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wegamekinglc / Derivatives-Algorithms-Lib / 36037128354
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DEFAULT BRANCH: master
Ran 24 Sep 2026 06:03PM UTC
Jobs 1
Files 301
Run time 2min
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24 Sep 2026 05:50PM UTC coverage: 91.777%. Remained the same
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refactor: DAL-306 consolidate UOC finite differences (#425)

* Consolidate UOC finite-difference valuations

Share the down/up pricing sequence across the five UOC Greeks while preserving each original bump, denominator, Sobol call, and event preprocessing step. Characterize the fixed-path price and risk rows so future edits can detect a numerical change.

Co-authored-by: multica-agent <github@multica.ai>

* Register UOC output characterization in CTest

Run the fixed-path pricing test through the existing examples label so Linux CI checks the numeric rows. Pass the built UOC target through UOC_BINARY and use CMake Python interpreter discovery.

Co-authored-by: multica-agent <github@multica.ai>

* Keep UOC output test optional without Python

Allow the default C++ examples configuration to succeed when no Python interpreter is available. Register the fixed-output CTest case whenever Python is found, preserving the examples CI coverage.

Co-authored-by: multica-agent <github@multica.ai>

* Run UOC output characterization through CMake

Keep the Python assertion script focused on captured output while CMake launches its built UOC target. This removes subprocess security findings without weakening the fixed-value check or suppressing scanner rules.

Co-authored-by: multica-agent <github@multica.ai>

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Co-authored-by: multica-agent <github@multica.ai>

15580 of 16976 relevant lines covered (91.78%)

3369892.32 hits per line

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1 36037128354.1 24 Sep 2026 06:03PM UTC 301
91.78
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