Merge branch 'MeetThePatel-strongly-typed-currencies'

fix: adjust currencies generation macro
avhz · Jul 10, 2024 · 4cab13f · 4cab13f
2 parents e9ffe73 + 827b536
commit 4cab13f
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diff --git a/src/instruments/fx/currencies.rs b/src/instruments/fx/currencies.rs
@@ -0,0 +1,200 @@
+// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
+// RustQuant: A Rust library for quantitative finance tools.
+// Copyright (C) 2023 https://github.com/avhz
+// Dual licensed under Apache 2.0 and MIT.
+// See:
+//      - LICENSE-APACHE.md
+//      - LICENSE-MIT.md
+// ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
+
+//! This module defines all global currencies as per the ISO 4217 standard.
+
+use crate::instruments::fx::currency::Currency;
+use crate::iso::iso_4217::ISO_4217;
+
+macro_rules! generate_currencies {
+    ($(
+        $identifier:ident,
+        $name:literal,
+        $symbol:literal,
+        $alphabetic_code:literal,
+        $numeric_code:literal,
+        $minor:literal,
+        $fractions:literal
+    );* $(;)?) => {
+        $(
+            #[doc = concat!(" ", $name, " (", $alphabetic_code, ")")]
+            pub const $identifier: Currency = Currency {
+                name: $name,
+                symbol: $symbol,
+                code: ISO_4217 {
+                    alphabetic: $alphabetic_code,
+                    numeric: $numeric_code,
+                },
+                minor: $minor,
+                fractions: $fractions,
+            };
+        )*
+    };
+}
+
+generate_currencies! {
+    AED, "United Arab Emirates Dirham", "د.إ", "AED", "784", 2, 100;
+    AFN, "Afghan Afghani", "؋", "AFN", "971", 2, 100;
+    ALL, "Albanian Lek", "L", "ALL", "008", 2, 100;
+    AMD, "Armenian Dram", "֏", "AMD", "051", 2, 100;
+    ANG, "Netherlands Antillean Guilder", "ƒ", "ANG", "532", 2, 100;
+    AOA, "Angolan Kwanza", "Kz", "AOA", "973", 2, 100;
+    ARS, "Argentine Peso", "AR$", "ARS", "032", 2, 100;
+    AUD, "Australian Dollar", "AU$", "AUD", "036", 2, 100;
+    AWG, "Aruban Florin", "ƒ", "AWG", "533", 2, 100;
+    AZN, "Azerbaijani Manat", "₼", "AZN", "944", 2, 100;
+    BAM, "Bosnia and Herzegovina Convertible Mark", "KM", "BAM", "977", 2, 100;
+    BBD, "Barbados Dollar", "Bds$", "BBD", "052", 2, 100;
+    BDT, "Bangladeshi Taka", "৳", "BDT", "050", 2, 100;
+    BGN, "Bulgarian Lev", "лв", "BGN", "975", 2, 100;
+    BHD, "Bahraini Dinar", "BD", "BHD", "048", 3, 1000;
+    BIF, "Burundian Franc", "FBu", "BIF", "108", 0, 1;
+    BMD, "Bermudian Dollar", "BD$", "BMD", "060", 2, 100;
+    BND, "Brunei Dollar", "BN$", "BND", "096", 2, 100;
+    BOB, "Boliviano", "Bs", "BOB", "068", 2, 100;
+    BRL, "Brazilian Real", "R$", "BRL", "986", 2, 100;
+    BSD, "Bahamian Dollar", "B$", "BSD", "044", 2, 100;
+    BTN, "Bhutanese Ngultrum", "Nu.", "BTN", "064", 2, 100;
+    BWP, "Botswana Pula", "P", "BWP", "072", 2, 100;
+    BYN, "Belarusian Ruble", "Br", "BYN", "933", 2, 100;
+    BZD, "Belize Dollar", "BZ$", "BZD", "084", 2, 100;
+    CAD, "Canadian Dollar", "CA$", "CAD", "124", 2, 100;
+    CDF, "Congolese Franc", "FC", "CDF", "976", 2, 100;
+    CHF, "Swiss Franc", "CHF", "CHF", "756", 2, 100;
+    CLP, "Chilean Peso", "CL$", "CLP", "152", 0, 1;
+    COP, "Colombian Peso", "CO$", "COP", "170", 2, 100;
+    CRC, "Costa Rican Colon", "₡", "CRC", "188", 2, 100;
+    CUC, "Cuban Convertible Peso", "$", "CUC", "931", 2, 100;
+    CUP, "Cuban Peso", "$MN", "CUP", "192", 2, 100;
+    CVE, "Cape Verdean Escudo", "Esc", "CVE", "132", 2, 100;
+    CZK, "Czech Koruna", "Kč", "CZK", "203", 2, 100;
