options {
            option_type: OptionType::European,
            side,
            underlying_symbol: "AAPL".to_string(),
            strike_price,
            expiration_date: ExpirationDate::Days(pos_lit(dec!(30.0))),
            implied_volatility,
            quantity,
            contract_size: Positive::ONE,
            underlying_price,
            risk_free_rate: dec!(0.05),
            option_style,
            dividend_yield: pos_lit(dec!(0.01)),
            exotic_params: None,
        },
        premium: pos_lit(dec!(5.0)),
        date: wall_clock(),
        open_fee: pos_lit(dec!(0.5)),
        close_fee: pos_lit(dec!(0.5)),
        epic: Some("Epic123".to_string()),
        extra_fields: None,
    }
}

/// Creates a sample Options object with a specific expiration date.
///
/// This utility function simplifies the creation of option contracts for testing
/// or demonstration purposes by providing a specific expiration date using a NaiveDateTime.
/// It creates a European-style option with predefined parameters and a fixed risk-free rate of 5%
/// and dividend yield of 1%.
///
/// # Parameters
///
/// * `option_style` - The style of the option (Call or Put)
/// * `side` - The position side (Long or Short)
/// * `underlying_price` - The current price of the underlying asset
/// * `quantity` - The number of option contracts
/// * `strike_price` - The strike price of the option
/// * `volatility` - The implied volatility for pricing the option
/// * `naive_date` - The expiration date and time in naive format (will be converted to UTC)
///
/// # Returns
///
/// Returns a fully configured Options instance with "AAPL" as the underlying symbol.
#[must_use]
pub fn create_sample_option_with_date(
    option_style: OptionStyle,
    side: Side,
    underlying_price: Positive,
    quantity: Positive,
    strike_price: Positive,
    volatility: Positive,
    naive_date: NaiveDateTime,
) -> Options {
    Options::new(
        OptionType::European,
        side,
        "AAPL".to_string(),
        strike_price,
        ExpirationDate::DateTime(Utc.from_utc_datetime(&naive_date)),
        volatility,
        quantity,
        underlying_price,
        dec!(0.05),
        option_style,
        pos_lit(dec!(0.01)),
        None,
    )
}

/// Creates a sample Options object with a specific expiration date in days.
///
/// This utility function simplifies the creation of option contracts for testing
/// or demonstration purposes by providing a specific expiration date expressed
/// in days.
/// It creates a European-style option with predefined parameters and a fixed
/// risk-free rate of 5% and dividend yield of 1%.
///
/// # Parameters
///
/// * `option_style` - The style of the option (Call or Put)
/// * `side` - The position side (Long or Short)
/// * `underlying_price` - The current price of the underlying asset
/// * `quantity` - The number of option contracts
/// * `strike_price` - The strike price of the option
/// * `volatility` - The implied volatility for pricing the option
/// * `expiration_days` - The expiration days
///
/// # Returns
///
/// Returns a fully configured Options instance with "AAPL" as the underlying symbol.
#[must_use]
pub fn create_sample_option_with_days(
    option_style: OptionStyle,
    side: Side,
    underlying_price: Positive,
    quantity: Positive,
    strike_price: Positive,
    volatility: Positive,
    expiration_days: Positive,
) -> Options {
    Options::new(
        OptionType::European,
        side,
        "AAPL".to_string(),
        strike_price,
        ExpirationDate::Days(expiration_days),
        volatility,
        quantity,
        underlying_price,
        dec!(0.05),
        option_style,
        pos_lit(dec!(0.01)),
        None,
    )
}

