{"abstract":"Selling more than the long position closes it but never opens the short.","category":"Options payoff and settlement","checks":8,"contract":"Inputs trades [side B/S, contracts, premium], multiplier and fee per contract. Positions may be long or short. Each trade first closes opposite-direction lots oldest first; realized P&L per matched contract is (close - open) for long lots and (open - close) for short lots, times the multiplier. Any remainder opens a new lot in the trade direction. Fees = contracts traded * fee. Work in cents; return [net position, realized, fees].","evaluation_group":"w2-options_payoff_and_settlement-fifo-option-pnl","failed_approach":"Opening the remainder without its sign turns a flip to short into a long lot.","family":"w2-options_payoff_and_settlement-fifo-option-pnl-position-flip-remainder","id":"FA-61671","implementations":{"attempt":{"sha256":"897fc082c7cc518768d3219041e4de7f708a4a058d5de8533a6372d34a9108c1","source":"\"\"\"Failure Map reference implementation. Python standard library only.\"\"\"\nimport json\nimport collections\nN = 1\nobservations = []\ndef solve(trades, multiplier, fee):\n    lots = collections.deque()\n    realized = 0\n    fees = 0\n    fee_c = round(fee * 100)\n    for side, qty, price in trades:\n        p = round(price * 100)\n        sgn = 1 if side == 'B' else -1\n        fees += qty * fee_c\n        left = qty\n        while left and lots and (lots[0][0] > 0) != (sgn > 0):\n            lot = lots[0]\n            m = min(left, abs(lot[0]))\n            direction = 1 if lot[0] > 0 else -1\n            realized += (p - lot[1]) * m * direction\n            lot[0] -= m * direction\n            left -= m\n            if lot[0] == 0:\n                lots.popleft()\n        if left:\n            lots.append([left, p])\n    pos = sum(l[0] for l in lots)\n    return [pos, realized * multiplier / 100, fees / 100]\ndef check(label, actual, expected):\n    observations.append({\"check\": label, \"actual\": actual, \"expected\": expected, \"passed\": actual == expected})\nfixtures = [[['regression position flip remainder 1', [[['B', 1, 1.2], ['B', 5, 0.05], ['S', 5, 0.85], ['B', 2, 4.1], ['S', 5, 4.1], ['S', 5, 0.05]], 100, 0.0], [-7, 690.0, 0.0]], ['regression position flip remainder 2', [[['B', 3, 2.05], ['S', 5, 0.85], ['S', 3, 4.1], ['S', 1, 0.05], ['B', 5, 0.05]], 100, 0.0], [-1, 1015.0, 0.0]], ['partial repair probe 1', [[['S', 1, 2.05], ['B', 1, 0.05]], 10, 0.0], [0, 20.0, 0.0]], ['partial repair probe 2', [[['S', 3, 2.05]], 100, 0.65], [-3, 0.0, 1.95]], ['normal control 1', [[['B', 3, 3.5], ['B', 3, 3.5], ['S', 2, 0.85]], 100, 0.0], [4, -530.0, 0.0]], ['normal control 2', [[['B', 1, 0.05], ['B', 2, 4.1], ['S', 3, 0.05]], 10, 0.65], [0, -81.0, 3.9]], ['normal control 3', [[['B', 2, 3.5]], 100, 0.0], [2, 0.0, 0.0]], ['normal control 4', [[['B', 5, 2.05], ['S', 5, 0.05], ['B', 3, 0.05], ['B', 3, 0.05], ['S', 3, 3.5]], 10, 1.0], [3, 3.5, 19.0]]], [['regression position flip remainder 1', [[['B', 3, 1.2], ['B', 1, 