{"abstract":"Penny-class orders above 3.00 are priced in cents.","category":"Options payoff and settlement","checks":8,"contract":"Inputs a limit price (up to 3 decimals), side and penny-program flag. Work in mills. Below 3.000 the tick is 0.01 for penny classes and 0.05 otherwise; at or above 3.000 it is 0.05 for penny classes and 0.10 otherwise. Buy orders round down to a tick, sell orders round up; prices already on a tick are unchanged. Return the price as a float.","evaluation_group":"w2-options_payoff_and_settlement-premium-tick-rounding","failed_approach":"Using 0.10 for penny classes ignores the program.","family":"w2-options_payoff_and_settlement-premium-tick-rounding-penny-tick-above-threshold","id":"FA-61831","implementations":{"attempt":{"sha256":"20d9fa16373ffdc260dbdc2008271e7d0e1bf2a7cbfb6df9421fe45a5975870b","source":"\"\"\"Failure Map reference implementation. Python standard library only.\"\"\"\nimport json\n\nN = 1\nobservations = []\ndef solve(price, side, penny):\n    m = round(price * 1000)\n    small = m < 3000\n    tick = (10 if penny else 50) if small else 100\n    if side == 'buy':\n        out = m // tick * tick\n    else:\n        out = -(-m // tick) * tick\n    return out / 1000\ndef check(label, actual, expected):\n    observations.append({\"check\": label, \"actual\": actual, \"expected\": expected, \"passed\": actual == expected})\nfixtures = [[['regression penny tick above threshold 1', [3.075, 'sell', True], 3.1], ['regression penny tick above threshold 2', [3.03, 'sell', True], 3.05], ['partial repair probe 1', [12.344, 'sell', True], 12.35], ['partial repair probe 2', [3.049, 'sell', True], 3.05], ['boundary control 1', [3.0, 'buy', False], 3.0], ['boundary control 2', [2.95, 'sell', False], 2.95], ['normal control 1', [12.34, 'sell', False], 12.4], ['normal control 2', [3.074, 'sell', False], 3.1]], [['regression penny tick above threshold 1', [3.082, 'buy', True], 3.05], ['regression penny tick above threshold 2', [3.004, 'sell', True], 3.05], ['partial repair probe 1', [3.049, 'sell', True], 3.05], ['partial repair probe 2', [12.345, 'sell', True], 12.35], ['boundary control 1', [3.0, 'buy', False], 3.0], ['boundary control 2', [2.95, 'sell', False], 2.95], ['normal control 1', [1.26, 'sell', False], 1.3], ['normal control 2', [2.962, 'buy', False], 2.95]], [['regression penny tick above threshold 1', [3.001, 'sell', True], 3.05], ['regression penny tick above threshold 2', [3.012, 'buy', True], 3.0], ['partial repair probe 1', [4.15, 'sell', True], 4.15], ['partial repair probe 2', [3.05, 'buy', True], 3.05], ['boundary control 1', [3.0, 'buy', False], 3.0], ['boundary control 2', [2.95, 'sell', False], 2.95], ['normal control 1', [12.389, 'sell', False], 12.4], ['normal control 2', [4.104, 'sell', False], 4.2]], [['regression penny tick above threshold 1', [12.41, 'buy', True], 12.4], ['regression penny tick above threshold 2', [3.02, 'buy', True], 3.0], ['partial repair probe 1', [3.05, 'sell', True], 3.05], ['partial repair probe 2', [4.15, 'buy', True], 4.15], ['boundary control 1', [3.0, 'buy', False], 3.0], ['boundary control 2', [2.95, 'sell', False], 2.95], ['normal control 1', [12.389, 'sell', False], 12.4], ['normal control 2', [4.104, 'buy', False], 4.1]], [['regression penny tick above threshold 1', [12.344, 'buy', True], 12.3], ['regression penny tick above threshold 2', [3.039, 'buy', True], 3.0], ['partial repair probe 1', [12.352, 'buy', True], 12.35], ['partial repair probe 2', [4.15, 'sell', True], 4.15], ['boundary control 1', [3.0, 'buy', False], 3.0], ['boundary control 2', [2.95, 'sell', False], 2.95], ['normal control 1', [3.075, 'buy', False], 3.0], ['normal control 2', [3.004, 'buy', True], 3.0]]]\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":"6add467f12e20ad0d7a55ad327f04d31bd8037cc866374da81e9dc0693ba8667","source":"\"\"\"Failure Map reference implementation. Python standard library only.