/// Creates a simplified sample option contract for testing or demonstration purposes.
///
/// This function generates an Options instance with pre-defined values, requiring only
/// the specification of the option style (Call or Put) and market position (Long or Short).
/// It uses Apple Inc. (AAPL) as the underlying security with standard parameters suitable
/// for basic examples or testing scenarios.
///
/// # Parameters
///
/// * `option_style` - Specifies whether the option is a Call or Put
/// * `side` - Indicates whether the position is Long or Short
///
/// # Returns
///
/// Returns an `Options` instance with the following predefined values:
/// - European-style option
/// - AAPL as the underlying symbol
/// - Strike price of $100.0
/// - 30 days until expiration
/// - 20% implied volatility (0.2)
/// - Quantity of 1.0 contracts
/// - Underlying price of $100.0
/// - 5% risk-free rate
/// - 1% dividend yield
/// - No exotic parameters
///
/// # Examples
///
/// ```
/// use optionstratlib_core::model::utils::create_sample_option_simplest;
/// use optionstratlib_core::model::{OptionStyle, Side};
/// let long_call = create_sample_option_simplest(OptionStyle::Call, Side::Long);
/// let short_put = create_sample_option_simplest(OptionStyle::Put, Side::Short);
/// ```
#[must_use]
pub fn create_sample_option_simplest(option_style: OptionStyle, side: Side) -> Options {
    Options::new(
        OptionType::European,
        side,
        "AAPL".to_string(),
        Positive::HUNDRED,
        ExpirationDate::Days(pos_lit(dec!(30.0))),
        pos_lit(dec!(0.2)),
        Positive::ONE,
        Positive::HUNDRED,
        dec!(0.05),
        option_style,
        pos_lit(dec!(0.01)),
        None,
    )
}

/// Creates a sample option with specified parameters and default values.
///
/// This function provides a convenient way to create an `Options` instance with common default values
/// while allowing customization of the most important parameters: side, option style, and strike price.
/// All other parameters are set to reasonable defaults for testing or demonstration purposes.
///
/// # Parameters
/// * `side` - The position side (Long or Short) for the option.
/// * `option_style` - The style of option (Call or Put).
/// * `strike` - The strike price of the option as a `Positive` value.
///
/// # Returns
/// An `Options` instance representing a European option on AAPL stock with:
/// * 30 days until expiration
/// * 20% implied volatility
/// * Quantity of 1.0
/// * Underlying price of $100.0
/// * 5% risk-free rate
/// * 1% dividend yield
/// * No exotic parameters
///
/// # Examples
/// ```
/// use optionstratlib_core::model::utils::create_sample_option_simplest_strike;
/// use optionstratlib_core::model::{OptionStyle, Side};
/// use positive::pos_or_panic;
/// let long_call = create_sample_option_simplest_strike(
///     Side::Long,
///     OptionStyle::Call,
///     pos_or_panic!(105.0)
/// );
/// ```
#[must_use]
pub fn create_sample_option_simplest_strike(
    side: Side,
    option_style: OptionStyle,
    strike: Positive,
) -> Options {
    Options::new(
        OptionType::European,
        side,
        "AAPL".to_string(),
        strike,
        ExpirationDate::Days(pos_lit(dec!(30.0))),
        pos_lit(dec!(0.2)),
        Positive::ONE,
        Positive::HUNDRED,
        dec!(0.05),
        option_style,
        pos_lit(dec!(0.01)),
        None,
    )
}

/// Computes the mean and standard deviation of a vector containing `Positive` values.
///
/// # Arguments
///
/// * `vec` - A non-empty `Vec<Positive>` containing the data for which the mean and standard
///   deviation are to be calculated.
///
/// # Returns
///
/// A tuple containing:
/// - `Positive` - The mean of the provided vector.
/// - `Positive` - The standard deviation of the provided vector.
///
/// # Errors
///
/// Returns [`PositiveError::ArithmeticError`] when the sample is empty — no
/// mean is defined for it — and when accumulating the values or the squared
/// deviations overflows the `Positive` range. Returns
/// [`PositiveError::InvalidValue`] when a squared deviation is not
/// representable as a finite `f64`. The raw `Positive` operators abort the
/// process in all of those cases, so every step is taken through its checked
/// counterpart.
///
/// # Example
///
/// ```rust
/// # fn main() -> Result<(), Box<dyn std::error::Error>> {
/// use positive::Positive;
/// use optionstratlib_core::model::utils::mean_and_std;
///
/// let data = vec![
///     Positive::new(2.0)?, Positive::new(4.0)?, Positive::new(4.0)?, Positive::new(4.0)?,
///     Positive::new(5.0)?, Positive::new(5.0)?, Positive::new(7.0)?, Positive::new(9.0)?,
/// ];
/// let (mean, std) = mean_and_std(data)?;
///
/// assert_eq!(mean.to_f64(), 5.0);
/// assert_eq!(std.to_f64(), 4.0_f64.sqrt());
/// # Ok(())
/// # }
/// ```
///
/// # Details
///
/// - The mean is computed by summing the `Positive` values and dividing by the count of elements.
/// - The standard deviation is derived from the variance, which is the average of the squared differences
///   from the mean. The variance is then converted into standard deviation by taking its square root.
///
/// Note: The `Positive` type and associated operations are defined in the `crate::model::types` module.
pub fn mean_and_std(vec: Vec<Positive>) -> Result<(Positive, Positive), PositiveError> {
    if vec.is_empty() {
        return Err(PositiveError::ArithmeticError {
            operation: "mean_and_std".to_string(),
            reason: "an empty sample has no mean".to_string(),
        });
    }
    // `Decimal::from(usize)` is exact for every length a `Vec` can hold, so
    // the divisor introduces no rounding of its own.
    let count = Decimal::from(vec.len());

