UPG: rust packages upgrades (#655)

Cargo.toml

@@ -29,15 +29,15 @@ path = "rust/main.rs"
 #pyo3 = { version = "0.20.3", features = ["abi3-py39", "extension-module"] }
 serde = { version = "1.0", features = ["derive", "rc"] }
 chrono = { version = "0.4", features = ["serde"] }
-indexmap = { version = "2.0", features = ["serde"] }
+indexmap = { version = "2.7", features = ["serde"] }
 ndarray = { version = "0.16", features = ["serde"] }
 internment = {  version = "0.8", features = ["serde"] }
-pyo3 = "0.22"
+pyo3 = "0.23"
 num-traits = "0.2"
 auto_ops = "0.3"
-numpy = "0.22"
-itertools = "0.12"
-statrs = "0.16"
+numpy = "0.23"
+itertools = "0.14"
+statrs = "0.18"
 bincode = "1.3"
 
 serde_json = "1.0"

rust/calendars/calendar.rs

@@ -2,15 +2,15 @@ use chrono::prelude::*;
 use chrono::Weekday;
 use indexmap::set::IndexSet;
 use pyo3::exceptions::PyValueError;
-use pyo3::{pyclass, FromPyObject, PyErr};
+use pyo3::{pyclass, FromPyObject, PyErr, IntoPyObject};
 use serde::{Deserialize, Serialize};
 use std::collections::HashSet;
 
 use crate::calendars::dateroll::DateRoll;
 use crate::calendars::named::get_calendar_by_name;
 
 /// Container for calendar types.
-#[derive(Debug, Clone, PartialEq, FromPyObject, Serialize, Deserialize)]
+#[derive(Debug, Clone, PartialEq, FromPyObject, Serialize, Deserialize, IntoPyObject)]
 pub enum CalType {
     Cal(Cal),
     UnionCal(UnionCal),

rust/calendars/calendar_py.rs

@@ -12,21 +12,22 @@ use pyo3::prelude::*;
 use pyo3::types::PyBytes;
 use std::collections::HashSet;
 
-impl IntoPy<PyObject> for CalType {
-    fn into_py(self, py: Python<'_>) -> PyObject {
-        macro_rules! into_py {
-            ($obj: ident) => {
-                Py::new(py, $obj).unwrap().to_object(py)
-            };
-        }
-
-        match self {
-            CalType::Cal(i) => into_py!(i),
-            CalType::UnionCal(i) => into_py!(i),
-            CalType::NamedCal(i) => into_py!(i),
-        }
-    }
-}
+// // removed when upgrading to py03 0.23, see https://pyo3.rs/v0.23.0/migration#intopyobject-and-intopyobjectref-derive-macros
+// impl IntoPy<PyObject> for CalType {
+//     fn into_py(self, py: Python<'_>) -> PyObject {
+//         macro_rules! into_py {
+//             ($obj: ident) => {
+//                 Py::new(py, $obj).unwrap().to_object(py)
+//             };
+//         }
+//
+//         match self {
+//             CalType::Cal(i) => into_py!(i),
+//             CalType::UnionCal(i) => into_py!(i),
+//             CalType::NamedCal(i) => into_py!(i),
+//         }
+//     }
+// }
 
 #[pymethods]
 impl Convention {

rust/curves/curve_py.rs

@@ -19,7 +19,7 @@ use pyo3::types::PyBytes;
 use serde::{Deserialize, Serialize};
 
 /// Interpolation
-#[derive(Debug, Clone, PartialEq, FromPyObject, Deserialize, Serialize)]
+#[derive(Debug, Clone, PartialEq, FromPyObject, Deserialize, Serialize, IntoPyObject)]
 pub(crate) enum CurveInterpolator {
     LogLinear(LogLinearInterpolator),
     Linear(LinearInterpolator),
@@ -29,24 +29,25 @@ pub(crate) enum CurveInterpolator {
     Null(NullInterpolator),
 }
 
-impl IntoPy<PyObject> for CurveInterpolator {
-    fn into_py(self, py: Python<'_>) -> PyObject {
-        macro_rules! into_py {
-            ($obj: ident) => {
-                Py::new(py, $obj).unwrap().to_object(py)
-            };
-        }
-
-        match self {
-            CurveInterpolator::LogLinear(i) => into_py!(i),
-            CurveInterpolator::Linear(i) => into_py!(i),
-            CurveInterpolator::LinearZeroRate(i) => into_py!(i),
-            CurveInterpolator::FlatForward(i) => into_py!(i),
-            CurveInterpolator::FlatBackward(i) => into_py!(i),
-            CurveInterpolator::Null(i) => into_py!(i),
-        }
-    }
-}
+// // removed upgrading to pyo3 0.23, see https://pyo3.rs/v0.23.0/migration#intopyobject-and-intopyobjectref-derive-macros
+// impl IntoPy<PyObject> for CurveInterpolator {
+//     fn into_py(self, py: Python<'_>) -> PyObject {
+//         macro_rules! into_py {
+//             ($obj: ident) => {
+//                 Py::new(py, $obj).unwrap().to_object(py)
+//             };
+//         }
+//
+//         match self {
+//             CurveInterpolator::LogLinear(i) => into_py!(i),
+//             CurveInterpolator::Linear(i) => into_py!(i),
+//             CurveInterpolator::LinearZeroRate(i) => into_py!(i),
+//             CurveInterpolator::FlatForward(i) => into_py!(i),
+//             CurveInterpolator::FlatBackward(i) => into_py!(i),
+//             CurveInterpolator::Null(i) => into_py!(i),
+//         }
+//     }
+// }
 
