Initial commit: Vault Dashboard for options hedging

- FastAPI + NiceGUI web application
- QuantLib-based Black-Scholes pricing with Greeks
- Protective put, laddered, and LEAPS strategies
- Real-time WebSocket updates
- TradingView-style charts via Lightweight-Charts
- Docker containerization
- GitLab CI/CD pipeline for VPS deployment
- VPN-only access configuration

tests/conftest.py

@@ -0,0 +1,85 @@
+from __future__ import annotations
+
+from datetime import datetime
+
+import pandas as pd
+import pytest
+
+from app.models.portfolio import LombardPortfolio
+from app.strategies.base import StrategyConfig
+
+
+@pytest.fixture
+def sample_portfolio() -> LombardPortfolio:
+    """Research-paper baseline portfolio: 1M collateral, 600k loan, 460 spot, 75% LTV trigger."""
+    gold_ounces = 1_000_000.0 / 460.0
+    return LombardPortfolio(
+        gold_ounces=gold_ounces,
+        gold_price_per_ounce=460.0,
+        loan_amount=600_000.0,
+        initial_ltv=0.60,
+        margin_call_ltv=0.75,
+    )
+
+
+@pytest.fixture
+def sample_strategy_config(sample_portfolio: LombardPortfolio) -> StrategyConfig:
+    return StrategyConfig(
+        portfolio=sample_portfolio,
+        spot_price=sample_portfolio.gold_price_per_ounce,
+        volatility=0.16,
+        risk_free_rate=0.045,
+    )
+
+
+@pytest.fixture
+def sample_option_chain(sample_portfolio: LombardPortfolio) -> dict[str, object]:
+    """Deterministic mock option chain around a 460 GLD reference price."""
+    spot = sample_portfolio.gold_price_per_ounce
+    return {
+        "symbol": "GLD",
+        "updated_at": datetime(2026, 3, 21, 0, 0).isoformat(),
+        "source": "mock",
+        "calls": [
+            {"strike": round(spot * 1.05, 2), "premium": round(spot * 0.03, 2), "expiry": "2026-06-19"},
+            {"strike": round(spot * 1.10, 2), "premium": round(spot * 0.02, 2), "expiry": "2026-09-18"},
+        ],
+        "puts": [
+            {"strike": round(spot * 0.95, 2), "premium": round(spot * 0.028, 2), "expiry": "2026-06-19"},
+            {"strike": round(spot * 0.90, 2), "premium": round(spot * 0.018, 2), "expiry": "2026-09-18"},
+        ],
+    }
+
+
+@pytest.fixture
+def mock_yfinance_data(monkeypatch):
+    """Patch yfinance in the data layer with deterministic historical close data."""
+    # Lazy import here to avoid side effects when the environment lacks Python 3.11's
+    # datetime.UTC symbol used in the data_service module.
+    from app.services import data_service as data_service_module
+
+    history = pd.DataFrame({"Close": [458.0, 460.0]}, index=pd.date_range("2026-03-20", periods=2, freq="D"))
+
+    class FakeTicker:
+        def __init__(self, symbol: str) -> None:
+            self.symbol = symbol
+
+        def history(self, period: str, interval: str):
+            return history.copy()
+
+    class FakeYFinance:
+        Ticker = FakeTicker
+
+    monkeypatch.setattr(data_service_module, "yf", FakeYFinance())
+    return {
+        "symbol": "GLD",
+        "history": history,
+        "last_price": 460.0,
+        "previous_price": 458.0,
+    }
+
+
+@pytest.fixture
+def mock_yfinance(mock_yfinance_data):
+    """Compatibility alias for tests that request a yfinance fixture name."""
+    return mock_yfinance_data