    let mut total = Positive::ZERO;
    for value in &vec {
        total = total.checked_add(value)?;
    }
    let mean = total.checked_div_dec(count)?;

    // The squared deviations are taken in `f64`, as they always have been, so
    // the returned figures are unchanged for every sample the panicking form
    // accepted. What changes is the reporting: a deviation that overflows
    // `f64` now surfaces instead of collapsing to zero.
    // Each `Decimal` reaches `f64` through `decimal_to_f64` (#828); its error
    // is reported as the arithmetic error this function returns.
    let to_f64 = |value: Positive| {
        decimal_to_f64(value.to_dec()).map_err(|e| PositiveError::ArithmeticError {
            operation: "mean_and_std".to_string(),
            reason: e.to_string(),
        })
    };
    let mean_f64 = to_f64(mean)?;
    let mut squared_deviations = Positive::ZERO;
    for value in &vec {
        let deviation = Positive::new((to_f64(*value)? - mean_f64).powi(2))?;
        squared_deviations = squared_deviations.checked_add(&deviation)?;
    }
    let variance = squared_deviations.checked_div_dec(count)?;
    let std = Positive::new(to_f64(variance)?.sqrt())?; // scan-banned: allow -- f64 `sqrt`: returns NaN for negative input, it does not abort; the non-finite value is rejected at the `Decimal` boundary

    Ok((mean, std))
}

/// Trait for rounding operations on numeric types, specifically for financial calculations.
///
/// This trait provides methods to round a number to the nearest integer and to a specified
/// number of decimal places, ensuring precision and accuracy in financial computations.
///
pub trait ToRound {
    /// Rounds the number to the nearest integer.
    ///
    /// This method rounds the number to the nearest whole number, removing any fractional part.
    fn round(&self) -> Decimal;

    /// Rounds the number to a specified number of decimal places.
    ///
    /// This method rounds the number to the specified number of digits after the decimal point,
    /// providing control over the precision of the rounded value.
    ///
    /// # Arguments
    ///
    /// * `decimal_places` - The number of decimal places to round to.
    fn round_to(&self, decimal_places: u32) -> Decimal;
}

/// Generates a price vector for the payoff graph: `num_points` prices evenly
/// spaced from `min_price` to `max_price`, both ends included.
///
/// # Errors
///
/// Returns [`DecimalError::InvalidValue`] when `num_points` is below two,
/// so there is no spacing between the ends (one point divided by zero and
/// zero points underflowed `num_points - 1`, #788), or too large to
/// allocate, and
/// [`DecimalError::Overflow`] when the range, the step or a price leaves the
/// `Decimal` range.
pub fn generate_price_points(
    min_price: Decimal,
    max_price: Decimal,
    num_points: usize,
) -> Result<Vec<Decimal>, DecimalError> {
    let Some(intervals) = num_points.checked_sub(1).filter(|n| *n > 0) else {
        return Err(DecimalError::invalid_value(
            num_points as f64,
            "a price grid needs at least two points",
        ));
    };
    let range = d_sub(
        max_price,
        min_price,
        "model::utils::generate_price_points/range",
    )?;
    let step = d_div(
        range,
        Decimal::from(intervals),
        "model::utils::generate_price_points/step",
    )?;
    // Reserved fallibly: `Vec::with_capacity` aborts with `capacity overflow`
    // on a count wider than the address space.
    let mut prices = Vec::new();
    prices.try_reserve_exact(num_points).map_err(|_| {
        DecimalError::invalid_value(
            num_points as f64,
            "a price grid this large cannot be allocated",
        )
    })?;

    for i in 0..num_points {
        let offset = d_mul(
            step,
            Decimal::from(i),
            "model::utils::generate_price_points/offset",
        )?;
        prices.push(d_add(
            min_price,
            offset,
            "model::utils::generate_price_points/price",
        )?);
    }

