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FA-58796 / Loan amortization schedules / Open access

Credit line average daily balance: credit balance accrual · case 01

Overpaid lines earn negative interest that offsets later draws.

Verified by executionVariant 1 · 7 checks per implementationDownload source bundle ↓JSON ↗

ROOT CAUSE

Negative (credit) daily balances are accumulated.

VERIFIED REPAIR

Accumulate only positive daily balances.

Unsuccessful approach: Absolute values charge interest on credit balances.

Case contract

x = {'rate_bp', 'basis', 'start_balance', 'cycle_days', 'events': [[day 1..cycle_days, signed amount]], 'min_bp', 'min_floor'}. Events take effect at the start of their day. Each day adds max(balance, 0) to the accumulator; interest = round_half_up(acc*bp/(10000*basis)) once per cycle. owed = end balance + interest. Minimum = 0 if owed <= 0 else min(owed, max(min_floor, interest + round_half_up(max(end balance, 0)*min_bp/10000))). Return {'interest', 'balance': owed, 'minimum', 'adb': acc // cycle_days}.

Why this case matters

Amortization engines drive borrower statements, payoff quotes and investor remittances; a misplaced rounding step, boundary or ordering rule compounds across hundreds of periods.

1 / The failure

Exit 1
"""Failure Map reference implementation. Python standard library only."""
import json

