FA-61581 / Options payoff and settlement / Open access

Special opening settlement value for index options: each component is rounded before summation · case 01

Per-component rounding accumulates into a settlement value off by cents.

Verified by executionVariant 1 · 8 checks per implementationDownload source bundle ↓JSON ↗

ROOT CAUSE

Every weighted component is divided and rounded individually.

VERIFIED REPAIR

Sum all weighted prices, divide once, and round once.

Unsuccessful approach: Rounding the weighted total before dividing still rounds at the wrong stage.

Case contract

Inputs components [weight, opening price or None, last close] and a divisor. Each component uses its opening price, or its last close if it did not open. Settlement = sum(weight*price)/divisor computed in Decimal and rounded half-up to cents. Return as a string.

Why this case matters

Option expiry, exercise and settlement engines move cash and shares; a wrong branch misstates obligations.

1 / The failure

Exit 1

"""Failure Map reference implementation. Python standard library only."""
import json
from decimal import Decimal, ROUND_HALF_UP, ROUND_HALF_EVEN, ROUND_DOWN
N = 1
observations = []
def solve(components, divisor):
    total = Decimal(0)
    for w, op, close in components:
        px = op if op is not None else close
        total += (Decimal(str(w)) * Decimal(str(px)) / Decimal(str(divisor))).quantize(Decimal('0.01'), rounding=ROUND_HALF_UP)
    val = total
    return str(val)
def check(label, actual, expected):
    observations.append({"check": label, "actual": actual, "expected": expected, "passed": actual == expected})
fixtures = [[['regression rounding stage 1', [[[2, None, 166.726], [2, 181.9, 176.974], [3, 59.489, 58.925]], 8], '109.46'], ['regression rounding stage 2', [[[3, 101.53, 101.078], [2, 16.883, 16.655], [3, 143.818, 137.285], [1.5, 119.806, 122.585], [2, None, 116.314]], 0.5], '2364.29'], ['partial repair probe 1', [[[3, 55.768, 55.255], [1, 179.191, 174.898]], 0.5], '692.99'], ['partial repair probe 2', [[[3, 50.169, 50.397], [1.5, 63.024, 64.919], [3, 119.42, 117.205], [1.5, None, 52.884]], 2], '341.31'], ['boundary control 1', [[[1, None, 10.0], [2, 5.0, 4.0]], 2], '10.00'], ['boundary control 2', [[[1, 10.005, 10.0]], 1], '10.01'], ['normal control 1', [[[1, 72.089, 70.808], [0.5, None, 27.567], [3, 173.545, 172.931], [1.5, None, 43.012], [1.5, 53.007, 55.239], [1.5, 170.75, 174.861]], 4], '251.67'], ['normal control 2', [[[1, None, 136.365], [0.5, 147.398, 144.055], [3, 132.338, 135.418], [3, 17.789, 18.397], [0.5, None, 155.928], [0.5, 25.929, 25.394]], 1], '751.37']], [['regression rounding stage 1', [[[0.5, None, 89.35], [3, None, 190.386], [2, 155.569, 156.347], [1, None, 59.703], [1, None, 76.065], [2, 33.203, 32.443]], 1], '1129.15'], ['regression rounding stage 2', [[[1.5, 123.562, 118.813], [0.5, 177.835, 175.839], [1.5, 125.782, 129.645], [1, 82.191, 80.142], [3, None, 184.914]], 4], '274.97'], ['partial repair probe 1', [[[3, 22.761, 23.164], [1.5, 89.526, 93.293], [3, None, 171.079], [2, 146.004, 145.561], [2, None, 86.293], [2, 161.925, 157.093]], 0.5], '3008.51'], ['partial repair probe 2', [[[2, 36.527, 35.041], [1, None, 199.179], [1.5, 117.042, 116.599], [0.5, None, 58.818], [1, 110.297, 113.194], [1, None, 166.154]], 1.25], '602.92'], ['boundary control 1', [[[1, 