Feature: The greeks agree with the library a trading bot trades by

Description: tests/data/options_bot_greeks.csv holds 36 contracts priced and inverted by the Go library a production trading bot calls, at a rate of 0.045. The suite walks every row; these tell the story of the regimes, each row named as the fixture names it.

File name: parity.feature

Relative path: features/parity.feature

Scenarios

Chart

Status Progress

12

Passed	100.00 %
Failed	0.00 %

Scenario Outline: Where the library found the vol, the greeks find the same one

Given the fixture row 0dte_calm_otm CALL

Then its implied vol matches the fixture's within 0.002

And its delta matches the fixture's within 0.005

Scenario Outline: Where the library found the vol, the greeks find the same one

Given the fixture row 0dte_calm_atm CALL

Then its implied vol matches the fixture's within 0.002

And its delta matches the fixture's within 0.005

Scenario Outline: Where the library found the vol, the greeks find the same one

Given the fixture row 0dte_calm_itm PUT

Then its implied vol matches the fixture's within 0.002

And its delta matches the fixture's within 0.005

Scenario Outline: Where the library found the vol, the greeks find the same one

Given the fixture row 4dte_otm CALL

Then its implied vol matches the fixture's within 0.002

And its delta matches the fixture's within 0.005

Scenario Outline: Where the library found the vol, the greeks find the same one

Given the fixture row 4dte_atm PUT

Then its implied vol matches the fixture's within 0.002

And its delta matches the fixture's within 0.005

Scenario Outline: Where the library found the vol, the greeks find the same one

Given the fixture row 4dte_deep PUT

Then its implied vol matches the fixture's within 0.002

And its delta matches the fixture's within 0.005

Scenario Outline: Where the library found the vol, the greeks find the same one

Given the fixture row 8dte_badseed_atm CALL

Then its implied vol matches the fixture's within 0.002

And its delta matches the fixture's within 0.005

Scenario Outline: Where the library found the vol, the greeks find the same one

Given the fixture row xsp_atm PUT

Then its implied vol matches the fixture's within 0.002

And its delta matches the fixture's within 0.005

Scenario Outline: Where the vol cannot be found, the greeks say why and the delta still agrees

Given the fixture row 0dte_calm_deep CALL

When the vol it implies is sought

Then the implied vol is faint

And its delta matches the fixture's within 0.005

Scenario Outline: Where the vol cannot be found, the greeks say why and the delta still agrees

Given the fixture row at_intrinsic CALL

When the vol it implies is sought

Then the implied vol is clamped

And its delta matches the fixture's within 0.005

Scenario Outline: Where the vol cannot be found, the greeks say why and the delta still agrees

Given the fixture row below_intrinsic PUT

When the vol it implies is sought

Then the implied vol is clamped

And its delta matches the fixture's within 0.005

Scenario Outline: Where the vol cannot be found, the greeks say why and the delta still agrees

Given the fixture row zero_premium CALL

When the vol it implies is sought

Then the implied vol is clamped

And its delta matches the fixture's within 0.005

The Gherkin features under tests/features/, run by fabula against the proven functions themselves.