{"abstract":"After selling part of a long position the remaining lot shows a new average and wrong unrealized P&L.","category":"Currency rounding and FX conversion","checks":6,"contract":"solve(trades, spot): trades are [qty, rate] in foreign units (buy positive, sell negative) at home-per-foreign decimal rates. Adding in the position's direction updates the weighted average rate; reducing realizes closed_qty * (rate - avg) * sign(position) without changing avg; a flip realizes the closed part and opens the remainder at the trade rate; a flat position has no average. Zero-quantity trades are ignored. Unrealized = position * (spot - avg). Return [position, avg to 6 dp or None, realized to 2 dp, unrealized to 2 dp], rounded half-even only at output with unsigned zeros.","contract_signature":"trades, spot","evaluation_group":"w2-currency_rounding_and_fx_conversion-fx-position-average-rate","failed_approach":"Re-weighting with absolute quantities on reductions still moves the average of the surviving lot.","family":"w2-currency_rounding_and_fx_conversion-fx-position-average-rate-reduction-average","id":"FA-62031","implementations":{"attempt":{"sha256":"e97bfaf21d969d87aea0ec417b57cd2be86d0dd134b4e0b4f52cc70aeaafcea1","source":"\"\"\"Failure Map reference implementation. Python standard library only.\"\"\"\nimport json\nfrom decimal import Decimal, ROUND_HALF_EVEN, ROUND_HALF_UP, ROUND_FLOOR, ROUND_CEILING, ROUND_DOWN, ROUND_UP, ROUND_HALF_DOWN\nfrom fractions import Fraction\nN = 1\nobservations = []\ndef solve(trades, spot):\n    def fmt(fr, e):\n        d = (Decimal(fr.numerator) / Decimal(fr.denominator)).quantize(Decimal(1).scaleb(-e), rounding=ROUND_HALF_EVEN)\n        return format(abs(d) if d == 0 else d, 'f')\n    pos, avg, realized = 0, None, Fraction(0)\n    for qty, rate in trades:\n        r = Fraction(rate)\n        if qty == 0: continue\n        if pos == 0 or (pos > 0) == (qty > 0):\n            avg = r if pos == 0 else (abs(pos) * avg + abs(qty) * r) / (abs(pos) + abs(qty))\n            pos += qty\n        else:\n            closed = min(abs(qty), abs(pos))\n            sgn = 1 if pos > 0 else -1\n            realized += closed * (r - avg) * sgn\n            if pos + qty != 0: avg = (abs(pos) * avg + abs(qty) * r) / (abs(pos) + abs(qty))\n            pos += qty\n            if pos == 0: avg = None\n            elif (pos > 0) != (sgn > 0): avg = r\n    unreal = pos * (Fraction(spot) - avg) if pos else Fraction(0)\n    return [pos, None if avg is None else fmt(avg, 6), fmt(realized, 2), fmt(unreal, 2)]\ndef check(label, actual, expected):\n    observations.append({\"check\": label, \"actual\": actual, \"expected\": expected, \"passed\": actual == expected})\ncases = [[('regression reduction-average 1', ([[100, '1.10'], [100, '1.20'], [-50, '1.30']], '1.25'),\n   [150, '1.150000', '7.50', '15.00']),\n  ('regression reduction-average 2', ([[300, '1.0711'], [-100, '1.0733'], [-100, '1.0745'], [-100, '1.0719']], '1.07'),\n   [0, None, '0.64', '0.00']),\n  ('control: flip long to