refactor: move HestonModelHelper tests from test_models.py to test_models_equity.py

Author: quantales

tests/test_models.py

@@ -94,77 +94,3 @@ def test_piecewise_heston_model(piecewise_heston_env):
     assert model.kappa(0.5) == pytest.approx(2.0)
     assert model.sigma(0.5) == pytest.approx(0.3)
     assert model.rho(0.5) == pytest.approx(-0.7)
-
-
-# =============================================================================
-# HestonModelHelper
-# =============================================================================
-
-
-@pytest.fixture
-def heston_helper_env():
-    """Environment for HestonModelHelper tests."""
-    today = ql.Date(15, ql.January, 2026)
-    ql.Settings.instance().evaluationDate = today
-
-    dc = ql.Actual365Fixed()
-    risk_free = ql.FlatForward(today, 0.05, dc)
-    dividend = ql.FlatForward(today, 0.02, dc)
-    vol_quote = ql.SimpleQuote(0.20)
-
-    return {
-        "today": today,
-        "risk_free": risk_free,
-        "dividend": dividend,
-        "vol_quote": vol_quote,
-    }
-
-
-def test_hestonmodelhelper_construction_real_s0(heston_helper_env):
-    """Test HestonModelHelper construction with Real spot price."""
-    env = heston_helper_env
-
-    helper = ql.HestonModelHelper(
-        maturity=ql.Period(1, ql.Years),
-        calendar=ql.TARGET(),
-        s0=100.0,
-        strikePrice=105.0,
-        volatility=env["vol_quote"],
-        riskFreeRate=env["risk_free"],
-        dividendYield=env["dividend"],
-    )
-    assert helper is not None
-    assert isinstance(helper, ql.base.BlackCalibrationHelper)
-
-
-def test_hestonmodelhelper_construction_handle_s0(heston_helper_env):
-    """Test HestonModelHelper construction with Handle<Quote> spot price."""
-    env = heston_helper_env
-
-    helper = ql.HestonModelHelper(
-        maturity=ql.Period(1, ql.Years),
-        calendar=ql.TARGET(),
-        s0=ql.QuoteHandle(ql.SimpleQuote(100.0)),
-        strikePrice=105.0,
-        volatility=ql.QuoteHandle(env["vol_quote"]),
-        riskFreeRate=ql.YieldTermStructureHandle(env["risk_free"]),
-        dividendYield=ql.YieldTermStructureHandle(env["dividend"]),
-    )
-    assert helper is not None
-    assert isinstance(helper, ql.base.BlackCalibrationHelper)
-
-
-def test_hestonmodelhelper_maturity(heston_helper_env):
-    """Test HestonModelHelper maturity accessor."""
-    env = heston_helper_env
-
-    helper = ql.HestonModelHelper(
-        maturity=ql.Period(1, ql.Years),
-        calendar=ql.TARGET(),
-        s0=100.0,
-        strikePrice=105.0,
-        volatility=env["vol_quote"],
-        riskFreeRate=env["risk_free"],
-        dividendYield=env["dividend"],
-    )
-    assert helper.maturity() == pytest.approx(1.0, abs=0.01)

tests/test_models_equity.py

@@ -56,3 +56,77 @@ def test_gjrgarchmodel_process(gjrgarch_model_env):
     process = model.process()
     assert process is not None
     assert isinstance(process, ql.GJRGARCHProcess)
+
+
+# =============================================================================
+# HestonModelHelper
+# =============================================================================
+
+
+@pytest.fixture
+def heston_helper_env():
+    """Environment for HestonModelHelper tests."""
+    today = ql.Date(15, ql.January, 2026)
+    ql.Settings.instance().evaluationDate = today
+
+    dc = ql.Actual365Fixed()
+    risk_free = ql.FlatForward(today, 0.05, dc)
+    dividend = ql.FlatForward(today, 0.02, dc)
+    vol_quote = ql.SimpleQuote(0.20)
+
+    return {
+        "today": today,
+        "risk_free": risk_free,
+        "dividend": dividend,
+        "vol_quote": vol_quote,
+    }
+
+
+def test_hestonmodelhelper_construction_real_s0(heston_helper_env):
+    """Test HestonModelHelper construction with Real spot price."""
+    env = heston_helper_env
+
+    helper = ql.HestonModelHelper(
+        maturity=ql.Period(1, ql.Years),
+        calendar=ql.TARGET(),
+        s0=100.0,
+        strikePrice=105.0,
+        volatility=env["vol_quote"],
+        riskFreeRate=env["risk_free"],
+        dividendYield=env["dividend"],
+    )
+    assert helper is not None
+    assert isinstance(helper, ql.base.BlackCalibrationHelper)
+
+
+def test_hestonmodelhelper_construction_handle_s0(heston_helper_env):
+    """Test HestonModelHelper construction with Handle<Quote> spot price."""
+    env = heston_helper_env
+
+    helper = ql.HestonModelHelper(
+        maturity=ql.Period(1, ql.Years),
+        calendar=ql.TARGET(),
+        s0=ql.QuoteHandle(ql.SimpleQuote(100.0)),
+        strikePrice=105.0,
+        volatility=ql.QuoteHandle(env["vol_quote"]),
+        riskFreeRate=ql.YieldTermStructureHandle(env["risk_free"]),
+        dividendYield=ql.YieldTermStructureHandle(env["dividend"]),
+    )
+    assert helper is not None
+    assert isinstance(helper, ql.base.BlackCalibrationHelper)
+
+
+def test_hestonmodelhelper_maturity(heston_helper_env):
+    """Test HestonModelHelper maturity accessor."""
+    env = heston_helper_env
+
+    helper = ql.HestonModelHelper(
+        maturity=ql.Period(1, ql.Years),
+        calendar=ql.TARGET(),
+        s0=100.0,
+        strikePrice=105.0,
+        volatility=env["vol_quote"],
+        riskFreeRate=env["risk_free"],
+        dividendYield=env["dividend"],
+    )
+    assert helper.maturity() == pytest.approx(1.0, abs=0.01)