Fix clippy warnings

nautilus_core/backtest/src/engine.rs

@@ -53,7 +53,7 @@ impl TimeEventAccumulator {
 
 impl Default for TimeEventAccumulator {
     fn default() -> Self {
-        TimeEventAccumulator::new()
+        Self::new()
     }
 }
 

nautilus_core/indicators/src/ema.rs

@@ -40,8 +40,9 @@ pub struct ExponentialMovingAverage {
 #[pymethods]
 impl ExponentialMovingAverage {
     #[new]
+    #[must_use]
     pub fn new(period: usize, price_type: Option<PriceType>) -> Self {
-        ExponentialMovingAverage {
+        Self {
             period,
             price_type: price_type.unwrap_or(PriceType::Last),
             alpha: 2.0 / (period as f64 + 1.0),
@@ -58,7 +59,7 @@ impl ExponentialMovingAverage {
             self.value = value;
         }
 
-        self.value = self.alpha * value + ((1.0 - self.alpha) * self.value);
+        self.value = self.alpha.mul_add(value, (1.0 - self.alpha) * self.value);
         self.count += 1;
 
         // Initialization logic
@@ -107,7 +108,7 @@ mod tests {
     #[test]
     fn test_ema_initialized() {
         let ema = ExponentialMovingAverage::new(20, Some(PriceType::Mid));
-        let display_str = format!("{:?}", ema);
+        let display_str = format!("{ema:?}");
         assert_eq!(display_str, "ExponentialMovingAverage { period: 20, price_type: Mid, alpha: 0.09523809523809523, value: 0.0, count: 0, _has_inputs: false, _is_initialized: false }");
     }
 

nautilus_core/model/benches/iai_fixed_precision_benchmark.rs

@@ -2,7 +2,7 @@ use iai::black_box;
 use nautilus_model::types::fixed::f64_to_fixed_i64;
 
 fn iai_fixed_precision_benchmark() -> i64 {
-    f64_to_fixed_i64(black_box(-0.000000001), black_box(9))
+    f64_to_fixed_i64(black_box(-0.000_000_001), black_box(9))
 }
 
 iai::main!(iai_fixed_precision_benchmark);

nautilus_core/model/src/currencies.rs

@@ -19,6 +19,7 @@ use std::{collections::HashMap, sync::Arc};
 
 use crate::{enums::CurrencyType, types::currency::Currency};
 
+#[must_use]
 pub fn currency_map() -> HashMap<String, Currency> {
     [
         // Fiat currencies

nautilus_core/model/src/data/tick.rs

@@ -64,7 +64,7 @@ impl QuoteTick {
             "bid_size.precision",
             "ask_size.precision",
         );
-        QuoteTick {
+        Self {
             instrument_id,
             bid,
             ask,
@@ -75,6 +75,7 @@ impl QuoteTick {
         }
     }
 
+    #[must_use]
     pub fn extract_price(&self, price_type: PriceType) -> Price {
         match price_type {
             PriceType::Bid => self.bid.clone(),
@@ -122,7 +123,7 @@ impl TradeTick {
         ts_event: UnixNanos,
         ts_init: UnixNanos,
     ) -> Self {
-        TradeTick {
+        Self {
             instrument_id,
             price,
             size,
@@ -157,10 +158,11 @@ pub enum Data {
 }
 
 impl Data {
+    #[must_use]
     pub fn get_ts_init(&self) -> UnixNanos {
         match self {
-            Data::Trade(t) => t.ts_init,
-            Data::Quote(q) => q.ts_init,
+            Self::Trade(t) => t.ts_init,
+            Self::Quote(q) => q.ts_init,
         }
     }
 }
@@ -325,9 +327,9 @@ mod tests {
     #[rstest(
         input,
         expected,
-        case(PriceType::Bid, 10000000000000),
-        case(PriceType::Ask, 10001000000000),
-        case(PriceType::Mid, 10000500000000)
+        case(PriceType::Bid, 10_000_000_000_000),
+        case(PriceType::Ask, 10_001_000_000_000),
+        case(PriceType::Mid, 10_000_500_000_000)
     )]
     fn test_quote_tick_extract_price(input: PriceType, expected: i64) {
         let tick = QuoteTick {

nautilus_core/model/src/identifiers/account_id.rs

@@ -42,15 +42,15 @@ impl AccountId {
         correctness::valid_string(s, "`AccountId` value");
         correctness::string_contains(s, "-", "`TraderId` value");
 
-        AccountId {
+        Self {
             value: Box::new(Rc::new(s.to_string())),
         }
     }
 }
 
 impl Default for AccountId {
     fn default() -> Self {
-        AccountId {
+        Self {
             value: Box::new(Rc::new(String::from("SIM-001"))),
         }
     }

nautilus_core/model/src/identifiers/client_id.rs

@@ -41,7 +41,7 @@ impl ClientId {
     pub fn new(s: &str) -> Self {
         correctness::valid_string(s, "`ClientId` value");
 