short', ([[100, '1.10'], [-150, '1.00']], '1.05'), [-50, '1.000000', '-10.00', '-2.50']),\n  ('control: close short', ([[-100, '1.10'], [100, '1.00']], '1.05'), [0, None, '10.00', '0.00']),\n  ('control: zero trade only', ([[0, '1.10']], '1.05'), [0, None, '0.00', '0.00']),\n  ('control: short add', ([[-30, '1.0833'], [-70, '1.0851']], '1.0800'), [-100, '1.084560', '0.00', '0.46'])],\n [('regression reduction-average 1',\n   ([[340, '1.0922'], [380, '1.0595'], [0, '1.1288'], [220, '1.0703'], [220, '1.0901'], [-390, '1.1478']], '1.0752'),\n   [770, '1.076936', '27.64', '-1.34']),\n  ('regression reduction-average 2', ([[270, '1.1098'], [-40, '1.1476']], '1.0552'),\n   [230, '1.109800', '1.51', '-12.56']),\n  ('control: zero trade only', ([[0, '1.10']], '1.05'), [0, None, '0.00', '0.00']),\n  ('control: short add', ([[-30, '1.0833'], [-70, '1.0851']], '1.0800'), [-100, '1.084560', '0.00', '0.46']),\n  ('control: three reductions', ([[300, '1.0711'], [-100, '1.0733'], [-100, '1.0745'], [-100, '1.0719']], '1.07'),\n   [0, None, '0.64', '0.00']),\n  ('control: zero between', ([[50, '1.1'], [-50, '1.2'], [0, '1.3'], [20, '1.4']], '1.5'),\n   [20, '1.400000', '5.00', '2.00'])],\n [('regression reduction-average 1',\n   ([[-540, '1.1190'], [-60, '1.0677'], [20, '1.1443'], [-240, '1.1212'], [0, '1.0908']], '1.0791'),\n   [-820, '1.116015', '-0.61', '30.27']),\n  ('regression reduction-average 2',\n   ([[-450, '1.1009'], [0, '1.1001'], [230, '1.0743'], [0, '1.0884'], [-190, '1.0956'], [30, '1.0635']], '1.0627'),\n   [-380, '1.098444', '7.17', '13.58']),\n  ('control: zero between', ([[50, '1.1'], [-50, '1.2'], [0, '1.3'], [20, '1.4']], '1.5'),\n   [20, '1.400000', '5.00', '2.00']),\n  ('control: flip short to long', ([[-40, '1.2'], [100, '1.1']], '1.15'), [60, '1.100000', '4.00', '3.00']),\n  ('control: add then reduce', ([[100, '1.10'], [100, '1.20'], [-50, '1.30']], '1.25'),\n   [150, '1.150000', '7.50', '15.00']),\n  ('control: flip long to short', ([[100, '1.10'], [-150, '1.00']], '1.05'), [-50, '1.000000', '-10.00', '-2.50'])],\n [('regression reduction-average 1',\n   ([[-40, '1.1445'], [-570, '1.0711'], [530, '1.1387'], [-450, '1.0688'], [-300, '1.1071']], '1.1211'),\n   [-830, '1.083329', '-33.28', '-31.35']),\n  ('regression reduction-average 2',\n   ([[-460, '1.1380'], [-260, '1.0732'], [-130, '1.1234'], [-300, '1.0815'], [210, '1.0636']], '1.0880'),\n   [-940, '1.106960', '9.11', '17.82']),\n  ('control: flip long to short', ([[100, '1.10'], [-150, '1.00']], '1.05'), [-50, '1.000000', '-10.00', '-2.50']),\n  ('control: close short', ([[-100, '1.10'], [100, '1.00']], '1.05'), [0, None, '10.00', '0.00']),\n  ('control: zero trade only', ([[0, '1.10']], '1.05'), [0, None, '0.00', '0.00']),\n  ('control: short add', ([[-30, '1.0833'], [-70, '1.0851']], '1.0800'), [-100, '1.084560', '0.00', '0.46'])],\n [('regression reduction-average 1',\n   ([[0, '1.0935'], [100, '1.0751'], [570, '1.0814'], [280, '1.1411'], [-350, '1.1101'], [590, '1.1297']], '1.0775'),\n   [1190, '1.113885', '4.12', '-43.30']),\n  ('regression reduction-average 2',\n   ([[0, '1.0983'], [-530, '1.1416'], [-170, '1.1049'], [280, '1.1333'], [-140, '1.0910'], [0, '1.0954']], '1.0893'),\n   [-560, '1.122265', '-0.17', '18.46']),\n  ('control: short add', ([[-30, '1.0833'], [-70, '1.0851']], '1.0800'), [-100, '1.084560', '0.00', '0.46']),\n  ('control: three reductions', ([[300, '1.0711'], [-100, '1.0733'], [-100, '1.0745'], [-100, '1.0719']], '1.07'),\n   [0, None, '0.64', '0.00']),\n  ('control: zero between', ([[50, '1.1'], [-50, '1.2'], [0, '1.3'], [20, '1.4']], '1.5'),\n   [20, '1.400000', '5.00', '2.00']),\n  ('control: flip short to long', ([[-40, '1.2'], [100, '1.1']], '1.15'), [60, '1.100000', '4.00', '3.00'])]]\nfor label, args, expected in cases[N - 1]:\n    check(label, solve(*args), expected)\nprint(json.dumps({\"observations\": observations, \"passed\": all(x[\"passed\"] for x in observations)}, ensure_ascii=False))\nraise SystemExit(0 if all(x[\"passed\"] for x in observations) else 1)\n"},"broken":{"sha256":"6f0ed5f4eb79a0f4c78965a7c9ab40f352b6e4321ba1181686f797280efe2a81","source":"\"\"\"Failure Map reference implementation. Python standard library only.\"\"\"\nimport json\nfrom decimal import Decimal, ROUND_HALF_EVEN, ROUND_HALF_UP, ROUND_FLOOR, ROUND_CEILING, ROUND_DOWN, ROUND_UP, ROUND_HALF_DOWN\nfrom fractions import Fraction\nN = 1\nobservations = []\ndef solve(trades, spot):\n    def fmt(fr, e):\n        d = (Decimal(fr.numerator) / Decimal(fr.denominator)).quantize(Decimal(1).scaleb(-e), rounding=ROUND_HALF_EVEN)\n        return format(abs(d) if d == 0 else d, 'f')\n    pos, avg, realized = 0, None, Fraction(0)\n    for qty, rate in trades:\n        r = Fraction(rate)\n        if qty == 0: continue\n        if pos == 0 or (pos > 0) == (qty > 0):\n            avg = r if pos == 0 else (abs(pos) * avg + abs(qty) * r) / (abs(pos) + abs(qty))\n            pos += qty\n        else:\n            closed = min(abs(qty), abs(pos))\n            sgn = 1 if pos > 0 else -1\n            realized += closed * (r - avg) * sgn\n            if pos + qty != 0: avg = (pos * avg + qty * r) / (pos + qty)\n            pos += qty\n            if pos == 0: avg = None\n            elif (pos > 0) != (sgn > 0): avg = r\n    unreal = pos * (Fraction(spot) - avg) if pos else Fraction(0)\n    return [pos, None if avg is None else fmt(avg, 6), fmt(realized, 2), fmt(unreal, 2)]\ndef check(label, actual, expected):\n    observations.append({\"check\": label, \"actual\": actual, \"expected\": expected, \"passed\": actual == expected})\ncases = [[('regression reduction-average 1', ([[100, '1.10'], [100, '1.20'], [-50, '1.30']], '1.25'),\n   [150, '1.150000', '7.50', '15.00']),\n  ('regression reduction-average 2', ([[300, '1.0711'], [-100, '1.0733'], [-100, '1.0745'], [-100, '1.0719']], '1.07'),\n   [0, None, '0.64', '0.00']),\n  ('control: flip long to short', ([[100, '1.10'], [-150, '1.00']], '1.05'), [-50, '1.000000', '-10.00', '-2.50']),\n  ('control: close short', ([[-100, '1.10'], [100, '1.00']], '1.05'), [0, None, '10.00', '0.00']),\n  ('control: zero trade only', ([[0, '1.10']], '1.05'), [0, None, '0.00', '0.00']),\n  ('control: short add', ([[-30, '1.0833'], [-70, '1.0851']], '1.0800'), [-100, '1.084560', '0.00', '0.46'])],\n [('regression reduction-average 1',\n   ([[340, '1.0922'], [380, '1.0595'], [0, '1.1288'], [220, '1.0703'], [220, '1.0901'], [-390, '1.1478']], '1.0752'),\n   [770, '1.076936', '27.64', '-1.34']),\n  ('regression reduction-average 2', ([[270, '1.1098'], [-40, '1.1476']], '1.0552'),\n   [230, '1.109800', '1.51', '-12.56']),\n  ('control: zero trade only', ([[0, '1.10']], '1.05'), [0, None, '0.00', '0.00']),\n  ('control: short add', ([[-30, '1.0833'], [-70, '1.0851']], '1.0800'), [-100, '1.084560', '0.00', '0.46']),\n  ('control: three reductions', ([[300, '1.0711'], [-100, '1.0733'], [-100, '1.0745'], [-100, '1.0719']], '1.07'),\n   [0, None, '0.64', '0.00']),\n  ('control: zero between', ([[50, '1.1'], [-50, '1.2'], [0, '1.3'], [20, '1.4']], '1.5'),\n   [20, '1.400000', '5.00', '2.00'])],\n [('regression reduction-average 1',\n   ([[-540, '1.1190'], [-60, '1.0677'], [20, '1.1443'], [-240, '1.1212'], [0, '1.0908']], '1.0791'),\n   [-820, '1.116015', '-0.61', '30.27']),\n  ('regression reduction-average 2',\n   ([[-450, '1.1009'], [0, '1.1001'], [230, '1.0743'], [0, '1.0884'], [-190, '1.0956'], [30, '1.0635']], '1.0627'),\n   [-380, '1.098444', '7.17', '13.58']),\n  ('control: zero between', ([[50, '1.1'], [-50, '1.2'], [0, '1.3'], [20, '1.4']], '1.5'),\n   [20, '1.400000', '5.00', '2.00']),\n  ('control: flip short to long', ([[-40, '1.2'], [100, '1.1']], '1.15'), [60, '1.100000', '4.00', '3.00']),\n  ('control: add then reduce', ([[100, '1.10'], [100, '1.20'], [-50, '1.30']], '1.25'),\n   [150, '1.150000', '7.50', '15.00']),\n  ('control: flip long to short', ([[100, '1.10'], [-150, '1.00']], '1.05'), [-50, '1.000000', '-10.00', '-2.50'])],\n [('regression reduction-average 1',\n   ([[-40, '1.1445'], [-570, '1.0711'], [530, '1.1387'], [-450, '1.0688'], [-300, '1.1071']], '1.1211'),\n   [-830, '1.083329', '-33.28', '-31.35']),\n  ('regression reduction-average 2',\n   ([[-460, '1.1380'], [-260, '1.0732'], [-130, '1.1234'], [-300, '1.0815'], [210, '1.0636']], '1.0880'),\n   [-940, '1.106960', '9.11', '17.82']),\n  ('control: flip long to short', ([[100, '1.10'], [-150, '1.00']], '1.05'), [-50, '1.000000', '-10.00', '-2.50']),\n  ('control: close short', ([[-100, '1.10'], [100, '1.00']], '1.05'), [0, None, '10.00', '0.00']),\n  ('control: zero trade only', ([[0, '1.10']], '1.05'), [0, None, '0.00', '0.00']),\n  ('control: short add', ([[-30, '1.0833'], [-70, '1.0851']], '1.0800'), [-100, '1.084560', '0.00', '0.46'])],\n [('regression reduction-average 1',\n   ([[0, '1.0935'], [100, '1.0751'], [570, '1.0814'], [280, '1.1411'], [-350, '1.1101'], [590, '1.1297']], '1.0775'),\n   [1190, '1.113885', '4.12', '-43.30']),\n  ('regression reduction-average 2',\n   ([[0, '1.0983'], [-530, '1.1416'], [-170, '1.1049'], [280, '1.1333'], [-140, '1.0910'], [0, '1.0954']], '1.0893'),\n   [-560, '1.122265', '-0.17', '18.46']),\n  ('control: short add', ([[-30, '1.0833'], [-70, '1.0851']], '1.0800'), [-100, '1.084560', '0.00', '0.46']),\n  ('control: three reductions', ([[300, '1.0711'], [-100, '1.0733'], [-100, '1.0745'], [-100, '1.0719']], '1.07'),\n   [0, None, '0.64', '0.00']),\n  ('control: zero between', ([[50, '1.1'], [-50, '1.2'], [0, '1.3'], [20, '1.4']], '1.5'),\n   [20, '1.400000', '5.00', '2.00']),\n  ('control: flip short to long', ([[-40, '1.2'], [100, '1.1']], '1.15'), [60, '1.100000', '4.00', '3.00'])]]\nfor label, args, expected in cases[N - 1]:\n    check(label, solve(*args), expected)\nprint(json.dumps({\"observations\": observations, \"passed\": all(x[\"passed\"] for x in observations)}, ensure_ascii=False))\nraise SystemExit(0 if all(x[\"passed\"] for x in observations) else 1)\n"}},"limitations":"A deterministic, bounded teaching model with a stipulated toy contract; it makes no claim of conformance to any real regulation, standard, or institution's rules. This reproducer isolates one failure mechanism. Results cover the supplied fixtures. Variants within a family share a test contract and should remain grouped when constructing evaluation splits. Related mechanisms with a shared evaluation_group must also remain together; these controlled models are not independent production incidents.","method":"Deterministic executable model with adversarial boundary fixtures.","provenance":{"created_by":"Failure Map","dependencies":"Python standard library","family":"w2-currency_rounding_and_fx_conversion-fx-position-average-rate-reduction-average","generated_at":"2026-09-29T14:47:00.757985+00:00","license":"CC0-1.0","python":"3.12.14","seed":1,"split":"open-access"},"relevance":"Currency amounts must be rounded at the right stage and in the right unit, or ledgers, quotes and settlements drift by minor units.","root_cause":"The reduction branch recomputes avg as a signed weighted mean including the closing trade.","sha256":"f95daabf5da8cfb2af9e19be9b32e7751e69bcfa72387ca73ceaa95250a59f89","title":"A partial close re-weights the average rate · case 01","variant":1,"variant_policy":"Five numbered records share a model and may reuse boundary fixtures.","verified":true,"visibility":"public","verification":{"attempt":{"elapsed_ms":43.047,"exit_code":1,"observations":[{"actual":[150,"1.180000","7.50","10.50"],"check":"regression reduction-average 1","expected":[150,"1.150000","7.50","15.00"],"passed":false},{"actual":[0,null,"0.44","0.00"],"check":"regression reduction-average 2","expected":[0,null,"0.64","0.00"],"passed":false},{"actual":[-50,"1.000000","-10.00","-2.50"],"check":"control: flip long to short","expected":[-50,"1.000000","-10.00","-2.50"],"passed":true},{"actual":[0,null,"10.00","0.00"],"check":"control: close short","expected":[0,null,"10.00","0.00"],"passed":true},{"actual":[0,null,"0.00","0.00"],"check":"control: zero trade only","expected":[0,null,"0.00","0.00"],"passed":true},{"actual":[-100,"1.084560","0.00","0.46"],"check":"control: short add","expected":[-100,"1.084560","0.00","0.46"],"passed":true}],"passed":false,"stderr":"","stdout":"{\"observations\": [{\"check\": \"regression reduction-average 