N = 1
observations = []
def solve(x):
    def rnd(n, d):
        q, r = divmod(n, d)
        return q + (1 if 2 * r >= d else 0)
    bal = x['start_balance']
    ev = sorted(x['events'])
    i = 0
    acc = 0
    for day in range(1, x['cycle_days'] + 1):
        while i < len(ev) and ev[i][0] == day:
            bal += ev[i][1]
            i += 1
        acc += bal
    interest = rnd(acc * x['rate_bp'], 10000 * x['basis'])
    owed = bal + interest
    if owed <= 0:
        minimum = 0
    else:
        minimum = min(owed, max(x['min_floor'], interest + rnd(max(bal, 0) * x['min_bp'], 10000)))
    return {'interest': interest, 'balance': owed, 'minimum': minimum, 'adb': acc // x['cycle_days']}
def check(label, actual, expected):
    observations.append({"check": label, "actual": actual, "expected": expected, "passed": actual == expected})
fixtures = [[['regression: credit balance accrual', {'rate_bp': 1200, 'basis': 365, 'start_balance': 0, 'cycle_days': 30, 'events': [[6, -80000], [30, -80000], [3, 10000]], 'min_bp': 100, 'min_floor': 2500}, {'interest': 10, 'balance': -149990, 'minimum': 0, 'adb': 1000}], ['control 1', {'rate_bp': 600, 'basis': 365, 'start_balance': 1000000, 'cycle_days': 31, 'events': [[4, 5000], [24, -20000], [10, 10000]], 'min_bp': 100, 'min_floor': 2500}, {'interest': 5129, 'balance': 1000129, 'minimum': 15079, 'adb': 1006451}], ['control 2', {'rate_bp': 1200, 'basis': 365, 'start_balance': 100000, 'cycle_days': 30, 'events': [[3, 50000]], 'min_bp': 100, 'min_floor': 10000}, {'interest': 1447, 'balance': 151447, 'minimum': 10000, 'adb': 146666}], ['control 3', {'rate_bp': 850, 'basis': 365, 'start_balance': 0, 'cycle_days': 28, 'events': [], 'min_bp': 150, 'min_floor': 2500}, {'interest': 0, 'balance': 0, 'minimum': 0, 'adb': 0}], ['control 4', {'rate_bp': 850, 'basis': 365, 'start_balance': 30000, 'cycle_days': 28, 'events': [[27, 10000], [8, 50000], [10, -80000], [12, 50000]], 'min_bp': 100, 'min_floor': 10000}, {'interest': 289, 'balance': 60289, 'minimum': 10000, 'adb': 44285}], ['control 5', {'rate_bp': 1200, 'basis': 365, 'start_balance': 1000000, 'cycle_days': 31, 'events': [], 'min_bp': 150, 'min_floor': 10000}, {'interest': 10192, 'balance': 1010192, 'minimum': 25192, 'adb': 1000000}], ['control 6', {'rate_bp': 850, 'basis': 365, 'start_balance': 100000, 'cycle_days': 31, 'events': [[14, 50000], [31, 50000]], 'min_bp': 100, 'min_floor': 10000}, {'interest': 943, 'balance': 200943, 'minimum': 10000, 'adb': 130645}]], [['regression: credit balance accrual', {'rate_bp': 850, 'basis': 365, 'start_balance': 0, 'cycle_days': 30, 'events': [[25, 10000], [30, -20000]], 'min_bp': 150, 'min_floor': 10000}, {'interest': 12, 'balance': -9988, 'minimum': 0, 'adb': 1666}], ['control 1', {'rate_bp': 1200, 'basis': 365, 'start_balance': 100000, 'cycle_days': 28, 'events': [[1, 50000], [6, 5000], [24, 10000], [18, -80000]], 'min_bp': 150, 'min_floor': 2500}, {'interest': 1146, 'balance': 86146, 'minimum': 2500, 'adb': 124464}], ['control 2', {'rate_bp': 600, 'basis': 365, 'start_balance': 1000000, 'cycle_days': 31, 'events': [[25, 10000], [7, 50000]], 'min_bp': 100, 'min_floor': 10000}, {'interest': 5313, 'balance': 1065313, 'minimum': 15913, 'adb': 1042580}], ['control 3', {'rate_bp': 850, 'basis': 365, 'start_balance': 100000, 'cycle_days': 31, 'events': [[6, 50000], [1, -80000], [24, 50000]], 'min_bp': 100, 'min_floor': 10000}, {'interest': 540, 'balance': 120540, 'minimum': 10000, 'adb': 74838}], ['control 4', {'rate_bp': 1200, 'basis': 365, 'start_balance': 100000, 'cycle_days': 28, 'events': [[24, 50000], [22, -20000]], 'min_bp': 150, 'min_floor': 10000}, {'interest': 957, 'balance': 130957, 'minimum': 10000, 'adb': 103928}], ['control 5', {'rate_bp': 850, 'basis': 365, 'start_balance': 1000000, 'cycle_days': 30, 'events': [[4, 50000], [27, 10000], [8, 50000]], 'min_bp': 150, 'min_floor': 2500}, {'interest': 7578, 'balance': 1117578, 'minimum': 24228, 'adb': 1084666}], ['control 6', {'rate_bp': 1200, 'basis': 365, 'start_balance': 30000, 'cycle_days': 28, 'events': [[20, 10000], [1, 5000], [2, 5000], [23, 10000]], 'min_bp': 100, 'min_floor': 10000}, {'interest': 416, 'balance': 60416, 'minimum': 10000, 'adb': 45178}]], [['regression: credit balance accrual', {'rate_bp': 1200, 'basis': 365, 'start_balance': 0, 'cycle_days': 28, 'events': [[3, 5000], [20, 5000], [25, -20000]], 'min_bp': 150, 'min_floor': 10000}, {'interest': 44, 'balance': -9956, 'minimum': 0, 'adb': 4821}], ['control 1', {'rate_bp': 600, 'basis': 365, 'start_balance': 1000000, 'cycle_days': 28, 'events': [[8, 5000]], 'min_bp': 100, 'min_floor': 2500}, {'interest': 4620, 'balance': 1009620, 'minimum': 14670, 'adb': 1003750}], ['control 2', {'rate_bp': 600, 'basis': 365, 'start_balance': 100000, 'cycle_days': 30, 'events': [[20, 5000], [17, 10000], [26, -20000], [10, -20000]], 'min_bp': 150, 'min_floor': 2500}, {'interest': 440, 'balance': 75440, 'minimum': 2500, 'adb': 89166}], ['control 3', {'rate_bp': 1200, 'basis': 365, 'start_balance': 1000000, 'cycle_days': 30, 'events': [[29, 5000]], 'min_bp': 150, 'min_floor': 10000}, {'interest': 9866, 'balance': 1014866, 'minimum': 24941, 'adb': 1000333}], ['control 4', {'rate_bp': 600, 'basis': 365, 'start_balance': 0, 'cycle_days': 28, 'events': [], 'min_bp': 100, 'min_floor': 2500}, {'interest': 