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M1: Eliminate .unwrap()/.expect() from src/strategies/ (#316)#347

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joaquinbejar merged 10 commits intomainfrom
issue-316-strategies-panic-free
Apr 16, 2026
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M1: Eliminate .unwrap()/.expect() from src/strategies/ (#316)#347
joaquinbejar merged 10 commits intomainfrom
issue-316-strategies-panic-free

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@joaquinbejar joaquinbejar commented Apr 16, 2026

Closes #316.

Summary

Remove every production .unwrap() and .expect() from src/strategies/ (M1 — Panic-Free Core, 0.16.0). Total: 236 sites across 29 files → 0.

Acceptance grep is clean:

for f in $(find src/strategies -name '*.rs'); do
  awk '/#\[cfg\(test\)\]/{exit} {print}' "$f" | grep -nE '\.unwrap\(\)|\.expect\('
done
# (no output)

Approach

  • Extended StrategyError with three typed variants (NumericConversion { value: f64 }, MissingGreek { name: &'static str }, EmptyCollection { context: String }) plus #[cold] constructors.
  • Tightened Optimizable::create_strategy(...) from -> Self::Strategy to -> Result<Self::Strategy, StrategyError> (default impl now returns OperationError(NotSupported) instead of unimplemented!()).
  • Tightened every leaf strategy ::new(...) from Self to Result<Self, StrategyError> for the strategies whose constructors used .expect("Invalid <leg>") / .expect("Unable to update break even points"). All in-tree callers (tests, examples, benches, dependent strategies) updated.
  • Inside Result-returning fns: ? propagation. Option → .ok_or_else(StrategyError::...)? mapped to the most specific variant.
  • Sort comparators (partial_cmp(...).unwrap()): unwrap_or(Ordering::Equal) with SAFETY comment.
  • F-blocker is_valid_optimal_option: rewritten with is_some_and so no panic on missing greeks.
  • F-blocker refine_break_even_point() -> Option<Positive>: short-circuits via .ok()?.

panic! / unreachable! / unimplemented! / assert! are intentionally left in place — they belong to issue #292.

Public API impact (intentional)

The following constructors changed return type from Self to Result<Self, StrategyError>:

ShortStrangle::new, LongStrangle::new, IronCondor::new, IronButterfly::new, CustomStrategy::new, CallButterfly::new, PoorMansCoveredCall::new, ShortStraddle::new, LongStraddle::new, BullCallSpread::new, BearCallSpread::new, BullPutSpread::new, BearPutSpread::new, LongButterflySpread::new, ShortButterflySpread::new, LongCall::new, LongPut::new (private), ShortCall::new (private), ShortPut::new, ProtectivePut::new, CoveredCall::new, Collar::new.

Plus trait-level: Optimizable::create_strategy is now fallible (covers all impls).

Verification

  • cargo build --all-targets --all-features — clean.
  • cargo clippy --all-targets --all-features --workspace -- -D warnings — clean.
  • cargo fmt --all --check — clean.
  • cargo test --lib (default features) — 3723 passed; 0 failed; 5 ignored.
  • cargo test --features plotly --lib — 3719 passed; 0 failed; 5 ignored.
  • cargo build --release — clean.

tests/unit/visualization::plotly_render_test::* PNG/SVG render tests fail in environments without the plotly-static Chrome/Kaleido binary; this is pre-existing and unrelated.

Commit map

  1. feat(error): add NumericConversion, MissingGreek, EmptyCollection variants
  2. refactor(strategies): make Optimizable::create_strategy fallible (40 sites)
  3. refactor(strategies): panic-free base + short/long strangle (58 sites)
  4. refactor(strategies): panic-free iron condor/butterfly + custom (35 sites)
  5. refactor(strategies): panic-free butterflies + pmcc + straddles (32 sites)
  6. refactor(strategies): panic-free spreads + butterfly_spreads + graph (44)
  7. refactor(strategies): panic-free probabilities, delta_neutral, singletons (27)
  8. test(strategies): add negative tests for new StrategyError variants + fmt+clippy

Test plan

  • cargo test --lib --all-features clean
  • cargo clippy --all-targets --all-features --workspace -- -D warnings clean
  • cargo fmt --all --check clean
  • cargo build --release clean
  • Reviewer confirms the constructor API changes are acceptable for the 0.16.0 cut

@joaquinbejar
feat(error): add NumericConversion, MissingGreek, EmptyCollection var…
a24c0b9 
…iants

Extend StrategyError with three typed variants needed by the strategies/
panic-free refactor (issue #316):
- NumericConversion { value: f64 } for failed f64 → Decimal conversions
  at the numeric kernel boundary.
- MissingGreek { name: &'static str } for options that lack a greek the
  caller requires (delta-neutral validators, etc.).
- EmptyCollection { context: String } for unexpectedly empty option
  chains, break-even point sets, or profit ranges.

Add #[cold] #[inline(never)] constructors. Wire ProbabilityError::From
arms for the three new variants so the existing conversion stays total.
@joaquinbejar
refactor(strategies): make Optimizable::create_strategy fallible
2a03463 
Tighten the `Optimizable::create_strategy` trait signature in
src/strategies/base.rs from `-> Self::Strategy` to
`-> Result<Self::Strategy, StrategyError>`. The default impl now returns
`OperationError(NotSupported)` instead of `unimplemented!()`.

