{"abstract":"A 3-for-2 split leaves strike and contracts unchanged and the deliverable unadjusted.","category":"Options payoff and settlement","checks":8,"contract":"Inputs strike, contracts, deliverable, action and value. split [new, old]: if new is a multiple of old (ratio r), strike becomes strike/r rounded half-up to cents and contracts become contracts*r; otherwise the deliverable becomes floor(deliverable*new/old) with strike and contracts unchanged. special_div of at least 0.125 per share reduces the strike by the amount (rounded half-up to cents). Other actions, including ordinary_div, change nothing. Return [strike, contracts, deliverable].","contract_signature":"strike, contracts, deliverable, action, value","evaluation_group":"w2-options_payoff_and_settlement-corporate-action-adjustment","failed_approach":"Requiring old == 1 misroutes ratios like 4-for-2.","family":"w2-options_payoff_and_settlement-corporate-action-adjustment-integral-ratio-detection","id":"FA-61386","implementations":{"attempt":{"sha256":"a7e3cd06775a93744dcde65a226a1fca10b40a8d75d1b19d9223e952cd8650ec","source":"\"\"\"Failure Map reference implementation. Python standard library only.\"\"\"\nimport json\n\nN = 1\nobservations = []\ndef solve(strike, contracts, deliverable, action, value):\n    k = round(strike * 100)\n    if action == 'split':\n        new, old = value\n        if old == 1:\n            r = new // old\n            k = (2 * k + r) // (2 * r)\n            contracts = contracts * r\n        else:\n            deliverable = deliverable * new // old\n    elif action == 'special_div':\n        amt = round(value * 1000)\n        if amt >= 125:\n            k = (k * 10 - amt + 5) // 10\n    return [k / 100, contracts, deliverable]\ndef check(label, actual, expected):\n    observations.append({\"check\": label, \"actual\": actual, \"expected\": expected, \"passed\": actual == expected})\nfixtures = [[['regression integral ratio detection 1', [47.5, 1, 100, 'split', [5, 3]], [47.5, 1, 166]], ['regression integral ratio detection 2', [101.01, 1, 150, 'split', [5, 3]], [101.01, 1, 250]], ['partial repair probe 1', [87.75, 1, 100, 'split', [6, 3]], [43.88, 2, 100]], ['partial repair probe 2', [25.25, 1, 150, 'split', [6, 3]], [12.63, 2, 150]], ['boundary control 1', [40, 1, 100, 'ordinary_div', 1.0], [40.0, 1, 100]], ['boundary control 2', [25.25, 1, 100, 'split', [2, 1]], [12.63, 2, 100]], ['normal control 1', [87.75, 10, 150, 'special_div', 0.124], [87.75, 10, 150]], ['normal control 2', [47.5, 10, 100, 'special_div', 2.375], [45.13, 10, 100]]], [['regression integral ratio detection 1', [150.05, 3, 150, 'split', [5, 4]], [150.05, 3, 187]], ['regression integral ratio detection 2', [47.5, 10, 100, 'split', [3, 2]], [47.5, 10, 150]], ['partial repair probe 1', [12.5, 3, 150, 'split', [4, 2]], [6.25, 6, 150]], ['partial repair probe 2', [40, 10, 100, 'split', [4, 2]], [20.0, 20, 100]], ['boundary control 1', [40, 1, 100, 'special_div', 0.125], [39.88, 1, 100]], ['boundary control 2', [25.25, 1, 100, 'split', [2, 1]], [12.63, 2, 100]], ['normal control 1', [33.33, 10, 100, 'split', [3, 1]], [11.11, 30, 100]], ['normal control 2', [101.01, 1, 150, 'ordinary_div', 2.375], [101.01, 1, 150]]], [['regression integral ratio detection 1', [25.25, 10, 150, 'split', [5, 3]], [25.25, 10, 250]], ['regression integral ratio detection 2', [101.01, 1, 100, 'split', [3, 2]], [101.01, 1, 150]], ['partial repair probe 1', [87.75, 3, 100, 'split', [4, 2]], [43.88, 6, 100]], ['partial repair probe 2', [150.05, 3, 100, 'split', [4, 2]], [75.03, 6, 100]], ['boundary control 1', [40, 1, 100, 'special_div', 0.125], [39.88, 1, 100]], ['boundary control 2', [25.25, 1, 100, 'split', [2, 1]], [12.63, 2, 100]], ['normal control 1', [40, 3, 100, 'special_div', 0.1], [40.0, 3, 100]], ['normal control 2', [12.5, 3, 100, 