+    DJF, "Djiboutian Franc", "Fdj", "DJF", "262", 0, 1;
+    DKK, "Danish Krone", "kr", "DKK", "208", 2, 100;
+    DOP, "Dominican Peso", "RD$", "DOP", "214", 2, 100;
+    DZD, "Algerian Dinar", "دج", "DZD", "012", 2, 100;
+    EGP, "Egyptian Pound", "E£", "EGP", "818", 2, 100;
+    ERN, "Eritrean Nakfa", "Nfk", "ERN", "232", 2, 100;
+    ETB, "Ethiopian Birr", "Br", "ETB", "230", 2, 100;
+    EUR, "Euro", "€", "EUR", "978", 2, 100;
+    FJD, "Fijian Dollar", "FJ$", "FJD", "242", 2, 100;
+    FKP, "Falkland Islands Pound", "FK£", "FKP", "238", 2, 100;
+    GBP, "Pound Sterling", "£", "GBP", "826", 2, 100;
+    GEL, "Georgian Lari", "₾", "GEL", "981", 2, 100;
+    GHS, "Ghanaian Cedi", "GH₵", "GHS", "936", 2, 100;
+    GIP, "Gibraltar Pound", "£", "GIP", "292", 2, 100;
+    GMD, "Gambian Dalasi", "D", "GMD", "270", 2, 100;
+    GNF, "Guinean Franc", "FG", "GNF", "324", 0, 1;
+    GTQ, "Guatemalan Quetzal", "Q", "GTQ", "320", 2, 100;
+    GYD, "Guyanese Dollar", "GY$", "GYD", "328", 2, 100;
+    HKD, "Hong Kong Dollar", "HK$", "HKD", "344", 2, 100;
+    HNL, "Honduran Lempira", "L", "HNL", "340", 2, 100;
+    HRK, "Croatian Kuna", "kn", "HRK", "191", 2, 100;
+    HTG, "Haitian Gourde", "G", "HTG", "332", 2, 100;
+    HUF, "Hungarian Forint", "Ft", "HUF", "348", 2, 100;
+    IDR, "Indonesian Rupiah", "Rp", "IDR", "360", 2, 100;
+    ILS, "Israeli New Shekel", "₪", "ILS", "376", 2, 100;
+    INR, "Indian Rupee", "₹", "INR", "356", 2, 100;
+    IQD, "Iraqi Dinar", "ع.د", "IQD", "368", 3, 1000;
+    IRR, "Iranian Rial", "﷼", "IRR", "364", 2, 100;
+    ISK, "Icelandic Króna", "kr", "ISK", "352", 0, 1;
+    JMD, "Jamaican Dollar", "J$", "JMD", "388", 2, 100;
+    JOD, "Jordanian Dinar", "JD", "JOD", "400", 3, 1000;
+    JPY, "Japanese Yen", "¥", "JPY", "392", 0, 1;
+    KES, "Kenyan Shilling", "KSh", "KES", "404", 2, 100;
+    KGS, "Kyrgyzstani Som", "лв", "KGS", "417", 2, 100;
+    KHR, "Cambodian Riel", "៛", "KHR", "116", 2, 100;
+    KMF, "Comoro Franc", "CF", "KMF", "174", 0, 1;
+    KPW, "North Korean Won", "₩", "KPW", "408", 2, 100;
+    KRW, "South Korean Won", "₩", "KRW", "410", 0, 1;
+    KWD, "Kuwaiti Dinar", "KD", "KWD", "414", 3, 1000;
+    KYD, "Cayman Islands Dollar", "KY$", "KYD", "136", 2, 100;
+    KZT, "Kazakhstani Tenge", "₸", "KZT", "398", 2, 100;
+    LAK, "Lao Kip", "₭", "LAK", "418", 2, 100;
+    LBP, "Lebanese Pound", "L£", "LBP", "422", 2, 100;
+    LKR, "Sri Lankan Rupee", "Rs", "LKR", "144", 2, 100;
+    LRD, "Liberian Dollar", "L$", "LRD", "430", 2, 100;
+    LSL, "Lesotho Loti", "M", "LSL", "426", 2, 100;
+    LYD, "Libyan Dinar", "LD", "LYD", "434", 3, 1000;
+    MAD, "Moroccan Dirham", "MAD", "MAD", "504", 2, 100;
+    MDL, "Moldovan Leu", "MDL", "MDL", "498", 2, 100;
+    MGA, "Malagasy Ariary", "Ar", "MGA", "969", 2, 100;
+    MKD, "Macedonian Denar", "ден", "MKD", "807", 2, 100;
+    MMK, "Myanmar Kyat", "K", "MMK", "104", 2, 100;
+    MNT, "Mongolian Tögrög", "₮", "MNT", "496", 2, 100;
+    MOP, "Macanese Pataca", "MOP$", "MOP", "446", 2, 100;
+    MRO, "Mauritanian Ouguiya", "UM", "MRO", "478", 2, 100;
+    MUR, "Mauritian Rupee", "Rs", "MUR", "480", 2, 100;
+    MVR, "Maldivian Rufiyaa", "Rf", "MVR", "462", 2, 100;
+    MWK, "Malawian Kwacha", "MK", "MWK", "454", 2, 100;
+    MXN, "Mexican Peso", "MX$", "MXN", "484", 2, 100;
+    MYR, "Malaysian Ringgit", "RM", "MYR", "458", 2, 100;
+    MZN, "Mozambican Metical", "MT", "MZN", "943", 2, 100;
+    NAD, "Namibian Dollar", "N$", "NAD", "516", 2, 100;
+    NGN, "Nigerian Naira", "₦", "NGN", "566", 2, 100;
+    NIO, "Nicaraguan Córdoba", "C$", "NIO", "558", 2, 100;
