DEP: drop support for Python 3.9 (#540)

.github/workflows/ubuntu-minimum.yml

@@ -16,7 +16,7 @@ jobs:
     strategy:
       fail-fast: false
       matrix:
-        python-version: ["3.9"]
+        python-version: ["3.10"]
 
     steps:
     - uses: actions/checkout@v4

.github/workflows/windows-minimum.yml

@@ -16,7 +16,7 @@ jobs:
     strategy:
       fail-fast: false
       matrix:
-        python-version: ["3.9"]
+        python-version: ["3.10"]
     env:
       MPLBACKEND: Agg  # https://github.com/orgs/community/discussions/26434
 

Cargo.toml

@@ -1,6 +1,6 @@
 [package]
 name = "rateslib"
-version = "1.6.0"
+version = "1.7.0"
 edition = "2021"
 exclude = [".github/*", "benches/*", "notebooks/*", ".readthedocs.yaml", "docs/*", "PACKAGING.md"]
 
@@ -40,10 +40,10 @@ serde_json = "1.0"
 
 [features]
 # multiple-pymethods = ["pyo3/multiple-pymethods"]
-abi3-py39 = ["pyo3/abi3-py39"]
+abi3-py310 = ["pyo3/abi3-py310"]
 pyo3-chrono = ["pyo3/chrono"]
 pyo3-indexmap = ["pyo3/indexmap"]
-default = ["abi3-py39", "pyo3-chrono", "pyo3-indexmap"]
+default = ["abi3-py310", "pyo3-chrono", "pyo3-indexmap"]
 # 'extension-module' has been added to 'features' of [tool.maturin] in pyproject.toml
 #extension-module = ["pyo3/extension-module"]
 #default = ["extension-module", "abi3-py39", "chrono"]

docs/source/i_get_started.rst

@@ -54,19 +54,19 @@ earlier pre-rust 1.1.0 version.
    * - Python
      - 3.13
      - 3.12
-     - 3.9
+     - 3.10 (Oct '21)
    * - NumPy
-     - 2.1.2
-     - 1.26.1
-     - 1.21.5
+     - 2.1.3
+     - 1.26.4
+     - 1.21.5 (Dec '21)
    * - Pandas
      - 2.2.3
      - 2.2.2
-     - 1.4.1
+     - 1.4.1 (Feb '22)
    * - Matplotlib
-     - 3.9.2
-     - 3.9.2
-     - 3.5.1
+     - 3.9.3
+     - 3.9.3
+     - 3.5.1 (Dec '21)
 
 
 Introduction to Rateslib

docs/source/i_whatsnew.rst

@@ -41,6 +41,8 @@ email contact, see `rateslib <https://rateslib.com>`_.
        (`532 <https://github.com/attack68/rateslib/pull/532>`_)
        (`535 <https://github.com/attack68/rateslib/pull/535>`_)
        (`536 <https://github.com/attack68/rateslib/pull/536>`_)
+   * - Dependencies
+     - Drop support for Python 3.9, only versions 3.10 - 3.13 now supported.
    * - Refactor
      - :red:`Minor Breaking Change!` :meth:`~rateslib.calendars.get_calendar` has dropped the
        ``kind`` argument being only useful internally.

pyproject.toml

@@ -15,7 +15,7 @@ features = ["pyo3/extension-module"]
 
 [project]
 name = "rateslib"
-version = "1.6.0"
+version = "1.7.0"
 description = "A fixed income library for trading interest rates"
 readme = "README.md"
 authors = [{ name = "J H M Darbyshire"}]
@@ -26,7 +26,7 @@ dependencies = [
     "matplotlib>=3.5.1,<4.0",
     "pandas>=1.4.1,<3.0",
 ]
-requires-python = ">=3.9"
+requires-python = ">=3.10"
 classifiers = [
     "Programming Language :: Rust",
     "Programming Language :: Python :: Implementation :: CPython",
@@ -91,7 +91,7 @@ exclude = [
 line-length = 100
 indent-width = 4
 # Assume Python 3.12
-target-version = "py39"
+target-version = "py310"
 
 [tool.ruff.format]
 quote-style = "double"
@@ -151,4 +151,4 @@ src_paths = ["python"]
 
 [tool.black]
 line-length = 100
-target-version = ['py39']
+target-version = ['py310']

python/rateslib/__init__.py

@@ -35,7 +35,7 @@ def __init__(self, *args) -> None:
         if len(args) % 2 != 0 or len(args) < 2:
             raise ValueError("Need to invoke as option_context(pat, val, [(pat, val), ...]).")
 
