test: cover sortino boundary contracts

tests/test_metrics.py

@@ -49,6 +49,7 @@ def test_zero_volatility_metrics_return_zero() -> None:
     returns = pd.Series([0.0, 0.0, 0.0])
 
     assert sharpe_ratio(returns) == 0.0
+    assert sortino_ratio(returns) == 0.0
     assert calmar_ratio(returns) == 0.0
 
 
@@ -93,7 +94,15 @@ def test_summary_aliases_match_canonical_fields() -> None:
 
 @pytest.mark.parametrize(
     "metric",
-    [annualized_return, annualized_volatility, sharpe_ratio, max_drawdown, calmar_ratio, win_rate],
+    [
+        annualized_return,
+        annualized_volatility,
+        sharpe_ratio,
+        sortino_ratio,
+        max_drawdown,
+        calmar_ratio,
+        win_rate,
+    ],
 )
 def test_metrics_reject_non_series_input(metric) -> None:
     with pytest.raises(TypeError, match=r"expected pd\.Series"):