10.005, 10.0]], 1], '10.01'], ['boundary control 2', [[[1, None, 10.0], [2, 5.0, 4.0]], 2], '10.00'], ['normal control 1', [[[1.5, 86.302, 85.211], [3, 186.929, 192.362]], 0.5], '1380.48'], ['normal control 2', [[[3, None, 66.407], [1, 159.234, 162.497], [3, 151.846, 146.481], [0.5, 71.689, 71.863], [1.5, 135.318, 130.33]], 2], '526.41']], [['regression rounding stage 1', [[[1.5, 120.704, 119.817], [2, None, 164.813], [1.5, 181.044, 178.51], [0.5, 158.153, 154.295]], 0.5], '1722.65'], ['regression rounding stage 2', [[[1, 74.423, 74.269], [0.5, None, 176.705], [1, 130.244, 132.08]], 4], '73.25'], ['partial repair probe 1', [[[2, None, 18.514], [1.5, None, 141.993], [1, None, 32.875], [2, None, 74.401], [2, 154.316, 153.096]], 2], '370.16'], ['partial repair probe 2', [[[1.5, None, 89.833], [2, None, 45.596], [2, 68.543, 70.571]], 2], '181.51'], ['boundary control 1', [[[1, 10.005, 10.0]], 1], '10.01'], ['boundary control 2', [[[1, None, 10.0], [2, 5.0, 4.0]], 2], '10.00'], ['normal control 1', [[[2, 117.445, 123.153], [3, 33.909, 35.66], [3, 63.392, 60.657], [1, None, 176.566], [1, None, 94.072], [3, 46.424, 45.429]], 1.25], '749.36'], ['normal control 2', [[[1, None, 12.358], [1.5, 44.745, 43.312]], 1], '79.48']], [['regression rounding stage 1', [[[0.5, None, 127.79], [1, 42.093, 44.292], [2, 16.421, 15.843]], 4], '34.71'], ['regression rounding stage 2', [[[0.5, 34.845, 34.294], [3, 99.348, 102.619]], 1.25], '252.37'], ['partial repair probe 1', [[[2, 163.35, 167.742], [0.5, 18.733, 18.605]], 0.5], '672.13'], ['partial repair probe 2', [[[3, 28.91, 29.801], [3, 136.517, 135.197], [2, 56.828, 55.989]], 4], '152.48'], ['boundary control 1', [[[1, None, 10.0], [2, 5.0, 4.0]], 2], '10.00'], ['boundary control 2', [[[1, 10.005, 10.0]], 1], '10.01'], ['normal control 1', [[[2, 199.811, 191.043], [1, 160.533, 165.382], [1.5, 109.757, 105.192], [1, 52.426, 55.098], [0.5, 155.715, 162.061], [2, None, 95.436]], 4], '261.49'], ['normal control 2', [[[1, 111.096, 111.936], [2, 91.572, 95.908], [1, 146.534, 141.689], [1, 166.908, 175.629], [1, None, 132.167], [2, None, 93.34]], 4], '231.63']], [['regression rounding stage 1', [[[1.5, 70.861, 71.952], [1, None, 52.371], [0.5, None, 111.889]], 2], '107.30'], ['regression rounding stage 2', [[[3, None, 23.871], [1.5, None, 131.741], [0.5, 148.716, 154.366], [1.5, 10.137, 10.099], [3, 123.717, 129.376], [3, 105.203, 106.163]], 2], '522.77'], ['partial repair probe 1', [[[2, 46.349, 45.113], [3, None, 117.672]], 0.5], '891.43'], ['partial repair probe 2', [[[0.5, 169.603, 178.19], [0.5, 76.571, 76.008]], 2], '61.54'], ['boundary control 1', [[[1, None, 10.0], [2, 5.0, 4.0]], 2], '10.00'], ['boundary control 2', [[[1, 10.005, 10.0]], 1], '10.01'], ['normal control 1', [[[3, 130.626, 126.859], [0.5, None, 23.816], [1, None, 17.6], [0.5, 196.733, 197.256], [3, None, 165.167], [3, 90.673, 86.552]], 4], '321.82'], ['normal control 2', [[[1, 170.556, 176.293], [2, 181.759, 181.889], [3, 133.531, 133.12], [1.5, 93.883, 96.748], [2, 82.608, 85.573], [2, 132.562, 137.639]], 4], '376.46']]]
for label, args, expected in fixtures[N-1]:
    check(label, solve(*args), expected)
print(json.dumps({"observations": observations, "passed": all(x["passed"] for x in observations)}, ensure_ascii=False))
raise SystemExit(0 if all(x["passed"] for x in observations) else 1)