-        self.ops = list(zip(args[::2], args[1::2]))
+        self.ops = list(zip(args[::2], args[1::2], strict=False))
 
     def __enter__(self) -> None:
         self.undo = [(pat, getattr(defaults, pat, None)) for pat, _ in self.ops]
@@ -244,4 +244,4 @@ def __exit__(self, *args) -> None:
     "FXBrokerFly",
 ]
 
-__version__ = "1.6.0"
+__version__ = "1.7.0"

python/rateslib/calendars/dcfs.py

@@ -2,8 +2,8 @@
 
 import calendar as calendar_mod
 import warnings
+from collections.abc import Callable
 from datetime import datetime
-from typing import Callable
 
 from rateslib.calendars.rs import CalInput, _get_modifier, _get_rollday, get_calendar
 from rateslib.default import NoInput

python/rateslib/calendars/rs.py

@@ -1,14 +1,12 @@
-from typing import Union
-
 from rateslib import defaults
 from rateslib.default import NoInput
 from rateslib.rs import Cal, Modifier, NamedCal, RollDay, UnionCal
 
-CalTypes = Union[Cal, UnionCal, NamedCal]
-CalInput = Union[CalTypes, str, NoInput]
+CalTypes = Cal | UnionCal | NamedCal
+CalInput = CalTypes | str | NoInput
 
 
-def _get_rollday(roll: Union[str, int, NoInput]) -> RollDay:
+def _get_rollday(roll: str | int | NoInput) -> RollDay:
     if isinstance(roll, str):
         return {
             "EOM": RollDay.EoM(),

python/rateslib/curves/curves.py

@@ -10,9 +10,10 @@
 
 import json
 import warnings
+from collections.abc import Callable
 from datetime import datetime, timedelta
 from math import comb, floor
-from typing import TYPE_CHECKING, Any, Callable
+from typing import TYPE_CHECKING, Any
 from uuid import uuid4
 
 import numpy as np
@@ -1194,7 +1195,12 @@ def plot(
         y_ = [y] if not difference else []
         for _, comparator in enumerate(comparators):
             if difference:
-                y_.append([self._plot_diff(_x, tenor, _y, comparator) for _x, _y in zip(x, y)])
+                y_.append(
+                    [
+                        self._plot_diff(_x, tenor, _y, comparator)
+                        for _x, _y in zip(x, y, strict=False)
+                    ]
+                )
             else:
                 pm_ = comparator._plot_modifier(tenor)
                 y_.append([comparator._plot_rate(_x, tenor, pm_) for _x in x])
@@ -2209,7 +2215,7 @@ def __init__(
 
     def _validate_curve_collection(self):
         """Perform checks to ensure CompositeCurve can exist"""
-        if type(self) is MultiCsaCurve and isinstance(self.curves[0], (LineCurve, IndexCurve)):
+        if type(self) is MultiCsaCurve and isinstance(self.curves[0], LineCurve | IndexCurve):
             raise TypeError("Multi-CSA curves must be of type `Curve`.")
 
         if type(self) is MultiCsaCurve and self.multi_csa_min_step > self.multi_csa_max_step:

python/rateslib/dual/__init__.py

@@ -3,7 +3,6 @@
 import math
 from functools import partial
 from statistics import NormalDist
-from typing import Union
 
 import numpy as np
 
@@ -13,8 +12,8 @@
 Dual.__doc__ = "Dual number data type to perform first derivative automatic differentiation."
 Dual2.__doc__ = "Dual number data type to perform second derivative automatic differentiation."
 
