Fix `generate_delta_increasing_adjustments` to Handle Zero Delta in `DeltaNeutrality` Trait

[joaquinbejar]

Description

The current implementation of generate_delta_increasing_adjustments in the DeltaNeutrality trait does not properly handle cases where delta is zero. The calculation:

let qty = Positive((net_delta.abs() / delta).abs());

can lead to a division-by-zero error when delta == 0. This issue aims to implement a safeguard to prevent this error and ensure stability in delta-neutral adjustments.

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Tasks

Implementation:

• Modify the calculation to handle the case where delta == 0.
• Introduce a conditional check to avoid division by zero.
• Determine an appropriate fallback mechanism, such as:
  • Skipping adjustments.
  • Using a small epsilon value to prevent zero division.
  • Logging a warning or returning an error.

Testing:

• Add test cases for generate_delta_increasing_adjustments that include:
  • delta == 0
  • delta with very small values approaching zero.
  • Normal delta values for regression testing.

Documentation:

• Update the method documentation to explain how zero delta cases are handled.
• Add comments in the code to clarify the fix.

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Additional Notes

• Ensure the fix does not introduce unintended side effects in delta adjustments.
• The implementation should follow the project's error handling and logging conventions.
• Consider discussing with the team whether a fallback strategy (e.g., a minimal default value) is preferable over skipping adjustments.

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Labels

bug, delta-neutrality, error-handling, testing, documentation