4.1], ['S', 2, 3.5], ['B', 3, 4.1], ['S', 2, 2.05], ['S', 5, 0.05]], 100, 0.0], [-2, -875.0, 0.0]], ['regression position flip remainder 2', [[['B', 2, 0.85], ['S', 1, 3.5], ['B', 2, 1.2], ['S', 2, 0.85], ['S', 2, 3.5]], 10, 0.65], [-1, 46.0, 5.85]], ['partial repair probe 1', [[['S', 5, 0.85], ['S', 2, 0.05], ['B', 2, 0.05], ['B', 5, 2.05], ['B', 5, 1.2], ['B', 5, 0.05]], 10, 1.0], [10, -60.0, 24.0]], ['partial repair probe 2', [[['S', 3, 1.2], ['S', 3, 2.05], ['B', 3, 0.05], ['S', 3, 1.2]], 100, 1.0], [-6, 345.0, 12.0]], ['normal control 1', [[['B', 3, 4.1], ['B', 2, 0.85]], 10, 0.0], [5, 0.0, 0.0]], ['normal control 2', [[['B', 5, 2.05], ['B', 2, 2.05]], 10, 0.0], [7, 0.0, 0.0]], ['normal control 3', [[['B', 1, 0.05]], 100, 0.65], [1, 0.0, 0.65]], ['normal control 4', [[['B', 2, 4.1], ['S', 1, 1.2], ['S', 1, 0.05], ['B', 2, 2.05]], 100, 0.65], [2, -695.0, 3.9]]], [['regression position flip remainder 1', [[['S', 2, 3.5], ['B', 5, 0.85], ['B', 5, 3.5], ['S', 5, 3.5]], 100, 1.0], [3, 1325.0, 17.0]], ['regression position flip remainder 2', [[['S', 2, 3.5], ['B', 2, 2.05], ['B', 1, 2.05], ['S', 5, 0.05], ['B', 2, 3.5], ['S', 3, 0.05]], 100, 0.0], [-5, -600.0, 0.0]], ['partial repair probe 1', [[['S', 2, 2.05]], 10, 1.0], [-2, 0.0, 2.0]], ['partial repair probe 2', [[['S', 1, 0.05]], 10, 1.0], [-1, 0.0, 1.0]], ['normal control 1', [[['B', 2, 1.2], ['B', 2, 3.5], ['S', 1, 2.05], ['B', 5, 2.05], ['S', 3, 0.05]], 100, 0.0], [5, -720.0, 0.0]], ['normal control 2', [[['B', 1, 0.85], ['B', 5, 1.2], ['S', 3, 3.5], ['B', 1, 3.5]], 100, 0.65], [4, 725.0, 6.5]], ['normal control 3', [[['B', 1, 0.85], ['B', 2, 2.05], ['S', 2, 3.5], ['B', 3, 1.2], ['B', 5, 0.85]], 10, 1.0], [9, 41.0, 13.0]], ['normal control 4', [[['B', 3, 1.2]], 100, 0.65], [3, 0.0, 1.95]]], [['regression position flip remainder 1', [[['B', 2, 4.1], ['S', 3, 2.05], ['B', 2, 2.05]], 100, 0.65], [1, -410.0, 4.55]], ['regression position flip remainder 2', [[['S', 2, 2.05], ['B', 1, 2.05], ['S', 1, 2.05], ['B', 3, 1.2], ['S', 2, 1.2]], 100, 0.0], [-1, 170.0, 0.0]], ['partial repair probe 1', [[['S', 1, 1.2], ['S', 2, 2.05], ['S', 1, 0.85], ['S', 1, 0.05], ['B', 1, 4.1]], 100, 0.0], [-4, -290.0, 0.0]], ['partial repair probe 2', [[['S', 3, 0.05], ['S', 1, 3.5]], 10, 0.65], [-4, 0.0, 2.6]], ['normal control 1', [[['B', 3, 0.85], ['S', 3, 2.05], ['B', 2, 3.5]], 10, 0.65], [2, 36.0, 5.2]], ['normal control 2', [[['B', 5, 3.5], ['S', 5, 3.5]], 100, 0.0], [0, 0.0, 0.0]], ['normal control 3', [[['B', 3, 3.5], ['B', 2, 3.5], ['B', 2, 1.2], ['S', 3, 2.05]], 10, 0.65], [4, -43.5, 6.5]], ['normal control 4', [[['B', 5, 0.85], ['S', 1, 0.85], ['S', 1, 2.05], ['S', 3, 0.05], ['B', 1, 2.05]], 10, 0.65], [1, -12.0, 7.15]]], [['regression position flip remainder 1', [[['B', 2, 1.2], ['S', 3, 0.85]], 10, 1.0], [-1, -7.0, 5.0]], ['regression position flip remainder 2', [[['B', 1, 0.05], ['S', 3, 4.1]], 10, 1.0], [-2, 40.5, 4.0]], ['partial repair probe 1', [[['S', 3, 3.5], ['S', 1, 2.05], ['S', 3, 0.05], ['S', 2, 1.2], ['B', 1, 0.85]], 