\"\"\"\nimport json\n\nN = 1\nobservations = []\ndef solve(price, side, penny):\n    m = round(price * 1000)\n    small = m < 3000\n    tick = (10 if penny else 50) if small else (10 if penny else 100)\n    if side == 'buy':\n        out = m // tick * tick\n    else:\n        out = -(-m // tick) * tick\n    return out / 1000\ndef check(label, actual, expected):\n    observations.append({\"check\": label, \"actual\": actual, \"expected\": expected, \"passed\": actual == expected})\nfixtures = [[['regression penny tick above threshold 1', [3.075, 'sell', True], 3.1], ['regression penny tick above threshold 2', [3.03, 'sell', True], 3.05], ['partial repair probe 1', [12.344, 'sell', True], 12.35], ['partial repair probe 2', [3.049, 'sell', True], 3.05], ['boundary control 1', [3.0, 'buy', False], 3.0], ['boundary control 2', [2.95, 'sell', False], 2.95], ['normal control 1', [12.34, 'sell', False], 12.4], ['normal control 2', [3.074, 'sell', False], 3.1]], [['regression penny tick above threshold 1', [3.082, 'buy', True], 3.05], ['regression penny tick above threshold 2', [3.004, 'sell', True], 3.05], ['partial repair probe 1', [3.049, 'sell', True], 3.05], ['partial repair probe 2', [12.345, 'sell', True], 12.35], ['boundary control 1', [3.0, 'buy', False], 3.0], ['boundary control 2', [2.95, 'sell', False], 2.95], ['normal control 1', [1.26, 'sell', False], 1.3], ['normal control 2', [2.962, 'buy', False], 2.95]], [['regression penny tick above threshold 1', [3.001, 'sell', True], 3.05], ['regression penny tick above threshold 2', [3.012, 'buy', True], 3.0], ['partial repair probe 1', [4.15, 'sell', True], 4.15], ['partial repair probe 2', [3.05, 'buy', True], 3.05], ['boundary control 1', [3.0, 'buy', False], 3.0], ['boundary control 2', [2.95, 'sell', False], 2.95], ['normal control 1', [12.389, 'sell', False], 12.4], ['normal control 2', [4.104, 'sell', False], 4.2]], [['regression penny tick above threshold 1', [12.41, 'buy', True], 12.4], ['regression penny tick above threshold 2', [3.02, 'buy', True], 3.0], ['partial repair probe 1', [3.05, 'sell', True], 3.05], ['partial repair probe 2', [4.15, 'buy', True], 4.15], ['boundary control 1', [3.0, 'buy', False], 3.0], ['boundary control 2', [2.95, 'sell', False], 2.95], ['normal control 1', [12.389, 'sell', False], 12.4], ['normal control 2', [4.104, 'buy', False], 4.1]], [['regression penny tick above threshold 1', [12.344, 'buy', True], 12.3], ['regression penny tick above threshold 2', [3.039, 'buy', True], 3.0], ['partial repair probe 1', [12.352, 'buy', True], 12.35], ['partial repair probe 2', [4.15, 'sell', True], 4.15], ['boundary control 1', [3.0, 'buy', False], 3.0], ['boundary control 2', [2.95, 'sell', False], 2.95], ['normal control 1', [3.075, 'buy', False], 3.0], ['normal control 2', [3.004, 'buy', True], 3.0]]]\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":"43068a3f6f0d77cb20621e077b756db65935c634378598a6aa7220a9c30f4fa6","source":"\"\"\"Failure Map reference implementation. Python standard library only.\"\"\"\nimport json\n\nN = 1\nobservations = []\ndef solve(price, side, penny):\n    m = round(price * 1000)\n    small = m < 3000\n    tick = (10 if penny else 50) if small else (50 if penny else 100)\n    if side == 'buy':\n        out = m // tick * tick\n    else:\n        out = -(-m // tick) * tick\n    return out / 1000\ndef check(label, actual, expected):\n    observations.append({\"check\": label, \"actual\": actual, \"expected\": expected, \"passed\": actual == expected})\nfixtures = [[['regression penny tick above threshold 1', [3.075, 'sell', True], 3.1], ['regression penny tick above threshold 