docs: state what is verified, and what is not

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Exocet92
2026-08-25 16:51:29 +02:00
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@@ -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 prints what each method concludes, so the difference is visible rather than
asserted. 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 ## Performance
Every number below comes from a benchmark that runs in public CI on a standard Every number below comes from a benchmark that runs in public CI on a standard