'split', [1, 2]], [12.5, 3, 50]]], [['regression integral ratio detection 1', [101.01, 1, 100, 'split', [5, 4]], [101.01, 1, 125]], ['regression integral ratio detection 2', [87.75, 3, 150, 'split', [3, 2]], [87.75, 3, 225]], ['partial repair probe 1', [101.01, 3, 100, 'split', [4, 2]], [50.51, 6, 100]], ['partial repair probe 2', [12.5, 3, 100, 'split', [6, 3]], [6.25, 6, 100]], ['boundary control 1', [40, 1, 100, 'ordinary_div', 1.0], [40.0, 1, 100]], ['boundary control 2', [40, 1, 100, 'special_div', 0.125], [39.88, 1, 100]], ['normal control 1', [40, 3, 100, 'merger', 0.126], [40.0, 3, 100]], ['normal control 2', [33.33, 10, 100, 'split', [2, 1]], [16.67, 20, 100]]], [['regression integral ratio detection 1', [40, 3, 150, 'split', [5, 3]], [40.0, 3, 250]], ['regression integral ratio detection 2', [12.5, 10, 150, 'split', [5, 4]], [12.5, 10, 187]], ['partial repair probe 1', [33.33, 3, 100, 'split', [4, 2]], [16.67, 6, 100]], ['partial repair probe 2', [101.01, 1, 100, 'split', [4, 2]], [50.51, 2, 100]], ['boundary control 1', [40, 1, 100, 'special_div', 0.125], [39.88, 1, 100]], ['boundary control 2', [40, 1, 100, 'ordinary_div', 1.0], [40.0, 1, 100]], ['normal control 1', [150.05, 1, 100, 'special_div', 2.375], [147.68, 1, 100]], ['normal control 2', [12.5, 1, 100, 'merger', 0.124], [12.5, 1, 100]]]]\nfor label, args, expected in fixtures[N-1]:\n    check(label, solve(*args), expected)\nprint(json.dumps({\"observations\": observations, \"passed\": all(x[\"passed\"] for x in observations)}, ensure_ascii=False))\nraise SystemExit(0 if all(x[\"passed\"] for x in observations) else 1)\n"},"broken":{"sha256":"d2715468c45221c3a5df6592cdae6cb19578f2dc9a7068ac2f00dd41b71a2a95","source":"\"\"\"Failure Map reference implementation. Python standard library only.\"\"\"\nimport json\n\nN = 1\nobservations = []\ndef solve(strike, contracts, deliverable, action, value):\n    k = round(strike * 100)\n    if action == 'split':\n        new, old = value\n        if new > old:\n            r = new // old\n            k = (2 * k + r) // (2 * r)\n            contracts = contracts * r\n        else:\n            deliverable = deliverable * new // old\n    elif action == 'special_div':\n        amt = round(value * 1000)\n        if amt >= 125:\n            k = (k * 10 - amt + 5) // 10\n    return [k / 100, contracts, deliverable]\ndef check(label, actual, expected):\n    observations.append({\"check\": label, \"actual\": actual, \"expected\": expected, \"passed\": actual == expected})\nfixtures = [[['regression integral ratio detection 1', [47.5, 1, 100, 'split', [5, 3]], [47.5, 1, 166]], ['regression integral ratio detection 2', [101.01, 1, 150, 'split', [5, 3]], [101.01, 1, 250]], ['partial repair probe 1', [87.75, 1, 100, 'split', [6, 3]], [43.88, 2, 100]], ['partial repair probe 2', [25.25, 1, 150, 'split', [6, 3]], [12.63, 2, 150]], ['boundary control 1', [40, 1, 100, 'ordinary_div', 1.0], [40.0, 1, 100]], ['boundary control 2', [25.25, 1, 100, 'split', [2, 1]], [12.63, 2, 100]], ['normal control 1', [87.75, 10, 150, 'special_div', 0.124], [87.75, 10, 150]], ['normal control 2', [47.5, 10, 100, 'special_div', 2.375], [45.13, 10, 100]]], [['regression integral ratio detection 1', [150.05, 3, 150, 'split', [5, 4]], [150.05, 3, 187]], ['regression integral ratio detection 2', [47.5, 10, 100, 'split', [3, 2]], [47.5, 10, 150]], ['partial repair probe 1', [12.5, 3, 150, 'split', [4, 2]], [6.25, 6, 150]], ['partial repair probe 2', [40, 10, 100, 'split', [4, 2]], [20.0, 20, 100]], ['boundary control 1', [40, 1, 100, 'special_div', 0.125], [39.88, 1, 100]], ['boundary control 2', [25.25, 1, 100, 'split', [2, 1]], [12.63, 2, 100]], ['normal control 1', [33.33, 10, 100, 'split', [3, 1]], [11.11, 30, 100]], ['normal control 2', [101.01, 1, 150, 'ordinary_div', 2.375], [101.01, 1, 