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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 usagelet result = implied_probabilities(&odds).solve().unwrap();let probabilities = &result.probs;// With custom parameterslet result = implied_probabilities(&odds).with_max_iterations(1000).with_convergence_threshold(1e-12).solve().unwrap();// Accessing full detailsprintln!("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:
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: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:Note 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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