test: cover adaptive spread edge cases#33
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Welcome to kcolbchain, @Genmin — glad you're here. 🌱 Here's what happens from this PR:
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🤖 Audit verdict: New test file with standard pytest unit tests for adaptive spread logic; no malicious payloads, supply-chain risk, credential leakage, or logic bugs detected. Audited by the kcolbchain PR pipeline. See pipeline docs. |
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What
Add dedicated unit coverage for adaptive spread quote generation, including min/max spread clipping, neutral inventory symmetry, long/short inventory skew direction, and sampled bid-mid-ask invariants.
Why
compute_adaptive_quotesis a core quoting primitive. These edge cases make sure volatility clipping and inventory skew keep producing sane executable quotes across the cases requested in #28.Fixes #28
How to Test
python3 -m venv .venv && . .venv/bin/activate && python -m pip install -r requirements.txtpython -m pytest tests/unit/test_adaptive_spread.py -qpython -m pytest tests/unit -qpython -m pytest -qChecklist
116 passed, 2 skippedlocally)