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wegamekinglc / Derivatives-Algorithms-Lib
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Repo Added 16 Jan 2021 06:31AM UTC
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27 Sep 2026 12:04PM UTC coverage: 92.336% (+0.006%) from 92.33%
36317800505

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feat: support vector mutation in fuzzy AAD branches (#453)

* Support vector mutation in fuzzy AAD branches

Fuzzy script valuation rejected APPEND and indexed writes inside IF because branch state only tracked scalars. Snapshot affected vectors and blend zero-padded entries so tree and compiled execution preserve differentiable outcomes.

* Fix fuzzy vector opcode coverage decoding

The opcode coverage helper still used the scalar-only fuzzy IF width and treated vector operands as instructions. Decode the added vector metadata and all vector instruction widths, with a vector-bearing stream that catches misalignment.

47 of 52 new or added lines in 4 files covered. (90.38%)

2 existing lines in 2 files now uncovered.

17639 of 19103 relevant lines covered (92.34%)

3232828.68 hits per line

Relevant lines Covered
Build:
Build:
19103 RELEVANT LINES 17639 COVERED LINES
3232828.68 HITS PER LINE
Source Files on master
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  • Changed 10
  • Source Changed 8
  • Coverage Changed 10
Coverage ∆ File Lines Relevant Covered Missed Hits/Line

Recent builds

Builds Branch Commit Type Ran Committer Via Coverage
36317800505 master feat: support vector mutation in fuzzy AAD branches (#453) * Support vector mutation in fuzzy AAD branches Fuzzy script valuation rejected APPEND and indexed writes inside IF because branch state only tracked scalars. Snapshot affected vectors a... push 27 Sep 2026 12:22PM UTC web-flow github
92.34
36316225342 feature/fuzzy-aad-vector-if Merge ef7d90272 into e5df66093 Pull #453 27 Sep 2026 11:54AM UTC web-flow github
92.34
36311377583 master perf: restore single-state LSM hot paths (#451) * perf: restore scalar LSM hot paths Keep default single-state exercise observations on their direct scalar path in both tree and compiled engines, and avoid copying a three-feature array in the pr... push 27 Sep 2026 10:21AM UTC web-flow github
92.33
36309006558 fix/scalar-lsm-hot-path Merge 459826e42 into 5851a9e03 Pull #451 27 Sep 2026 09:38AM UTC web-flow github
92.33
36308947631 master fix: confirm Python benchmark regressions with paired samples (#450) Two independent best-of-ten minima can select unequal host-load conditions and report a regression even when matched process pairs do not support it. Require nine of ten paired ... push 27 Sep 2026 09:36AM UTC web-flow github
92.33
36304150968 fix/benchmark-paired-confidence Merge 2664dc173 into 4f1fb4db1 Pull #450 27 Sep 2026 08:04AM UTC web-flow github
92.33
36300816446 master feat: add multi-state LSM for multi-asset MC pricing (#449) * Add multistate LSM for multi-asset Monte Carlo pricing Allow exercise products to select named equity outputs and scalar script states so hybrid and correlated-equity continuation pol... push 27 Sep 2026 06:58AM UTC web-flow github
92.33
36299759474 feature/issue-414-445-multivariate-lsm Merge 473d3b96d into eae664ef4 Pull #449 27 Sep 2026 06:38AM UTC web-flow github
92.33
36295636806 master feat: value named hybrid paths and single-state LSM (#448) * Wire named multi-asset scripts and deterministic LSM Expose correlated and hybrid model paths through named script observations and public C++, Python, and Excel valuation. Select a si... push 27 Sep 2026 05:11AM UTC web-flow github
92.19
36294634656 feature/issue-445-script-hybrid-lsm Merge 54d11627a into 1b58ca1e2 Pull #448 27 Sep 2026 04:52AM UTC web-flow github
92.19
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