🧪 [Add tests for SVI implied volatility model]#11
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Co-authored-by: sharesth23 <182501306+sharesth23@users.noreply.github.com>
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🎯 What: The testing gap addressed
This PR addresses the lack of tests for the Stochastic Volatility Inspired (SVI) model in
volsurface/models/svi.py. Specifically, it adds unit tests forsvi_total_varianceandsvi_implied_volfunctions, ensuring that the model's core logic is tested.📊 Coverage: What scenarios are now tested
The new test file (
volsurface/tests/test_svi.py) covers the following scenarios:svi_total_variance: Mathematical correctness with scalar inputs.svi_total_variance: Mathematical correctness with 1D numpy array inputs.svi_implied_vol: Implied volatility calculation with scalar inputs (computing log moneyness and expected variance).svi_implied_vol: Implied volatility calculation with 1D numpy array inputs.T <= 0raises aValueError("Time to maturity (T) must be strictly positive.")for both scalar and array inputs.✨ Result: The improvement in test coverage
The previously untested
volsurface/models/svi.pyfile is now fully tested, improving the reliability of the SVI implied volatility module and mitigating the risk of regressions during future optimizations.PR created automatically by Jules for task 621817494366740191 started by @sharesth23