{
  "schema": "glassbox.reproducibility/1",
  "title": "Reproducibility",
  "summary": "The backtest is content-hashed and byte-reproducible. A golden-master test asserts every fill price, fee, funding payment and the final equity from hand-written arithmetic to 1e-9 precision. We do not claim blockchain anchoring; we do not need it.",
  "reproducibility_claim": "content-hashed + byte-reproducible backtest",
  "not_claimed": "NOT blockchain-anchored; no chain-of-custody proofs",
  "registered_factors": 52,
  "golden_master_test": {
    "file": "tests/integration/test_golden_master.py",
    "lines": 636,
    "purpose": "Phase-5 FULL acceptance gate (execDesign.md section 4.5)",
    "coverage": [
      "Part 1: a 3-instrument 30-bar scripted run (opens, an add, a partial close, a long-to-short flip, a gap-drop, mixed 8h/4h funding). EVERY fill price, fee, funding payment and the final equity asserted to abs=1e-9.",
      "Part 2: the engine's local ADV/sigma (LakeCostInputs) asserted numerically EQUAL to the registered feature-library adv_quote_30d / sigma_daily, so the backtester and the feature library never fork the formula.",
      "Part 3: real Binance BTCUSDT 2024-03-01..2024-03-08. The stored funding table must hold exactly 21 settlements (the 8h schedule) and a week-long long must settle exactly those events (rel=1e-12 on each payment)."
    ]
  },
  "fill_price_precision": {
    "unit": "float64",
    "assertion_tolerance": "abs=1e-9 (pytest.approx)",
    "rounding_policy": "full internal precision; rounding only at report render"
  },
  "factor_parity": {
    "adv_quote_30d": "engine ADV == feature-library adv_quote_30d (EXACT, abs=0.0)",
    "sigma_daily": "engine sigma == feature-library sigma_daily (rel=1e-12, same EWMA)"
  },
  "funding_reproduction": {
    "instrument": "BINANCE:PERP:BTCUSDT",
    "window": "2024-03-01 to 2024-03-08 (7 days, 8-hour cadence)",
    "expected_settlements": 21,
    "formula": "payment_quote = -qty * mark_price * rate",
    "precision": "rel=1e-12"
  },
  "no_look_ahead": "Every weight and leverage applied to a forward day is a pure function of returns strictly before that day, enforced by the PIT reader and a truncation-invariance test.",
  "source_paths": [
    "tests/integration/test_golden_master.py"
  ],
  "generated_at": "2026-08-23T08:25:35.864157+00:00",
  "content_hash": "sha256:3367b892b6614f3f21c4567a7d3c7cad4f3480aa6f060444006123c1a3067097"
}