0, 'balance': 0, 'minimum': 0, 'adb': 0}], ['control 5', {'rate_bp': 600, 'basis': 365, 'start_balance': 100000, 'cycle_days': 30, 'events': [[10, -20000], [3, 50000], [2, -80000], [29, 5000]], 'min_bp': 150, 'min_floor': 2500}, {'interest': 275, 'balance': 55275, 'minimum': 2500, 'adb': 55666}], ['control 6', {'rate_bp': 1200, 'basis': 365, 'start_balance': 0, 'cycle_days': 28, 'events': [[19, 50000], [18, 50000], [12, 5000]], 'min_bp': 150, 'min_floor': 2500}, {'interest': 373, 'balance': 105373, 'minimum': 2500, 'adb': 40535}]], [['regression: credit balance accrual', {'rate_bp': 850, 'basis': 365, 'start_balance': 100000, 'cycle_days': 30, 'events': [[20, 50000], [29, -80000], [30, -80000]], 'min_bp': 100, 'min_floor': 10000}, {'interest': 773, 'balance': -9227, 'minimum': 0, 'adb': 110666}], ['control 1', {'rate_bp': 600, 'basis': 365, 'start_balance': 1000000, 'cycle_days': 28, 'events': [[23, 50000], [7, 10000], [8, 10000]], 'min_bp': 150, 'min_floor': 10000}, {'interest': 4723, 'balance': 1074723, 'minimum': 20773, 'adb': 1026071}], ['control 2', {'rate_bp': 600, 'basis': 365, 'start_balance': 100000, 'cycle_days': 31, 'events': [[22, 5000], [2, 50000], [3, -80000], [3, 10000]], 'min_bp': 150, 'min_floor': 2500}, {'interest': 431, 'balance': 85431, 'minimum': 2500, 'adb': 84516}], ['control 3', {'rate_bp': 600, 'basis': 365, 'start_balance': 30000, 'cycle_days': 28, 'events': [], 'min_bp': 150, 'min_floor': 2500}, {'interest': 138, 'balance': 30138, 'minimum': 2500, 'adb': 30000}], ['control 4', {'rate_bp': 600, 'basis': 365, 'start_balance': 1000000, 'cycle_days': 28, 'events': [[6, -20000]], 'min_bp': 150, 'min_floor': 2500}, {'interest': 4527, 'balance': 984527, 'minimum': 19227, 'adb': 983571}], ['control 5', {'rate_bp': 1200, 'basis': 365, 'start_balance': 1000000, 'cycle_days': 31, 'events': [], 'min_bp': 100, 'min_floor': 10000}, {'interest': 10192, 'balance': 1010192, 'minimum': 20192, 'adb': 1000000}], ['control 6', {'rate_bp': 1200, 'basis': 365, 'start_balance': 30000, 'cycle_days': 28, 'events': [], 'min_bp': 100, 'min_floor': 10000}, {'interest': 276, 'balance': 30276, 'minimum': 10000, 'adb': 30000}]], [['regression: credit balance accrual', {'rate_bp': 600, 'basis': 365, 'start_balance': 0, 'cycle_days': 31, 'events': [[15, 50000], [8, -80000], [21, 5000], [31, -20000]], 'min_bp': 150, 'min_floor': 10000}, {'interest': 0, 'balance': -45000, 'minimum': 0, 'adb': 0}], ['control 1', {'rate_bp': 600, 'basis': 365, 'start_balance': 1000000, 'cycle_days': 28, 'events': [[21, 10000], [25, -80000]], 'min_bp': 100, 'min_floor': 2500}, {'interest': 4563, 'balance': 934563, 'minimum': 13863, 'adb': 991428}], ['control 2', {'rate_bp': 1200, 'basis': 365, 'start_balance': 1000000, 'cycle_days': 30, 'events': [[28, 50000]], 'min_bp': 150, 'min_floor': 2500}, {'interest': 9912, 'balance': 1059912, 'minimum': 25662, 'adb': 1005000}], ['control 3', {'rate_bp': 1200, 'basis': 365, 'start_balance': 100000, 'cycle_days': 31, 'events': [[31, -20000], [27, -20000]], 'min_bp': 100, 'min_floor': 2500}, {'interest': 980, 'balance': 60980, 'minimum': 2500, 'adb': 96129}], ['control 4', {'rate_bp': 850, 'basis': 365, 'start_balance': 100000, 'cycle_days': 31, 'events': [[15, 10000], [15, -80000], [4, 10000], [10, -20000]], 'min_bp': 100, 'min_floor': 2500}, {'interest': 408, 'balance': 20408, 'minimum': 2500, 'adb': 56451}], ['control 5', {'rate_bp': 1200, 'basis': 365, 'start_balance': 1000000, 'cycle_days': 28, 'events': [[27, -20000]], 'min_bp': 150, 'min_floor': 2500}, {'interest': 9192, 'balance': 989192, 'minimum': 23892, 'adb': 998571}], ['control 6', {'rate_bp': 1200, 'basis': 365, 'start_balance': 30000, 'cycle_days': 31, 'events': [[20, 10000]], 'min_bp': 150, 'min_floor': 2500}, {'interest': 345, 'balance': 40345, 'minimum': 2500, 'adb': 33870}]]]
for label, args, expected in fixtures[N-1]:
    try:
        actual = solve(args)
    except Exception as exc:
        actual = 'raised ' + type(exc).__name__
    check(label, actual, expected)
print(json.dumps({"observations": observations, "passed": all(x["passed"] for x in observations)}, ensure_ascii=False))
raise SystemExit(0 if all(x["passed"] for x in observations) else 1)
Boundary fixtureActualExpectedOutcome
regression: credit balance accrual{'adb': -60000, 'balance': -150592, 'interest': -592, 'minimum': 0}{'adb': 1000, 'balance': -149990, 'interest': 10, 'minimum': 0}Failed
control 1{'adb': 1006451, 'balance': 1000129, 'interest': 5129, 'minimum': 15079}{'adb': 1006451, 'balance': 1000129, 'interest': 5129, 'minimum': 15079}Passed
control 2{'adb': 146666, 'balance': 151447, 'interest': 1447, 'minimum': 10000}{'adb': 146666, 'balance': 151447, 'interest': 1447, 'minimum': 10000}Passed
control 3{'adb': 0, 'balance': 0, 'interest': 0, 'minimum': 0}{'adb': 0, 'balance': 0, 'interest': 0, 'minimum': 0}Passed
control 4{'adb': 44285, 'balance': 60289, 'interest': 289, 'minimum': 10000}{'adb': 44285, 'balance': 60289, 'interest': 289, 'minimum': 10000}Passed
control 5{'adb': 1000000, 'balance': 1010192, 'interest': 10192, 'minimum': 25192}{'adb': 1000000, 'balance': 1010192, 'interest': 10192, 'minimum': 25192}Passed
control 6{'adb': 130645, 'balance': 200943, 'interest': 943, 'minimum': 10000}{'adb': 130645, 'balance': 200943, 'interest': 943, 'minimum': 10000}Passed

