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Add zero-gamma interpolation edge-case tests #3

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Add zero-gamma interpolation edge-case tests#3
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area: engineGEX math, Greeks, aggregation, or model behavior.gex-modelGEX assumptions, signs, formulas, or market-structure model.good first issueGood for newcomerstype: testsTest coverage, fixtures, or verification work.
@zrack

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@zrack
zrack
opened on Jun 12, 2026

Expand engine test coverage around zero-gamma detection.

Acceptance criteria:

  • Cover no sign change.
  • Cover exact zero at a strike.
  • Cover interpolation between adjacent strikes.
  • Keep test fixtures deterministic and easy to inspect.

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    area: engineGEX math, Greeks, aggregation, or model behavior.gex-modelGEX assumptions, signs, formulas, or market-structure model.good first issueGood for newcomerstype: testsTest coverage, fixtures, or verification work.

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