optionstratlib/error/
metrics.rs

1/******************************************************************************
2   Author: Joaquín Béjar García
3   Email: jb@taunais.com
4   Date: 22/1/25
5******************************************************************************/
6use crate::error::{CurveError, SurfaceError};
7use thiserror::Error;
8
9/// Error types specifically related to financial and statistical metrics calculations.
10///
11/// This enum represents various error conditions that can occur during metrics
12/// processing, analysis, and validation within the library's metrics module.
13/// Each variant provides context about the specific type of error encountered.
14///
15/// # Variants
16///
17/// * `BasicError` - General metrics calculation errors
18/// * `ShapeError` - Errors related to data shape mismatches or incompatible dimensions
19/// * `RangeError` - Errors when data falls outside of expected/valid ranges
20/// * `TrendError` - Errors in trend analysis, regression, or pattern detection
21/// * `RiskError` - Errors in risk metrics calculations (like VaR, Sharpe ratio, etc.)
22/// * `Curve` - Errors related to curve-fitting or curve-based calculations
23/// * `Surface` - Errors in surface modeling or multi-dimensional metrics
24///
25/// # Examples
26///
27/// ```
28/// use optionstratlib::error::MetricsError;
29///
30/// // Creating different error types
31/// let basic_err = MetricsError::BasicError("Calculation failed".to_string());
32/// let range_err = MetricsError::RangeError("Value outside expected bounds".to_string());
33/// ```
34#[derive(Error, Debug)]
35pub enum MetricsError {
36    /// General errors in metrics calculations.
37    #[error("Basic Error: {0}")]
38    BasicError(String),
39
40    /// Errors related to data shape mismatches or dimensional incompatibility.
41    /// This typically occurs when input data has an unexpected structure.
42    #[error("Shape Error: {0}")]
43    ShapeError(String),
44
45    /// Errors when data falls outside expected or valid ranges.
46    /// This can indicate outliers or invalid input values.
47    #[error("Range Error: {0}")]
48    RangeError(String),
49
50    /// Errors in trend analysis, regression, or pattern detection algorithms.
51    #[error("Trend Error: {0}")]
52    TrendError(String),
53
54    /// Errors specifically related to financial risk metrics calculations,
55    /// such as Value at Risk (VaR), Conditional VaR, or Sharpe ratio.
56    #[error("Risk Error: {0}")]
57    RiskError(String),
58
59    /// Errors encountered during curve-fitting or curve-based calculations,
60    /// such as yield curves or volatility curves.
61    #[error(transparent)]
62    Curve(#[from] CurveError),
63
64    /// Errors in surface modeling or multi-dimensional metrics,
65    /// such as volatility surfaces or correlation matrices.
66    #[error(transparent)]
67    Surface(#[from] SurfaceError),
68}
optionstratlib/error/metrics.rs

optionstratlib/error/
metrics.rs
