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wegamekinglc / Derivatives-Algorithms-Lib / 33948550557
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DEFAULT BRANCH: master
Ran 05 Sep 2026 06:04AM UTC
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05 Sep 2026 05:58AM UTC coverage: 89.795%. Remained the same
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test: add quote_risk_perf benchmark suite for provenance construction (#341)

* Add quote_risk_perf benchmark suite for provenance construction

rate_risk_perf times quote-risk aggregation but the provenance builders it
depends on — the surface exposed to the public, Python and Excel APIs in
PRs #325-#332 — run only as untimed fixture setup. Each builder pays for
axis/coordinate assembly, a JCS-canonicalized curve JSON equality check, an
SHA-256 state fingerprint over spec + result + market, and the
effective-inverse copy; the joint case costs ~6.5 ms at 3x16 quotes, on par
with the calibration itself, so it deserves its own coverage.

Refactor quoteriskbenchfixtures to expose ProvenanceMaterials_ factories
(spec/options/calibration/market/config, with calibration lifetime held) so
the new suite times only the Build* call; the existing aggregation cases are
rebuilt on top of them unchanged. The suite covers single/joint/staged
provenance builds at two sizes each, plus the per-component state probe used
for staleness detection.

* Document quote_risk_perf in the benchmark inventory

check_docs.py's semantic contract requires CLAUDE.md's benchmark count and
target list to match DAL_BENCHMARK_TARGETS exactly; adding the suite without
the inventory update failed the Documentation integrity gate (and the
Benchmarks job's shared unittest step) on PR #341.

* Clarify quote-count validation message in provenance material factories

The materials factories validate only quoteCount after the fixture split;
saying "dimensions" misleads callers now that tradeCount is validated by the
case builders (Copilot review on PR #341).

12416 of 13827 relevant lines covered (89.8%)

2151684.61 hits per line

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