2', [3.03, 'sell', True], 3.05], ['partial repair probe 1', [12.344, 'sell', True], 12.35], ['partial repair probe 2', [3.049, 'sell', True], 3.05], ['boundary control 1', [3.0, 'buy', False], 3.0], ['boundary control 2', [2.95, 'sell', False], 2.95], ['normal control 1', [12.34, 'sell', False], 12.4], ['normal control 2', [3.074, 'sell', False], 3.1]], [['regression penny tick above threshold 1', [3.082, 'buy', True], 3.05], ['regression penny tick above threshold 2', [3.004, 'sell', True], 3.05], ['partial repair probe 1', [3.049, 'sell', True], 3.05], ['partial repair probe 2', [12.345, 'sell', True], 12.35], ['boundary control 1', [3.0, 'buy', False], 3.0], ['boundary control 2', [2.95, 'sell', False], 2.95], ['normal control 1', [1.26, 'sell', False], 1.3], ['normal control 2', [2.962, 'buy', False], 2.95]], [['regression penny tick above threshold 1', [3.001, 'sell', True], 3.05], ['regression penny tick above threshold 2', [3.012, 'buy', True], 3.0], ['partial repair probe 1', [4.15, 'sell', True], 4.15], ['partial repair probe 2', [3.05, 'buy', True], 3.05], ['boundary control 1', [3.0, 'buy', False], 3.0], ['boundary control 2', [2.95, 'sell', False], 2.95], ['normal control 1', [12.389, 'sell', False], 12.4], ['normal control 2', [4.104, 'sell', False], 4.2]], [['regression penny tick above threshold 1', [12.41, 'buy', True], 12.4], ['regression penny tick above threshold 2', [3.02, 'buy', True], 3.0], ['partial repair probe 1', [3.05, 'sell', True], 3.05], ['partial repair probe 2', [4.15, 'buy', True], 4.15], ['boundary control 1', [3.0, 'buy', False], 3.0], ['boundary control 2', [2.95, 'sell', False], 2.95], ['normal control 1', [12.389, 'sell', False], 12.4], ['normal control 2', [4.104, 'buy', False], 4.1]], [['regression penny tick above threshold 1', [12.344, 'buy', True], 12.3], ['regression penny tick above threshold 2', [3.039, 'buy', True], 3.0], ['partial repair probe 1', [12.352, 'buy', True], 12.35], ['partial repair probe 2', [4.15, 'sell', True], 4.15], ['boundary control 1', [3.0, 'buy', False], 3.0], ['boundary control 2', [2.95, 'sell', False], 2.95], ['normal control 1', [3.075, 'buy', False], 3.0], ['normal control 2', [3.004, 'buy', True], 3.0]]]\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-premium-tick-rounding-penny-tick-above-threshold","generated_at":"2026-09-29T14:46:58.872982+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":"Penny classes use 0.05 at or above 3.00.","root_cause":"The large-price branch uses 10 mills for penny classes.","sha256":"b90ba8264e161bb614cf0845b53cb6e2dcc5e679ee6c28033e1dbd6acc4194ba","title":"Option order price tick rounding: penny classes keep a one-cent tick above 3.00 · case 01","variant":1,"variant_policy":"Five numbered records share a model and may reuse boundary fixtures.","verification":{"attempt":{"elapsed_ms":39.811,"exit_code":1,"observations":[{"actual":3.1,"check":"regression penny tick above threshold 1","expected":3.1,"passed":true},{"actual":3.1,"check":"regression penny tick above threshold 2","expected":3.05,"passed":false},{"actual":12.4,"check":"partial repair probe 1","expected":12.35,"passed":false},{"actual":3.1,"check":"partial repair probe 2","expected":3.05,"passed":false},{"actual":3.0,"check":"boundary control 1","expected":3.0,"passed":true},{"actual":2.95,"check":"boundary control 2","expected":2.95,"passed":true},{"actual":12.4,"check":"normal control 1","expected":12.4,"passed":true},{"actual":3.1,"check":"normal control 2","expected":3.1,"passed":true}],"passed":false,"stderr":"","stdout":"{\"observations\": [{\"check\": \"regression penny tick above threshold 1\", \"actual\": 3.1, \"expected\": 3.1, \"passed\": true}, {\"check\": \"regression penny tick above threshold 2\", \"actual\": 3.1, \"expected\": 