Boundary fixture	Actual	Expected	Outcome
regression rounding stage 1	`109.47`	`109.46`	Failed
regression rounding stage 2	`2364.30`	`2364.29`	Failed
partial repair probe 1	`692.99`	`692.99`	Passed
partial repair probe 2	`341.31`	`341.31`	Passed
boundary control 1	`10.00`	`10.00`	Passed
boundary control 2	`10.01`	`10.01`	Passed
normal control 1	`251.67`	`251.67`	Passed
normal control 2	`751.37`	`751.37`	Passed

SHA-256 / 8ad055a1327cdb1c939df3520494274abc6f56ebb01b13fc2a6d2a7b991128dc

2 / The unsuccessful fix

Exit 1

"""Failure Map reference implementation. Python standard library only."""
import json
from decimal import Decimal, ROUND_HALF_UP, ROUND_HALF_EVEN, ROUND_DOWN
N = 1
observations = []
def solve(components, divisor):
    total = Decimal(0)
    for w, op, close in components:
        px = op if op is not None else close
        total += Decimal(str(w)) * Decimal(str(px))
    val = (total.quantize(Decimal('0.01'), rounding=ROUND_HALF_UP) / Decimal(str(divisor))).quantize(Decimal('0.01'), rounding=ROUND_HALF_UP)
    return str(val)
def check(label, actual, expected):
    observations.append({"check": label, "actual": actual, "expected": expected, "passed": actual == expected})
fixtures = [[['regression rounding stage 1', [[[2, None, 166.726], [2, 181.9, 176.974], [3, 59.489, 58.925]], 8], '109.46'], ['regression rounding stage 2', [[[3, 101.53, 101.078], [2, 16.883, 16.655], [3, 143.818, 137.285], [1.5, 119.806, 122.585], [2, None, 116.314]], 0.5], '2364.29'], ['partial repair probe 1', [[[3, 55.768, 55.255], [1, 179.191, 174.898]], 0.5], '692.99'], ['partial repair probe 2', [[[3, 50.169, 50.397], [1.5, 63.024, 64.919], [3, 119.42, 117.205], [1.5, None, 52.884]], 2], '341.31'], ['boundary control 1', [[[1, None, 10.0], [2, 5.0, 4.0]], 2], '10.00'], ['boundary control 2', [[[1, 10.005, 10.0]], 1], '10.01'], ['normal control 1', [[[1, 72.089, 70.808], [0.5, None, 27.567], [3, 173.545, 172.931], [1.5, None, 43.012], [1.5, 53.007, 55.239], [1.5, 170.75, 174.861]], 4], '251.67'], ['normal control 2', [[[1, None, 136.365], [0.5, 147.398, 144.055], [3, 132.338, 135.418], [3, 17.789, 18.397], [0.5, None, 155.928], [0.5, 25.929, 25.394]], 1], '751.37']], [['regression rounding stage 1', [[[0.5, None, 89.35], [3, None, 190.386], [2, 155.569, 156.347], [1, None, 59.703], [1, None, 76.065], [2, 33.203, 32.443]], 1], '1129.15'], ['regression rounding stage 2', [[[1.5, 123.562, 118.813], [0.5, 177.835, 175.839], [1.5, 125.782, 129.645], [1, 82.191, 80.142], [3, None, 184.914]], 4], '274.97'], ['partial repair probe 1', [[[3, 22.761, 23.164], [1.5, 89.526, 93.293], [3, None, 171.079], [2, 146.004, 145.561], [2, None, 86.293], [2, 161.925, 157.093]], 0.5], '3008.51'], ['partial repair probe 2', [[[2, 36.527, 35.041], [1, None, 199.179], [1.5, 117.042, 116.599], [0.5, None, 58.818], [1, 110.297, 113.194], [1, None, 166.154]], 1.25], '602.92'], ['boundary control 1', [[[1, 10.005, 10.0]], 1], '10.01'], ['boundary control 2', [[[1, None, 10.0], [2, 5.0, 4.0]], 2], '10.00'], ['normal control 1', [[[1.5, 86.302, 85.211], [3, 186.929, 192.362]], 0.5], '1380.48'], ['normal control 