 impl CurveInterpolation for CurveInterpolator {
     fn interpolated_value(&self, nodes: &NodesTimestamp, date: &NaiveDateTime) -> Number {

rust/dual/dual_py.rs

@@ -16,7 +16,7 @@ use numpy::{Element, PyArray1, PyArray2, PyArrayDescr, ToPyArray};
 
 unsafe impl Element for Dual {
     const IS_COPY: bool = false;
-    fn get_dtype_bound(py: Python<'_>) -> Bound<'_, PyArrayDescr> {
+    fn get_dtype(py: Python<'_>) -> Bound<'_, PyArrayDescr> {
         PyArrayDescr::object_bound(py)
     }
 
@@ -26,7 +26,7 @@ unsafe impl Element for Dual {
 }
 unsafe impl Element for Dual2 {
     const IS_COPY: bool = false;
-    fn get_dtype_bound(py: Python<'_>) -> Bound<'_, PyArrayDescr> {
+    fn get_dtype(py: Python<'_>) -> Bound<'_, PyArrayDescr> {
         PyArrayDescr::object_bound(py)
     }
 
@@ -35,15 +35,16 @@ unsafe impl Element for Dual2 {
     }
 }
 
-impl IntoPy<PyObject> for Number {
-    fn into_py(self, py: Python<'_>) -> PyObject {
-        match self {
-            Number::F64(f) => PyFloat::new_bound(py, f).to_object(py),
-            Number::Dual(d) => Py::new(py, d).unwrap().to_object(py),
-            Number::Dual2(d) => Py::new(py, d).unwrap().to_object(py),
-        }
-    }
-}
+// This was removed when upgrading to pyO3 0.23: see https://pyo3.rs/v0.23.0/migration#intopyobject-and-intopyobjectref-derive-macros
+// impl IntoPy<PyObject> for Number {
+//     fn into_py(self, py: Python<'_>) -> PyObject {
+//         match self {
+//             Number::F64(f) => PyFloat::new_bound(py, f).to_object(py),
+//             Number::Dual(d) => Py::new(py, d).unwrap().to_object(py),
+//             Number::Dual2(d) => Py::new(py, d).unwrap().to_object(py),
+//         }
+//     }
+// }
 
 // https://github.com/PyO3/pyo3/discussions/3911
 // #[derive(Debug, Clone, PartialEq, PartialOrd, FromPyObject)]
@@ -151,7 +152,7 @@ impl Dual {
 
     #[getter]
     #[pyo3(name = "dual2")]
-    fn dual2_py<'py>(&'py self, _py: Python<'py>) -> PyResult<&'py PyArray2<f64>> {
+    fn dual2_py<'py>(&'py self, _py: Python<'py>) -> PyResult<Bound<'py, PyArray2<f64>>> {
         Err(PyValueError::new_err(
             "`Dual` variable cannot possess `dual2` attribute.",
         ))
@@ -167,7 +168,11 @@ impl Dual {
     }
 
     #[pyo3(name = "grad2")]
-    fn grad2<'py>(&'py self, _py: Python<'py>, _vars: Vec<String>) -> PyResult<&'py PyArray2<f64>> {
+    fn grad2<'py>(
+        &'py self,
+        _py: Python<'py>,
+        _vars: Vec<String>
+    ) -> PyResult<Bound<'py, PyArray2<f64>>> {
         Err(PyValueError::new_err(
             "Cannot evaluate second order derivative on a Dual.",
         ))

rust/dual/enums.rs

@@ -1,7 +1,7 @@
 use crate::dual::{Dual, Dual2};
 use crate::splines::{PPSplineDual, PPSplineDual2, PPSplineF64};
 use ndarray::{Array1, Array2};
-use pyo3::{pyclass, FromPyObject, PyErr};
+use pyo3::{pyclass, FromPyObject, PyErr, IntoPyObject};
 use serde::{Deserialize, Serialize};
 
 /// Defines the order of gradients available in a calculation with AD.
@@ -17,7 +17,7 @@ pub enum ADOrder {
 }
 
 /// Container for the three core numeric types; [f64], [Dual] and [Dual2].
-#[derive(Debug, Clone, FromPyObject, Serialize, Deserialize)]
+#[derive(Debug, Clone, FromPyObject, Serialize, Deserialize, IntoPyObject)]
 pub enum Number {
     Dual(Dual),
     Dual2(Dual2),