Update all 14 concrete impls (bear/bull call/put spreads, iron condor/
butterfly, call/long/short butterfly, long/short strangle, long/short
straddle, poor_mans_covered_call) to:

- Wrap the constructed strategy in `Ok(...)`.
- Replace `.unwrap()` on `OptionData::call_bid` / `call_ask` /
  `put_bid` / `put_ask` with `.ok_or_else(...)?` mapped to
  `StrategyError::operation_not_supported(..., "missing <quote> ...")`.
- Replace `.expect("Invalid position")` on builder helpers
  (`add_position`, `update_break_even_points`) with `?`.
- Add a `# Errors` section to the doc comment.

Update all ~40 callers:
- Inside `filter_combinations` filter closures: convert
  `let strategy = ...; strategy.validate() && ...` to a `match`
  returning `false` on `Err(_)`.
- Inside `find_optimal` for-loops: extract the strategy via `match`
  with `tracing::warn!(error = %e, "skipping invalid strategy
  combination"); continue;` on `Err`.
- Test callers (`#[cfg(test)]`) propagate via `.unwrap()` /
  `.expect(...)` per project rules (out of scope of issue #316 grep).
- The two intentionally-bad-leg tests (`call_butterfly`,
  `iron_butterfly`, `iron_condor`) now assert `.is_err()` rather than
  catching a panic.

Existing `panic!` / `unreachable!` / `unimplemented!` are intentionally
left in place — they belong to issue #292.

`cargo build --all-targets --all-features` clean.
`cargo test --lib strategies::` 1202 passed.

Eliminates ~40 of the 236 production `.unwrap()/.expect()` sites under
src/strategies/ (236 → 196). Issue #316 progress.
@joaquinbejar
refactor(strategies): panic-free base + short/long strangle (58 sites)
4975b7d 
Eliminate every production .unwrap() / .expect() from
src/strategies/base.rs, short_strangle.rs, and long_strangle.rs.

Highlights:

- base.rs::is_valid_optimal_option (DeltaRange arm) rewritten with
  is_some_and so it can no longer panic on missing greeks.
- base.rs sort comparators use unwrap_or(Ordering::Equal) with a SAFETY
  comment; Decimal/Positive are total-ordered, f64 fallback is stable.
- base.rs::get_total_cost / get_net_cost / get_net_premium_received
  switched to ?-propagation via for-loops (signatures unchanged).
- short_strangle.rs and long_strangle.rs delta-neutral filter closures
  bind greeks once and short-circuit to false on None.
- find_optimal loops in both strangles match the new fallible
  create_strategy and continue with tracing::warn! on Err.
- get_profit_area / get_profit_ratio map Decimal::from_f64 NaN/Inf to
  StrategyError::numeric_conversion(...).

API change (intentional, M1 panic-free milestone):

- ShortStrangle::new(...) and LongStrangle::new(...) now return
  Result<Self, StrategyError> (was Self). The constructors used to
  .expect(...) on their own builder helpers; that pattern is replaced
  with ? propagation. All in-tree callers (tests, examples, dependent
  strategies) updated.

Build: cargo build --all-targets --all-features clean.
Tests: cargo test --lib strategies:: 1202 passed; 0 failed.

Production unwrap/expect under src/strategies/: 196 -> 138
(58 eliminated this commit). Issue #316 progress.
@joaquinbejar
refactor(strategies): panic-free iron condor/butterfly + custom (35 s…
cd42d97 
…ites)

Eliminate every production .unwrap() / .expect() from
src/strategies/iron_condor.rs, iron_butterfly.rs, and custom.rs.

Highlights:

- iron_condor / iron_butterfly: sort comparators in get_strategy use
  unwrap_or(Ordering::Equal); find_optimal loops match/continue with
  tracing::warn! on unscorable metrics; Decimal::from_f64 in
  get_profit_area maps to StrategyError::numeric_conversion(...);
  fee_per_leg bound once via ? in create_strategy.
- custom.rs::refine_break_even_point() rewritten so calculate_profit_at
  short-circuits via .ok()? instead of panicking; eliminated a latent
  duplicated f_x recompute.
- custom.rs::calculate_pnl / calculate_pnl_at_expiration rewritten as
  for-loop with ?; probability for_each(...).unwrap() blocks turned
  into for ... { ... ? } chains.

API changes (intentional, M1 panic-free milestone):

- IronCondor::new(...) now returns Result<Self, StrategyError> (was
  Self). Drops three .expect("Invalid <leg>") and one
  .expect("Unable to update break even points").
- IronButterfly::new(...) same change, same rationale.
- CustomStrategy::new(...) now returns Result<Self, StrategyError> (was
  Self). Drops .expect("Unable to update break even points"). The
  panic!("Invalid strategy: No positions provided") invariant remains
  (issue #292) and is documented in # Panics.

All in-tree callers (tests, examples, dependent strategies) updated.

Build: cargo build --all-targets --all-features clean.
Tests: cargo test --lib strategies:: 1202 passed; 0 failed.