SHA-256 / 776b61042474a87980e72acf2d43bdafd5cc40295a6a9d1281f55cb636bedcf6

2 / The unsuccessful fix

Exit 1
"""Failure Map reference implementation. Python standard library only."""
import json

N = 1
observations = []
def solve(x):
    def rnd(n, d):
        q, r = divmod(n, d)
        return q + (1 if 2 * r >= d else 0)
    bal = x['start_balance']
    ev = sorted(x['events'])
    i = 0
    acc = 0
    for day in range(1, x['cycle_days'] + 1):
        while i < len(ev) and ev[i][0] == day:
            bal += ev[i][1]
            i += 1
        acc += abs(bal)
    interest = rnd(acc * x['rate_bp'], 10000 * x['basis'])
    owed = bal + interest
    if owed <= 0:
        minimum = 0
    else:
        minimum = min(owed, max(x['min_floor'], interest + rnd(max(bal, 0) * x['min_bp'], 10000)))
    return {'interest': interest, 'balance': owed, 'minimum': minimum, 'adb': acc // x['cycle_days']}
def check(label, actual, expected):
    observations.append({"check": label, "actual": actual, "expected": expected, "passed": actual == expected})
fixtures = [[['regression: credit balance accrual', {'rate_bp': 1200, 'basis': 365, 'start_balance': 0, 'cycle_days': 30, 'events': [[6, -80000], [30, -80000], [3, 10000]], 'min_bp': 100, 'min_floor': 2500}, {'interest': 10, 'balance': -149990, 'minimum': 0, 'adb': 1000}], ['control 1', {'rate_bp': 600, 'basis': 365, 'start_balance': 1000000, 'cycle_days': 31, 'events': [[4, 5000], [24, -20000], [10, 10000]], 'min_bp': 100, 'min_floor': 2500}, {'interest': 5129, 'balance': 1000129, 'minimum': 15079, 'adb': 1006451}], ['control 2', {'rate_bp': 1200, 'basis': 365, 'start_balance': 100000, 'cycle_days': 30, 'events': [[3, 50000]], 'min_bp': 100, 'min_floor': 10000}, {'interest': 1447, 'balance': 151447, 'minimum': 10000, 'adb': 146666}], ['control 3', {'rate_bp': 850, 'basis': 365, 'start_balance': 0, 'cycle_days': 28, 'events': [], 'min_bp': 150, 'min_floor': 2500}, {'interest': 0, 'balance': 0, 'minimum': 0, 'adb': 0}], ['control 4', {'rate_bp': 850, 'basis': 365, 'start_balance': 30000, 'cycle_days': 28, 'events': [[27, 10000], [8, 50000], [10, -80000], [12, 50000]], 'min_bp': 100, 'min_floor': 10000}, {'interest': 289, 'balance': 60289, 'minimum': 10000, 'adb': 44285}], ['control 5', {'rate_bp': 1200, 'basis': 365, 'start_balance': 1000000, 'cycle_days': 31, 'events': [], 'min_bp': 150, 'min_floor': 10000}, {'interest': 10192, 'balance': 1010192, 'minimum': 25192, 'adb': 1000000}], ['control 6', {'rate_bp': 850, 'basis': 365, 'start_balance': 100000, 'cycle_days': 31, 'events': [[14, 50000], [31, 50000]], 'min_bp': 100, 'min_floor': 10000}, {'interest': 943, 'balance': 200943, 'minimum': 10000, 'adb': 130645}]], [['regression: credit balance accrual', {'rate_bp': 850, 'basis': 365, 'start_balance': 0, 'cycle_days': 30, 'events': [[25, 10000], [30, -20000]], 'min_bp': 150, 'min_floor': 10000}, {'interest': 12, 'balance': -9988, 'minimum': 0, 'adb': 1666}], ['control 1', {'rate_bp': 1200, 'basis': 365, 'start_balance': 100000, 'cycle_days': 28, 'events': [[1, 50000], [6, 5000], [24, 10000], [18, -80000]], 'min_bp': 150, 'min_floor': 2500}, {'interest': 1146, 'balance': 86146, 'minimum': 2500, 'adb': 124464}], ['control 2', {'rate_bp': 600, 'basis': 365, 'start_balance': 1000000, 'cycle_days': 31, 'events': [[25, 10000], [7, 50000]], 'min_bp': 100, 'min_floor': 10000}, {'interest': 5313, 'balance': 1065313, 'minimum': 15913, 'adb': 1042580}], ['control 3', {'rate_bp': 850, 'basis': 365, 'start_balance': 100000, 'cycle_days': 31, 'events': [[6, 50000], [1, -80000], [24, 50000]], 'min_bp': 100, 'min_floor': 10000}, {'interest': 