100, 0.65], [-8, 265.0, 6.5]], ['partial repair probe 2', [[['S', 1, 4.1]], 10, 0.65], [-1, 0.0, 0.65]], ['normal control 1', [[['B', 1, 4.1]], 10, 0.0], [1, 0.0, 0.0]], ['normal control 2', [[['B', 3, 0.05], ['S', 1, 4.1], ['B', 2, 2.05], ['B', 5, 4.1]], 10, 0.0], [9, 40.5, 0.0]], ['normal control 3', [[['B', 5, 4.1], ['B', 2, 1.2], ['B', 5, 3.5], ['S', 2, 0.05]], 10, 0.0], [10, -81.0, 0.0]], ['normal control 4', [[['B', 2, 2.05]], 10, 0.65], [2, 0.0, 1.3]]]]\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":"e648b2ff7aa0789d2edb780b7b8e49227405f2453541c3e9dfe7fcdf00d36ce0","source":"\"\"\"Failure Map reference implementation. Python standard library only.\"\"\"\nimport json\nimport collections\nN = 1\nobservations = []\ndef solve(trades, multiplier, fee):\n    lots = collections.deque()\n    realized = 0\n    fees = 0\n    fee_c = round(fee * 100)\n    for side, qty, price in trades:\n        p = round(price * 100)\n        sgn = 1 if side == 'B' else -1\n        fees += qty * fee_c\n        left = qty\n        while left and lots and (lots[0][0] > 0) != (sgn > 0):\n            lot = lots[0]\n            m = min(left, abs(lot[0]))\n            direction = 1 if lot[0] > 0 else -1\n            realized += (p - lot[1]) * m * direction\n            lot[0] -= m * direction\n            left -= m\n            if lot[0] == 0:\n                lots.popleft()\n        if left == qty:\n            lots.append([sgn * left, p])\n    pos = sum(l[0] for l in lots)\n    return [pos, realized * multiplier / 100, fees / 100]\ndef check(label, actual, expected):\n    observations.append({\"check\": label, \"actual\": actual, \"expected\": expected, \"passed\": actual == expected})\nfixtures = [[['regression position flip remainder 1', [[['B', 1, 1.2], ['B', 5, 0.05], ['S', 5, 0.85], ['B', 2, 4.1], ['S', 5, 4.1], ['S', 5, 0.05]], 100, 0.0], [-7, 690.0, 0.0]], ['regression position flip remainder 2', [[['B', 3, 2.05], ['S', 5, 0.85], ['S', 3, 4.1], ['S', 1, 0.05], ['B', 5, 0.05]], 100, 0.0], [-1, 1015.0, 0.0]], ['partial repair probe 1', [[['S', 1, 2.05], ['B', 1, 0.05]], 10, 0.0], [0, 20.0, 0.0]], ['partial repair probe 2', [[['S', 3, 2.05]], 100, 0.65], [-3, 0.0, 1.95]], ['normal control 1', [[['B', 3, 3.5], ['B', 3, 3.5], ['S', 2, 0.85]], 100, 0.0], [4, -530.0, 0.0]], ['normal control 2', [[['B', 1, 0.05], ['B', 2, 4.1], ['S', 3, 0.05]], 10, 0.65], [0, -81.0, 3.9]], ['normal control 3', [[['B', 2, 3.5]], 100, 0.0], [2, 0.0, 0.0]], ['normal control 4', [[['B', 5, 2.05], ['S', 5, 0.05], ['B', 3, 0.05], ['B', 3, 0.05], ['S', 3, 3.5]], 10, 1.0], [3, 3.5, 19.0]]], [['regression position flip remainder 1', [[['B', 3, 1.2], ['B', 1, 4.1], ['S', 2, 3.5], ['B', 3, 4.1], ['S', 2, 2.05], ['S', 5, 0.05]], 100, 0.0], [-2, -875.0, 0.0]], ['regression position flip remainder 2', [[['B', 2, 0.85], ['S', 1, 3.5], ['B', 2, 1.2], ['S', 2, 0.85], ['S', 2, 3.5]], 10, 0.65], [-1, 46.0, 5.85]], ['partial repair probe 1', [[['S', 5, 0.85], ['S', 2, 0.05], ['B', 2, 0.05], ['B', 5, 2.05], ['B', 5, 1.2], ['B', 