-        ClientId {
+        Self {
             value: Box::new(Rc::new(s.to_string())),
         }
     }

nautilus_core/model/src/identifiers/client_order_id.rs

@@ -41,7 +41,7 @@ impl ClientOrderId {
     pub fn new(s: &str) -> Self {
         correctness::valid_string(s, "`ClientOrderId` value");
 
-        ClientOrderId {
+        Self {
             value: Box::new(Rc::new(s.to_string())),
         }
     }

nautilus_core/model/src/identifiers/component_id.rs

@@ -41,7 +41,7 @@ impl ComponentId {
     pub fn new(s: &str) -> Self {
         correctness::valid_string(s, "`ComponentId` value");
 
-        ComponentId {
+        Self {
             value: Box::new(Rc::new(s.to_string())),
         }
     }

nautilus_core/model/src/identifiers/exec_algorithm_id.rs

@@ -41,7 +41,7 @@ impl ExecAlgorithmId {
     pub fn new(s: &str) -> Self {
         correctness::valid_string(s, "`ExecAlgorithmId` value");
 
-        ExecAlgorithmId {
+        Self {
             value: Box::new(Rc::new(s.to_string())),
         }
     }

nautilus_core/model/src/identifiers/instrument_id.rs

@@ -34,7 +34,7 @@ pub struct InstrumentId {
 impl From<&str> for InstrumentId {
     fn from(s: &str) -> Self {
         let pieces = s.rsplit_once('.').expect("rsplit_once failed");
-        InstrumentId {
+        Self {
             symbol: Symbol::new(pieces.0),
             venue: Venue::new(pieces.1),
         }
@@ -50,7 +50,7 @@ impl Display for InstrumentId {
 impl InstrumentId {
     #[must_use]
     pub fn new(symbol: Symbol, venue: Venue) -> Self {
-        InstrumentId { symbol, venue }
+        Self { symbol, venue }
     }
 }
 

nautilus_core/model/src/identifiers/order_list_id.rs

@@ -41,7 +41,7 @@ impl OrderListId {
     pub fn new(s: &str) -> Self {
         correctness::valid_string(s, "`OrderListId` value");
 
-        OrderListId {
+        Self {
             value: Box::new(Rc::new(s.to_string())),
         }
     }

nautilus_core/model/src/identifiers/position_id.rs

@@ -41,7 +41,7 @@ impl PositionId {
     pub fn new(s: &str) -> Self {
         correctness::valid_string(s, "`PositionId` value");
 
-        PositionId {
+        Self {
             value: Box::new(Rc::new(s.to_string())),
         }
     }

nautilus_core/model/src/identifiers/strategy_id.rs

@@ -42,7 +42,7 @@ impl StrategyId {
             correctness::string_contains(s, "-", "`StrategyId` value");
         }
 
-        StrategyId {
+        Self {
             value: Box::new(Rc::new(s.to_string())),
         }
     }

nautilus_core/model/src/identifiers/symbol.rs

@@ -41,7 +41,7 @@ impl Symbol {
     pub fn new(s: &str) -> Self {
         correctness::valid_string(s, "`Symbol` value");
 
-        Symbol {
+        Self {
             value: Box::new(Rc::new(s.to_string())),
         }
     }

nautilus_core/model/src/identifiers/trade_id.rs

@@ -41,7 +41,7 @@ impl TradeId {
     pub fn new(s: &str) -> Self {
         correctness::valid_string(s, "`TradeId` value");
 
-        TradeId {
+        Self {
             value: Box::new(Rc::new(s.to_string())),
         }
     }
@@ -70,7 +70,7 @@ pub extern "C" fn trade_id_drop(trade_id: TradeId) {
     drop(trade_id); // Memory freed here
 }
 
-/// Returns [TradeId] as a C string pointer.
+/// Returns [`TradeId`] as a C string pointer.
 #[no_mangle]
 pub extern "C" fn trade_id_to_cstr(trade_id: &TradeId) -> *const c_char {
     string_to_cstr(&trade_id.value)

nautilus_core/model/src/identifiers/trader_id.rs

@@ -40,7 +40,7 @@ impl TraderId {
         correctness::valid_string(s, "`TraderId` value");
         correctness::string_contains(s, "-", "`TraderId` value");
 
-        TraderId {
+        Self {
             value: Box::new(Rc::new(s.to_string())),
         }
     }

nautilus_core/model/src/identifiers/venue.rs

@@ -41,7 +41,7 @@ impl Venue {
     pub fn new(s: &str) -> Self {
         correctness::valid_string(s, "`Venue` value");
 