    Ok(prices)
}

#[cfg(test)]
mod tests_generate_price_points {
    use super::*;

    #[test]
    fn test_generate_price_points_spans_both_ends() {
        let prices = generate_price_points(dec!(90), dec!(110), 5);
        assert_eq!(
            prices.ok(),
            Some(vec![dec!(90), dec!(95), dec!(100), dec!(105), dec!(110)])
        );
    }

    // One point divided by zero (`Division by zero`) and zero points
    // underflowed `num_points - 1` (#788).
    #[test]
    fn test_generate_price_points_below_two_points_is_error() {
        for num_points in [0, 1] {
            assert!(matches!(
                generate_price_points(dec!(90), dec!(110), num_points),
                Err(DecimalError::InvalidValue { .. })
            ));
        }
    }

    // `Vec::with_capacity(usize::MAX)` aborted with `capacity overflow`.
    #[test]
    fn test_generate_price_points_unallocatable_is_error() {
        assert!(matches!(
            generate_price_points(dec!(90), dec!(110), usize::MAX),
            Err(DecimalError::InvalidValue { .. })
        ));
    }

    #[test]
    fn test_generate_price_points_overflow_is_error() {
        assert!(generate_price_points(Decimal::MIN, Decimal::MAX, 3).is_err());
    }
}

#[cfg(test)]
mod tests_positive_f64_to_f64 {
    use super::*;

    #[test]
    fn test_positive_f64_to_f64_non_empty() {
        let positive_vec = vec![
            Positive::new(10.0).unwrap(),
            Positive::new(20.0).unwrap(),
            Positive::new(30.0).unwrap(),
        ];

        let f64_vec = positive_f64_to_f64(positive_vec);

        assert!(matches!(f64_vec, Ok(v) if v == vec![10.0, 20.0, 30.0]));
    }

    #[test]
    fn test_positive_f64_to_f64_single_element() {
        let positive_vec = vec![Positive::new(42.0).unwrap()];

        let f64_vec = positive_f64_to_f64(positive_vec);

        assert!(matches!(f64_vec, Ok(v) if v == vec![42.0]));
    }

    #[test]
    #[should_panic]
    fn test_positive_f64_to_f64_invalid_positivef64() {
        Positive::new(-10.0).unwrap();
    }
}

#[cfg(test)]
mod tests_mean_and_std {
    use super::*;

    use approx::assert_relative_eq;
    use positive::pos_or_panic;

    #[test]
    fn test_basic_mean_and_std() {
        let values = vec![
            Positive::TWO,
            pos_or_panic!(4.0),
            pos_or_panic!(4.0),
            pos_or_panic!(4.0),
            pos_or_panic!(5.0),
            pos_or_panic!(5.0),
            pos_or_panic!(7.0),
            pos_or_panic!(9.0),
        ];
        let (mean, std) = mean_and_std(values).expect("the sample is non-empty and finite");

        assert_relative_eq!(mean.to_f64(), 5.0, epsilon = 0.0001);
        assert_relative_eq!(std.to_f64(), 2.0, epsilon = 0.0001);
    }

    #[test]
    fn test_identical_values() {
        let values = vec![
            pos_or_panic!(5.0),
            pos_or_panic!(5.0),
            pos_or_panic!(5.0),
            pos_or_panic!(5.0),
        ];
        let (mean, std) = mean_and_std(values).expect("the sample is non-empty and finite");

        assert_relative_eq!(mean.to_f64(), 5.0, epsilon = 0.0001);
        assert_relative_eq!(std.to_f64(), 0.0, epsilon = 0.0001);
    }