5, 0.05]], 10, 1.0], [10, -60.0, 24.0]], ['partial repair probe 2', [[['S', 3, 1.2], ['S', 3, 2.05], ['B', 3, 0.05], ['S', 3, 1.2]], 100, 1.0], [-6, 345.0, 12.0]], ['normal control 1', [[['B', 3, 4.1], ['B', 2, 0.85]], 10, 0.0], [5, 0.0, 0.0]], ['normal control 2', [[['B', 5, 2.05], ['B', 2, 2.05]], 10, 0.0], [7, 0.0, 0.0]], ['normal control 3', [[['B', 1, 0.05]], 100, 0.65], [1, 0.0, 0.65]], ['normal control 4', [[['B', 2, 4.1], ['S', 1, 1.2], ['S', 1, 0.05], ['B', 2, 2.05]], 100, 0.65], [2, -695.0, 3.9]]], [['regression position flip remainder 1', [[['S', 2, 3.5], ['B', 5, 0.85], ['B', 5, 3.5], ['S', 5, 3.5]], 100, 1.0], [3, 1325.0, 17.0]], ['regression position flip remainder 2', [[['S', 2, 3.5], ['B', 2, 2.05], ['B', 1, 2.05], ['S', 5, 0.05], ['B', 2, 3.5], ['S', 3, 0.05]], 100, 0.0], [-5, -600.0, 0.0]], ['partial repair probe 1', [[['S', 2, 2.05]], 10, 1.0], [-2, 0.0, 2.0]], ['partial repair probe 2', [[['S', 1, 0.05]], 10, 1.0], [-1, 0.0, 1.0]], ['normal control 1', [[['B', 2, 1.2], ['B', 2, 3.5], ['S', 1, 2.05], ['B', 5, 2.05], ['S', 3, 0.05]], 100, 0.0], [5, -720.0, 0.0]], ['normal control 2', [[['B', 1, 0.85], ['B', 5, 1.2], ['S', 3, 3.5], ['B', 1, 3.5]], 100, 0.65], [4, 725.0, 6.5]], ['normal control 3', [[['B', 1, 0.85], ['B', 2, 2.05], ['S', 2, 3.5], ['B', 3, 1.2], ['B', 5, 0.85]], 10, 1.0], [9, 41.0, 13.0]], ['normal control 4', [[['B', 3, 1.2]], 100, 0.65], [3, 0.0, 1.95]]], [['regression position flip remainder 1', [[['B', 2, 4.1], ['S', 3, 2.05], ['B', 2, 2.05]], 100, 0.65], [1, -410.0, 4.55]], ['regression position flip remainder 2', [[['S', 2, 2.05], ['B', 1, 2.05], ['S', 1, 2.05], ['B', 3, 1.2], ['S', 2, 1.2]], 100, 0.0], [-1, 170.0, 0.0]], ['partial repair probe 1', [[['S', 1, 1.2], ['S', 2, 2.05], ['S', 1, 0.85], ['S', 1, 0.05], ['B', 1, 4.1]], 100, 0.0], [-4, -290.0, 0.0]], ['partial repair probe 2', [[['S', 3, 0.05], ['S', 1, 3.5]], 10, 0.65], [-4, 0.0, 2.6]], ['normal control 1', [[['B', 3, 0.85], ['S', 3, 2.05], ['B', 2, 3.5]], 10, 0.65], [2, 36.0, 5.2]], ['normal control 2', [[['B', 5, 3.5], ['S', 5, 3.5]], 100, 0.0], [0, 0.0, 0.0]], ['normal control 3', [[['B', 3, 3.5], ['B', 2, 3.5], ['B', 2, 1.2], ['S', 3, 2.05]], 10, 0.65], [4, -43.5, 6.5]], ['normal control 4', [[['B', 5, 0.85], ['S', 1, 0.85], ['S', 1, 2.05], ['S', 3, 0.05], ['B', 1, 2.05]], 10, 0.65], [1, -12.0, 7.15]]], [['regression position flip remainder 1', [[['B', 2, 1.2], ['S', 3, 0.85]], 10, 1.0], [-1, -7.0, 5.0]], ['regression position flip remainder 2', [[['B', 1, 0.05], ['S', 3, 4.1]], 10, 1.0], [-2, 40.5, 4.0]], ['partial repair probe 1', [[['S', 3, 3.5], ['S', 1, 2.05], ['S', 3, 0.05], ['S', 2, 1.2], ['B', 1, 0.85]], 100, 0.65], [-8, 265.0, 6.5]], ['partial repair probe 2', [[['S', 1, 4.1]], 10, 0.65], [-1, 0.0, 0.65]], ['normal control 1', [[['B', 1, 4.1]], 10, 0.0], [1, 0.0, 0.0]], ['normal control 2', [[['B', 3, 0.05], ['S', 1, 4.1], ['B', 2, 2.05], ['B', 5, 4.1]], 10, 0.0], [9, 40.5, 0.0]], ['normal control 3', [[['B', 5, 4.1], ['B', 2, 1.2], ['B', 5, 3.5], ['S', 2, 0.05]], 10, 0.0], [10, -81.0, 0.0]], ['normal control 4', [[['B', 2, 2.05]], 10, 0.65], [2, 0.0, 1.3]]]]\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"},"fixed":{"sha256":"f823c7f54cf5082e827ea8dea35df33630ec07c2193eff151f220b028f8bc3e9","source":"\"\"\"Failure Map reference implementation. Python standard library only.