+    NOK, "Norwegian Krone", "kr", "NOK", "578", 2, 100;
+    NPR, "Nepalese Rupee", "Rs", "NPR", "524", 2, 100;
+    NZD, "New Zealand Dollar", "NZ$", "NZD", "554", 2, 100;
+    OMR, "Omani Rial", "OMR", "OMR", "512", 3, 1000;
+    PAB, "Panamanian Balboa", "B/.", "PAB", "590", 2, 100;
+    PEN, "Peruvian Sol", "S/.", "PEN", "604", 2, 100;
+    PGK, "Papua New Guinean Kina", "K", "PGK", "598", 2, 100;
+    PHP, "Philippine Peso", "₱", "PHP", "608", 2, 100;
+    PKR, "Pakistani Rupee", "Rs", "PKR", "586", 2, 100;
+    PLN, "Polish Złoty", "zł", "PLN", "985", 2, 100;
+    PYG, "Paraguayan Guarani", "₲", "PYG", "600", 0, 1;
+    QAR, "Qatari Riyal", "QR", "QAR", "634", 2, 100;
+    RON, "Romanian Leu", "lei", "RON", "946", 2, 100;
+    RSD, "Serbian Dinar", "din", "RSD", "941", 2, 100;
+    CNY, "Renminbi (Chinese) Yuan", "¥", "CNY", "156", 2, 100;
+    RUB, "Russian Ruble", "₽", "RUB", "643", 2, 100;
+    RWF, "Rwandan Franc", "RF", "RWF", "646", 0, 1;
+    SAR, "Saudi Riyal", "SR", "SAR", "682", 2, 100;
+    SBD, "Solomon Islands Dollar", "SI$", "SBD", "090", 2, 100;
+    SCR, "Seychelles Rupee", "SR", "SCR", "690", 2, 100;
+    SDG, "Sudanese Pound", "SDG", "SDG", "938", 2, 100;
+    SEK, "Swedish Krona/Kronor", "kr", "SEK", "752", 2, 100;
+    SGD, "Singapore Dollar", "S$", "SGD", "702", 2, 100;
+    SHP, "Saint Helena Pound", "£", "SHP", "654", 2, 100;
+    SLE, "Sierra Leonean (new) Leone", "Le", "SLE", "925", 2, 100;
+    SLL, "Sierra Leonean (old) Leone", "Le", "SLL", "694", 2, 100;
+    SOS, "Somali Shilling", "Sh", "SOS", "706", 2, 100;
+    SRD, "Surinamese Dollar", "SR$", "SRD", "968", 2, 100;
+    SSP, "South Sudanese Pound", "SSP", "SSP", "728", 2, 100;
+    STN, "São Tomé and Príncipe Dobra", "Db", "STN", "930", 2, 100;
+    SVC, "Salvadoran Colón", "₡", "SVC", "222", 2, 100;
+    SYP, "Syrian Pound", "LS", "SYP", "760", 2, 100;
+    SZL, "Swazi Lilangeni", "E", "SZL", "748", 2, 100;
+    THB, "Thai Baht", "฿", "THB", "764", 2, 100;
+    TJS, "Tajikistani Somoni", "SM", "TJS", "972", 2, 100;
+    TMT, "Turkmenistan Manat", "T", "TMT", "934", 2, 100;
+    TND, "Tunisian Dinar", "DT", "TND", "788", 3, 1000;
+    TOP, "Tongan Paʻanga", "T$", "TOP", "776", 2, 100;
+    TRY, "Turkish Lira", "₺", "TRY", "949", 2, 100;
+    TTD, "Trinidad and Tobago Dollar", "TT$", "TTD", "780", 2, 100;
+    TWD, "New Taiwan Dollar", "NT$", "TWD", "901", 2, 100;
+    TZS, "Tanzanian Shilling", "TSh", "TZS", "834", 2, 100;
+    UAH, "Ukrainian Hryvnia", "₴", "UAH", "980", 2, 100;
+    UGX, "Ugandan Shilling", "USh", "UGX", "800", 0, 1;
+    USD, "United States Dollar", "$", "USD", "840", 2, 100;
+    UYU, "Uruguayan Peso", "$U", "UYU", "858", 2, 100;
+    UZS, "Uzbekistan Som", "лв", "UZS", "860", 2, 100;
+    VES, "Venezuelan Bolívar Soberano", "Bs", "VES", "928", 2, 100;
+    VND, "Vietnamese Đồng", "₫", "VND", "704", 0, 1;
+    VUV, "Vanuatu Vatu", "VT", "VUV", "548", 0, 1;
+    WST, "Samoan Tālā", "WS$", "WST", "882", 2, 100;
+    XAF, "CFA Franc BEAC", "FCFA", "XAF", "950", 0, 1;
+    XCD, "East Caribbean Dollar", "EC$", "XCD", "951", 2, 100;
+    XOF, "CFA Franc BCEAO", "CFA", "XOF", "952", 0, 1;
+    XPF, "CFP Franc", "₣", "XPF", "953", 0, 1;
+    YER, "Yemeni Rial", "YR", "YER", "886", 2, 100;
+    ZAR, "South African Rand", "R", "ZAR", "710", 2, 100;
+    ZMW, "Zambian Kwacha", "ZK", "ZMW", "967", 2, 100;
+    ZWL, "Zimbabwean Dollar", "Z$", "ZWL", "932", 2, 100;
+}
diff --git a/src/instruments/fx/currency.rs b/src/instruments/fx/currency.rs
@@ -40,55 +40,6 @@ pub struct Currency {
 // IMPLEMENTATIONS
 // ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
 
