Merge branch 'lballabio:master' into 982_constraint2

lballabio · Aug 1, 2023 · 02f5e04 · 02f5e04
2 parents ffbc855 + 520d62f
commit 02f5e04
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diff --git a/.appveyor.yml b/.appveyor.yml
@@ -8,7 +8,7 @@ configuration: Release
 version: ci.{build}
 
 build:
-  parallel: true
+  parallel: false
   project: QuantLib.sln
   verbosity: normal
 

diff --git a/.clang-tidy b/.clang-tidy
@@ -5,9 +5,12 @@ Checks: >
           -bugprone-assignment-in-if-condition,
           -bugprone-branch-clone,
           -bugprone-easily-swappable-parameters,
+          -bugprone-empty-catch,
           -bugprone-implicit-widening-of-multiplication-result,
           -bugprone-macro-parentheses,
+          -bugprone-multiple-new-in-one-expression,
           -bugprone-narrowing-conversions,
+          -bugprone-non-zero-enum-to-bool-conversion,
           -bugprone-suspicious-include,
         clang-analyzer-*,
           -clang-analyzer-core.UndefinedBinaryOperatorResult,
@@ -34,10 +37,10 @@ Checks: >
           -cppcoreguidelines-pro-type-const-cast,
           -cppcoreguidelines-pro-type-member-init,
           -cppcoreguidelines-pro-type-vararg,
-          -cppcoreguidelines-special-member-functions,
         misc-*,
           -misc-confusable-identifiers,
           -misc-const-correctness,
+          -misc-include-cleaner,
           -misc-no-recursion,
           -misc-non-private-member-variables-in-classes,
           -misc-use-anonymous-namespace,
@@ -51,6 +54,8 @@ Checks: >
           -modernize-use-trailing-return-type,
           -modernize-use-using,
         performance-*,
+          -performance-avoid-endl,
+          -performance-enum-size,
         readability-*,
           -readability-braces-around-statements,
           -readability-const-return-type,
@@ -70,6 +75,8 @@ Checks: >
 HeaderFilterRegex: '.*'
 FormatStyle: file
 CheckOptions:
+  - key:   cppcoreguidelines-special-member-functions.AllowSoleDefaultDtor
+    value: 1
   - key:   modernize-use-default-member-init.UseAssignment
     value: 1
 ...
diff --git a/.github/workflows/cmake.yml b/.github/workflows/cmake.yml
@@ -21,12 +21,13 @@ jobs:
       run: |
         mkdir build
         cd build
-        cmake .. -GNinja -DBOOST_ROOT=/usr -DCMAKE_BUILD_TYPE=Release -DCMAKE_CXX_COMPILER_LAUNCHER=ccache
-        cmake --build .
+        cmake .. -GNinja -DBOOST_ROOT=/usr -DCMAKE_BUILD_TYPE=Release -DQL_COMPILE_WARNING_AS_ERROR=ON -DCMAKE_CXX_COMPILER_LAUNCHER=ccache -L
+        cmake --build . --verbose
+        sudo cmake --install .
+        sudo ldconfig
     - name: Test
       run: |
-        cd build
-        ./test-suite/quantlib-test-suite --log_level=message
+        quantlib-test-suite --log_level=message
   cmake-linux-with-options:
     runs-on: ubuntu-latest
     steps:
@@ -45,12 +46,13 @@ jobs:
           cmake-linux-ci-opts-
     - name: Compile