2', [[[3, None, 66.407], [1, 159.234, 162.497], [3, 151.846, 146.481], [0.5, 71.689, 71.863], [1.5, 135.318, 130.33]], 2], '526.41']], [['regression rounding stage 1', [[[1.5, 120.704, 119.817], [2, None, 164.813], [1.5, 181.044, 178.51], [0.5, 158.153, 154.295]], 0.5], '1722.65'], ['regression rounding stage 2', [[[1, 74.423, 74.269], [0.5, None, 176.705], [1, 130.244, 132.08]], 4], '73.25'], ['partial repair probe 1', [[[2, None, 18.514], [1.5, None, 141.993], [1, None, 32.875], [2, None, 74.401], [2, 154.316, 153.096]], 2], '370.16'], ['partial repair probe 2', [[[1.5, None, 89.833], [2, None, 45.596], [2, 68.543, 70.571]], 2], '181.51'], ['boundary control 1', [[[1, 10.005, 10.0]], 1], '10.01'], ['boundary control 2', [[[1, None, 10.0], [2, 5.0, 4.0]], 2], '10.00'], ['normal control 1', [[[2, 117.445, 123.153], [3, 33.909, 35.66], [3, 63.392, 60.657], [1, None, 176.566], [1, None, 94.072], [3, 46.424, 45.429]], 1.25], '749.36'], ['normal control 2', [[[1, None, 12.358], [1.5, 44.745, 43.312]], 1], '79.48']], [['regression rounding stage 1', [[[0.5, None, 127.79], [1, 42.093, 44.292], [2, 16.421, 15.843]], 4], '34.71'], ['regression rounding stage 2', [[[0.5, 34.845, 34.294], [3, 99.348, 102.619]], 1.25], '252.37'], ['partial repair probe 1', [[[2, 163.35, 167.742], [0.5, 18.733, 18.605]], 0.5], '672.13'], ['partial repair probe 2', [[[3, 28.91, 29.801], [3, 136.517, 135.197], [2, 56.828, 55.989]], 4], '152.48'], ['boundary control 1', [[[1, None, 10.0], [2, 5.0, 4.0]], 2], '10.00'], ['boundary control 2', [[[1, 10.005, 10.0]], 1], '10.01'], ['normal control 1', [[[2, 199.811, 191.043], [1, 160.533, 165.382], [1.5, 109.757, 105.192], [1, 52.426, 55.098], [0.5, 155.715, 162.061], [2, None, 95.436]], 4], '261.49'], ['normal control 2', [[[1, 111.096, 111.936], [2, 91.572, 95.908], [1, 146.534, 141.689], [1, 166.908, 175.629], [1, None, 132.167], [2, None, 93.34]], 4], '231.63']], [['regression rounding stage 1', [[[1.5, 70.861, 71.952], [1, None, 52.371], [0.5, None, 111.889]], 2], '107.30'], ['regression rounding stage 2', [[[3, None, 23.871], [1.5, None, 131.741], [0.5, 148.716, 154.366], [1.5, 10.137, 10.099], [3, 123.717, 129.376], [3, 105.203, 106.163]], 2], '522.77'], ['partial repair probe 1', [[[2, 46.349, 45.113], [3, None, 117.672]], 0.5], '891.43'], ['partial repair probe 2', [[[0.5, 169.603, 178.19], [0.5, 76.571, 76.008]], 2], '61.54'], ['boundary control 1', [[[1, None, 10.0], [2, 5.0, 4.0]], 2], '10.00'], ['boundary control 2', [[[1, 10.005, 10.0]], 1], '10.01'], ['normal control 1', [[[3, 130.626, 126.859], [0.5, None, 23.816], [1, None, 17.6], [0.5, 196.733, 197.256], [3, None, 165.167], [3, 90.673, 86.552]], 4], '321.82'], ['normal control 2', [[[1, 170.556, 176.293], [2, 181.759, 181.889], [3, 133.531, 133.12], [1.5, 93.883, 96.748], [2, 82.608, 85.573], [2, 132.562, 137.639]], 4], '376.46']]]
for label, args, expected in fixtures[N-1]:
    check(label, solve(*args), expected)
print(json.dumps({"observations": observations, "passed": all(x["passed"] for x in observations)}, ensure_ascii=False))
raise SystemExit(0 if all(x["passed"] for x in observations) else 1)