-        Venue {
+        Self {
             value: Box::new(Rc::new(s.to_string())),
         }
     }

nautilus_core/model/src/identifiers/venue_order_id.rs

@@ -41,15 +41,15 @@ impl VenueOrderId {
     pub fn new(s: &str) -> Self {
         correctness::valid_string(s, "`VenueOrderId` value");
 
-        VenueOrderId {
+        Self {
             value: Box::new(Rc::new(s.to_string())),
         }
     }
 }
 
 impl Default for VenueOrderId {
     fn default() -> Self {
-        VenueOrderId {
+        Self {
             value: Box::new(Rc::new(String::from("001"))),
         }
     }

nautilus_core/model/src/orderbook/book.rs

@@ -31,7 +31,7 @@ pub struct OrderBook {
 impl OrderBook {
     #[must_use]
     pub fn new(instrument_id: InstrumentId, book_level: BookType) -> Self {
-        OrderBook {
+        Self {
             bids: Ladder::new(OrderSide::Buy),
             asks: Ladder::new(OrderSide::Sell),
             instrument_id,

nautilus_core/model/src/orderbook/ladder.rs

@@ -31,7 +31,7 @@ pub struct BookPrice {
 impl BookPrice {
     #[must_use]
     pub fn new(value: Price, side: OrderSide) -> Self {
-        BookPrice { value, side }
+        Self { value, side }
     }
 }
 
@@ -72,17 +72,19 @@ pub struct Ladder {
 impl Ladder {
     #[must_use]
     pub fn new(side: OrderSide) -> Self {
-        Ladder {
+        Self {
             side,
             levels: Box::<BTreeMap<BookPrice, Level>>::default(),
             cache: Box::<HashMap<u64, BookPrice>>::default(),
         }
     }
 
+    #[must_use]
     pub fn len(&self) -> usize {
         self.levels.len()
     }
 
+    #[must_use]
     pub fn is_empty(&self) -> bool {
         self.levels.len() == 0
     }
@@ -141,14 +143,17 @@ impl Ladder {
         }
     }
 
+    #[must_use]
     pub fn volumes(&self) -> f64 {
         return self.levels.iter().map(|(_, l)| l.volume()).sum();
     }
 
+    #[must_use]
     pub fn exposures(&self) -> f64 {
         return self.levels.iter().map(|(_, l)| l.exposure()).sum();
     }
 
+    #[must_use]
     pub fn top(&self) -> Option<&Level> {
         match self.levels.iter().next() {
             None => Option::None,
@@ -302,10 +307,10 @@ mod tests {
         ladder.update(order);
         assert_eq!(ladder.len(), 1);
         assert_eq!(ladder.volumes(), 20.0);
-        assert_eq!(ladder.exposures(), 222.00000000000003);
+        assert_eq!(ladder.exposures(), 222.000_000_000_000_03);
         assert_eq!(
             ladder.top().unwrap().price.value.as_f64(),
-            11.100000000000001
+            11.100_000_000_000_001
         )
     }
 
@@ -331,10 +336,10 @@ mod tests {
         ladder.update(order);
         assert_eq!(ladder.len(), 1);
         assert_eq!(ladder.volumes(), 20.0);
-        assert_eq!(ladder.exposures(), 222.00000000000003);
+        assert_eq!(ladder.exposures(), 222.000_000_000_000_03);
         assert_eq!(
             ladder.top().unwrap().price.value.as_f64(),
-            11.100000000000001
+            11.100_000_000_000_001
         )
     }
 

nautilus_core/model/src/orderbook/level.rs

@@ -29,25 +29,28 @@ pub struct Level {
 impl Level {
     #[must_use]
     pub fn new(price: BookPrice) -> Self {
-        Level {
+        Self {
             price,
             orders: Box::<Vec<BookOrder>>::default(),
         }
     }
 
+    #[must_use]
     pub fn from_order(order: BookOrder) -> Self {
-        let mut level = Level {
+        let mut level = Self {
             price: order.to_book_price(),
             orders: Box::<Vec<BookOrder>>::default(),
         };
         level.add(order);
         level
     }
 
+    #[must_use]
     pub fn len(&self) -> usize {
         self.orders.len()
     }
 
+    #[must_use]
     pub fn is_empty(&self) -> bool {
         self.orders.len() == 0
     }
@@ -88,6 +91,7 @@ impl Level {
         self.orders.remove(index);
     }
 
+    #[must_use]
     pub fn volume(&self) -> f64 {
         let mut sum: f64 = 0.0;
         for o in self.orders.iter() {
@@ -96,6 +100,7 @@ impl Level {
         sum
     }
 
+    #[must_use]
     pub fn exposure(&self) -> f64 {
         let mut sum: f64 = 0.0;
         for o in self.orders.iter() {