From 618a39f0b5d4c663e490b7aa227df852fcc01900 Mon Sep 17 00:00:00 2001 From: Exocet92 <79667065+Jimmy7892@users.noreply.github.com> Date: Tue, 25 Aug 2026 16:51:29 +0200 Subject: [PATCH] docs: state what is verified, and what is not --- README.md | 40 ++++++++++++++++++++++++++++++++++++++++ 1 file changed, 40 insertions(+) diff --git a/README.md b/README.md index 7a6c0f7..8df95c5 100644 --- a/README.md +++ b/README.md @@ -245,6 +245,46 @@ runs both on the same strategy — including perturbing every future bar — and prints what each method concludes, so the difference is visible rather than asserted. +## Correctness + +Speed is worth nothing if the fills are wrong. Everything in this section is a +test in this repository, and it runs in CI against the wheel **published on +PyPI**, not against the source, on five Python versions. No licence is +configured in that job on purpose, so what it exercises is the experience of +someone who has just run `pip install manifoldbt`, and the run prints which +tests skipped rather than showing a green tick that hides them. + +**Fill-level parity with vectorbt.** +[`test_parity_vectorbt.py`](https://github.com/manifoldbt/manifoldbt/blob/master/python/tests/test_parity_vectorbt.py) +compares entry price, exit price and exit reason **trade by trade**, not summary +statistics: market take-profit, market stop-loss, stop-loss/take-profit +brackets, shorts, trailing stops, and fees across multiple round trips. + +**Resting limit entries are checked without vectorbt**, against an independent +NumPy model written from the order semantics rather than from the engine, so the +reference cannot inherit the engine's own mistakes. + +**Look-ahead.** +[`test_lookahead_blind_spot.py`](https://github.com/manifoldbt/manifoldbt/blob/master/python/tests/test_lookahead_blind_spot.py) +and +[`test_lookahead_custom_exec.py`](https://github.com/manifoldbt/manifoldbt/blob/master/python/tests/test_lookahead_custom_exec.py), +alongside the worked example above, which exists to demonstrate a leak the +detector **cannot** see and to say so plainly. + +### What is not covered + +The edges, stated rather than left to be discovered: + +- Perpetual funding is simulated but has no cross-engine parity test. +- The largest universe under test is three instruments. Cross-sectional research + across thousands of assets is exercised by the sweep benchmarks, not by the + correctness suite. +- Look-ahead coverage is two regression tests and one worked example, not a + systematic battery of leak archetypes. + +Independent verification is welcome. A reproduction showing a fill this engine +gets wrong is the most useful report this project can receive. + ## Performance Every number below comes from a benchmark that runs in public CI on a standard