Boundary fixture	Actual	Expected	Outcome
regression rounding stage 1	`109.47`	`109.46`	Failed
regression rounding stage 2	`2364.30`	`2364.29`	Failed
partial repair probe 1	`693.00`	`692.99`	Failed
partial repair probe 2	`341.32`	`341.31`	Failed
boundary control 1	`10.00`	`10.00`	Passed
boundary control 2	`10.01`	`10.01`	Passed
normal control 1	`251.67`	`251.67`	Passed
normal control 2	`751.37`	`751.37`	Passed

SHA-256 / c67c90fdcf15643872e68f494a6e65d3cfc756481d3bcda28effdfbbc53eb2e7

3 / The verified repair

Exit 0

"""Failure Map reference implementation. Python standard library only."""
import json
from decimal import Decimal, ROUND_HALF_UP, ROUND_HALF_EVEN, ROUND_DOWN
N = 1
observations = []
def solve(components, divisor):
    total = Decimal(0)
    for w, op, close in components:
        px = op if op is not None else close
        total += Decimal(str(w)) * Decimal(str(px))
    val = (total / Decimal(str(divisor))).quantize(Decimal('0.01'), rounding=ROUND_HALF_UP)
    return str(val)
def check(label, actual, expected):
    observations.append({"check": label, "actual": actual, "expected": expected, "passed": actual == expected})
fixtures = [[['regression rounding stage 1', [[[2, None, 166.726], [2, 181.9, 176.974], [3, 59.489, 58.925]], 8], '109.46'], ['regression rounding stage 2', [[[3, 101.53, 101.078], [2, 16.883, 16.655], [3, 143.818, 137.285], [1.5, 119.806, 122.585], [2, None, 116.314]], 0.5], '2364.29'], ['partial repair probe 1', [[[3, 55.768, 55.255], [1, 179.191, 174.898]], 0.5], '692.99'], ['partial repair probe 2', [[[3, 50.169, 50.397], [1.5, 63.024, 64.919], [3, 119.42, 117.205], [1.5, None, 52.884]], 2], '341.31'], ['boundary control 1', [[[1, None, 10.0], [2, 5.0, 4.0]], 2], '10.00'], ['boundary control 2', [[[1, 10.005, 10.0]], 1], '10.01'], ['normal control 1', [[[1, 72.089, 70.808], [0.5, None, 27.567], [3, 173.545, 172.931], [1.5, None, 43.012], [1.5, 53.007, 55.239], [1.5, 170.75, 174.861]], 4], '251.67'], ['normal control 2', [[[1, None, 136.365], [0.5, 147.398, 144.055], [3, 132.338, 135.418], [3, 17.789, 18.397], [0.5, None, 155.928], [0.5, 25.929, 25.394]], 1], '751.37']], [['regression rounding stage 1', [[[0.5, None, 89.35], [3, None, 190.386], [2, 155.569, 156.347], [1, None, 59.703], [1, None, 76.065], [2, 33.203, 32.443]], 1], '1129.15'], ['regression rounding stage 2', [[[1.5, 123.562, 118.813], [0.5, 177.835, 175.839], [1.5, 125.782, 129.645], [1, 82.191, 80.142], [3, None, 184.914]], 4], '274.97'], ['partial repair probe 1', [[[3, 22.761, 23.164], [1.5, 89.526, 93.293], [3, None, 171.079], [2, 146.004, 145.561], [2, None, 86.293], [2, 161.925, 157.093]], 0.5], '3008.51'], ['partial repair probe 2', [[[2, 36.527, 35.041], [1, None, 199.179], [1.5, 117.042, 116.599], [0.5, None, 58.818], [1, 110.297, 113.194], [1, None, 166.154]], 1.25], '602.92'], ['boundary control 1', [[[1, 10.005, 10.0]], 1], '10.01'], ['boundary control 2', [[[1, None, 10.0], [2, 5.0, 4.0]], 2], '10.00'], ['normal control 1', [[[1.5, 86.302, 85.211], [3, 186.929, 192.362]], 0.5], '1380.48'], ['normal control 2', [[[3, None, 66.407], [1, 159.234, 162.497], [3, 151.846, 146.481], [0.5, 71.689, 71.863], [1.5, 135.318, 130.33]], 2], '526.41']], [['regression rounding stage 1', [[[1.5, 120.704, 119.817], [2, None, 164.813], [1.5, 181.044, 178.51], [0.5, 158.153, 154.295]], 0.5], '1722.65'], ['regression rounding stage 2', [[[1, 74.423, 74.269], [0.5, None, 176.705], [1, 130.244, 132.08]], 4], '73.25'], ['partial