\"\"\"\nimport json\nimport collections\nN = 1\nobservations = []\ndef solve(trades, multiplier, fee):\n    lots = collections.deque()\n    realized = 0\n    fees = 0\n    fee_c = round(fee * 100)\n    for side, qty, price in trades:\n        p = round(price * 100)\n        sgn = 1 if side == 'B' else -1\n        fees += qty * fee_c\n        left = qty\n        while left and lots and (lots[0][0] > 0) != (sgn > 0):\n            lot = lots[0]\n            m = min(left, abs(lot[0]))\n            direction = 1 if lot[0] > 0 else -1\n            realized += (p - lot[1]) * m * direction\n            lot[0] -= m * direction\n            left -= m\n            if lot[0] == 0:\n                lots.popleft()\n        if left:\n            lots.append([sgn * left, p])\n    pos = sum(l[0] for l in lots)\n    return [pos, realized * multiplier / 100, fees / 100]\ndef check(label, actual, expected):\n    observations.append({\"check\": label, \"actual\": actual, \"expected\": expected, \"passed\": actual == expected})\nfixtures = [[['regression position flip remainder 1', [[['B', 1, 1.2], ['B', 5, 0.05], ['S', 5, 0.85], ['B', 2, 4.1], ['S', 5, 4.1], ['S', 5, 0.05]], 100, 0.0], [-7, 690.0, 0.0]], ['regression position flip remainder 2', [[['B', 3, 2.05], ['S', 5, 0.85], ['S', 3, 4.1], ['S', 1, 0.05], ['B', 5, 0.05]], 100, 0.0], [-1, 1015.0, 0.0]], ['partial repair probe 1', [[['S', 1, 2.05], ['B', 1, 0.05]], 10, 0.0], [0, 20.0, 0.0]], ['partial repair probe 2', [[['S', 3, 2.05]], 100, 0.65], [-3, 0.0, 1.95]], ['normal control 1', [[['B', 3, 3.5], ['B', 3, 3.5], ['S', 2, 0.85]], 100, 0.0], [4, -530.0, 0.0]], ['normal control 2', [[['B', 1, 0.05], ['B', 2, 4.1], ['S', 3, 0.05]], 10, 0.65], [0, -81.0, 3.9]], ['normal control 3', [[['B', 2, 3.5]], 100, 0.0], [2, 0.0, 0.0]], ['normal control 4', [[['B', 5, 2.05], ['S', 5, 0.05], ['B', 3, 0.05], ['B', 3, 0.05], ['S', 3, 3.5]], 10, 1.0], [3, 3.5, 19.0]]], [['regression position flip remainder 1', [[['B', 3, 1.2], ['B', 1, 4.1], ['S', 2, 3.5], ['B', 3, 4.1], ['S', 2, 2.05], ['S', 5, 0.05]], 100, 0.0], [-2, -875.0, 0.0]], ['regression position flip remainder 2', [[['B', 2, 0.85], ['S', 1, 3.5], ['B', 2, 1.2], ['S', 2, 0.85], ['S', 2, 3.5]], 10, 0.65], [-1, 46.0, 5.85]], ['partial repair probe 1', [[['S', 5, 0.85], ['S', 2, 0.05], ['B', 2, 0.05], ['B', 5, 2.05], ['B', 5, 1.2], ['B', 5, 0.05]], 10, 1.0], [10, -60.0, 24.0]], ['partial repair probe 2', [[['S', 3, 1.2], ['S', 3, 2.05], ['B', 3, 0.05], ['S', 3, 1.2]], 100, 1.0], [-6, 345.0, 12.0]], ['normal control 1', [[['B', 3, 4.1], ['B', 2, 0.85]], 10, 0.0], [5, 0.0, 0.0]], ['normal control 2', [[['B', 5, 2.05], ['B', 2, 2.05]], 10, 0.0], [7, 0.0, 0.0]], ['normal control 