       run: |
-        cmake --preset linux-ci-build-with-nonstandard-options
-        cmake --build --preset linux-ci-build-with-nonstandard-options 
+        cmake --preset linux-ci-build-with-nonstandard-options -L
+        cd build/linux-ci-build-with-nonstandard-options
+        cmake --build . --verbose
+        sudo cmake --build . --target install
     - name: Test
       run: |
-        cd build
-        ./test-suite/quantlib-test-suite --log_level=message
+        quantlib-test-suite --log_level=message
   cmake-win:
     runs-on: windows-2022
     steps:
@@ -66,7 +68,7 @@ jobs:
         variant: sccache
     - name: Setup
       run: |
-        $Url = "https://boostorg.jfrog.io/artifactory/main/release/1.81.0/binaries/boost_1_81_0-msvc-14.3-64.exe"
+        $Url = "https://boostorg.jfrog.io/artifactory/main/release/1.82.0/binaries/boost_1_82_0-msvc-14.3-64.exe"
         (New-Object System.Net.WebClient).DownloadFile($Url, "$env:TEMP\boost.exe")
         Start-Process -Wait -FilePath "$env:TEMP\boost.exe" "/SILENT","/SP-","/SUPPRESSMSGBOXES","/DIR=C:\local\boost"
         choco install -y ninja
@@ -78,13 +80,13 @@ jobs:
         mkdir build
         cd build
         call "C:\Program Files\Microsoft Visual Studio\2022\Enterprise\Vc\Auxiliary\Build\vcvarsall.bat" amd64 -vcvars_ver=14.3 || exit 1
-        cmake .. -GNinja -DCMAKE_BUILD_TYPE=Release -DCMAKE_CXX_COMPILER_LAUNCHER=sccache
+        cmake .. -GNinja -DCMAKE_BUILD_TYPE=Release -DQL_COMPILE_WARNING_AS_ERROR=ON -DCMAKE_CXX_COMPILER_LAUNCHER=sccache -L
         cmake --build . --verbose
+        cmake --install .
         dir ql\*.lib
     - name: Test
       run: |
-        cd build
-        .\test-suite\quantlib-test-suite --log_level=message
+        & "C:\Program Files (x86)\QuantLib\bin\quantlib-test-suite" --log_level=message
   cmake-win-dynamic-runtime:
     runs-on: windows-2022
     steps:
@@ -100,7 +102,7 @@ jobs:
         variant: sccache
     - name: Setup
       run: |
-        $Url = "https://boostorg.jfrog.io/artifactory/main/release/1.81.0/binaries/boost_1_81_0-msvc-14.3-64.exe"
+        $Url = "https://boostorg.jfrog.io/artifactory/main/release/1.82.0/binaries/boost_1_82_0-msvc-14.3-64.exe"
         (New-Object System.Net.WebClient).DownloadFile($Url, "$env:TEMP\boost.exe")
         Start-Process -Wait -FilePath "$env:TEMP\boost.exe" "/SILENT","/SP-","/SUPPRESSMSGBOXES","/DIR=C:\local\boost"
         choco install -y ninja
@@ -112,13 +114,13 @@ jobs:
         mkdir build
         cd build
         call "C:\Program Files\Microsoft Visual Studio\2022\Enterprise\Vc\Auxiliary\Build\vcvarsall.bat" amd64 -vcvars_ver=14.3 || exit 1
-        cmake .. -GNinja -DCMAKE_MSVC_RUNTIME_LIBRARY=MultiThreadedDLL -DCMAKE_BUILD_TYPE=Release -DCMAKE_CXX_COMPILER_LAUNCHER=sccache
+        cmake .. -GNinja -DCMAKE_MSVC_RUNTIME_LIBRARY=MultiThreadedDLL -DCMAKE_BUILD_TYPE=Release -DQL_COMPILE_WARNING_AS_ERROR=ON -DCMAKE_CXX_COMPILER_LAUNCHER=sccache -L