Production unwrap/expect under src/strategies/: 138 -> 103
(35 eliminated this commit). Issue #316 progress.
@joaquinbejar
refactor(strategies): panic-free butterflies + pmcc + straddles (32 s…
58db3cc 
…ites)

Eliminate every production .unwrap() / .expect() from
src/strategies/{call_butterfly, poor_mans_covered_call, short_straddle,
long_straddle}.rs.

Highlights:

- Sort comparators in get_strategy paths use
  unwrap_or(Ordering::Equal).
- find_optimal loops match/continue with tracing::warn! on unscorable
  metrics.
- Decimal::from_f64 in get_profit_area / get_profit_ratio maps to
  StrategyError::numeric_conversion(...).
- call_butterfly::get_profit_ratio chains self.get_max_loss() via ?.

API changes (intentional, M1 panic-free milestone):

- CallButterfly::new(...), PoorMansCoveredCall::new(...),
  ShortStraddle::new(...), and LongStraddle::new(...) now return
  Result<Self, StrategyError> (were Self). Drops
  .expect("Invalid <leg>") and
  .expect("Unable to update break even points") from each constructor
  body. All in-tree call sites (tests, examples, dependent strategies,
  benches) updated.

Build: cargo build --all-targets --all-features clean.
Tests: cargo test --lib strategies:: 1202 passed; 0 failed.

Production unwrap/expect under src/strategies/: 103 -> 71
(32 eliminated this commit). Issue #316 progress.
@joaquinbejar
refactor(strategies): panic-free spreads + butterfly_spreads + graph …
c72be06 
…(44)

Eliminate every production .unwrap() / .expect() from
src/strategies/{bull,bear}_{call,put}_spread.rs,
{long,short}_butterfly_spread.rs, and graph.rs.

Highlights:

- Sort comparators in every spread's get_strategy path use
  unwrap_or(Ordering::Equal) with a SAFETY comment.
- find_optimal loops match/continue with tracing::warn! on unscorable
  metrics.
- graph.rs: range.first()/last().unwrap() rewritten as if-let guard;
  calculate_profit_at(&price).unwrap() in the per-price loop matches
  and continues with tracing::warn! on Err; current_sign.unwrap()
  bindings folded into match/let-else patterns.

API changes (intentional, M1 panic-free milestone):

- BullCallSpread::new(...), BearCallSpread::new(...),
  BullPutSpread::new(...), BearPutSpread::new(...),
  LongButterflySpread::new(...), and ShortButterflySpread::new(...)
  now return Result<Self, StrategyError> (were Self). Drops
  .expect("Invalid <leg>") and
  .expect("Unable to update break even points") from each constructor
  body. All in-tree call sites (tests, examples, dependent strategies,
  benches) updated.

Build: cargo build --all-targets --all-features clean.
Tests: cargo test --lib strategies:: 1202 passed; 0 failed.

Production unwrap/expect under src/strategies/: 71 -> 27
(44 eliminated this commit). Issue #316 progress.
@joaquinbejar
refactor(strategies): panic-free probabilities, delta_neutral, single…
dffe603 
…tons

Eliminate the final 27 production .unwrap() / .expect() under
src/strategies/. Total panic-free count for the milestone: 0.

Highlights:

- probabilities/core.rs: HashMap .values().next().unwrap() →
  StrategyError::empty_collection(...); get_break_even_points /
  get_best_range / get_profit_ratio chained via ?. Decimal::to_f64() in
  expected_value rewritten as a for-loop with NumericConversion
  fallback.
- probabilities/utils.rs: risk_free.to_f64() bound once per arm with
  ?-propagation into ProbabilityError::StdError; f2du! and big_n()
  unwraps replaced by ? (existing #[from] DecimalError chain).
- delta_neutral/optimizer.rs: best_plan.as_ref().unwrap() rewritten
  with is_none_or; partial_cmp(...).unwrap() sort comparators →
  unwrap_or(Ordering::Equal) with SAFETY comment.
- delta_neutral/model.rs: per-leg option.delta().unwrap() folded into
  a for-loop with ? and bound once (was duplicated greek call).
- Single-leg / spot-paired strategies (long/short_call, long/short_put,
  protective_put, covered_call, collar): add_position(...).expect(...)
  → ?; Positive::new(0.001).unwrap() in simulator path → ?;
  ProgressStyle::default_bar().template(...).expect(...) → map_err to
  SimulationError::OtherError.
- Doctests in probabilities/mod.rs rewrapped with `# fn run() ->
  Result<(), Box<dyn std::error::Error>>` to keep ? working after the
  constructor / analyze_probabilities API tightening.

API changes (intentional, M1 panic-free milestone):

- LongCall::new(...), LongPut::new(...) (private), ShortCall::new(...)
  (private), ShortPut::new(...), ProtectivePut::new(...),
  CoveredCall::new(...), and Collar::new(...) now return
  Result<Self, StrategyError> (were Self). The trio of single-name
  spot-paired constructors (protective_put / covered_call / collar)
  also drop their #[must_use] (Result already carries it).

All workspace callers (tests, examples, benches) updated.

Build: cargo build --all-targets --all-features clean.
Tests: cargo test --lib strategies:: 1202 passed; 0 failed.
Doctests: probabilities 6 passed.