3', [[['B', 1, 0.05]], 100, 0.65], [1, 0.0, 0.65]], ['normal control 4', [[['B', 2, 4.1], ['S', 1, 1.2], ['S', 1, 0.05], ['B', 2, 2.05]], 100, 0.65], [2, -695.0, 3.9]]], [['regression position flip remainder 1', [[['S', 2, 3.5], ['B', 5, 0.85], ['B', 5, 3.5], ['S', 5, 3.5]], 100, 1.0], [3, 1325.0, 17.0]], ['regression position flip remainder 2', [[['S', 2, 3.5], ['B', 2, 2.05], ['B', 1, 2.05], ['S', 5, 0.05], ['B', 2, 3.5], ['S', 3, 0.05]], 100, 0.0], [-5, -600.0, 0.0]], ['partial repair probe 1', [[['S', 2, 2.05]], 10, 1.0], [-2, 0.0, 2.0]], ['partial repair probe 2', [[['S', 1, 0.05]], 10, 1.0], [-1, 0.0, 1.0]], ['normal control 1', [[['B', 2, 1.2], ['B', 2, 3.5], ['S', 1, 2.05], ['B', 5, 2.05], ['S', 3, 0.05]], 100, 0.0], [5, -720.0, 0.0]], ['normal control 2', [[['B', 1, 0.85], ['B', 5, 1.2], ['S', 3, 3.5], ['B', 1, 3.5]], 100, 0.65], [4, 725.0, 6.5]], ['normal control 3', [[['B', 1, 0.85], ['B', 2, 2.05], ['S', 2, 3.5], ['B', 3, 1.2], ['B', 5, 0.85]], 10, 1.0], [9, 41.0, 13.0]], ['normal control 4', [[['B', 3, 1.2]], 100, 0.65], [3, 0.0, 1.95]]], [['regression position flip remainder 1', [[['B', 2, 4.1], ['S', 3, 2.05], ['B', 2, 2.05]], 100, 0.65], [1, -410.0, 4.55]], ['regression position flip remainder 2', [[['S', 2, 2.05], ['B', 1, 2.05], ['S', 1, 2.05], ['B', 3, 1.2], ['S', 2, 1.2]], 100, 0.0], [-1, 170.0, 0.0]], ['partial repair probe 1', [[['S', 1, 1.2], ['S', 2, 2.05], ['S', 1, 0.85], ['S', 1, 0.05], ['B', 1, 4.1]], 100, 0.0], [-4, -290.0, 0.0]], ['partial repair probe 2', [[['S', 3, 0.05], ['S', 1, 3.5]], 10, 0.65], [-4, 0.0, 2.6]], ['normal control 1', [[['B', 3, 0.85], ['S', 3, 2.05], ['B', 2, 3.5]], 10, 0.65], [2, 36.0, 5.2]], ['normal control 2', [[['B', 5, 3.5], ['S', 5, 3.5]], 100, 0.0], [0, 0.0, 0.0]], ['normal control 3', [[['B', 3, 3.5], ['B', 2, 3.5], ['B', 2, 1.2], ['S', 3, 2.05]], 10, 0.65], [4, -43.5, 6.5]], ['normal control 4', [[['B', 5, 0.85], ['S', 1, 0.85], ['S', 1, 2.05], ['S', 3, 0.05], ['B', 1, 2.05]], 10, 0.65], [1, -12.0, 7.15]]], [['regression position flip remainder 1', [[['B', 2, 1.2], ['S', 3, 0.85]], 10, 1.0], [-1, -7.0, 5.0]], ['regression position flip remainder 2', [[['B', 1, 0.05], ['S', 3, 4.1]], 10, 1.0], [-2, 40.5, 4.0]], ['partial repair probe 1', [[['S', 3, 3.5], ['S', 1, 2.05], ['S', 3, 0.05], ['S', 2, 1.2], ['B', 1, 0.85]], 100, 0.65], [-8, 265.0, 6.5]], ['partial repair probe 2', [[['S', 1, 4.1]], 10, 0.65], [-1, 0.0, 0.65]], ['normal control 1', [[['B', 1, 4.1]], 10, 0.0], [1, 0.0, 0.0]], ['normal control 2', [[['B', 3, 0.05], ['S', 1, 4.1], ['B', 2, 2.05], ['B', 5, 4.1]], 10, 0.0], [9, 40.5, 0.0]], ['normal control 3', [[['B', 5, 4.1], ['B', 2, 1.2], ['B', 5, 3.5], ['S', 2, 0.05]], 10, 0.0], [10, -81.0, 0.0]], ['normal control 4', [[['B', 2, 2.05]], 10, 0.65], [2, 0.0, 1.3]]]]\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-fifo-option-pnl-position-flip-remainder","generated_at":"2026-09-29T14:46:57.435711+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.","repair":"Open a lot for any unmatched remainder in