Implementation:Avhz RustQuant Utils

Knowledge Sources	RustQuant
Domains	Utilities, Quantitative_Finance
Last Updated	2026-02-07 19:00 GMT

Overview

Concrete tool for shared utility constants and macros used across the RustQuant library.

Description

The RustQuant_utils module provides foundational testing and debugging utilities used throughout the library. It defines the RUSTQUANT_EPSILON constant, set to approximately sqrt(f64::EPSILON) (0.000_000_014_901_161_193_847_656), which serves as the default tolerance threshold for floating-point comparisons in tests. The assert_approx_equal! macro is the primary utility, accepting two floating-point expressions and a precision parameter, and asserting that the absolute difference between the two values does not exceed the precision threshold. On failure, it reports both values and the precision used. The macro is exported at the crate root level via #[macro_export] so it can be used across all RustQuant sub-crates. The module also contains a commented-out plot_vector! macro for plotting vectors using the plotters library, which supports both single-series and multi-series plotting.

Usage

Use RUSTQUANT_EPSILON and assert_approx_equal! in unit tests throughout the library when comparing floating-point results from financial calculations, numerical methods, or statistical computations where exact equality is not expected due to floating-point arithmetic.

Code Reference

Source Location

• Repository: RustQuant
• File: crates/RustQuant_utils/src/lib.rs
• Lines: 1-221

Signature

pub const RUSTQUANT_EPSILON: f64 = 0.000_000_014_901_161_193_847_656;

#[macro_export]
macro_rules! assert_approx_equal {
    ($x:expr, $y:expr, $d:expr) => {
        assert!(
            ($x - $y <= $d) && ($y - $x <= $d),
            "\nLeft: \t\t{}, \nRight: \t\t{}, \nPrecision: \t{}\n",
            $x, $y, $d
        )
    };
}

Import

use RustQuant::utils::{assert_approx_equal, RUSTQUANT_EPSILON};

I/O Contract

Inputs

Name	Type	Required	Description
$x	f64 (expr)	Yes	First value to compare
$y	f64 (expr)	Yes	Second value to compare
$d	f64 (expr)	Yes	Maximum allowed absolute difference (precision)

Outputs

Name	Type	Description
()	unit	assert_approx_equal! passes silently on success
panic	panic	Panics with formatted message showing both values and precision on failure
RUSTQUANT_EPSILON	f64	Constant approximately equal to sqrt(f64::EPSILON)

Usage Examples

use RustQuant::utils::{assert_approx_equal, RUSTQUANT_EPSILON};

// Basic floating-point comparison
assert_approx_equal!(1.0_f64.exp(), std::f64::consts::E, f64::EPSILON);

// Using the library epsilon constant
let computed = 0.1 + 0.2;
assert_approx_equal!(computed, 0.3, RUSTQUANT_EPSILON);

// Financial calculation comparison
let expected_npv = 95.238095;
let computed_npv = 100.0 / 1.05;
assert_approx_equal!(expected_npv, computed_npv, 1e-6);

Related Pages

This is a standalone utility module with no associated principle page.