1\", \"actual\": [150, \"1.180000\", \"7.50\", \"10.50\"], \"expected\": [150, \"1.150000\", \"7.50\", \"15.00\"], \"passed\": false}, {\"check\": \"regression reduction-average 2\", \"actual\": [0, null, \"0.44\", \"0.00\"], \"expected\": [0, null, \"0.64\", \"0.00\"], \"passed\": false}, {\"check\": \"control: flip long to short\", \"actual\": [-50, \"1.000000\", \"-10.00\", \"-2.50\"], \"expected\": [-50, \"1.000000\", \"-10.00\", \"-2.50\"], \"passed\": true}, {\"check\": \"control: close short\", \"actual\": [0, null, \"10.00\", \"0.00\"], \"expected\": [0, null, \"10.00\", \"0.00\"], \"passed\": true}, {\"check\": \"control: zero trade only\", \"actual\": [0, null, \"0.00\", \"0.00\"], \"expected\": [0, null, \"0.00\", \"0.00\"], \"passed\": true}, {\"check\": \"control: short add\", \"actual\": [-100, \"1.084560\", \"0.00\", \"0.46\"], \"expected\": [-100, \"1.084560\", \"0.00\", \"0.46\"], \"passed\": true}], \"passed\": false}\n"},"broken":{"elapsed_ms":42.144,"exit_code":1,"observations":[{"actual":[150,"1.100000","7.50","22.50"],"check":"regression reduction-average 1","expected":[150,"1.150000","7.50","15.00"],"passed":false},{"actual":[0,null,"1.31","0.00"],"check":"regression reduction-average 2","expected":[0,null,"0.64","0.00"],"passed":false},{"actual":[-50,"1.000000","-10.00","-2.50"],"check":"control: flip long to short","expected":[-50,"1.000000","-10.00","-2.50"],"passed":true},{"actual":[0,null,"10.00","0.00"],"check":"control: close short","expected":[0,null,"10.00","0.00"],"passed":true},{"actual":[0,null,"0.00","0.00"],"check":"control: zero trade only","expected":[0,null,"0.00","0.00"],"passed":true},{"actual":[-100,"1.084560","0.00","0.46"],"check":"control: short add","expected":[-100,"1.084560","0.00","0.46"],"passed":true}],"passed":false,"stderr":"","stdout":"{\"observations\": [{\"check\": \"regression reduction-average 1\", \"actual\": [150, \"1.100000\", \"7.50\", \"22.50\"], \"expected\": [150, \"1.150000\", \"7.50\", \"15.00\"], \"passed\": false}, {\"check\": \"regression reduction-average 2\", \"actual\": [0, null, \"1.31\", \"0.00\"], \"expected\": [0, null, \"0.64\", \"0.00\"], \"passed\": false}, {\"check\": \"control: flip long to short\", \"actual\": [-50, \"1.000000\", \"-10.00\", \"-2.50\"], \"expected\": [-50, \"1.000000\", \"-10.00\", \"-2.50\"], \"passed\": true}, {\"check\": \"control: close short\", \"actual\": [0, null, \"10.00\", \"0.00\"], \"expected\": [0, null, \"10.00\", \"0.00\"], \"passed\": true}, {\"check\": \"control: zero trade only\", \"actual\": [0, null, \"0.00\", \"0.00\"], \"expected\": [0, null, \"0.00\", \"0.00\"], \"passed\": true}, {\"check\": \"control: short add\", \"actual\": [-100, \"1.084560\", \"0.00\", \"0.46\"], \"expected\": [-100, \"1.084560\", \"0.00\", \"0.46\"], \"passed\": true}], \"passed\": false}\n"}},"member_only":{"stages":["fixed"],"fields":["implementations.fixed","verification.fixed","harness","repair"],"note":"The verified repair, its recorded checks, the repair description, and the scoring harness are available to members."}}