         cmake --build . --verbose
+        cmake --install .
         dir ql\*.lib
     - name: Test
       run: |
-        cd build
-        .\test-suite\quantlib-test-suite --log_level=message
+        & "C:\Program Files (x86)\QuantLib\bin\quantlib-test-suite" --log_level=message
   cmake-win-with-options:
     runs-on: windows-2022
     steps:
@@ -134,7 +136,7 @@ jobs:
         variant: sccache
     - name: Setup
       run: |
-        $Url = "https://boostorg.jfrog.io/artifactory/main/release/1.81.0/binaries/boost_1_81_0-msvc-14.3-64.exe"
+        $Url = "https://boostorg.jfrog.io/artifactory/main/release/1.82.0/binaries/boost_1_82_0-msvc-14.3-64.exe"
         (New-Object System.Net.WebClient).DownloadFile($Url, "$env:TEMP\boost.exe")
         Start-Process -Wait -FilePath "$env:TEMP\boost.exe" "/SILENT","/SP-","/SUPPRESSMSGBOXES","/DIR=C:\local\boost"
         choco install -y ninja
@@ -144,12 +146,13 @@ jobs:
       shell: cmd
       run: |
         call "C:\Program Files\Microsoft Visual Studio\2022\Enterprise\Vc\Auxiliary\Build\vcvarsall.bat" amd64 -vcvars_ver=14.3 || exit 1
-        cmake --preset windows-ci-build-with-nonstandard-options
-        cmake --build --preset windows-ci-build-with-nonstandard-options
+        cmake --preset windows-ci-build-with-nonstandard-options -L
+        cd build/windows-ci-build-with-nonstandard-options
+        cmake --build . --verbose
+        cmake --build . --target install
     - name: Test
       run: |
-        cd build
-        .\test-suite\quantlib-test-suite --log_level=message
+        & "C:\Program Files (x86)\QuantLib\bin\quantlib-test-suite" --log_level=message
   cmake-macos:
     runs-on: macos-latest
     steps:
@@ -171,9 +174,9 @@ jobs:
       run: |
         mkdir build
         cd build
-        cmake .. -DCMAKE_BUILD_TYPE=Release -DCMAKE_CXX_COMPILER_LAUNCHER=ccache -GNinja
-        cmake --build .
+        cmake .. -DCMAKE_BUILD_TYPE=Release -DQL_COMPILE_WARNING_AS_ERROR=ON -DCMAKE_CXX_COMPILER_LAUNCHER=ccache -GNinja -L
+        cmake --build . --verbose
+        cmake --install .
     - name: Test
       run: |
-        cd build
-        ./test-suite/quantlib-test-suite --log_level=message
+        quantlib-test-suite --log_level=message
diff --git a/.github/workflows/copyrights.yml b/.github/workflows/copyrights.yml
@@ -11,10 +11,10 @@ jobs:
     - name: Check
       run: |
         ./tools/check_copyrights.sh
-    - uses: peter-evans/create-pull-request@v4
+    - uses: peter-evans/create-pull-request@v5
       with:
         token: ${{ secrets.GITHUB_TOKEN }}
-        branch: update-copyright-list-${{ github.ref }}
+        branch: update-copyright-list-${{ github.ref_name }}
         delete-branch: true
         commit-message: 'Update copyright list in license'
         title: 'Update copyright list in license'

