feat: Support Azure OpenAI as LLM provider

[1fanwang]

closes #1282

Testing Done

1. Precommit Checks

check for case conflicts.................................................Passed
check for merge conflicts................................................Passed
check for broken symlinks............................(no files to check)Skipped
detect private key.......................................................Passed
fix end of files.........................................................Passed
trim trailing whitespace.................................................Passed
maturin develop..........................................................Passed
generate CLI documentation...........................(no files to check)Skipped
cargo fmt................................................................Passed
cargo test...............................................................Passed
mypy type check..........................................................Passed
ruff format..............................................................Passed
pytest...................................................................Passed

2. end to end testing

2. End-to-End Testing with Azure OpenAI

Test Setup

• Azure OpenAI endpoint: https://cocoindex.openai.azure.com
• Deployment: gpt-4o
• API version: 2024-08-01-preview
• Test data: 2 text files with geography questions

Flow Execution
$ cocoindex update main
AzureOpenAIE2ETest.questions (batch update): 2/2 source rows: (+) 2 added

Verification - Structured Data Extracted by Azure OpenAI
SELECT filename, question, capital, country
FROM azure_openai_test_answers
ORDER BY filename;

Results:

   filename    |            question            | capital | country 
---------------+--------------------------------+---------+---------
 question1.txt | What is the capital of France? | Paris   | France
 question2.txt | What is the capital of Japan?  | Tokyo   | Japan
(2 rows)

Azure OpenAI successfully:

• Processed 2 documents through CocoIndex
• Extracted structured data using ExtractByLlm
• Returned correct answers (Paris/France, Tokyo/Japan)
• Stored results in Postgres database

[georgeh0]

Thanks for creating this PR!

[georgeh0]

Just wonder is it possible to reuse the crate::llm::openai::Client, but just wrap it with a separate initialization logic? (we're doing this for a bunch of other clients, like LiteLLM, OpenRouter, vLLM etc.)

[1fanwang]

Thanks for creating this PR!

apologizes I must have messed up when I was squashing a few commits now it's all squashed into the initial commit instead of showing up separately as a commit to address the comments

[georgeh0]

Will it possible to directly use super::openai::Client::from_parts(OpenAIClient::with_config(azure_config)) here? We won't need to define another Client struct and implement LlmGenerationClient and LlmEmbeddingClient below.

Just similar to LiteLLM.

[1fanwang]

ya I actually attempted this approach however hitting type mismatch error

The openai::Client::from_parts() function expects:
pub(crate) fn from_parts(client: async_openai::Client<OpenAIConfig>) -> Self
But we're trying to pass:
async_openai::Client<AzureConfig>
The async_openai::Client is generic over the config type C, however AzureConfig and OpenAIConfig are of different types.
LiteLLM works because it uses OpenAIConfig with a different base URL, but Azure OpenAI needs its own Client struct with AzureConfig.

https://docs.rs/async-openai/latest/async_openai/config/struct.AzureConfig.html
https://docs.rs/async-openai/latest/async_openai/config/struct.OpenAIConfig.html

  --> rust/cocoindex/src/llm/azureopenai.rs:33:57
   |
33 |         Ok(Client::from_parts(OpenAIClient::with_config(azure_config)))
   |                               ------------------------- ^^^^^^^^^^^^ expected `OpenAIConfig`, found `AzureConfig`
   |                               |
   |                               arguments to this function are incorrect
   |
note: associated function defined here
  --> /Users/stewang/.cargo/registry/src/index.crates.io-1949cf8c6b5b557f/async-openai-0.30.1/src/client.rs:51:12
   |
51 |     pub fn with_config(config: C) -> Self {
   |            ^^^^^^^^^^^

For more information about this error, try `rustc --explain E0308`.
error: could not compile `cocoindex` (lib) due to 1 previous error

[georgeh0]

I see. They have two different type parameters. Thanks for trying out!

We can merge this PR now. I can do some refactorfor openai.rs later.

[georgeh0]

Thanks for creating this PR!

apologizes I must have messed up when I was squashing a few commits now it's all squashed into the initial commit instead of showing up separately as a commit to address the comments

No worries!

[badmonster0]

Great PR thanks a lot @1fanwang for the contribution!

[1fanwang]

Updated PR with 28b04d8 and end to end testing result in PR description

[georgeh0]

I see. They have two different type parameters. Thanks for trying out!

We can merge this PR now. I can do some refactorfor openai.rs later.

[badmonster0]

Great feature, thank you so much @1fanwang Stephan! Welcome to the community and we are excited to learn from you down the road!