TYP: solver.py

pyproject.toml

@@ -154,7 +154,7 @@ exclude = [
     # "/instruments/fx_volatility/strategies.py",
     # "/instruments/generics.py",
     # "/instruments/rates/inflation.py",
-    "solver.py",
+    # "solver.py",
 ]
 strict = true
 

python/rateslib/dual/utils.py

@@ -12,7 +12,7 @@
 from rateslib.rs import ADOrder, Dual, Dual2, _dsolve1, _dsolve2, _fdsolve1, _fdsolve2
 
 if TYPE_CHECKING:
-    from rateslib.typing import Arr1dF64, Arr1dObj, Arr2dF64, Arr2dObj, DualTypes, Number
+    from rateslib.typing import Arr1dF64, Arr1dObj, Arr2dF64, Arr2dObj, DualTypes, Number, Sequence
 
 Dual.__doc__ = "Dual number data type to perform first derivative automatic differentiation."
 Dual2.__doc__ = "Dual number data type to perform second derivative automatic differentiation."
@@ -131,7 +131,7 @@ def set_order_convert(
 
 def gradient(
     dual: Dual | Dual2 | Variable,
-    vars: list[str] | None = None,  # noqa: A002
+    vars: Sequence[str] | None = None,  # noqa: A002
     order: int = 1,
     keep_manifold: bool = False,
 ) -> Arr1dF64 | Arr2dF64:

python/rateslib/instruments/bonds/futures.py

@@ -474,15 +474,15 @@ def cms(
             metric = "clean_price"
         solver = Solver(
             curves=[bcurve],
-            instruments=[(_, (), {"curves": bcurve, "metric": metric}) for _ in self.basket],
-            s=prices,  # type: ignore[arg-type]
+            instruments=[(_, (), {"curves": bcurve, "metric": metric}) for _ in self.basket],  # type: ignore[misc]
+            s=prices,
         )
         if solver.result["status"] != "SUCCESS":
             raise ValueError(
                 "A bond curve could not be solved for analysis. "
                 "See 'Cookbook: Bond Future CTD Multi-Security Analysis'.",
             )
-        bcurve._set_ad_order(order=0)  # turn of AD for efficiency
+        bcurve._set_ad_order(order=0)  # turn off AD for efficiency
 
         data: dict[str | float, Any] = {
             "Bond": [

python/rateslib/instruments/sensitivities.py

@@ -14,7 +14,7 @@
 from rateslib.solver import Solver
 
 if TYPE_CHECKING:
-    from rateslib.typing import FX_, NPV, Curves_
+    from rateslib.typing import FX_, NPV, Curves_, Dual2, DualTypes
 P = ParamSpec("P")
 
 
@@ -72,7 +72,7 @@ def delta(
         """
         if isinstance(solver, NoInput):
             raise ValueError("`solver` is required for delta/gamma methods.")
-        npv = self.npv(curves, solver, fx, base, local=True, **kwargs)
+        npv: dict[str, DualTypes] = self.npv(curves, solver, fx, base, local=True, **kwargs)  # type: ignore[assignment]
         _, fx_, base_ = _get_curves_fx_and_base_maybe_from_solver(
             NoInput(0),
             solver,
@@ -83,7 +83,7 @@ def delta(
         )
         if local:
             base_ = NoInput(0)
-        return solver.delta(npv, base_, fx_)
+        return solver.delta(npv, base_, fx_)  # type: ignore[arg-type]
 
     def exo_delta(
         self,
@@ -154,7 +154,12 @@ def exo_delta(
         if local:
             base_ = NoInput(0)
         return solver.exo_delta(
-            npv=npv, vars=vars, base=base_, fx=fx_, vars_scalar=vars_scalar, vars_labels=vars_labels
+            npv=npv,  # type: ignore[arg-type]
+            vars=vars,
+            base=base_,
+            fx=fx_,
+            vars_scalar=vars_scalar,
+            vars_labels=vars_labels,
         )
 
     def gamma(
@@ -222,7 +227,7 @@ def gamma(
         _ad1 = solver._ad
         solver._set_ad_order(2)
 
-        npv = self.npv(curves, solver, fx_, base_, local=True, **kwargs)
+        npv: dict[str, Dual2] = self.npv(curves, solver, fx_, base_, local=True, **kwargs)  # type: ignore[assignment]
         grad_s_sT_P: DataFrame = solver.gamma(npv, base_, fx_)
 
         # reset original order

python/rateslib/rs.pyi

@@ -134,8 +134,8 @@ class _DualOps:
     def to_json(self) -> str: ...
     def ptr_eq(self, other: Self) -> bool: ...
     def __repr__(self) -> str: ...
-    def grad1(self, vars: list[str]) -> Arr1dF64: ...  # noqa: A002
-    def grad2(self, vars: list[str]) -> Arr2dF64: ...  # noqa: A002
+    def grad1(self, vars: Sequence[str]) -> Arr1dF64: ...  # noqa: A002
+    def grad2(self, vars: Sequence[str]) -> Arr2dF64: ...  # noqa: A002
 
 class Dual(_DualOps):
     def __init__(self, real: float, vars: Sequence[str], dual: Sequence[float] | Arr1dF64): ...  # noqa: A002