test: add property-based testing with proptest - Issue #222 #263
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Add property-based tests using proptest to verify mathematical invariants across a wide range of inputs. ## New Tests (12 total) ### Put-Call Parity Tests (6 tests) - test_put_call_parity: Verify C - P = S - K*e^(-rT) - test_call_price_non_negative: Call prices >= 0 - test_put_price_non_negative: Put prices >= 0 - test_call_price_increases_with_spot: Positive delta - test_put_price_decreases_with_spot: Negative delta ### Greeks Bounds Tests (6 tests) - test_call_delta_bounds: Delta in [0, 1] - test_put_delta_bounds: Delta in [-1, 0] - test_gamma_non_negative: Gamma >= 0 - test_vega_non_negative: Vega >= 0 for long options - test_call_put_same_gamma: Call/put gamma equality - test_call_put_same_vega: Call/put vega equality - test_delta_gamma_relationship: Delta changes with gamma ## Changes - Add proptest 1.5 to dev-dependencies - Create tests/property/ directory with test modules - Add property_tests target to Cargo.toml Closes #217
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Summary
Add property-based tests using proptest to verify mathematical invariants across a wide range of inputs.
New Tests (12 total)
Put-Call Parity Tests (6 tests)
test_put_call_parity: Verify C - P = S - K*e^(-rT)test_call_price_non_negative: Call prices >= 0test_put_price_non_negative: Put prices >= 0test_call_price_increases_with_spot: Positive delta behaviortest_put_price_decreases_with_spot: Negative delta behaviorGreeks Bounds Tests (6 tests)
test_call_delta_bounds: Delta in [0, 1]test_put_delta_bounds: Delta in [-1, 0]test_gamma_non_negative: Gamma >= 0test_vega_non_negative: Vega >= 0 for long optionstest_call_put_same_gamma: Call/put gamma equalitytest_call_put_same_vega: Call/put vega equalitytest_delta_gamma_relationship: Delta changes with gammaChanges
proptest = "1.5"to dev-dependenciestests/property/directory with test modulesproperty_teststarget to Cargo.tomlRun Tests
cargo test --test property_testsVerification
cargo build- Compiles successfullymake lint-fix- No warningsmake pre-push- All tests passCloses #222