-DualTypes = Union[float, Dual, Dual2, Variable]
-Number = Union[float, Dual, Dual2]
+DualTypes = float | Dual | Dual2 | Variable
+Number = float | Dual | Dual2
 
 # Licence: Creative Commons - Attribution-NonCommercial-NoDerivatives 4.0 International
 # Commercial use of this code, and/or copying and redistribution is prohibited.
@@ -71,7 +70,7 @@ def set_order_convert(
     -------
     float, Dual, Dual2
     """
-    if isinstance(val, (*FLOATS, *INTS)):
+    if isinstance(val, FLOATS | INTS):
         _ = [] if tag is None else tag
         if order == 0:
             return float(val)
@@ -120,7 +119,7 @@ def gradient(
     -------
     float, ndarray, Dual2
     """
-    if not isinstance(dual, (Dual, Dual2, Variable)):
+    if not isinstance(dual, Dual | Dual2 | Variable):
         raise TypeError("Can call `gradient` only on dual-type variables.")
     if order == 1:
         if isinstance(dual, Variable):
@@ -157,7 +156,7 @@ def dual_exp(x: DualTypes) -> Number:
     -------
     float, Dual, Dual2
     """
-    if isinstance(x, (Dual, Dual2, Variable)):
+    if isinstance(x, Dual | Dual2 | Variable):
         return x.__exp__()
     return math.exp(x)
 
@@ -177,7 +176,7 @@ def dual_log(x: DualTypes, base: int | None = None) -> Number:
     -------
     float, Dual, Dual2
     """
-    if isinstance(x, (Dual, Dual2, Variable)):
+    if isinstance(x, Dual | Dual2 | Variable):
         val = x.__log__()
         if base is None:
             return val
@@ -216,7 +215,7 @@ def dual_norm_cdf(x: DualTypes) -> Number:
     -------
     float, Dual, Dual2
     """
-    if isinstance(x, (Dual, Dual2, Variable)):
+    if isinstance(x, Dual | Dual2 | Variable):
         return x.__norm_cdf__()
     else:
         return NormalDist().cdf(x)
@@ -234,7 +233,7 @@ def dual_inv_norm_cdf(x: DualTypes) -> Number:
     -------
     float, Dual, Dual2
     """
-    if isinstance(x, (Dual, Dual2, Variable)):
+    if isinstance(x, Dual | Dual2 | Variable):
         return x.__norm_inv_cdf__()
     else:
         return NormalDist().inv_cdf(x)

python/rateslib/dual/variable.py

@@ -10,8 +10,8 @@
 from rateslib.rs import Dual, Dual2
 
 PRECISION = 1e-14
-FLOATS = (float, np.float16, np.float32, np.float64, np.longdouble)
-INTS = (int, np.int8, np.int16, np.int32, np.int32, np.int64)
+FLOATS = float | np.float16 | np.float32 | np.float64 | np.longdouble
+INTS = int | np.int8 | np.int16 | np.int32 | np.int32 | np.int64
 
 
 class Variable:
@@ -108,7 +108,7 @@ def __add__(self, other: Dual | Dual2 | float | int | Variable) -> Dual | Dual2:
             _1 = self._to_dual_type(defaults._global_ad_order)
             _2 = other._to_dual_type(defaults._global_ad_order)
             return _1.__add__(_2)
-        elif isinstance(other, (FLOATS, INTS)):
+        elif isinstance(other, FLOATS | INTS):
             return Variable(self.real + float(other), vars=self.vars, dual=self.dual)
         elif isinstance(other, Dual):
             _ = Dual(self.real, vars=self.vars, dual=self.dual)
@@ -133,7 +133,7 @@ def __mul__(self, other: Dual | Dual2 | float | int | Variable) -> Dual | Dual2:
             _1 = self._to_dual_type(defaults._global_ad_order)
             _2 = other._to_dual_type(defaults._global_ad_order)
             return _1.__mul__(_2)
-        elif isinstance(other, (FLOATS, INTS)):
+        elif isinstance(other, FLOATS | INTS):
             return Variable(self.real * float(other), vars=self.vars, dual=self.dual * float(other))
         elif isinstance(other, Dual):
             _ = Dual(self.real, vars=self.vars, dual=self.dual)
@@ -152,7 +152,7 @@ def __truediv__(self, other: Dual | Dual2 | float | int | Variable) -> Dual | Du
             _1 = self._to_dual_type(defaults._global_ad_order)
             _2 = other._to_dual_type(defaults._global_ad_order)
             return _1.__truediv__(_2)
-        elif isinstance(other, (FLOATS, INTS)):
+        elif isinstance(other, FLOATS | INTS):
             return Variable(self.real / float(other), vars=self.vars, dual=self.dual / float(other))
         elif isinstance(other, Dual):
             _ = Dual(self.real, vars=self.vars, dual=self.dual)
@@ -167,7 +167,7 @@ def __rtruediv__(self, other: Dual | Dual2 | float | int | Variable) -> Dual | D
         if isinstance(other, Variable):
             # cannot reach this line
             raise TypeError("Impossible line execution - please report issue.")  # pragma: no cover
-        elif isinstance(other, (FLOATS, INTS)):
+        elif isinstance(other, FLOATS | INTS):
             _1 = Variable(other, ())
             return _1 / self
         elif isinstance(other, Dual):

