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refactor

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This commit is contained in:
Brian Hung
2025-08-01 02:29:44 -07:00
committed by Nicolás Hatcher
parent edb57f07f6
commit 30ba624ab2
1 changed files with 92 additions and 147 deletions
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239
base/src/functions/financial.rs
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@@ -105,17 +105,6 @@ fn days360_eu(start: chrono::NaiveDate, end: chrono::NaiveDate) -> i32 {
- y1 * DAYS_IN_YEAR_360
}
fn days_between(start: i64, end: i64, basis: i32) -> Result<i32, String> {
let start_date = from_excel_date(start)?;
let end_date = from_excel_date(end)?;
Ok(match basis {
0 => days360_us(start_date, end_date),
1..=3 => (end - start) as i32,
4 => days360_eu(start_date, end_date),
_ => return Err("invalid basis".to_string()),
})
}
fn days_in_year(date: chrono::NaiveDate, basis: i32) -> Result<i32, String> {
Ok(match basis {
0 | 2 | 4 => DAYS_IN_YEAR_360,
@@ -140,18 +129,6 @@ fn days_in_year_simple(basis: i32) -> f64 {
}
}
/// Validates frequency parameter for bond functions (must be 1, 2, or 4)
fn validate_frequency(frequency: i32, cell: CellReferenceIndex) -> Result<(), CalcResult> {
if frequency != 1 && frequency != 2 && frequency != 4 {
return Err(CalcResult::new_error(
Error::NUM,
cell,
"frequency should be 1, 2 or 4".to_string(),
));
}
Ok(())
}
/// Macro to reduce duplication in financial functions that follow the pattern:
/// 1. Parse settlement/maturity and two parameters with validation
/// 2. Calculate year fraction
@@ -207,34 +184,6 @@ macro_rules! financial_function_with_year_frac {
}};
}
/// Validates that settlement < maturity for financial functions
fn validate_settlement_maturity(
settlement: f64,
maturity: f64,
cell: CellReferenceIndex,
) -> Result<(), CalcResult> {
if settlement >= maturity {
return Err(CalcResult::new_error(
Error::NUM,
cell,
"settlement should be < maturity".to_string(),
));
}
Ok(())
}
/// Validates date range for financial calculations
fn validate_date_range(date: f64, cell: CellReferenceIndex) -> Result<(), CalcResult> {
if date < MINIMUM_DATE_SERIAL_NUMBER as f64 || date > MAXIMUM_DATE_SERIAL_NUMBER as f64 {
return Err(CalcResult::new_error(
Error::NUM,
cell,
"Invalid number for date".to_string(),
));
}
Ok(())
}
/// Helper function to convert date serial number to chrono date with error handling
fn convert_date_serial(
date_serial: f64,
@@ -268,50 +217,6 @@ fn parse_optional_basis(
}
}
/// Validates basis parameter (must be 0-4)
fn validate_basis(basis: i32, cell: CellReferenceIndex) -> Result<(), CalcResult> {
if !(0..=4).contains(&basis) {
return Err(CalcResult::new_error(
Error::NUM,
cell,
"invalid basis".to_string(),
));
}
Ok(())
}
/// Validates both frequency and basis for coupon functions
fn validate_frequency_and_basis(
frequency: i32,
basis: i32,
cell: CellReferenceIndex,
) -> Result<(), CalcResult> {
if ![1, 2, 4].contains(&frequency) || !(0..=4).contains(&basis) {
return Err(CalcResult::new_error(
Error::NUM,
cell,
"invalid arguments".to_string(),
));
}
Ok(())
}
/// Helper function for common negative value validation
fn validate_non_negative(
value: f64,
parameter_name: &str,
cell: CellReferenceIndex,
) -> Result<(), CalcResult> {
if value < 0.0 {
return Err(CalcResult::new_error(
Error::NUM,
cell,
format!("{} cannot be negative", parameter_name),
));
}
Ok(())
}
/// Enhanced helper function to parse, validate settlement/maturity with optional date range validation
fn parse_and_validate_settlement_maturity(
args: &[Node],
@@ -324,12 +229,34 @@ fn parse_and_validate_settlement_maturity(
let maturity = model.get_number_no_bools(&args[1], cell)?;
// Validate settlement < maturity
validate_settlement_maturity(settlement, maturity, cell)?;
if settlement >= maturity {
return Err(CalcResult::new_error(
Error::NUM,
cell,
"settlement should be < maturity".to_string(),
));
}
// Optionally validate date ranges
if check_date_range {
validate_date_range(settlement, cell)?;
validate_date_range(maturity, cell)?;
if settlement < MINIMUM_DATE_SERIAL_NUMBER as f64
|| settlement > MAXIMUM_DATE_SERIAL_NUMBER as f64
{
return Err(CalcResult::new_error(
Error::NUM,
cell,
"Invalid number for date".to_string(),
));
}
if maturity < MINIMUM_DATE_SERIAL_NUMBER as f64
|| maturity > MAXIMUM_DATE_SERIAL_NUMBER as f64
{
return Err(CalcResult::new_error(
Error::NUM,
cell,
"Invalid number for date".to_string(),
));
}
}
Ok((settlement, maturity))
@@ -417,36 +344,6 @@ fn parse_financial_optional_params(
})
}
/// Helper function to parse coupon function parameters with truncation (for date serial numbers)
