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I've now got a version of this library that can also be used in rust/cargo projects. You can cargo add it, and use it like this:
let odds = [2.0, 3.5, 4.0];
// Simple usage
let result = implied_probabilities(&odds)
.solve()
.unwrap();
let probabilities = &result.probs;
// With custom parameters
let result = implied_probabilities(&odds)
.with_max_iterations(1000)
.with_convergence_threshold(1e-12)
.solve()
.unwrap();
// Accessing full details
println!("Probabilities: {:?}", result.probs);
println!("Iterations: {}", result.iterations);
println!("Delta: {}", result.delta);
println!("Z value: {}", result.z);To do this, I've pushed all of the logic of calculate_implied_probabilities() except for the odds mapping input conversion logic down into the rust implementation. So the python now looks like this:
...
from .shin import calculate_implied_probabilities as _calculate_implied_probabilities
def calculate_implied_probabilities(
odds: Sequence[float] | Mapping[T, float],
*,
max_iterations: int = 1000,
convergence_threshold: float = 1e-12,
full_output: bool = False,
) -> (
ShinOptimisationDetails[list[float]]
| ShinOptimisationDetails[dict[T, float]]
| list[float]
| dict[T, float]
):
odds_seq = list(odds.values()) if isinstance(odds, Mapping) else odds
res = _calculate_implied_probabilities(
odds_seq,
max_iterations=max_iterations,
convergence_threshold=convergence_threshold,
)
if isinstance(odds, Mapping):
d = dict(zip(odds, res.probs, strict=False))
if full_output:
return ShinOptimisationDetails(
implied_probabilities=d,
iterations=res.iterations,
delta=res.delta,
z=res.z,
)
return d
if full_output:
return ShinOptimisationDetails(
implied_probabilities=res.probs,
iterations=res.iterations,
delta=res.delta,
z=res.z,
)
return res.probsNote that I've removed the pure python optimizer functionality, but that could still be retained if you'd like.
Any interest in making similar changes here?
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