-impl Instrument for Currency {
-    fn price(&self) -> f64 {
-        1.0
-    }
-
-    fn error(&self) -> Option<f64> {
-        None
-    }
-
-    fn valuation_date(&self) -> time::Date {
-        today()
-    }
-
-    fn instrument_type(&self) -> &'static str {
-        self.name
-    }
-}
-
-impl Eq for Currency {}
-impl Eq for ISO_4217 {}
-
-impl PartialEq for Currency {
-    fn eq(&self, other: &Self) -> bool {
-        self.code == other.code
-    }
-}
-
-impl PartialEq for ISO_4217 {
-    fn eq(&self, other: &Self) -> bool {
-        self.alphabetic == other.alphabetic && self.numeric == other.numeric
-    }
-}
-
-impl fmt::Display for Currency {
-    fn fmt(&self, f: &mut Formatter<'_>) -> fmt::Result {
-        write!(f, "Currency:\t{}\nISO Code:\t{:?}", self.name, self.code)
-    }
-}
-
-impl fmt::Display for ISO_4217 {
-    fn fmt(&self, f: &mut Formatter<'_>) -> fmt::Result {
-        write!(
-            f,
-            "Alphabetic: {}, Numeric: {}",
-            self.alphabetic, self.numeric
-        )
-    }
-}
-
 impl Currency {
     /// Create a new currency.
     #[must_use]
@@ -139,40 +90,51 @@ impl Currency {
     }
 }
 