diff --git a/.github/workflows/generated-headers.yml b/.github/workflows/generated-headers.yml
@@ -21,10 +21,10 @@ jobs:
         find ql -name *.am | xargs touch
         make dist
         rm QuantLib-*.tar.gz
-    - uses: peter-evans/create-pull-request@v4
+    - uses: peter-evans/create-pull-request@v5
       with:
         token: ${{ secrets.GITHUB_TOKEN }}
-        branch: update-generated-headers-${{ github.ref }}
+        branch: update-generated-headers-${{ github.ref_name }}
         delete-branch: true
         commit-message: 'Update generated headers'
         title: 'Update generated headers'

diff --git a/.github/workflows/linux-full-tests.yml b/.github/workflows/linux-full-tests.yml
@@ -47,7 +47,7 @@ jobs:
             cxx: g++
           - name: "gcc 12.x"
             shortname: gcc12
-            tag: kinetic
+            tag: lunar
             cc: gcc
             cxx: g++
           - name: "Clang 6 (Boost 1.72)"
@@ -97,7 +97,7 @@ jobs:
             cxx: clang++
           - name: "Clang 15"
             shortname: clang15
-            tag: kinetic
+            tag: lunar
             cc: clang
             cxx: clang++
           - name: "C++14 mode"
@@ -130,18 +130,24 @@ jobs:
             cc: gcc
             cxx: g++
             configureflags: --enable-intraday
+          - name: "Throwing in cycles enabled"
+            shortname: cycles
+            tag: rolling
+            cc: gcc
+            cxx: g++
+            configureflags: --enable-throwing-in-cycles --disable-faster-lazy-objects
           - name: "Indexed coupons enabled"
             shortname: indexed
             tag: rolling
             cc: gcc
             cxx: g++
             configureflags: --enable-indexed-coupons
-          - name: "Standard Library classes enabled"
+          - name: "Standard Library classes enabled/disabled"
             shortname: stdclasses
             tag: rolling
             cc: gcc
             cxx: g++
-            configureflags: --enable-std-classes
+            configureflags: --disable-std-function --disable-std-tuple --enable-std-pointers --enable-std-any --enable-std-optional
           - name: "Thread-safe observer enabled"
             shortname: threadsafe
             tag: rolling

diff --git a/.github/workflows/linux-nondefault.yml b/.github/workflows/linux-nondefault.yml
@@ -47,7 +47,7 @@ jobs:
             cxx: g++
           - name: "gcc 12.x"
             shortname: gcc12
-            tag: kinetic
+            tag: lunar
             cc: gcc
             cxx: g++
           - name: "Clang 6 (Boost 1.72)"
@@ -97,7 +97,7 @@ jobs:
             cxx: clang++
           - name: "Clang 15"
             shortname: clang15
-            tag: kinetic
+            tag: lunar
             cc: clang
             cxx: clang++
           - name: "C++14 mode"
@@ -124,13 +124,13 @@ jobs:
             cc: gcc
             cxx: g++
             configureflags: --enable-unity-build
-          - name: "Standard Library classes enabled"
+          - name: "Standard Library classes enabled/disabled"
             shortname: stdclasses
             tag: rolling
             cc: gcc
             cxx: g++
             cxxflags: "-std=c++17"
-            configureflags: --enable-std-classes
+            configureflags: --disable-std-function --disable-std-tuple --enable-std-pointers --enable-std-any --enable-std-optional
           - name: "OpenMP enabled"
             shortname: openmp
             tag: rolling
@@ -146,7 +146,7 @@ jobs:
     - name: Build
       run: |
         ./autogen.sh
-        ./configure --disable-static --enable-error-lines --enable-error-functions --enable-tracing --enable-indexed-coupons --enable-extra-safety-checks --enable-sessions --enable-thread-safe-observer-pattern --enable-intraday --enable-null-as-functions ${{ matrix.configureflags }} CC="${{ matrix.cc }}" CXX="${{ matrix.cxx }}" CXXFLAGS="-O2 -g0 -Wall -Wno-unknown-pragmas -Werror ${{ matrix.cxxflags }}"
+        ./configure --disable-static --enable-error-lines --enable-error-functions --enable-tracing --enable-indexed-coupons --enable-extra-safety-checks --enable-sessions --enable-thread-safe-observer-pattern --enable-intraday --disable-faster-lazy-objects --enable-throwing-in-cycles --enable-null-as-functions ${{ matrix.configureflags }} CC="${{ matrix.cc }}" CXX="${{ matrix.cxx }}" CXXFLAGS="-O2 -g0 -Wall -Wno-unknown-pragmas -Werror ${{ matrix.cxxflags }}"
         make -j 2
     - name: Run tests
       run: |

