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wegamekinglc / Derivatives-Algorithms-Lib / 33790339249
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DEFAULT BRANCH: master
Ran 03 Sep 2026 06:33PM UTC
Jobs 1
Files 267
Run time 1min
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03 Sep 2026 06:24PM UTC coverage: 89.795%. Remained the same
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Fix quote-risk review follow-ups: gate baseline, evidence sharding, test hygiene (#337)

* Document calibration observation seam and fix include order

- Move <set> ahead of the DAL headers in __curvepricing.cpp to follow the
  project include order (standard library before project headers).
- Document that the calibration invocation counter is a benchmark/test-only
  seam, exported across the library boundary on purpose, and process-global
  so observers must run in a quiescent process.

* Support sharded quote-risk oracle evidence collection

SaveQuoteOracleEvidence truncated on first write per process, so sharding the
two oracle tests across processes would silently drop earlier shards and fail
the CI row-count gate. DAL_QUOTE_RISK_EVIDENCE_APPEND=1 switches the seam to
append-only: shards contribute data rows while the orchestrator owns the
header.

* Harden benchmark gate baseline and evidence row check

- Resolve the benchmark base SHA in a dedicated step: a branch's first push
  reports an all-zero github.event.before, which previously made the base
  checkout fail the whole job; fall back to the head's first parent instead.
- Replace the magic evidence row count 497 with its derivation from the two
  oracle tests' quote widths, Jacobian modes, parameterizations, and currency
  portfolios, so a fixture change fails against a documented expectation.

* Make quote-risk Python tests hermetic and failures diagnosable

- test_benchmark_metadata asserted a cmake version string unconditionally;
  contributor machines without cmake on PATH saw a red suite. Assert the
  recorded 'unavailable' marker when cmake is absent instead.
- _run_with_quote_risk_gil_heartbeat let assertion failures inside the
  heartbeat worker surface only as a zero heartbeat count on the main thread;
  capture worker exceptions and re-raise them at the assertion site.

12416 of 13827 relevant lines covered (89.8%)

2153565.79 hits per line

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1 33790339249.1 03 Sep 2026 06:33PM UTC 267
89.8
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