ACCEPTANCE GREP — production unwrap/expect under src/strategies/: 0.
Issue #316 implementation complete.
@joaquinbejar
test(strategies): add negative tests for new StrategyError variants +…
6f50355 
… fmt+clippy

- Add tests_panic_free_variants module in src/error/strategies.rs covering
  NumericConversion (NaN, Inf), MissingGreek (constructor + display), and
  EmptyCollection (str + String inputs), plus end-to-end routing through
  ProbabilityError::From.
- Apply cargo fmt --all and cargo clippy --fix --all-targets
  --all-features --workspace to the post-refactor strategy files. No
  behavioural changes — purely formatting and clippy-suggested
  simplifications (collapsing match arms into single expressions,
  splitting builder calls onto fresh lines).

Acceptance grep on src/strategies/: 0 production .unwrap()/.expect()
sites remain.

cargo build --all-targets --all-features: clean.
cargo clippy --all-targets --all-features --workspace -- -D warnings:
clean.
cargo test --lib (default features): 3723 passed; 0 failed; 5 ignored.

Note: tests/unit visualization tests
(visualization::plotly_render_test::*) require the plotly-static
Chrome/Kaleido binary to render PNG/SVG and fail in environments where
it is unavailable. Those failures pre-date this PR (verified on main
prior to branching) and are unrelated to the panic-free refactor.
@codecov
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codecov bot commented Apr 16, 2026 •
edited
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Codecov Report

❌ Patch coverage is 56.11111% with 316 lines in your changes missing coverage. Please review.

Files with missing lines Patch % Lines
src/strategies/custom.rs 6.66% 42 Missing ⚠️
src/strategies/short_strangle.rs 44.06% 33 Missing ⚠️
src/strategies/long_strangle.rs 45.65% 25 Missing ⚠️
src/strategies/iron_condor.rs 58.33% 20 Missing ⚠️
src/strategies/iron_butterfly.rs 60.41% 19 Missing ⚠️
src/strategies/call_butterfly.rs 58.97% 16 Missing ⚠️
src/strategies/long_butterfly_spread.rs 54.28% 16 Missing ⚠️
src/strategies/short_butterfly_spread.rs 54.28% 16 Missing ⚠️
src/strategies/base.rs 65.78% 13 Missing ⚠️
src/strategies/bear_call_spread.rs 59.37% 13 Missing ⚠️
... and 14 more
Files with missing lines Coverage Δ
benches/model/strategy.rs 100.00% <ø> (ø)
src/error/probability.rs 72.30% <100.00%> (+2.81%) ⬆️
src/error/strategies.rs 76.47% <100.00%> (+3.13%) ⬆️
src/lib.rs 100.00% <ø> (ø)
src/strategies/collar.rs 46.22% <100.00%> (ø)
src/strategies/covered_call.rs 34.42% <100.00%> (ø)
src/strategies/delta_neutral/model.rs 62.29% <100.00%> (+0.24%) ⬆️
src/strategies/protective_put.rs 56.91% <100.00%> (ø)
src/strategies/long_call.rs 70.88% <80.00%> (-0.32%) ⬇️
src/strategies/long_put.rs 71.65% <80.00%> (-0.32%) ⬇️
... and 22 more
🚀 New features to boost your workflow:
  • ❄️ Test Analytics: Detect flaky tests, report on failures, and find test suite problems.

@joaquinbejar joaquinbejar requested a review from Copilot April 16, 2026 17:40
@joaquinbejar
chore: bump version to 0.16.0
cdcee8b 
- Update version references across library documentation, README, and `Cargo.toml` to reflect v0.16.0.
- Refactor: simplify match arm in `delta_neutral::optimizer.rs`.
Copilot AI reviewed Apr 16, 2026
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Pull request overview

This PR advances the “panic-free core” initiative by eliminating production .unwrap()/.expect() usage under src/strategies/ and making key strategy construction/optimization paths fallible via Result<_, StrategyError>.

Changes:

  • Introduces new typed StrategyError variants and uses them to replace prior panics/unwraps at f64↔Decimal, missing greeks, and empty-collection boundaries.
  • Makes Optimizable::create_strategy and many strategy constructors return Result, updating in-tree callers (tests/examples/benches) accordingly.
  • Reworks several optimization/sorting/graph/probability code paths to avoid panics by using ?, ok_or_else, and safe comparator fallbacks.

Reviewed changes

Copilot reviewed 94 out of 177 changed files in this pull request and generated 1 comment.