the trade direction.","root_cause":"A new lot is opened only when nothing was matched.","sha256":"53706e850f010411a0a791e040a753d8b7e82087c20e6dfa10888d0d88b04625","title":"FIFO realized P&L for option trades: the excess of a flipping trade is dropped · case 01","variant":1,"variant_policy":"Five numbered records share a model and may reuse boundary fixtures.","verification":{"attempt":{"elapsed_ms":40.052,"exit_code":1,"observations":[{"actual":[3,-120.0,0.0],"check":"regression position flip remainder 1","expected":[-7,690.0,0.0],"passed":false},{"actual":[5,-115.0,0.0],"check":"regression position flip remainder 2","expected":[-1,1015.0,0.0],"passed":false},{"actual":[2,0.0,0.0],"check":"partial repair probe 1","expected":[0,20.0,0.0],"passed":false},{"actual":[3,0.0,1.95],"check":"partial repair probe 2","expected":[-3,0.0,1.95],"passed":false},{"actual":[4,-530.0,0.0],"check":"normal control 1","expected":[4,-530.0,0.0],"passed":true},{"actual":[0,-81.0,3.9],"check":"normal control 2","expected":[0,-81.0,3.9],"passed":true},{"actual":[2,0.0,0.0],"check":"normal control 3","expected":[2,0.0,0.0],"passed":true},{"actual":[3,3.5,19.0],"check":"normal control 4","expected":[3,3.5,19.0],"passed":true}],"passed":false,"stderr":"","stdout":"{\"observations\": [{\"check\": \"regression position flip remainder 1\", \"actual\": [3, -120.0, 0.0], \"expected\": [-7, 690.0, 0.0], \"passed\": false}, {\"check\": \"regression position flip remainder 2\", \"actual\": [5, -115.0, 0.0], \"expected\": [-1, 1015.0, 0.0], \"passed\": false}, {\"check\": \"partial repair probe 1\", \"actual\": [2, 0.0, 0.0], \"expected\": [0, 20.0, 0.0], \"passed\": false}, {\"check\": \"partial repair probe 2\", \"actual\": [3, 0.0, 1.95], \"expected\": [-3, 0.0, 1.95], \"passed\": false}, {\"check\": \"normal control 1\", \"actual\": [4, -530.0, 0.0], \"expected\": [4, -530.0, 0.0], \"passed\": true}, {\"check\": \"normal control 2\", \"actual\": [0, -81.0, 3.9], \"expected\": [0, -81.0, 3.9], \"passed\": true}, {\"check\": \"normal control 3\", \"actual\": [2, 0.0, 0.0], \"expected\": [2, 0.0, 0.0], \"passed\": true}, {\"check\": \"normal control 4\", \"actual\": [3, 3.5, 19.0], \"expected\": [3, 3.5, 19.0], \"passed\": true}], \"passed\": false}\n"},"broken":{"elapsed_ms":40.115,"exit_code":1,"observations":[{"actual":[-5,690.0,0.0],"check":"regression position flip remainder 1","expected":[-7,690.0,0.0],"passed":false},{"actual":[0,855.0,0.0],"check":"regression position flip remainder 2","expected":[-1,1015.0,0.0],"passed":false},{"actual":[0,20.0,0.0],"check":"partial repair probe 1","expected":[0,20.0,0.0],"passed":true},{"actual":[-3,0.0,1.95],"check":"partial repair probe 2","expected":[-3,0.0,1.95],"passed":true},{"actual":[4,-530.0,0.0],"check":"normal control 1","expected":[4,-530.0,0.0],"passed":true},{"actual":[0,-81.0,3.9],"check":"normal control 2","expected":[0,-81.0,3.9],"passed":true},{"actual":[2,0.0,0.0],"check":"normal control 3","expected":[2,0.0,0.0],"passed":true},{"actual":[3,3.5,19.0],"check":"normal