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fidc-backtest-engine/docs/evidence/successor-contract-20260914/local-tests.json
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2026-09-14 23:06:41 +08:00

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{
"observed_date": "2026-09-14",
"baseline_engine": "d4e7cdd5b53e97666afb40c512223def0401539c",
"candidate_engine": "59a0c95aaec9c14ddd7384bb451d6d90eb3abec7",
"scope": "isolated core regression; not Source or broker acceptance",
"reproduced": [
{
"test": "successor_without_frozen_instrument_metadata_is_not_an_implicit_new_security",
"before": "returned success and created 300 shares of an instrument absent from the frozen metadata",
"after": "successor_instrument_missing, original ledger and notes unchanged"
},
{
"test": "invalid_successor_terms_cannot_be_replaced_with_one_share_or_zero_cash",
"before": "missing ratio accepted as 1.0",
"after": "all 13 malformed term cases rejected without mutation"
},
{
"test": "a_late_corporate_batch_failure_keeps_prior_cash_positions_and_notes",
"before": "an overflowing cash leg failed after deleting the old position and retaining a successor plus a cash receivable",
"after": "whole batch rejected, including original target quantity and weight state, notes unchanged"
}
],
"local_tests": {
"core": {
"passed": 907,
"ignored": 9
},
"trading": {
"passed": 625,
"ignored": 63
},
"runner": {
"passed": 463,
"ignored": 9
},
"api": {
"passed": 129,
"ignored": 7
}
},
"completed_engine_replay_cases": 12,
"engine_replay_cases": "paper/gt/qmt observation origins x timely/late x buy/sell; each paired with complete/missing successor metadata",
"live_order_or_cancel_requests": 0,
"source_runtime_modified": false,
"ui_modified": false
}