python/rateslib/fx/fx_forwards.py

@@ -641,7 +641,7 @@ def positions(
            )
 
         """
-        if isinstance(value, (float, int)):
+        if isinstance(value, float | int):
             value = Dual(value, [], [])
         base_: str = self.base if isinstance(base, NoInput) else base.lower()
         _ = np.array(
@@ -961,7 +961,7 @@ def curve(
         from the combination of curves and FX rates that are available within
         the given :class:`FXForwards` instance.
         """
-        if isinstance(collateral, (list, tuple)):
+        if isinstance(collateral, list | tuple):
             curves = []
             for coll in collateral:
                 curves.append(self.curve(cashflow, coll, convention, modifier, calendar))

python/rateslib/fx/fx_rates.py

@@ -468,7 +468,7 @@ def positions(
            fxr.positions(100, base="nok")
 
         """
-        if isinstance(value, (float, int)):
+        if isinstance(value, float | int):
             value = Dual(value, [], [])
         base_: str = self.base if isinstance(base, NoInput) else base.lower()
         _ = np.array([0 if ccy != base_ else float(value) for ccy in self.currencies_list])

python/rateslib/fx_volatility.py

@@ -2,7 +2,6 @@
 
 from datetime import datetime, timedelta
 from datetime import datetime as dt
-from typing import Union
 from uuid import uuid4
 
 import numpy as np
@@ -591,7 +590,7 @@ def plot(
                     / 100.0
                     * (dual_inv_norm_cdf(_1) * _2 * self.t_expiry_sqrt * _2 / 100.0),
                 )
-                for (_1, _2) in zip(x, vols)
+                for (_1, _2) in zip(x, vols, strict=False)
             ]
 
         if not difference:
@@ -715,7 +714,7 @@ def __init__(
         self.delta_type = _validate_delta_type(delta_type)
         self.smiles = [
             FXDeltaVolSmile(
-                nodes=dict(zip(self.delta_indexes, node_values[i, :])),
+                nodes=dict(zip(self.delta_indexes, node_values[i, :], strict=False)),
                 expiry=expiry,
                 eval_date=self.eval_date,
                 delta_type=self.delta_type,
@@ -811,7 +810,9 @@ def get_smile(self, expiry: datetime):
                         vol2=vol1,
                         bounds_flag=1,
                     )
-                    for k, vol1 in zip(self.delta_indexes, self.smiles[e_idx + 1].nodes.values())
+                    for k, vol1 in zip(
+                        self.delta_indexes, self.smiles[e_idx + 1].nodes.values(), strict=False
+                    )
                 },
                 eval_date=self.eval_date,
                 expiry=expiry,
@@ -833,7 +834,9 @@ def get_smile(self, expiry: datetime):
                         vol2=vol1,
                         bounds_flag=-1,
                     )
-                    for k, vol1 in zip(self.delta_indexes, self.smiles[0].nodes.values())
+                    for k, vol1 in zip(
+                        self.delta_indexes, self.smiles[0].nodes.values(), strict=False
+                    )
                 },
                 eval_date=self.eval_date,
                 expiry=expiry,
@@ -857,6 +860,7 @@ def get_smile(self, expiry: datetime):
                         self.delta_indexes,
                         ls.nodes.values(),
                         rs.nodes.values(),
+                        strict=False,
                     )
                 },
                 eval_date=self.eval_date,
@@ -1247,5 +1251,5 @@ def _delta_type_constants(delta_type, w, u):
         return (-0.5, w, u)
 
 
-FXVols = Union[FXDeltaVolSmile, FXDeltaVolSurface]
+FXVols = FXDeltaVolSmile | FXDeltaVolSurface
 FXVolObj = (FXDeltaVolSmile, FXDeltaVolSurface)