540, 'balance': 120540, 'minimum': 10000, 'adb': 74838}], ['control 4', {'rate_bp': 1200, 'basis': 365, 'start_balance': 100000, 'cycle_days': 28, 'events': [[24, 50000], [22, -20000]], 'min_bp': 150, 'min_floor': 10000}, {'interest': 957, 'balance': 130957, 'minimum': 10000, 'adb': 103928}], ['control 5', {'rate_bp': 850, 'basis': 365, 'start_balance': 1000000, 'cycle_days': 30, 'events': [[4, 50000], [27, 10000], [8, 50000]], 'min_bp': 150, 'min_floor': 2500}, {'interest': 7578, 'balance': 1117578, 'minimum': 24228, 'adb': 1084666}], ['control 6', {'rate_bp': 1200, 'basis': 365, 'start_balance': 30000, 'cycle_days': 28, 'events': [[20, 10000], [1, 5000], [2, 5000], [23, 10000]], 'min_bp': 100, 'min_floor': 10000}, {'interest': 416, 'balance': 60416, 'minimum': 10000, 'adb': 45178}]], [['regression: credit balance accrual', {'rate_bp': 1200, 'basis': 365, 'start_balance': 0, 'cycle_days': 28, 'events': [[3, 5000], [20, 5000], [25, -20000]], 'min_bp': 150, 'min_floor': 10000}, {'interest': 44, 'balance': -9956, 'minimum': 0, 'adb': 4821}], ['control 1', {'rate_bp': 600, 'basis': 365, 'start_balance': 1000000, 'cycle_days': 28, 'events': [[8, 5000]], 'min_bp': 100, 'min_floor': 2500}, {'interest': 4620, 'balance': 1009620, 'minimum': 14670, 'adb': 1003750}], ['control 2', {'rate_bp': 600, 'basis': 365, 'start_balance': 100000, 'cycle_days': 30, 'events': [[20, 5000], [17, 10000], [26, -20000], [10, -20000]], 'min_bp': 150, 'min_floor': 2500}, {'interest': 440, 'balance': 75440, 'minimum': 2500, 'adb': 89166}], ['control 3', {'rate_bp': 1200, 'basis': 365, 'start_balance': 1000000, 'cycle_days': 30, 'events': [[29, 5000]], 'min_bp': 150, 'min_floor': 10000}, {'interest': 9866, 'balance': 1014866, 'minimum': 24941, 'adb': 1000333}], ['control 4', {'rate_bp': 600, 'basis': 365, 'start_balance': 0, 'cycle_days': 28, 'events': [], 'min_bp': 100, 'min_floor': 2500}, {'interest': 0, 'balance': 0, 'minimum': 0, 'adb': 0}], ['control 5', {'rate_bp': 600, 'basis': 365, 'start_balance': 100000, 'cycle_days': 30, 'events': [[10, -20000], [3, 50000], [2, -80000], [29, 5000]], 'min_bp': 150, 'min_floor': 2500}, {'interest': 275, 'balance': 55275, 'minimum': 2500, 'adb': 55666}], ['control 6', {'rate_bp': 1200, 'basis': 365, 'start_balance': 0, 'cycle_days': 28, 'events': [[19, 50000], [18, 50000], [12, 5000]], 'min_bp': 150, 'min_floor': 2500}, {'interest': 373, 'balance': 105373, 'minimum': 2500, 'adb': 40535}]], [['regression: credit balance accrual', {'rate_bp': 850, 'basis': 365, 'start_balance': 100000, 'cycle_days': 30, 'events': [[20, 50000], [29, -80000], [30, -80000]], 'min_bp': 100, 'min_floor': 10000}, {'interest': 773, 'balance': -9227, 'minimum': 0, 'adb': 110666}], ['control 1', {'rate_bp': 600, 'basis': 365, 'start_balance': 1000000, 'cycle_days': 28, 'events': [[23, 50000], [7, 10000], [8, 10000]], 'min_bp': 150, 'min_floor': 10000}, {'interest': 4723, 'balance': 1074723, 'minimum': 20773, 'adb': 1026071}], ['control 2', {'rate_bp': 600, 'basis': 365, 'start_balance': 100000, 'cycle_days': 31, 'events': [[22, 5000], [2, 50000], [3, -80000], [3, 10000]], 'min_bp': 150, 'min_floor': 2500}, {'interest': 431, 'balance': 85431, 'minimum': 2500, 'adb': 84516}], ['control 3', {'rate_bp': 600, 'basis': 365, 'start_balance': 30000, 'cycle_days': 28, 'events': [], 'min_bp': 150, 'min_floor': 2500}, {'interest': 138, 'balance': 30138, 'minimum': 2500, 'adb': 30000}], ['control 4', {'rate_bp': 600, 'basis': 365, 'start_balance': 1000000, 'cycle_days': 28, 'events': [[6, -20000]], 'min_bp': 150, 'min_floor': 2500}, {'interest': 4527, 'balance': 984527, 