Show a summary per file
File Description
tests/unit/strategies/simple/strategy_short_strangle.rs Propagate fallible constructor via ?.
tests/unit/strategies/simple/strategy_short_straddle.rs Propagate fallible constructor via ?.
tests/unit/strategies/simple/strategy_short_butterfly_spread.rs Propagate fallible constructor via ?.
tests/unit/strategies/simple/strategy_poor_mans_covered_call.rs Propagate fallible constructor via ?.
tests/unit/strategies/simple/strategy_long_strangle.rs Propagate fallible constructor via ?.
tests/unit/strategies/simple/strategy_long_straddle.rs Propagate fallible constructor via ?.
tests/unit/strategies/simple/strategy_long_butterfly_spread.rs Propagate fallible constructor via ?.
tests/unit/strategies/simple/strategy_iron_condor.rs Propagate fallible constructor via ?.
tests/unit/strategies/simple/strategy_iron_butterfly.rs Propagate fallible constructor via ?.
tests/unit/strategies/simple/strategy_graph.rs Propagate fallible constructor via ?.
tests/unit/strategies/simple/strategy_call_butterfly.rs Propagate fallible constructor via ?.
tests/unit/strategies/simple/strategy_bull_put_spread.rs Propagate fallible constructor via ?.
tests/unit/strategies/simple/strategy_bull_call_spread.rs Propagate fallible constructor via ?.
tests/unit/strategies/simple/strategy_bear_put_spread.rs Propagate fallible constructor via ?.
tests/unit/strategies/simple/strategy_bear_call_spread.rs Propagate fallible constructor via ?.
tests/unit/strategies/protective_put_test.rs Update helper to unwrap new fallible constructor.
tests/unit/strategies/custom_test.rs Update helpers to unwrap new fallible constructor.
tests/unit/strategies/optimal_center/strategy_short_strangle.rs Propagate fallible constructor via ?.
tests/unit/strategies/optimal_center/strategy_short_straddle.rs Propagate fallible constructor via ?.
tests/unit/strategies/optimal_center/strategy_short_butterfly_spread.rs Propagate fallible constructor via ?.
tests/unit/strategies/optimal_center/strategy_poor_mans_covered_call.rs Propagate fallible constructor via ?.
tests/unit/strategies/optimal_center/strategy_long_strangle.rs Propagate fallible constructor via ?.
tests/unit/strategies/optimal_center/strategy_long_straddle.rs Propagate fallible constructor via ?.
tests/unit/strategies/optimal_center/strategy_long_butterfly_spread.rs Propagate fallible constructor via ?.
tests/unit/strategies/optimal_center/strategy_iron_condor.rs Propagate fallible constructor via ?.
tests/unit/strategies/optimal_center/strategy_iron_butterfly.rs Propagate fallible constructor via ?.
tests/unit/strategies/optimal_center/strategy_call_butterfly.rs Propagate fallible constructor via ?.
tests/unit/strategies/optimal_center/strategy_bull_put_spread.rs Propagate fallible constructor via ?.
tests/unit/strategies/optimal_center/strategy_bull_call_spread.rs Propagate fallible constructor via ?.
tests/unit/strategies/optimal_center/strategy_bear_put_spread.rs Propagate fallible constructor via ?.
tests/unit/strategies/optimal_center/strategy_bear_call_spread.rs Propagate fallible constructor via ?.
tests/unit/strategies/optimal/strategy_short_strangle.rs Propagate fallible constructor via ?.
tests/unit/strategies/optimal/strategy_short_straddle.rs Propagate fallible constructor via ?.
tests/unit/strategies/optimal/strategy_short_butterfly_spread.rs Propagate fallible constructor via ?.
tests/unit/strategies/optimal/strategy_poor_mans_covered_call.rs Propagate fallible constructor via ?.
tests/unit/strategies/optimal/strategy_long_strangle.rs Propagate fallible constructor via ?.
tests/unit/strategies/optimal/strategy_long_straddle.rs Propagate fallible constructor via ?.
tests/unit/strategies/optimal/strategy_long_butterfly_spread.rs Propagate fallible constructor via ?.
tests/unit/strategies/optimal/strategy_iron_condor.rs Propagate fallible constructor via ?.
tests/unit/strategies/optimal/strategy_iron_butterfly.rs Propagate fallible constructor via ?.
tests/unit/strategies/optimal/strategy_call_butterfly.rs Propagate fallible constructor via ?.
tests/unit/strategies/optimal/strategy_bull_put_spread.rs Propagate fallible constructor via ?.
tests/unit/strategies/optimal/strategy_bull_call_spread.rs Propagate fallible constructor via ?.
tests/unit/strategies/optimal/strategy_bear_put_spread.rs Propagate fallible constructor via ?.
tests/unit/strategies/optimal/strategy_bear_call_spread.rs Propagate fallible constructor via ?.
tests/unit/strategies/delta/strategy_short_strangle.rs Propagate fallible constructor via ?.
tests/unit/strategies/delta/strategy_short_straddle.rs Propagate fallible constructor via ?.
tests/unit/strategies/delta/strategy_short_butterfly_spread.rs Propagate fallible constructor via ?.
tests/unit/strategies/delta/strategy_poor_mans_covered_call.rs Propagate fallible constructor via ?.
tests/unit/strategies/delta/strategy_long_strangle.rs Propagate fallible constructor via ?.
tests/unit/strategies/delta/strategy_long_straddle.rs Propagate fallible constructor via ?.
tests/unit/strategies/delta/strategy_long_butterfly_spread.rs Propagate fallible constructor via ?.
tests/unit/strategies/delta/strategy_iron_condor.rs Propagate fallible constructor via ?.
tests/unit/strategies/delta/strategy_iron_butterfly.rs Propagate fallible constructor via ?.
tests/unit/strategies/delta/strategy_call_butterfly.rs Propagate fallible constructor via ?.
tests/unit/strategies/delta/strategy_bull_put_spread.rs Propagate fallible constructor via ?.
tests/unit/strategies/delta/strategy_bull_call_spread.rs Propagate fallible constructor via ?.
tests/unit/strategies/delta/strategy_bear_put_spread.rs Propagate fallible constructor via ?.
tests/unit/strategies/delta/strategy_bear_call_spread.rs Propagate fallible constructor via ?.
src/strategies/short_strangle.rs Make constructor fallible; remove unwraps; harden optimizer/scoring.
src/strategies/short_straddle.rs Make constructor fallible; remove unwraps; harden optimizer/scoring.
src/strategies/short_butterfly_spread.rs Make constructor fallible; remove unwraps; harden optimizer/scoring.