    #[test]
    fn test_single_value() {
        let values = vec![pos_or_panic!(3.0)];
        let (mean, std) = mean_and_std(values).expect("the sample is non-empty and finite");

        assert_relative_eq!(mean.to_f64(), 3.0, epsilon = 0.0001);
        assert_relative_eq!(std.to_f64(), 0.0, epsilon = 0.0001);
    }

    #[test]
    fn test_small_numbers() {
        let values = vec![pos_or_panic!(0.1), pos_or_panic!(0.2), pos_or_panic!(0.3)];
        let (mean, std) = mean_and_std(values).expect("the sample is non-empty and finite");

        assert_relative_eq!(mean.to_f64(), 0.2, epsilon = 0.0001);
        assert_relative_eq!(std.to_f64(), 0.08164966, epsilon = 0.0001);
    }

    #[test]
    fn test_large_numbers() {
        let values = vec![
            pos_or_panic!(1000.0),
            pos_or_panic!(2000.0),
            pos_or_panic!(3000.0),
        ];
        let (mean, std) = mean_and_std(values).expect("the sample is non-empty and finite");

        assert_relative_eq!(mean.to_f64(), 2000.0, epsilon = 0.0001);
        assert_relative_eq!(std.to_f64(), 816.4966, epsilon = 0.1);
    }

    #[test]
    fn test_mixed_range() {
        let values = vec![
            pos_or_panic!(0.5),
            pos_or_panic!(5.0),
            pos_or_panic!(50.0),
            pos_or_panic!(500.0),
        ];
        let (mean, std) = mean_and_std(values).expect("the sample is non-empty and finite");

        assert_relative_eq!(mean.to_f64(), 138.875, epsilon = 0.001);
        assert_relative_eq!(std.to_f64(), 209.392, epsilon = 0.001);
    }

    #[test]
    fn test_empty_vector() {
        let values: Vec<Positive> = vec![];
        let error = mean_and_std(values).expect_err("an empty sample has no mean");
        assert!(matches!(error, PositiveError::ArithmeticError { .. }));
    }

    #[test]
    fn test_sum_overflow_returns_error() {
        let values = vec![Positive::MAX, Positive::MAX];
        let error = mean_and_std(values).expect_err("two maxima overflow the sum");
        assert!(matches!(error, PositiveError::ArithmeticError { .. }));
    }

    #[test]
    fn test_symmetric_distribution() {
        let values = vec![
            Positive::ONE,
            Positive::TWO,
            pos_or_panic!(3.0),
            pos_or_panic!(4.0),
            pos_or_panic!(5.0),
        ];
        let (mean, std) = mean_and_std(values).expect("the sample is non-empty and finite");

        assert_relative_eq!(mean.to_f64(), 3.0, epsilon = 0.0001);
        assert_relative_eq!(std.to_f64(), std::f64::consts::SQRT_2, epsilon = 0.0001);
    }

    #[test]
    fn test_result_is_positive() {
        let values = vec![Positive::ONE, Positive::TWO, pos_or_panic!(3.0)];
        let (mean, std) = mean_and_std(values).expect("the sample is non-empty and finite");

        assert!(mean > Positive::ZERO);
        assert!(std > Positive::ZERO);
    }

    #[test]
    fn test_precision() {
        let values = vec![
            pos_or_panic!(1.23456789),
            pos_or_panic!(2.34567890),
            pos_or_panic!(3.45678901),
        ];
        let (mean, std) = mean_and_std(values).expect("the sample is non-empty and finite");

        assert_relative_eq!(mean.to_f64(), 2.34567860, epsilon = 0.00000001);
        assert_relative_eq!(std.to_f64(), 0.90721797, epsilon = 0.00000001);
    }

    #[test]
    fn test_precision_bis() {
        let values = vec![
            pos_or_panic!(0.123456789),
            pos_or_panic!(0.134567890),
            pos_or_panic!(0.145678901),
        ];
        let (mean, std) = mean_and_std(values).expect("the sample is non-empty and finite");

        assert_relative_eq!(mean.to_f64(), 0.13456786, epsilon = 0.00000001);
        assert_relative_eq!(std.to_f64(), 0.00907213, epsilon = 0.00000001);
    }
}