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wegamekinglc / Derivatives-Algorithms-Lib / 26832239646
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Build:
DEFAULT BRANCH: master
Ran 02 Jun 2026 04:11PM UTC
Jobs 1
Files 194
Run time 1min
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02 Jun 2026 04:05PM UTC coverage: 78.109%. Remained the same
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feat: modernize dal-python with uv build and 112 tests (#76)

* Modernize dal-python with uv-managed build and comprehensive test suite

Replace legacy setup.py build system with pyproject.toml + scikit-build-core.
Adopt src/ layout for hand-written Python sources; SWIG outputs now generated
at build time. Add run_tests.sh for one-command uv venv creation, editable
install, and pytest execution.

Test suite: 112 tests across 12 files covering Date_, String_, Cell_, Matrix_,
vectors, evaluation date, random generators (PseudoRSG/SobolRSG), BS/Dupire
models, script products, MC valuation with AAD Greeks, and API wrappers.
Validates MC prices against Black-Scholes analytical formulas.

Bug fixes along the way:
- Fix PseudoRSG_New to use valid RNG type name 'MRG32k32a'
- Fix setup.py 'static' option short flag (True -> None)
- Enable CMAKE_POSITION_INDEPENDENT_CODE for static libs linking into _dal.so

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

* Address Copilot review comments on PR #76

- test_api.py: pass Date_ directly to Product_New to actually exercise
  the auto-wrapping path the test claims to verify (was wrapped in Cell_)
- CMakeLists.txt: gate standalone imported-targets branch on both
  libdal_public.a and libdal_cpp.a being present, since the former
  depends on the latter

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

* Exclude dal-python/tests from Codacy analysis

Codacy's 'assert will be removed with -O' warning is a false positive
for pytest test suites. Tests are never run with Python's optimize flag,
and using assert is the standard pytest idiom.

Also updated SWIG exclusion paths to reflect the modern build structure
(outputs are now generated at build time, not committed).

* Add comprehensive README.md for dal-python

Documents:
- Prerequisites and build instructions
- Installation via uv (development mode)
- Usage examples: BS pricing, AAD Greeks, dates, random generators, Dupire model
- Complete API ref... (continued)

5088 of 6514 relevant lines covered (78.11%)

3836798.28 hits per line

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ID Job ID Ran Files Coverage
1 26832239646.1 02 Jun 2026 04:11PM UTC 194
78.11
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