3.05, \"passed\": false}, {\"check\": \"partial repair probe 1\", \"actual\": 12.4, \"expected\": 12.35, \"passed\": false}, {\"check\": \"partial repair probe 2\", \"actual\": 3.1, \"expected\": 3.05, \"passed\": false}, {\"check\": \"boundary control 1\", \"actual\": 3.0, \"expected\": 3.0, \"passed\": true}, {\"check\": \"boundary control 2\", \"actual\": 2.95, \"expected\": 2.95, \"passed\": true}, {\"check\": \"normal control 1\", \"actual\": 12.4, \"expected\": 12.4, \"passed\": true}, {\"check\": \"normal control 2\", \"actual\": 3.1, \"expected\": 3.1, \"passed\": true}], \"passed\": false}\n"},"broken":{"elapsed_ms":39.355,"exit_code":1,"observations":[{"actual":3.08,"check":"regression penny tick above threshold 1","expected":3.1,"passed":false},{"actual":3.03,"check":"regression penny tick above threshold 2","expected":3.05,"passed":false},{"actual":12.35,"check":"partial repair probe 1","expected":12.35,"passed":true},{"actual":3.05,"check":"partial repair probe 2","expected":3.05,"passed":true},{"actual":3.0,"check":"boundary control 1","expected":3.0,"passed":true},{"actual":2.95,"check":"boundary control 2","expected":2.95,"passed":true},{"actual":12.4,"check":"normal control 1","expected":12.4,"passed":true},{"actual":3.1,"check":"normal control 2","expected":3.1,"passed":true}],"passed":false,"stderr":"","stdout":"{\"observations\": [{\"check\": \"regression penny tick above threshold 1\", \"actual\": 3.08, \"expected\": 3.1, \"passed\": false}, {\"check\": \"regression penny tick above threshold 2\", \"actual\": 3.03, \"expected\": 3.05, \"passed\": false}, {\"check\": \"partial repair probe 1\", \"actual\": 12.35, \"expected\": 12.35, \"passed\": true}, {\"check\": \"partial repair probe 2\", \"actual\": 3.05, \"expected\": 3.05, \"passed\": true}, {\"check\": \"boundary control 1\", \"actual\": 3.0, \"expected\": 3.0, \"passed\": true}, {\"check\": \"boundary control 2\", \"actual\": 2.95, \"expected\": 2.95, \"passed\": true}, {\"check\": \"normal control 1\", \"actual\": 12.4, \"expected\": 12.4, \"passed\": true}, {\"check\": \"normal control 2\", \"actual\": 3.1, \"expected\": 3.1, \"passed\": true}], \"passed\": false}\n"},"fixed":{"elapsed_ms":39.413,"exit_code":0,"observations":[{"actual":3.1,"check":"regression penny tick above threshold 1","expected":3.1,"passed":true},{"actual":3.05,"check":"regression penny tick above threshold 2","expected":3.05,"passed":true},{"actual":12.35,"check":"partial repair probe 1","expected":12.35,"passed":true},{"actual":3.05,"check":"partial repair probe 2","expected":3.05,"passed":true},{"actual":3.0,"check":"boundary control 1","expected":3.0,"passed":true},{"actual":2.95,"check":"boundary control 2","expected":2.95,"passed":true},{"actual":12.4,"check":"normal control 1","expected":12.4,"passed":true},{"actual":3.1,"check":"normal control 2","expected":3.1,"passed":true}],"passed":true,"stderr":"","stdout":"{\"observations\": [{\"check\": \"regression penny tick above threshold 1\", \"actual\": 3.1, \"expected\": 3.1, \"passed\": true}, {\"check\": \"regression penny tick above threshold 2\", \"actual\": 3.05, \"expected\": 3.05, \"passed\": true}, {\"check\": \"partial repair probe 1\", \"actual\": 12.35, \"expected\": 12.35, \"passed\": true}, {\"check\": \"partial repair probe 2\", \"actual\": 3.05, \"expected\": 3.05, \"passed\": true}, {\"check\": \"boundary control 1\", \"actual\": 3.0, \"expected\": 3.0, \"passed\": true}, {\"check\": \"boundary control 2\", \"actual\": 2.95, \"expected\": 2.95, \"passed\": true}, {\"check\": \"normal control 1\", \"actual\": 12.4, \"expected\": 12.4, \"passed\": true}, {\"check\": \"normal control 2\", \"actual\": 3.1, \"expected\": 3.1, \"passed\": true}], \"passed\": true}\n"}},"verified":true,"visibility":"public"}