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chore(strategies): clean up delta-neutral strategy and tests - #1122

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collinsezedike merged 1 commit into
drydocs:mainfrom
Songu3020:Chore-Delta-neutral-cleanup-a-flag-set-outside-its-branch-duplicated-deleverage-math-and-a-test-that-asserts-the-wrong-field
Oct 23, 2026
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collinsezedike merged 1 commit into
drydocs:mainfrom
Songu3020:Chore-Delta-neutral-cleanup-a-flag-set-outside-its-branch-duplicated-deleverage-math-and-a-test-that-asserts-the-wrong-field

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@Songu3020

@Songu3020 Songu3020 commented Oct 18, 2026 •

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Summary

  • Move the rebalanced flag update into the actual rebalance branch.
  • Reuse HealthFactorMonitor for the self-repaying loan deleverage calculation.
  • Assert the correct delta history fields in the delta-neutral test.

Test plan

  • pnpm --filter @meridian/strategies test passes

Closes #1048

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@Songu3020 is attempting to deploy a commit to the Collins' projects Team on Vercel.

A member of the Team first needs to authorize it.

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@Songu3020 Great news! 🎉 Based on an automated assessment of this PR, the linked Wave issue(s) no longer count against your application limits.

You can now already apply to more issues while waiting for a review of this PR. Keep up the great work! 🚀

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@collinsezedike collinsezedike left a comment

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The change matches issue #1048 and the tests pass. Two fixes needed: the commit header is 81 characters (the repo limit is 72), and the PR body's closing reference is malformed (#closes sits on its own line), so #1048 will not auto-close on merge. Put Closes #1048 on a single line.

@collinsezedike collinsezedike changed the title chore: enhance delta-neutral strategy tests and refactor health facto… chore(strategies): clean up delta-neutral strategy and tests Oct 23, 2026
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collinsezedike force-pushed the Chore-Delta-neutral-cleanup-a-flag-set-outside-its-branch-duplicated-deleverage-math-and-a-test-that-asserts-the-wrong-field branch from 6bd42e8 to 55eb404 Compare October 23, 2026 15:43

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@Songu3020 Thank you for your contribution. If you are interested, there are more open issues to pick up.

@collinsezedike
collinsezedike merged commit 8e0366f into drydocs:main Oct 23, 2026
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@collinsezedike

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@Songu3020 Thank you for your contribution. If you found Meridian useful, please star the repository: https://github.com/drydocs/meridian.

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[Chore] Delta-neutral cleanup, a flag set outside its branch, duplicated deleverage math, and a test that asserts the wrong field

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