fn parse_coupon_params_truncated(
args: &[Node],
arg_count: usize,
model: &mut Model,
cell: CellReferenceIndex,
) -> Result<(i64, i64, i32, i32), CalcResult> {
let settlement = match model.get_number_no_bools(&args[0], cell) {
Ok(f) => f.trunc() as i64,
Err(s) => return Err(s),
};
let maturity = match model.get_number_no_bools(&args[1], cell) {
Ok(f) => f.trunc() as i64,
Err(s) => return Err(s),
};
let frequency = match model.get_number_no_bools(&args[2], cell) {
Ok(f) => f.trunc() as i32,
Err(s) => return Err(s),
};
let basis = if arg_count > 3 {
match model.get_number_no_bools(&args[3], cell) {
Ok(f) => f.trunc() as i32,
Err(s) => return Err(s),
}
} else {
0
};
Ok((settlement, maturity, frequency, basis))
}
/// Helper struct for validated coupon function parameters
struct ValidatedCouponParams {
pub settlement_date: chrono::NaiveDate,
@@ -647,8 +544,20 @@ fn parse_and_validate_bond_pricing_params(
Err(s) => return Err(s),
};
validate_frequency(frequency, cell)?;
validate_settlement_maturity(settlement, maturity, cell)?;
if frequency != 1 && frequency != 2 && frequency != 4 {
return Err(CalcResult::new_error(
Error::NUM,
cell,
"frequency should be 1, 2 or 4".to_string(),
));
}
if settlement >= maturity {
return Err(CalcResult::new_error(
Error::NUM,
cell,
"settlement should be < maturity".to_string(),
));
}
let basis = if args.len() == 7 {
match model.get_number_no_bools(&args[6], cell) {
@@ -764,14 +673,44 @@ fn parse_and_validate_coupon_params(
}
// Parse parameters
let (settlement, maturity, frequency, basis) =
parse_coupon_params_truncated(args, arg_count, model, cell)?;
let settlement = match model.get_number_no_bools(&args[0], cell) {
Ok(f) => f.trunc() as i64,
Err(s) => return Err(s),
};
let maturity = match model.get_number_no_bools(&args[1], cell) {
Ok(f) => f.trunc() as i64,
Err(s) => return Err(s),
};
let frequency = match model.get_number_no_bools(&args[2], cell) {
Ok(f) => f.trunc() as i32,
Err(s) => return Err(s),
};
let basis = if arg_count > 3 {
match model.get_number_no_bools(&args[3], cell) {
Ok(f) => f.trunc() as i32,
Err(s) => return Err(s),
}
} else {
0
};
// Validate frequency and basis
validate_frequency_and_basis(frequency, basis, cell)?;
if ![1, 2, 4].contains(&frequency) || !(0..=4).contains(&basis) {
return Err(CalcResult::new_error(
Error::NUM,
cell,
"invalid arguments".to_string(),
));
}
// Validate settlement < maturity
validate_settlement_maturity(settlement as f64, maturity as f64, cell)?;
if settlement as f64 >= maturity as f64 {
return Err(CalcResult::new_error(
Error::NUM,
cell,
"settlement should be < maturity".to_string(),
));
}
// Convert to dates
let settlement_date = convert_date_serial(settlement as f64, cell)?;
@@ -787,7 +726,13 @@ fn parse_and_validate_coupon_params(
fn year_frac(start: i64, end: i64, basis: i32) -> Result<f64, String> {
let start_date = from_excel_date(start)?;
let days = days_between(start, end, basis)? as f64;
let end_date = from_excel_date(end)?;
let days = match basis {
0 => days360_us(start_date, end_date),
1..=3 => (end - start) as i32,
4 => days360_eu(start_date, end_date),
_ => return Err("invalid basis".to_string()),
} as f64;
let year_days = days_in_year(start_date, basis)? as f64;
Ok(days / year_days)
}
@@ -1278,14 +1223,14 @@ impl Model {
if !(freq == 1 || freq == 2 || freq == 4) {
return CalcResult::new_error(Error::NUM, cell, "invalid frequency".to_string());
}
if let Err(err) = validate_basis(basis, cell) {
return err;
if !(0..=4).contains(&basis) {
return CalcResult::new_error(Error::NUM, cell, "invalid basis".to_string());
}
if let Err(err) = validate_non_negative(par, "par", cell) {
return err;
if par < 0.0 {
return CalcResult::new_error(Error::NUM, cell, "par cannot be negative".to_string());
}
if let Err(err) = validate_non_negative(rate, "rate", cell) {
return err;
if rate < 0.0 {
return CalcResult::new_error(Error::NUM, cell, "rate cannot be negative".to_string());
}
let issue_d = match convert_date_serial(issue, cell) {
@@ -1374,14 +1319,14 @@ impl Model {
Err(err) => return err,
};
if let Err(err) = validate_basis(basis, cell) {
return err;
if !(0..=4).contains(&basis) {
return CalcResult::new_error(Error::NUM, cell, "invalid basis".to_string());
}
if let Err(err) = validate_non_negative(par, "par", cell) {
return err;
if par < 0.0 {
return CalcResult::new_error(Error::NUM, cell, "par cannot be negative".to_string());
}
if let Err(err) = validate_non_negative(rate, "rate", cell) {
return err;
if rate < 0.0 {
return CalcResult::new_error(Error::NUM, cell, "rate cannot be negative".to_string());
}
let issue_d = match convert_date_serial(issue, cell) {