🧪 [testing improvement] Add tests for SVI calibration#14
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Co-authored-by: sharesth23 <182501306+sharesth23@users.noreply.github.com>
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Added tests for SVI caliberation in the svi method . |
Acknowledged. |
🎯 What: The
calibrate_svifunction involsurface/calibration/svi_calibration.pylacked 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