control 4","expected":[3,3.5,19.0],"passed":true}],"passed":false,"stderr":"","stdout":"{\"observations\": [{\"check\": \"regression position flip remainder 1\", \"actual\": [-5, 690.0, 0.0], \"expected\": [-7, 690.0, 0.0], \"passed\": false}, {\"check\": \"regression position flip remainder 2\", \"actual\": [0, 855.0, 0.0], \"expected\": [-1, 1015.0, 0.0], \"passed\": false}, {\"check\": \"partial repair probe 1\", \"actual\": [0, 20.0, 0.0], \"expected\": [0, 20.0, 0.0], \"passed\": true}, {\"check\": \"partial repair probe 2\", \"actual\": [-3, 0.0, 1.95], \"expected\": [-3, 0.0, 1.95], \"passed\": true}, {\"check\": \"normal control 1\", \"actual\": [4, -530.0, 0.0], \"expected\": [4, -530.0, 0.0], \"passed\": true}, {\"check\": \"normal control 2\", \"actual\": [0, -81.0, 3.9], \"expected\": [0, -81.0, 3.9], \"passed\": true}, {\"check\": \"normal control 3\", \"actual\": [2, 0.0, 0.0], \"expected\": [2, 0.0, 0.0], \"passed\": true}, {\"check\": \"normal control 4\", \"actual\": [3, 3.5, 19.0], \"expected\": [3, 3.5, 19.0], \"passed\": true}], \"passed\": false}\n"},"fixed":{"elapsed_ms":40.781,"exit_code":0,"observations":[{"actual":[-7,690.0,0.0],"check":"regression position flip remainder 1","expected":[-7,690.0,0.0],"passed":true},{"actual":[-1,1015.0,0.0],"check":"regression position flip remainder 2","expected":[-1,1015.0,0.0],"passed":true},{"actual":[0,20.0,0.0],"check":"partial repair probe 1","expected":[0,20.0,0.0],"passed":true},{"actual":[-3,0.0,1.95],"check":"partial repair probe 2","expected":[-3,0.0,1.95],"passed":true},{"actual":[4,-530.0,0.0],"check":"normal control 1","expected":[4,-530.0,0.0],"passed":true},{"actual":[0,-81.0,3.9],"check":"normal control 2","expected":[0,-81.0,3.9],"passed":true},{"actual":[2,0.0,0.0],"check":"normal control 3","expected":[2,0.0,0.0],"passed":true},{"actual":[3,3.5,19.0],"check":"normal control 4","expected":[3,3.5,19.0],"passed":true}],"passed":true,"stderr":"","stdout":"{\"observations\": [{\"check\": \"regression position flip remainder 1\", \"actual\": [-7, 690.0, 0.0], \"expected\": [-7, 690.0, 0.0], \"passed\": true}, {\"check\": \"regression position flip remainder 2\", \"actual\": [-1, 1015.0, 0.0], \"expected\": [-1, 1015.0, 0.0], \"passed\": true}, {\"check\": \"partial repair probe 1\", \"actual\": [0, 20.0, 0.0], \"expected\": [0, 20.0, 0.0], \"passed\": true}, {\"check\": \"partial repair probe 2\", \"actual\": [-3, 0.0, 1.95], \"expected\": [-3, 0.0, 1.95], \"passed\": true}, {\"check\": \"normal control 1\", \"actual\": [4, -530.0, 0.0], \"expected\": [4, -530.0, 0.0], \"passed\": true}, {\"check\": \"normal control 2\", \"actual\": [0, -81.0, 3.9], \"expected\": [0, -81.0, 3.9], \"passed\": true}, {\"check\": \"normal control 3\", \"actual\": [2, 0.0, 0.0], \"expected\": [2, 0.0, 0.0], \"passed\": true}, {\"check\": \"normal control 4\", \"actual\": [3, 3.5, 19.0], \"expected\": [3, 3.5, 19.0], \"passed\": true}], \"passed\": true}\n"}},"verified":true,"visibility":"public"}