'minimum': 19227, 'adb': 983571}], ['control 5', {'rate_bp': 1200, 'basis': 365, 'start_balance': 1000000, 'cycle_days': 31, 'events': [], 'min_bp': 100, 'min_floor': 10000}, {'interest': 10192, 'balance': 1010192, 'minimum': 20192, 'adb': 1000000}], ['control 6', {'rate_bp': 1200, 'basis': 365, 'start_balance': 30000, 'cycle_days': 28, 'events': [], 'min_bp': 100, 'min_floor': 10000}, {'interest': 276, 'balance': 30276, 'minimum': 10000, 'adb': 30000}]], [['regression: credit balance accrual', {'rate_bp': 600, 'basis': 365, 'start_balance': 0, 'cycle_days': 31, 'events': [[15, 50000], [8, -80000], [21, 5000], [31, -20000]], 'min_bp': 150, 'min_floor': 10000}, {'interest': 0, 'balance': -45000, 'minimum': 0, 'adb': 0}], ['control 1', {'rate_bp': 600, 'basis': 365, 'start_balance': 1000000, 'cycle_days': 28, 'events': [[21, 10000], [25, -80000]], 'min_bp': 100, 'min_floor': 2500}, {'interest': 4563, 'balance': 934563, 'minimum': 13863, 'adb': 991428}], ['control 2', {'rate_bp': 1200, 'basis': 365, 'start_balance': 1000000, 'cycle_days': 30, 'events': [[28, 50000]], 'min_bp': 150, 'min_floor': 2500}, {'interest': 9912, 'balance': 1059912, 'minimum': 25662, 'adb': 1005000}], ['control 3', {'rate_bp': 1200, 'basis': 365, 'start_balance': 100000, 'cycle_days': 31, 'events': [[31, -20000], [27, -20000]], 'min_bp': 100, 'min_floor': 2500}, {'interest': 980, 'balance': 60980, 'minimum': 2500, 'adb': 96129}], ['control 4', {'rate_bp': 850, 'basis': 365, 'start_balance': 100000, 'cycle_days': 31, 'events': [[15, 10000], [15, -80000], [4, 10000], [10, -20000]], 'min_bp': 100, 'min_floor': 2500}, {'interest': 408, 'balance': 20408, 'minimum': 2500, 'adb': 56451}], ['control 5', {'rate_bp': 1200, 'basis': 365, 'start_balance': 1000000, 'cycle_days': 28, 'events': [[27, -20000]], 'min_bp': 150, 'min_floor': 2500}, {'interest': 9192, 'balance': 989192, 'minimum': 23892, 'adb': 998571}], ['control 6', {'rate_bp': 1200, 'basis': 365, 'start_balance': 30000, 'cycle_days': 31, 'events': [[20, 10000]], 'min_bp': 150, 'min_floor': 2500}, {'interest': 345, 'balance': 40345, 'minimum': 2500, 'adb': 33870}]]]
for label, args, expected in fixtures[N-1]:
    try:
        actual = solve(args)
    except Exception as exc:
        actual = 'raised ' + type(exc).__name__
    check(label, actual, expected)
print(json.dumps({"observations": observations, "passed": all(x["passed"] for x in observations)}, ensure_ascii=False))
raise SystemExit(0 if all(x["passed"] for x in observations) else 1)
Boundary fixtureActualExpectedOutcome
regression: credit balance accrual{'adb': 62000, 'balance': -149388, 'interest': 612, 'minimum': 0}{'adb': 1000, 'balance': -149990, 'interest': 10, 'minimum': 0}Failed
control 1{'adb': 1006451, 'balance': 1000129, 'interest': 5129, 'minimum': 15079}{'adb': 1006451, 'balance': 1000129, 'interest': 5129, 'minimum': 15079}Passed
control 2{'adb': 146666, 'balance': 151447, 'interest': 1447, 'minimum': 10000}{'adb': 146666, 'balance': 151447, 'interest': 1447, 'minimum': 10000}Passed
control 3{'adb': 0, 'balance': 0, 'interest': 0, 'minimum': 0}{'adb': 0, 'balance': 0, 'interest': 0, 'minimum': 0}Passed
control 4{'adb': 44285, 'balance': 60289, 'interest': 289, 'minimum': 10000}{'adb': 44285, 'balance': 60289, 'interest': 289, 'minimum': 10000}Passed
control 5{'adb': 1000000, 'balance': 1010192, 'interest': 10192, 'minimum': 25192}{'adb': 1000000, 'balance': 1010192, 'interest': 10192, 'minimum': 25192}Passed
control 6{'adb': 130645, 'balance': 200943, 'interest': 943, 'minimum': 10000}{'adb': 130645, 'balance': 200943, 'interest': 943, 'minimum': 10000}Passed