src/strategies/poor_mans_covered_call.rs Make constructor fallible; remove unwraps; harden optimizer/scoring.
src/strategies/long_strangle.rs Make constructor fallible; remove unwraps; harden optimizer/scoring.
src/strategies/long_straddle.rs Make constructor fallible; remove unwraps; harden optimizer/scoring.
src/strategies/call_butterfly.rs Make constructor fallible; remove unwraps; harden optimizer/scoring.
src/strategies/bull_put_spread.rs Make constructor fallible; remove unwraps; harden optimizer/scoring.
src/strategies/bull_call_spread.rs Make constructor fallible; remove unwraps; harden optimizer/scoring.
src/strategies/bear_put_spread.rs Make constructor fallible; remove unwraps; harden optimizer/scoring.
src/strategies/iron_butterfly.rs Make constructor fallible; remove unwraps; harden optimizer/scoring.
src/strategies/protective_put.rs Make constructor fallible; remove break-even unwrap/expect.
src/strategies/covered_call.rs Make constructor fallible; remove break-even unwrap/expect.
src/strategies/collar.rs Make constructor fallible; remove break-even unwrap/expect.
src/strategies/custom.rs Make constructor fallible; remove unwraps across optimization/probability/pnl.
src/strategies/short_put.rs Make constructor fallible; remove simulation/template and small-positive unwraps.
src/strategies/short_call.rs Make constructor fallible; remove simulation/template and small-positive unwraps.
src/strategies/long_call.rs Make constructor fallible; remove simulation/template and small-positive unwraps.
src/strategies/long_put.rs Make constructor fallible; remove simulation/template and small-positive unwraps.
src/strategies/long_butterfly_spread.rs Make constructor fallible; remove unwraps; harden optimizer/scoring.
src/strategies/graph.rs Avoid panics during range/profit plotting; skip unscorable points.
src/strategies/base.rs Remove unwraps in shared strategy helpers; make default create_strategy fallible.
src/strategies/probabilities/mod.rs Update rustdoc examples to propagate new fallible APIs.
src/strategies/probabilities/utils.rs Remove unwraps around Decimal/f64 conversions and distribution helpers.
src/strategies/probabilities/core.rs Remove unwraps in probability analysis; add empty-collection error paths.
src/strategies/delta_neutral/optimizer.rs Remove unwraps; safe comparisons; avoid best-plan unwrap.
src/strategies/delta_neutral/model.rs Remove unwraps when collecting per-position deltas.
src/error/strategies.rs Add new typed StrategyError variants plus cold constructors and tests.
src/error/probability.rs Map new StrategyError variants into ProbabilityError.
examples/examples_strategies_delta/src/bin/strategy_short_strangle_extended_delta.rs Propagate fallible constructor via ?.
examples/examples_strategies_delta/src/bin/strategy_short_strangle_delta.rs Propagate fallible constructor via ?.
examples/examples_strategies_delta/src/bin/strategy_short_straddle_extended_delta.rs Propagate fallible constructor via ?.
examples/examples_strategies_delta/src/bin/strategy_short_straddle_delta.rs Propagate fallible constructor via ?.
examples/examples_strategies_delta/src/bin/strategy_short_butterfly_spread_extended_delta.rs Propagate fallible constructor via ?.
examples/examples_strategies_delta/src/bin/strategy_short_butterfly_spread_delta.rs Propagate fallible constructor via ?.
examples/examples_strategies_delta/src/bin/strategy_pmcc_extended_delta.rs Propagate fallible constructor via ?.
examples/examples_strategies_delta/src/bin/strategy_pmcc_delta.rs Propagate fallible constructor via ?.
examples/examples_strategies_delta/src/bin/strategy_long_strangle_extended_delta.rs Propagate fallible constructor via ?.
examples/examples_strategies_delta/src/bin/strategy_long_strangle_delta.rs Propagate fallible constructor via ?.
examples/examples_strategies_delta/src/bin/strategy_long_straddle_extended_delta.rs Propagate fallible constructor via ?.
examples/examples_strategies_delta/src/bin/strategy_long_straddle_delta.rs Propagate fallible constructor via ?.
examples/examples_strategies_delta/src/bin/strategy_long_butterfly_spread_extended_delta.rs Propagate fallible constructor via ?.
examples/examples_strategies_delta/src/bin/strategy_long_butterfly_spread_delta.rs Propagate fallible constructor via ?.
examples/examples_strategies_delta/src/bin/strategy_iron_condor_extended_delta.rs Propagate fallible constructor via ?.
examples/examples_strategies_delta/src/bin/strategy_iron_condor_delta.rs Propagate fallible constructor via ?.
examples/examples_strategies_delta/src/bin/strategy_iron_butterfly_extended_delta.rs Propagate fallible constructor via ?.
examples/examples_strategies_delta/src/bin/strategy_iron_butterfly_delta.rs Propagate fallible constructor via ?.
examples/examples_strategies_delta/src/bin/strategy_call_butterfly_extended_delta.rs Propagate fallible constructor via ?.
examples/examples_strategies_delta/src/bin/strategy_call_butterfly_delta.rs Propagate fallible constructor via ?.
examples/examples_strategies_delta/src/bin/strategy_bull_put_spread_extended_delta.rs Propagate fallible constructor via ?.
examples/examples_strategies_delta/src/bin/strategy_bull_put_spread_delta.rs Propagate fallible constructor via ?.
examples/examples_strategies_delta/src/bin/strategy_bull_call_spread_extended_delta.rs Propagate fallible constructor via ?.
examples/examples_strategies_delta/src/bin/strategy_bull_call_spread_delta.rs Propagate fallible constructor via ?.
examples/examples_strategies_delta/src/bin/strategy_bear_put_spread_extended_delta.rs Propagate fallible constructor via ?.
examples/examples_strategies_delta/src/bin/strategy_bear_put_spread_delta.rs Propagate fallible constructor via ?.
examples/examples_strategies_delta/src/bin/strategy_bear_call_spread_extended_delta.rs Propagate fallible constructor via ?.
examples/examples_strategies_delta/src/bin/strategy_bear_call_spread_delta.rs Propagate fallible constructor via ?.
examples/examples_strategies_best/src/bin/strategy_short_strangle_best_ratio.rs Propagate fallible constructor via ?.
