feat(analysis): audit_option_chain — coverage, quote stats, bid>ask, IV null

Implementa la funzione dichiarata in __all__ ma mancante. Helper _pct
usa statistics.quantiles(method="inclusive") con fallback per len<=1.
Niente check su book_depth_top3: per design è NULL sugli snapshot
(popolato solo da entry_cycle per gli strike candidati al picker).

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>

tests/unit/test_data_audit.py

@@ -8,13 +8,16 @@ from decimal import Decimal
 from pathlib import Path
 
 from cerbero_bite.analysis.data_audit import (
+    ChainAuditReport,
     MarketAuditReport,
     audit_market_snapshots,
+    audit_option_chain,
 )
 from cerbero_bite.analysis.data_audit import (  # noqa: PLC2701
     _detect_gaps,
     _expected_ticks,
     _max_zero_streak,
+    _pct,
 )
 from cerbero_bite.state import connect, run_migrations, transaction
 
@@ -213,3 +216,178 @@ def test_audit_market_null_rate_per_column(tmp_path: Path) -> None:
         conn.close()
     assert report.null_rate_by_column["dealer_net_gamma"] == Decimal("0.25")
     assert report.null_rate_by_column["spot"] == Decimal("0")
+
+
+def test_pct_empty_returns_zero() -> None:
+    assert _pct([], 50) == 0
+
+
+def test_pct_single_value_returns_that_value() -> None:
+    assert _pct([42], 50) == 42
+    assert _pct([42], 10) == 42
+    assert _pct([42], 90) == 42
+
+
+def test_pct_median_odd_count() -> None:
+    assert _pct([10, 20, 30, 40, 50], 50) == 30
+
+
+def test_pct_p10_p90_on_100_values() -> None:
+    # inclusive method on [1..100]:
+    #   p10 interpolates to 10.9 → 11; p90 interpolates to 90.1 → 90.
+    values = list(range(1, 101))
+    assert _pct(values, 10) == 11
+    assert _pct(values, 90) == 90
+
+
+def _seed_chain_row(
+    conn: sqlite3.Connection,
+    *,
+    asset: str,
+    ts: datetime,
+    instrument: str,
+    strike: str = "3000",
+    expiry: datetime | None = None,
+    option_type: str = "C",
+    bid: str | None = "0.01",
+    ask: str | None = "0.02",
+    iv: str | None = "0.7",
+) -> None:
+    if expiry is None:
+        expiry = datetime(2026, 6, 12, 8, 0, tzinfo=UTC)
+    conn.execute(
+        "INSERT INTO option_chain_snapshots(timestamp, asset, instrument_name, "
+        "strike, expiry, option_type, bid, ask, iv) "
+        "VALUES (?,?,?,?,?,?,?,?,?)",
+        (
+            ts.isoformat(),
+            asset,
+            instrument,
+            strike,
+            expiry.isoformat(),
+            option_type,
+            bid,
+            ask,
+            iv,
+        ),
+    )
+
+
+def test_audit_chain_full_coverage(tmp_path: Path) -> None:
+    conn = _make_conn(tmp_path)
+    since = datetime(2026, 5, 12, 12, 0, tzinfo=UTC)
+    until = datetime(2026, 5, 12, 13, 0, tzinfo=UTC)
+    try:
+        with transaction(conn):
+            for minute in (0, 15, 30, 45):
+                ts = since.replace(minute=minute)
+                for i in range(10):
+                    _seed_chain_row(
+                        conn,
+                        asset="ETH",
+                        ts=ts,
+                        instrument=f"ETH-EXP-{i}-C",
+                        strike=str(3000 + i * 50),
+                    )
+        report = audit_option_chain(
+            conn, asset="ETH", since=since, until=until
+        )
+    finally:
+        conn.close()
+    assert isinstance(report, ChainAuditReport)
+    assert report.asset == "ETH"
+    assert report.expected_snapshots == 4
+    assert report.actual_snapshots == 4
+    assert report.coverage_pct == Decimal("100")
+    assert report.quotes_per_snap_median == 10
+    assert report.quotes_per_snap_p10 == 10
+    assert report.quotes_per_snap_p90 == 10
+    assert report.bid_gt_ask_count == 0
+    assert report.iv_null_count == 0
+    assert report.iv_null_pct == Decimal("0")
+
+
+def test_audit_chain_detects_bid_gt_ask_and_iv_null(tmp_path: Path) -> None:
+    conn = _make_conn(tmp_path)
+    since = datetime(2026, 5, 12, 12, 0, tzinfo=UTC)
+    until = datetime(2026, 5, 12, 12, 30, tzinfo=UTC)
+    try:
+        with transaction(conn):
+            ts = since.replace(minute=0)
+            # Crossed BBO: bid > ask
+            _seed_chain_row(
+                conn,
+                asset="ETH",
+                ts=ts,
+                instrument="ETH-A",
+                bid="0.10",
+                ask="0.05",
+            )
+            # Missing IV
+            _seed_chain_row(
+                conn,
+                asset="ETH",
+                ts=ts,
+                instrument="ETH-B",
+                strike="3050",
+                iv=None,
+            )
+            # Normal row (control)
+            _seed_chain_row(
+                conn,
+                asset="ETH",
+                ts=ts,
+                instrument="ETH-C",
+                strike="3100",
+            )
+        report = audit_option_chain(
+            conn, asset="ETH", since=since, until=until
+        )
+    finally:
+        conn.close()
+    assert report.bid_gt_ask_count == 1
+    assert report.iv_null_count == 1
+    # 1 of 3 quotes → 33.33%
+    assert report.iv_null_pct == Decimal("33.33")
+
+
+def test_audit_chain_missing_snapshots(tmp_path: Path) -> None:
+    conn = _make_conn(tmp_path)
+    since = datetime(2026, 5, 12, 12, 0, tzinfo=UTC)
+    until = datetime(2026, 5, 12, 13, 0, tzinfo=UTC)
+    try:
+        with transaction(conn):
+            # Only 2 of the expected 4 ticks have data
+            for minute in (0, 15):
+                _seed_chain_row(
+                    conn,
+                    asset="ETH",
+                    ts=since.replace(minute=minute),
+                    instrument=f"ETH-{minute}",
+                )
+        report = audit_option_chain(
+            conn, asset="ETH", since=since, until=until
+        )
+    finally:
+        conn.close()
+    assert report.expected_snapshots == 4
+    assert report.actual_snapshots == 2
+    assert report.coverage_pct == Decimal("50")
+
+
+def test_audit_chain_empty_window_returns_zero_coverage(tmp_path: Path) -> None:
+    conn = _make_conn(tmp_path)
+    since = datetime(2026, 5, 12, 12, 0, tzinfo=UTC)
+    until = datetime(2026, 5, 12, 13, 0, tzinfo=UTC)
+    try:
+        report = audit_option_chain(
+            conn, asset="ETH", since=since, until=until
+        )
+    finally:
+        conn.close()
+    assert report.expected_snapshots == 4
+    assert report.actual_snapshots == 0
+    assert report.coverage_pct == Decimal("0")
+    assert report.quotes_per_snap_median == 0
+    assert report.bid_gt_ask_count == 0
+    assert report.iv_null_count == 0