SHA-256 / 8746f3a7374200e4518e4c8bdb91bd45dd0285a651c7452f326c925abc0661e7

3 / The verified repair

Exit 0
"""Failure Map reference implementation. Python standard library only."""
import json

N = 1
observations = []
def solve(x):
    def rnd(n, d):
        q, r = divmod(n, d)
        return q + (1 if 2 * r >= d else 0)
    bal = x['start_balance']
    ev = sorted(x['events'])
    i = 0
    acc = 0
    for day in range(1, x['cycle_days'] + 1):
        while i < len(ev) and ev[i][0] == day:
            bal += ev[i][1]
            i += 1
        acc += max(bal, 0)
    interest = rnd(acc * x['rate_bp'], 10000 * x['basis'])
    owed = bal + interest
    if owed <= 0:
        minimum = 0
    else:
        minimum = min(owed, max(x['min_floor'], interest + rnd(max(bal, 0) * x['min_bp'], 10000)))
    return {'interest': interest, 'balance': owed, 'minimum': minimum, 'adb': acc // x['cycle_days']}
def check(label, actual, expected):
    observations.append({"check": label, "actual": actual, "expected": expected, "passed": actual == expected})
fixtures = [[['regression: credit balance accrual', {'rate_bp': 1200, 'basis': 365, 'start_balance': 0, 'cycle_days': 30, 'events': [[6, -80000], [30, -80000], [3, 10000]], 'min_bp': 100, 'min_floor': 2500}, {'interest': 10, 'balance': -149990, 'minimum': 0, 'adb': 1000}], ['control 1', {'rate_bp': 600, 'basis': 365, 'start_balance': 1000000, 'cycle_days': 31, 'events': [[4, 5000], [24, -20000], [10, 10000]], 'min_bp': 100, 'min_floor': 2500}, {'interest': 5129, 'balance': 1000129, 'minimum': 15079, 'adb': 1006451}], ['control 2', {'rate_bp': 1200, 'basis': 365, 'start_balance': 100000, 'cycle_days': 30, 'events': [[3, 50000]], 'min_bp': 100, 'min_floor': 10000}, {'interest': 1447, 'balance': 151447, 'minimum': 10000, 'adb': 146666}], ['control 3', {'rate_bp': 850, 'basis': 365, 'start_balance': 0, 'cycle_days': 28, 'events': [], 'min_bp': 150, 'min_floor': 2500}, {'interest': 0, 'balance': 0, 'minimum': 0, 'adb': 0}], ['control 4', {'rate_bp': 850, 'basis': 365, 'start_balance': 30000, 'cycle_days': 28, 'events': [[27, 10000], [8, 50000], [10, -80000], [12, 50000]], 'min_bp': 100, 'min_floor': 10000}, {'interest': 289, 'balance': 60289, 'minimum': 10000, 'adb': 44285}], ['control 5', {'rate_bp': 1200, 'basis': 365, 'start_balance': 1000000, 'cycle_days': 31, 'events': [], 'min_bp': 150, 'min_floor': 10000}, {'interest': 10192, 'balance': 1010192, 'minimum': 25192, 'adb': 1000000}], ['control 6', {'rate_bp': 850, 'basis': 365, 'start_balance': 100000, 'cycle_days': 31, 'events': [[14, 50000], [31, 50000]], 'min_bp': 100, 'min_floor': 10000}, {'interest': 943, 'balance': 200943, 'minimum': 10000, 'adb': 130645}]], [['regression: credit balance accrual', {'rate_bp': 850, 'basis': 365, 'start_balance': 0, 'cycle_days': 30, 'events': [[25, 10000], [30, -20000]], 'min_bp': 150, 'min_floor': 10000}, {'interest': 12, 'balance': -9988, 'minimum': 0, 'adb': 1666}], ['control 1', {'rate_bp': 1200, 'basis': 365, 'start_balance': 100000, 'cycle_days': 28, 'events': [[1, 50000], [6, 5000], [24, 10000], [18, -80000]], 'min_bp': 150, 'min_floor': 2500}, {'interest': 1146, 'balance': 86146, 'minimum': 2500, 'adb': 124464}], ['control 2', {'rate_bp': 600, 'basis': 365, 'start_balance': 1000000, 'cycle_days': 31, 'events': [[25, 10000], [7, 50000]], 'min_bp': 100, 'min_floor': 10000}, {'interest': 5313, 'balance': 1065313, 'minimum': 15913, 'adb': 1042580}], ['control 3', {'rate_bp': 850, 'basis': 365, 'start_balance': 100000, 'cycle_days': 31, 'events': [[6, 50000], [1, -80000], [24, 50000]], 'min_bp': 100, 'min_floor': 10000}, {'interest': 540, 'balance': 120540, 'minimum': 10000, 'adb': 74838}], ['control 4', {'rate_bp': 1200, 'basis': 365, 'start_balance': 100000, 'cycle_days': 28, 'events': [[24, 50000], [22, -20000]], 'min_bp': 150, 'min_floor': 10000}, {'interest': 957, 'balance': 130957, 'minimum': 10000, 'adb': 103928}], ['control 5', {'rate_bp': 850, 'basis': 365, 'start_balance': 1000000, 'cycle_days': 30, 'events': [[4, 50000], [27, 10000], [8, 50000]], 'min_bp': 150, 'min_floor': 2500}, {'interest': 7578, 'balance': 1117578, 'minimum': 24228, 'adb': 1084666}], ['control 6', {'rate_bp': 1200, 'basis': 365, 'start_balance': 30000, 'cycle_days': 28, 'events': [[20, 10000], [1, 5000], [2, 5000], [23, 10000]], 'min_bp': 100, 'min_floor': 10000}, {'interest': 416, 'balance': 60416, 'minimum': 10000, 'adb': 