examples/examples_strategies_best/src/bin/strategy_short_strangle_best_area.rs Propagate fallible constructor via ?.
examples/examples_strategies_best/src/bin/strategy_short_straddle_best_ratio.rs Propagate fallible constructor via ?.
examples/examples_strategies_best/src/bin/strategy_short_straddle_best_area.rs Propagate fallible constructor via ?.
examples/examples_strategies_best/src/bin/strategy_short_butterfly_spread_best_ratio.rs Propagate fallible constructor via ?.
examples/examples_strategies_best/src/bin/strategy_short_butterfly_spread_best_area.rs Propagate fallible constructor via ?.
examples/examples_strategies_best/src/bin/strategy_poor_mans_covered_call_best_ratio.rs Propagate fallible constructor via ?.
examples/examples_strategies_best/src/bin/strategy_poor_mans_covered_call_best_area.rs Propagate fallible constructor via ?.
examples/examples_strategies_best/src/bin/strategy_long_strangle_best_ratio.rs Propagate fallible constructor via ?.
examples/examples_strategies_best/src/bin/strategy_long_strangle_best_area.rs Propagate fallible constructor via ?.
examples/examples_strategies_best/src/bin/strategy_long_straddle_best_ratio.rs Propagate fallible constructor via ?.
examples/examples_strategies_best/src/bin/strategy_long_straddle_best_area.rs Propagate fallible constructor via ?.
examples/examples_strategies_best/src/bin/strategy_long_butterfly_spread_best_ratio.rs Propagate fallible constructor via ?.
examples/examples_strategies_best/src/bin/strategy_long_butterfly_spread_best_area.rs Propagate fallible constructor via ?.
examples/examples_strategies_best/src/bin/strategy_iron_condor_best_ratio.rs Propagate fallible constructor via ?.
examples/examples_strategies_best/src/bin/strategy_iron_condor_best_area.rs Propagate fallible constructor via ?.
examples/examples_strategies_best/src/bin/strategy_iron_butterfly_best_ratio.rs Propagate fallible constructor via ?.
examples/examples_strategies_best/src/bin/strategy_iron_butterfly_best_area.rs Propagate fallible constructor via ?.
examples/examples_strategies_best/src/bin/strategy_call_butterfly_best_ratio.rs Propagate fallible constructor via ?.
examples/examples_strategies_best/src/bin/strategy_call_butterfly_best_area.rs Propagate fallible constructor via ?.
examples/examples_strategies_best/src/bin/strategy_bull_put_spread_best_ratio.rs Propagate fallible constructor via ?.
examples/examples_strategies_best/src/bin/strategy_bull_put_spread_best_area.rs Propagate fallible constructor via ?.
examples/examples_strategies_best/src/bin/strategy_bull_call_spread_best_ratio.rs Propagate fallible constructor via ?.
examples/examples_strategies_best/src/bin/strategy_bull_call_spread_best_area.rs Propagate fallible constructor via ?.
examples/examples_strategies_best/src/bin/strategy_bear_put_spread_best_ratio.rs Propagate fallible constructor via ?.
examples/examples_strategies_best/src/bin/strategy_bear_put_spread_best_area.rs Propagate fallible constructor via ?.
examples/examples_strategies_best/src/bin/strategy_bear_call_spread_best_ratio.rs Propagate fallible constructor via ?.
examples/examples_strategies_best/src/bin/strategy_bear_call_spread_best_area.rs Propagate fallible constructor via ?.
examples/examples_strategies/src/bin/strategy_short_strangle_delta_simple.rs Propagate fallible constructor via ?.
examples/examples_strategies/src/bin/strategy_short_strangle.rs Propagate fallible constructor via ?.
examples/examples_strategies/src/bin/strategy_short_straddle.rs Propagate fallible constructor via ?.
examples/examples_strategies/src/bin/strategy_short_butterfly_spread.rs Propagate fallible constructor via ?.
examples/examples_strategies/src/bin/strategy_poor_mans_covered_call.rs Propagate fallible constructor via ?.
examples/examples_strategies/src/bin/strategy_long_strangle.rs Propagate fallible constructor via ?.
examples/examples_strategies/src/bin/strategy_long_straddle.rs Propagate fallible constructor via ?.
examples/examples_strategies/src/bin/strategy_long_butterfly_spread.rs Propagate fallible constructor via ?.
examples/examples_strategies/src/bin/strategy_iron_condor.rs Propagate fallible constructor via ?.
examples/examples_strategies/src/bin/strategy_iron_butterfly.rs Propagate fallible constructor via ?.
examples/examples_strategies/src/bin/strategy_graph.rs Propagate fallible constructor via ?.
examples/examples_strategies/src/bin/strategy_custom_simple.rs Propagate fallible constructor via ?.
examples/examples_strategies/src/bin/strategy_custom_short_strangle.rs Propagate fallible constructor via ?.
examples/examples_strategies/src/bin/strategy_custom_dax.rs Use .unwrap() to adapt to fallible constructor.
examples/examples_strategies/src/bin/strategy_custom_complex.rs Propagate fallible constructor via ?.
examples/examples_strategies/src/bin/strategy_call_butterfly.rs Propagate fallible constructor via ?.
examples/examples_strategies/src/bin/strategy_bull_put_spread.rs Propagate fallible constructor via ?.
examples/examples_strategies/src/bin/strategy_bull_call_spread.rs Propagate fallible constructor via ?.
examples/examples_strategies/src/bin/strategy_bear_put_spread.rs Propagate fallible constructor via ?.
examples/examples_strategies/src/bin/strategy_bear_call_spread.rs Propagate fallible constructor via ?.
examples/examples_simulation/src/bin/strategy_simulator.rs Propagate fallible constructor via ?.
examples/examples_simulation/src/bin/short_put_strategy_simulation.rs Propagate fallible constructor via ?.
examples/examples_simulation/src/bin/long_call_strategy_simulation.rs Propagate fallible constructor via ?.
examples/examples_chain/src/bin/option_chain_raw_delta.rs Propagate fallible constructor via ?.
examples/examples_chain/src/bin/option_chain_raw.rs Propagate fallible constructor via ?.
examples/examples_chain/src/bin/option_chain_ger40.rs Propagate fallible constructor via ?.
examples/examples_chain/src/bin/creator.rs Propagate fallible constructor via ?.
benches/model/strategy.rs Adapt benchmarks to fallible constructors via .unwrap().