150]]], [['regression integral ratio detection 1', [25.25, 10, 150, 'split', [5, 3]], [25.25, 10, 250]], ['regression integral ratio detection 2', [101.01, 1, 100, 'split', [3, 2]], [101.01, 1, 150]], ['partial repair probe 1', [87.75, 3, 100, 'split', [4, 2]], [43.88, 6, 100]], ['partial repair probe 2', [150.05, 3, 100, 'split', [4, 2]], [75.03, 6, 100]], ['boundary control 1', [40, 1, 100, 'special_div', 0.125], [39.88, 1, 100]], ['boundary control 2', [25.25, 1, 100, 'split', [2, 1]], [12.63, 2, 100]], ['normal control 1', [40, 3, 100, 'special_div', 0.1], [40.0, 3, 100]], ['normal control 2', [12.5, 3, 100, 'split', [1, 2]], [12.5, 3, 50]]], [['regression integral ratio detection 1', [101.01, 1, 100, 'split', [5, 4]], [101.01, 1, 125]], ['regression integral ratio detection 2', [87.75, 3, 150, 'split', [3, 2]], [87.75, 3, 225]], ['partial repair probe 1', [101.01, 3, 100, 'split', [4, 2]], [50.51, 6, 100]], ['partial repair probe 2', [12.5, 3, 100, 'split', [6, 3]], [6.25, 6, 100]], ['boundary control 1', [40, 1, 100, 'ordinary_div', 1.0], [40.0, 1, 100]], ['boundary control 2', [40, 1, 100, 'special_div', 0.125], [39.88, 1, 100]], ['normal control 1', [40, 3, 100, 'merger', 0.126], [40.0, 3, 100]], ['normal control 2', [33.33, 10, 100, 'split', [2, 1]], [16.67, 20, 100]]], [['regression integral ratio detection 1', [40, 3, 150, 'split', [5, 3]], [40.0, 3, 250]], ['regression integral ratio detection 2', [12.5, 10, 150, 'split', [5, 4]], [12.5, 10, 187]], ['partial repair probe 1', [33.33, 3, 100, 'split', [4, 2]], [16.67, 6, 100]], ['partial repair probe 2', [101.01, 1, 100, 'split', [4, 2]], [50.51, 2, 100]], ['boundary control 1', [40, 1, 100, 'special_div', 0.125], [39.88, 1, 100]], ['boundary control 2', [40, 1, 100, 'ordinary_div', 1.0], [40.0, 1, 100]], ['normal control 1', [150.05, 1, 100, 'special_div', 2.375], [147.68, 1, 100]], ['normal control 2', [12.5, 1, 100, 'merger', 0.124], [12.5, 1, 100]]]]\nfor label, args, expected in fixtures[N-1]:\n    check(label, solve(*args), expected)\nprint(json.dumps({\"observations\": observations, \"passed\": all(x[\"passed\"] for x in observations)}, ensure_ascii=False))\nraise SystemExit(0 if all(x[\"passed\"] for x in observations) else 1)\n"}},"limitations":"A deterministic toy contract stated explicitly in the contract field; no claim of conformance to any exchange or clearing rulebook. This reproducer isolates one failure mechanism. Results cover the supplied fixtures. Variants within a family share a test contract and should remain grouped when constructing evaluation splits. Related mechanisms with a shared evaluation_group must also remain together; these controlled models are not independent production incidents.","method":"Deterministic executable model with adversarial boundary fixtures.","provenance":{"created_by":"Failure Map","dependencies":"Python standard library","family":"w2-options_payoff_and_settlement-corporate-action-adjustment-integral-ratio-detection","generated_at":"2026-09-29T14:46:54.856730+00:00","license":"CC0-1.0","python":"3.12.14","seed":1,"split":"open-access"},"relevance":"Option expiry, exercise and settlement engines move cash and shares; a wrong branch misstates obligations.","root_cause":"Integral ratios are detected with new > old instead of divisibility.","sha256":"c75c62aa59e3f8c7ca22cf4d758c92e5f9a349dbea26634391410a2eeaa1ba72","title":"Contract adjustment for splits and special dividends: any forward split is treated as an integral ratio · case 01","variant":1,"variant_policy":"Five numbered records share a model and may reuse boundary fixtures.","verified":true,"visibility":"public","verification":{"attempt":{"elapsed_ms":41.64,"exit_code":1,"observations":[{"actual":[47.5,1,166],"check":"regression integral ratio detection 1","expected":[47.5,1,166],"passed":true},{"actual":[101.01,1,250],"check":"regression