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Implement options snapshot tape table

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dirtydishes 2026-05-04 01:14:52 -04:00
parent 6abfff30d3
commit e78387130a
15 changed files with 904 additions and 128 deletions
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10
packages/storage/tests/option-prints.test.ts
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@ -25,10 +25,20 @@ describe("option-prints storage helpers", () => {
expect(normalized.conditions).toEqual([]);
});
it("normalizes legacy rows with missing execution context", () => {
const normalized = normalizeOptionPrint(basePrint);
expect(normalized.execution_nbbo_bid).toBeUndefined();
expect(normalized.execution_underlying_spot).toBeUndefined();
expect(normalized.execution_iv).toBeUndefined();
});
it("includes the correct table name in the DDL", () => {
const ddl = optionPrintsTableDDL();
expect(ddl).toContain(OPTION_PRINTS_TABLE);
expect(ddl).toContain("CREATE TABLE IF NOT EXISTS");
expect(ddl).toContain("execution_nbbo_bid Nullable(Float64)");
expect(ddl).toContain("execution_underlying_spot Nullable(Float64)");
expect(ddl).toContain("execution_iv Nullable(Float64)");
});
it("builds before/history and trace lookup queries", async () => {