repair probe 1', [[[2, None, 18.514], [1.5, None, 141.993], [1, None, 32.875], [2, None, 74.401], [2, 154.316, 153.096]], 2], '370.16'], ['partial repair probe 2', [[[1.5, None, 89.833], [2, None, 45.596], [2, 68.543, 70.571]], 2], '181.51'], ['boundary control 1', [[[1, 10.005, 10.0]], 1], '10.01'], ['boundary control 2', [[[1, None, 10.0], [2, 5.0, 4.0]], 2], '10.00'], ['normal control 1', [[[2, 117.445, 123.153], [3, 33.909, 35.66], [3, 63.392, 60.657], [1, None, 176.566], [1, None, 94.072], [3, 46.424, 45.429]], 1.25], '749.36'], ['normal control 2', [[[1, None, 12.358], [1.5, 44.745, 43.312]], 1], '79.48']], [['regression rounding stage 1', [[[0.5, None, 127.79], [1, 42.093, 44.292], [2, 16.421, 15.843]], 4], '34.71'], ['regression rounding stage 2', [[[0.5, 34.845, 34.294], [3, 99.348, 102.619]], 1.25], '252.37'], ['partial repair probe 1', [[[2, 163.35, 167.742], [0.5, 18.733, 18.605]], 0.5], '672.13'], ['partial repair probe 2', [[[3, 28.91, 29.801], [3, 136.517, 135.197], [2, 56.828, 55.989]], 4], '152.48'], ['boundary control 1', [[[1, None, 10.0], [2, 5.0, 4.0]], 2], '10.00'], ['boundary control 2', [[[1, 10.005, 10.0]], 1], '10.01'], ['normal control 1', [[[2, 199.811, 191.043], [1, 160.533, 165.382], [1.5, 109.757, 105.192], [1, 52.426, 55.098], [0.5, 155.715, 162.061], [2, None, 95.436]], 4], '261.49'], ['normal control 2', [[[1, 111.096, 111.936], [2, 91.572, 95.908], [1, 146.534, 141.689], [1, 166.908, 175.629], [1, None, 132.167], [2, None, 93.34]], 4], '231.63']], [['regression rounding stage 1', [[[1.5, 70.861, 71.952], [1, None, 52.371], [0.5, None, 111.889]], 2], '107.30'], ['regression rounding stage 2', [[[3, None, 23.871], [1.5, None, 131.741], [0.5, 148.716, 154.366], [1.5, 10.137, 10.099], [3, 123.717, 129.376], [3, 105.203, 106.163]], 2], '522.77'], ['partial repair probe 1', [[[2, 46.349, 45.113], [3, None, 117.672]], 0.5], '891.43'], ['partial repair probe 2', [[[0.5, 169.603, 178.19], [0.5, 76.571, 76.008]], 2], '61.54'], ['boundary control 1', [[[1, None, 10.0], [2, 5.0, 4.0]], 2], '10.00'], ['boundary control 2', [[[1, 10.005, 10.0]], 1], '10.01'], ['normal control 1', [[[3, 130.626, 126.859], [0.5, None, 23.816], [1, None, 17.6], [0.5, 196.733, 197.256], [3, None, 165.167], [3, 90.673, 86.552]], 4], '321.82'], ['normal control 2', [[[1, 170.556, 176.293], [2, 181.759, 181.889], [3, 133.531, 133.12], [1.5, 93.883, 96.748], [2, 82.608, 85.573], [2, 132.562, 137.639]], 4], '376.46']]]
for label, args, expected in fixtures[N-1]:
    check(label, solve(*args), expected)
print(json.dumps({"observations": observations, "passed": all(x["passed"] for x in observations)}, ensure_ascii=False))
raise SystemExit(0 if all(x["passed"] for x in observations) else 1)

Boundary fixture	Actual	Expected	Outcome
regression rounding stage 1	`109.46`	`109.46`	Passed
regression rounding stage 2	`2364.29`	`2364.29`	Passed
partial repair probe 1	`692.99`	`692.99`	Passed
partial repair probe 2	`341.31`	`341.31`	Passed
boundary control 1	`10.00`	`10.00`	Passed
boundary control 2	`10.01`	`10.01`	Passed
normal control 1	`251.67`	`251.67`	Passed
normal control 2	`751.37`	`751.37`	Passed

SHA-256 / bd067a52a224453763ff63e22a3538e419fbaee3ee6300be9405fd4a2b77f091

Verification & scope

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.

Observations recorded using Python 3.12.14 at 2026-09-29T14:46:56.553576+00:00.

Case digest / 96178b56bfc46398ba234b077ce8850a4aa74e4cf346cee85ceee4ccf6ed1539