+impl Instrument for Currency {
+    fn price(&self) -> f64 {
+        1.0
+    }
+
+    fn error(&self) -> Option<f64> {
+        None
+    }
+
+    fn valuation_date(&self) -> time::Date {
+        today()
+    }
+
+    fn instrument_type(&self) -> &'static str {
+        self.name
+    }
+}
+
+impl Eq for Currency {}
+
+impl PartialEq for Currency {
+    fn eq(&self, other: &Self) -> bool {
+        self.code == other.code
+    }
+}
+
+impl fmt::Display for Currency {
+    fn fmt(&self, f: &mut Formatter<'_>) -> fmt::Result {
+        write!(f, "Currency:\t{}\nISO Code:\t{:?}", self.name, self.code)
+    }
+}
+
 // ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
 // UNIT TESTS
 // ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
 
 #[cfg(test)]
 mod test_currencies {
-    use super::*;
     use crate::assert_approx_equal;
+    use crate::instruments::fx::currencies::*;
     use crate::instruments::fx::money::Money;
+    use crate::iso::iso_4217::*;
     use std::f64::EPSILON as EPS;
 
     // Setup some example currencies and money for testing
-    const USD: Currency = Currency {
-        name: "United States Dollar",
-        symbol: "$",
-        code: ISO_4217 {
-            alphabetic: "USD",
-            numeric: "840",
-        },
-        minor: 2,
-        fractions: 100,
-    };
-
-    const EUR: Currency = Currency {
-        name: "Euro",
-        symbol: "€",
-        code: ISO_4217 {
-            alphabetic: "EUR",
-            numeric: "978",
-        },
-        minor: 2,
-        fractions: 100,
-    };
-
     #[test]
     fn test_currency_display() {
         let display_output = format!("{}", USD);

diff --git a/src/instruments/fx/exchange.rs b/src/instruments/fx/exchange.rs
@@ -222,36 +222,26 @@ impl ExchangeRate {
 #[cfg(test)]
 mod test_exchange_rate {
     use super::*;
-    use crate::iso::*;
 
     use crate::assert_approx_equal;
-    use crate::iso::{EUR, USD};
+    use crate::instruments::fx::currencies::*;
+    use crate::instruments::fx::currencies::{EUR, USD};
+    use crate::iso::iso_4217::*;
     use std::f64::EPSILON as EPS;
 
     #[test]
     fn test_conversion() {
-        // Initialize USD and EUR currencies and their ISO codes (simplified for example)
-        let usd = Currency::new(
-            "United States Dollar",
-            "$",
-            ISO_4217::new("USD", "840"),
-            2,
-            100,
-        );
-
-        let eur = Currency::new("Euro", "€", ISO_4217::new("EUR", "978"), 2, 100);
-
         // Create Money instance
-        let usd_100 = Money::new(usd, 100.0);
+        let usd_100 = Money::new(USD, 100.0);
 
         // Create ExchangeRate instance
-        let usd_to_eur = ExchangeRate::new(usd, eur, 0.85); // 1 USD = 0.85 EUR as an example
+        let usd_to_eur = ExchangeRate::new(USD, EUR, 0.85); // 1 USD = 0.85 EUR as an example
 
         // Convert USD to EUR
         let eur_85 = usd_to_eur.convert(usd_100);
 
         // Verify the conversion
-        assert_eq!(eur_85.currency, eur);
+        assert_eq!(eur_85.currency, EUR);
         assert_approx_equal!(eur_85.amount, 85.0, EPS);
     }
 

diff --git a/src/instruments/fx/mod.rs b/src/instruments/fx/mod.rs
@@ -7,6 +7,7 @@
 //      - LICENSE-MIT.md
 // ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
 
+pub mod currencies;
 pub mod currency;
 pub mod exchange;
 pub mod money;