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🧪 [testing improvement] Add tests for SVI calibration#14

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sharesth23 merged 1 commit into
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add-svi-calibration-tests-9149044274482999226
May 12, 2026
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🧪 [testing improvement] Add tests for SVI calibration#14
sharesth23 merged 1 commit into
mainfrom
add-svi-calibration-tests-9149044274482999226

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@sharesth23

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🎯 What: The calibrate_svi function in volsurface/calibration/svi_calibration.py lacked tests. I added testing for the calibration routine to ensure the structure and constraints of its results are verified.
📊 Coverage: The tests now provide coverage for checking the structure (dictionary keys 'a', 'b', 'rho', 'm', 'sigma' and numeric values) of the SVI calibration output, as well as checking against theoretical optimization bounds (a >= 0, b >= 0, -1 <= rho <= 1, m >= 0, sigma >= 0).
Result: Test coverage improved by properly validating the optimization routine against valid expected parameter values using standard boundary conditions, catching regressions.


PR created automatically by Jules for task 9149044274482999226 started by @sharesth23

Co-authored-by: sharesth23 <182501306+sharesth23@users.noreply.github.com>
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@sharesth23 sharesth23 merged commit 3053a07 into main May 12, 2026
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@sharesth23

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Added tests for SVI caliberation in the svi method .

@google-labs-jules

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Added tests for SVI caliberation in the svi method .

Acknowledged.

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