Engine verification
report.
Generated by the test suite in the repository, executed by GitHub Actions against the commit named above, and reproduced below in full and unedited.
What these tests establish, and what they do not.
Every check is a closed-form identity or a convergence property: a fact about the mathematics that is true or false independently of any market view. Put-call parity either holds or it does not. A binomial lattice either converges to the closed-form price or it does not. No market data, no API credentials and no network access are involved, which is why the same commit produces the same report on any machine.
They make no claim about trading results and none should be read into them. Verifying that an option is priced correctly says nothing about whether selling it is profitable. What is established here is that the arithmetic underneath the terminal is right.
How to check this yourself.
The suite exits non-zero on any failure, so a passing run cannot be a silent one: a broken build turns the check red in public rather than reporting success by default. The report header names the engine version it certifies alongside the commit it was generated from. Where that version matches the one shown in the terminal sidebar, the software you are using is the software this report describes.
Unedited output.
VRP QUANT — ENGINE VERIFICATION REPORT ====================================================================== Engine: vrp_quant_engine_v30_5_4.py Commit: 8ee972f81a9fa8819b5d78b21254a121e82679db Branch: main Run UTC: 2026-09-14 13:05:29 Result: PASS (22 passed, 0 failed) ====================================================================== Every check below is a closed-form identity or a convergence property. No market data, no API keys, no network access. These verify that the pricing mathematics is correct — they make no claim about trading results. === 1. PUT-CALL PARITY === [PASS] parity at q=0.0 — resid -6.00e-05 [PASS] parity at q=0.02 — resid +4.89e-06 [PASS] parity at q=0.05 — resid +9.65e-05 === 2. DIVIDEND APPLIED EXACTLY ONCE === [PASS] q enters S_adj or drift, not both — diff +0.00e+00 === 3. CRR CONVERGENCE TO BLACK-SCHOLES === [PASS] CRR European put within 0.1% at 200 steps — 0.0030% [PASS] CRR European call within 0.1% at 200 steps — 0.0000% === 4. AMERICAN >= EUROPEAN, PREMIUM NON-NEGATIVE === [PASS] American put >= European (q=0.0) — early-ex +0.02210 [PASS] American put >= European (q=0.03) — early-ex +0.00600 [PASS] American call >= European (q=0.06) — early-ex +0.01210 === 5. ONE-SIGMA BAND vs TRUE LOGNORMAL QUANTILE === [PASS] lower_1s drift-corrected (T=0.082, vol=30%) — band sits +0.00% of spot above true 1SD [PASS] upper_1s drift-corrected (T=0.082, vol=30%) — band sits +0.00% of spot above true 1SD [PASS] lower_1s drift-corrected (T=0.123, vol=45%) — band sits -0.00% of spot above true 1SD [PASS] upper_1s drift-corrected (T=0.123, vol=45%) — band sits +0.00% of spot above true 1SD [PASS] lower_1s drift-corrected (T=0.500, vol=60%) — band sits -0.00% of spot above true 1SD [PASS] upper_1s drift-corrected (T=0.500, vol=60%) — band sits -0.00% of spot above true 1SD === 6. IMPLIED BREACH PROBABILITY OF THE 1SD BAND === [PASS] lower_1s terminal breach prob ~15.9% (T=0.082, vol=30%) — actual 15.87% [PASS] lower_1s terminal breach prob ~15.9% (T=0.500, vol=60%) — actual 15.86% === 7. VOLATILITY ESTIMATOR: LOOKBACK STABILITY === [PASS] calculate_vol has a fixed lookback — vol by input length: 60d=26.7%, 126d=26.5%, 252d=26.5%, 504d=26.5%, 1000d=26.5% === 8. GREEKS SANITY === [PASS] put delta in [-1,0] — -0.4745 [PASS] gamma > 0 — 0.04622 [PASS] vega > 0 — 0.1140 === 9. MONTE CARLO MEMORY BOUND AT MAX PATHS === [PASS] MC peak memory under 500 MB at 50k paths — 48 MB ====================================================================== PASSED 22 FAILED 0