integral ratio detection 2","expected":[101.01,1,250],"passed":true},{"actual":[87.75,1,200],"check":"partial repair probe 1","expected":[43.88,2,100],"passed":false},{"actual":[25.25,1,300],"check":"partial repair probe 2","expected":[12.63,2,150],"passed":false},{"actual":[40.0,1,100],"check":"boundary control 1","expected":[40.0,1,100],"passed":true},{"actual":[12.63,2,100],"check":"boundary control 2","expected":[12.63,2,100],"passed":true},{"actual":[87.75,10,150],"check":"normal control 1","expected":[87.75,10,150],"passed":true},{"actual":[45.13,10,100],"check":"normal control 2","expected":[45.13,10,100],"passed":true}],"passed":false,"stderr":"","stdout":"{\"observations\": [{\"check\": \"regression integral ratio detection 1\", \"actual\": [47.5, 1, 166], \"expected\": [47.5, 1, 166], \"passed\": true}, {\"check\": \"regression integral ratio detection 2\", \"actual\": [101.01, 1, 250], \"expected\": [101.01, 1, 250], \"passed\": true}, {\"check\": \"partial repair probe 1\", \"actual\": [87.75, 1, 200], \"expected\": [43.88, 2, 100], \"passed\": false}, {\"check\": \"partial repair probe 2\", \"actual\": [25.25, 1, 300], \"expected\": [12.63, 2, 150], \"passed\": false}, {\"check\": \"boundary control 1\", \"actual\": [40.0, 1, 100], \"expected\": [40.0, 1, 100], \"passed\": true}, {\"check\": \"boundary control 2\", \"actual\": [12.63, 2, 100], \"expected\": [12.63, 2, 100], \"passed\": true}, {\"check\": \"normal control 1\", \"actual\": [87.75, 10, 150], \"expected\": [87.75, 10, 150], \"passed\": true}, {\"check\": \"normal control 2\", \"actual\": [45.13, 10, 100], \"expected\": [45.13, 10, 100], \"passed\": true}], \"passed\": false}\n"},"broken":{"elapsed_ms":37.971,"exit_code":1,"observations":[{"actual":[47.5,1,100],"check":"regression integral ratio detection 1","expected":[47.5,1,166],"passed":false},{"actual":[101.01,1,150],"check":"regression integral ratio detection 2","expected":[101.01,1,250],"passed":false},{"actual":[43.88,2,100],"check":"partial repair probe 1","expected":[43.88,2,100],"passed":true},{"actual":[12.63,2,150],"check":"partial repair probe 2","expected":[12.63,2,150],"passed":true},{"actual":[40.0,1,100],"check":"boundary control 1","expected":[40.0,1,100],"passed":true},{"actual":[12.63,2,100],"check":"boundary control 2","expected":[12.63,2,100],"passed":true},{"actual":[87.75,10,150],"check":"normal control 1","expected":[87.75,10,150],"passed":true},{"actual":[45.13,10,100],"check":"normal control 2","expected":[45.13,10,100],"passed":true}],"passed":false,"stderr":"","stdout":"{\"observations\": [{\"check\": \"regression integral ratio detection 1\", \"actual\": [47.5, 1, 100], \"expected\": [47.5, 1, 166], \"passed\": false}, {\"check\": \"regression integral ratio detection 2\", \"actual\": [101.01, 1, 150], \"expected\": [101.01, 1, 250], \"passed\": false}, {\"check\": \"partial repair probe 1\", \"actual\": [43.88, 2, 100], \"expected\": [43.88, 2, 100], \"passed\": true}, {\"check\": \"partial repair probe 2\", \"actual\": [12.63, 2, 150], \"expected\": [12.63, 2, 150], \"passed\": true}, {\"check\": \"boundary control 1\", \"actual\": [40.0, 1, 100], \"expected\": [40.0, 1, 100], \"passed\": true}, {\"check\": \"boundary control 2\", \"actual\": [12.63, 2, 100], \"expected\": [12.63, 2, 100], \"passed\": true}, {\"check\": \"normal control 1\", \"actual\": [87.75, 10, 150], \"expected\": [87.75, 10, 150], \"passed\": true}, {\"check\": \"normal control 2\", \"actual\": [45.13, 10, 100], \"expected\": [45.13, 10, 100], \"passed\": true}], \"passed\": false}\n"}},"member_only":{"stages":["fixed"],"fields":["implementations.fixed","verification.fixed","harness","repair"],"note":"The verified repair, its recorded checks, the repair description, and the scoring harness are available to members."}}