diff --git a/.github/workflows/linux.yml b/.github/workflows/linux.yml
@@ -45,7 +45,7 @@ jobs:
             tests: true
           - name: "gcc 12.x"
             shortname: gcc12
-            tag: kinetic
+            tag: lunar
             cc: gcc
             cxx: g++
             tests: true
@@ -97,7 +97,7 @@ jobs:
             tests: true
           - name: "Clang 15"
             shortname: clang15
-            tag: kinetic
+            tag: lunar
             cc: clang
             cxx: clang++
             tests: true
@@ -132,19 +132,26 @@ jobs:
             cxx: g++
             configureflags: --enable-intraday
             tests: true
+          - name: "Throwing in cycles enabled"
+            shortname: cycles
+            tag: rolling
+            cc: gcc
+            cxx: g++
+            configureflags: --enable-throwing-in-cycles --disable-faster-lazy-objects
+            tests: true
           - name: "Indexed coupons enabled"
             shortname: indexed
             tag: rolling
             cc: gcc
             cxx: g++
             configureflags: --enable-indexed-coupons
             tests: true
-          - name: "Standard Library classes enabled"
+          - name: "Standard Library classes enabled/disabled"
             shortname: stdclasses
             tag: rolling
             cc: gcc
             cxx: g++
-            configureflags: --enable-std-classes
+            configureflags: --disable-std-function --disable-std-tuple --enable-std-pointers --enable-std-any --enable-std-optional
             tests: true
           - name: "Thread-safe observer enabled"
             shortname: threadsafe

diff --git a/.github/workflows/macos-nondefault.yml b/.github/workflows/macos-nondefault.yml
@@ -15,13 +15,13 @@ jobs:
           - os: [macos-11]
             shortname: stdclasses-11
             cxxflags: "-std=c++17"
-            configureflags: --enable-std-classes
+            configureflags: --disable-std-function --disable-std-tuple --enable-std-pointers --enable-std-optional
           - os: [macos-12]
             shortname: default-12
           - os: [macos-12]
             shortname: stdclasses-12
             cxxflags: "-std=c++17"
-            configureflags: --enable-std-classes
+            configureflags: --disable-std-function --disable-std-tuple --enable-std-pointers --enable-std-optional
     steps:
     - uses: actions/checkout@v3
     - name: Setup
@@ -30,7 +30,7 @@ jobs:
     - name: Build
       run: |
         ./autogen.sh
-        ./configure --disable-shared --enable-error-lines --enable-error-functions --enable-tracing --enable-indexed-coupons --enable-extra-safety-checks --enable-sessions --enable-thread-safe-observer-pattern --enable-intraday --enable-null-as-functions ${{ matrix.configureflags }}  CC="clang" CXX="clang++" CXXFLAGS="-O2 -g0 -Wall -Werror -stdlib=libc++ -mmacosx-version-min=10.9 ${{ matrix.cxxflags }}" LDFLAGS="-stdlib=libc++ -mmacosx-version-min=10.9"
+        ./configure --disable-shared --enable-error-lines --enable-error-functions --enable-tracing --enable-indexed-coupons --enable-extra-safety-checks --enable-sessions --enable-thread-safe-observer-pattern --enable-intraday --disable-faster-lazy-objects --enable-throwing-in-cycles --enable-null-as-functions ${{ matrix.configureflags }}  CC="clang" CXX="clang++" CXXFLAGS="-O2 -g0 -Wall -Werror -stdlib=libc++ -mmacosx-version-min=10.9 ${{ matrix.cxxflags }}" LDFLAGS="-stdlib=libc++ -mmacosx-version-min=10.9"
         make -j 3
     - name: Run tests
       run: |

diff --git a/.github/workflows/misspell.yml b/.github/workflows/misspell.yml
@@ -9,10 +9,10 @@ jobs:
     steps:
     - uses: actions/checkout@v3
     - uses: sobolevn/misspell-fixer-action@master
-    - uses: peter-evans/create-pull-request@v4
+    - uses: peter-evans/create-pull-request@v5
       with:
         token: ${{ secrets.GITHUB_TOKEN }}
-        branch: misspell-fixes-${{ github.ref }}
+        branch: misspell-fixes-${{ github.ref_name }}
         delete-branch: true
         commit-message: 'Fixes by misspell-fixer'
         title: 'Typos fixed by misspell-fixer'