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wegamekinglc / Derivatives-Algorithms-Lib / 33708375725
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DEFAULT BRANCH: master
Ran 03 Sep 2026 02:46AM UTC
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03 Sep 2026 02:38AM UTC coverage: 89.795%. Remained the same
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fix: address quote-risk review follow-ups (#335)

* Validate quote-risk provenance before aggregating in the example

The example REQUIRED provenance availability only after the portfolio
aggregation had already run and never checked aggregation failures, so a
partially failed run printed an incomplete CSV before throwing. Check
availability up front and fail on any provenance failure before printing,
matching the benchmark driver's contract.

* Wire the quote-risk GIL barrier into the provenance factories

The three Build*QuoteRiskProvenance wrappers released the GIL but never
invoked the test barrier, so their release had no regression coverage --
unlike the rate-risk entry points. Route every released region through the
barrier and extend the GIL test to assert heartbeats progress during both
the aggregate and a factory call. Also turn the signature-contract lookup
into an explicit assertion so a renamed argument fails the test instead of
raising ValueError.

* Document Excel quote-risk failure rows and excluded-domain status

The spill help documented only bucket-row column semantics, but failure rows
repurpose quote_key/quote_name with the failure subject and detail; a
consumer filtering on quote_key would silently receive fingerprints or trade
ids. State the failure-row contract in the markup help, the regenerated
stubs, and the worksheet recipe, and note that excluded-domain calibration
handles are not yet producible from Excel.

* Surface ungated benchmarks whose base binary is missing

A gated binary absent on the base side demoted every head case to
informational new-coverage rows, so a push whose base predates the gated
target produced zero comparisons and a green check with nothing gated.
Report those cases as distinct not-gated rows, name the affected benchmarks
in the summary footnote, and emit a GitHub warning annotation so an ungated
green run is visible rather than silent.

* Avoid quote-risk evidence artifact collisions on re-runs

T... (continued)

12415 of 13826 relevant lines covered (89.79%)

2146691.01 hits per line

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