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Comment thread src/strategies/probabilities/core.rs
Comment on lines +175 to +181
let mut expected_value = 0.0_f64;
for (price, prob) in range.iter().zip(probabilities.iter()) {
let profit_dec = self.calculate_profit_at(price)?;
let profit = profit_dec
.to_f64()
.ok_or_else(|| StrategyError::numeric_conversion(0.0))?;
expected_value += profit * prob.to_f64();
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Copilot AI Apr 16, 2026

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expected_value maps a Decimal -> f64 conversion failure to StrategyError::numeric_conversion(0.0), which (a) hard-codes an unrelated value (0.0) into the error and (b) uses an error variant/message that describes the opposite direction (f64 -> Decimal). Please return an error that preserves the failing profit_dec (or introduce a dedicated DecimalToF64Conversion/contextful variant) so callers get an accurate diagnostic.

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@joaquinbejar
docs: fix doctests broken by new fallible strategy constructors
29e8ccd 
Three doctests at the public-API surface still called the old
infallible constructors and were left chaining methods on the new
Result return value:

- src/lib.rs (Working with Trading Strategies): BullCallSpread::new
  now requires `?` to extract the strategy.
- src/lib.rs (Custom Strategy Creation): CustomStrategy::new gains
  .expect("valid custom strategy") so the trailing get_title() call
  resolves.
- src/strategies/mod.rs (Bull Call Spread + Iron Condor examples):
  BullCallSpread::new and IronCondor::new gain .expect(...) for the
  same reason.
- src/strategies/bull_put_spread.rs::filter_combinations example:
  BullPutSpread::new gains .expect("valid bull put spread") so the
  filter_combinations call works on the resolved strategy.

cargo test --doc: 203 passed; 0 failed; 61 ignored.
@joaquinbejar joaquinbejar merged commit d260c87 into main Apr 16, 2026
11 of 12 checks passed
joaquinbejar added a commit that referenced this pull request Apr 16, 2026
@joaquinbejar
docs: regenerate README to match src/lib.rs doctest update
8f684bb 
`make readme` (cargo readme) picks up the BullCallSpread::new(...)? in
the "Working with Trading Strategies" example added in PR #347 to
match the new fallible constructor. Trivial 4-line diff.
This was referenced Apr 17, 2026
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Eliminate .unwrap()/.expect() in src/strategies/

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@joaquinbejar