45178}]], [['regression: credit balance accrual', {'rate_bp': 1200, 'basis': 365, 'start_balance': 0, 'cycle_days': 28, 'events': [[3, 5000], [20, 5000], [25, -20000]], 'min_bp': 150, 'min_floor': 10000}, {'interest': 44, 'balance': -9956, 'minimum': 0, 'adb': 4821}], ['control 1', {'rate_bp': 600, 'basis': 365, 'start_balance': 1000000, 'cycle_days': 28, 'events': [[8, 5000]], 'min_bp': 100, 'min_floor': 2500}, {'interest': 4620, 'balance': 1009620, 'minimum': 14670, 'adb': 1003750}], ['control 2', {'rate_bp': 600, 'basis': 365, 'start_balance': 100000, 'cycle_days': 30, 'events': [[20, 5000], [17, 10000], [26, -20000], [10, -20000]], 'min_bp': 150, 'min_floor': 2500}, {'interest': 440, 'balance': 75440, 'minimum': 2500, 'adb': 89166}], ['control 3', {'rate_bp': 1200, 'basis': 365, 'start_balance': 1000000, 'cycle_days': 30, 'events': [[29, 5000]], 'min_bp': 150, 'min_floor': 10000}, {'interest': 9866, 'balance': 1014866, 'minimum': 24941, 'adb': 1000333}], ['control 4', {'rate_bp': 600, 'basis': 365, 'start_balance': 0, 'cycle_days': 28, 'events': [], 'min_bp': 100, 'min_floor': 2500}, {'interest': 0, 'balance': 0, 'minimum': 0, 'adb': 0}], ['control 5', {'rate_bp': 600, 'basis': 365, 'start_balance': 100000, 'cycle_days': 30, 'events': [[10, -20000], [3, 50000], [2, -80000], [29, 5000]], 'min_bp': 150, 'min_floor': 2500}, {'interest': 275, 'balance': 55275, 'minimum': 2500, 'adb': 55666}], ['control 6', {'rate_bp': 1200, 'basis': 365, 'start_balance': 0, 'cycle_days': 28, 'events': [[19, 50000], [18, 50000], [12, 5000]], 'min_bp': 150, 'min_floor': 2500}, {'interest': 373, 'balance': 105373, 'minimum': 2500, 'adb': 40535}]], [['regression: credit balance accrual', {'rate_bp': 850, 'basis': 365, 'start_balance': 100000, 'cycle_days': 30, 'events': [[20, 50000], [29, -80000], [30, -80000]], 'min_bp': 100, 'min_floor': 10000}, {'interest': 773, 'balance': -9227, 'minimum': 0, 'adb': 110666}], ['control 1', {'rate_bp': 600, 'basis': 365, 'start_balance': 1000000, 'cycle_days': 28, 'events': [[23, 50000], [7, 10000], [8, 10000]], 'min_bp': 150, 'min_floor': 10000}, {'interest': 4723, 'balance': 1074723, 'minimum': 20773, 'adb': 1026071}], ['control 2', {'rate_bp': 600, 'basis': 365, 'start_balance': 100000, 'cycle_days': 31, 'events': [[22, 5000], [2, 50000], [3, -80000], [3, 10000]], 'min_bp': 150, 'min_floor': 2500}, {'interest': 431, 'balance': 85431, 'minimum': 2500, 'adb': 84516}], ['control 3', {'rate_bp': 600, 'basis': 365, 'start_balance': 30000, 'cycle_days': 28, 'events': [], 'min_bp': 150, 'min_floor': 2500}, {'interest': 138, 'balance': 30138, 'minimum': 2500, 'adb': 30000}], ['control 4', {'rate_bp': 600, 'basis': 365, 'start_balance': 1000000, 'cycle_days': 28, 'events': [[6, -20000]], 'min_bp': 150, 'min_floor': 2500}, {'interest': 4527, 'balance': 984527, 'minimum': 19227, 'adb': 983571}], ['control 5', {'rate_bp': 1200, 'basis': 365, 'start_balance': 1000000, 'cycle_days': 31, 'events': [], 'min_bp': 100, 'min_floor': 10000}, {'interest': 10192, 'balance': 1010192, 'minimum': 20192, 'adb': 1000000}], ['control 6', {'rate_bp': 1200, 'basis': 365, 'start_balance': 30000, 'cycle_days': 28, 'events': [], 'min_bp': 100, 'min_floor': 10000}, {'interest': 276, 'balance': 30276, 'minimum': 10000, 'adb': 30000}]], [['regression: credit balance accrual', {'rate_bp': 600, 'basis': 365, 'start_balance': 0, 'cycle_days': 31, 'events': [[15, 50000], [8, -80000], [21, 5000], [31, -20000]], 'min_bp': 150, 'min_floor': 10000}, {'interest': 0, 'balance': -45000, 'minimum': 0, 'adb': 0}], ['control 1', {'rate_bp': 600, 'basis': 365, 'start_balance': 1000000, 'cycle_days': 28, 'events': [[21, 10000], [25, -80000]], 'min_bp': 100, 'min_floor': 2500}, {'interest': 4563, 'balance': 934563, 'minimum': 13863, 'adb': 991428}], ['control 2', {'rate_bp': 1200, 'basis': 365, 'start_balance': 1000000, 'cycle_days': 30, 'events': [[28, 50000]], 'min_bp': 150, 'min_floor': 2500}, {'interest': 9912, 'balance': 1059912, 'minimum': 25662, 'adb': 1005000}], ['control 3', {'rate_bp': 1200, 'basis': 365, 'start_balance': 100000, 'cycle_days': 31, 'events': [[31, -20000], [27, -20000]], 'min_bp': 100, 'min_floor': 2500}, {'interest': 980, 'balance': 60980, 'minimum': 2500, 'adb': 96129}], ['control 4', {'rate_bp': 850, 'basis': 365, 'start_balance': 100000, 'cycle_days': 31, 'events': [[15, 10000], [15, -80000], [4, 10000], [10, -20000]], 'min_bp': 100, 'min_floor': 2500}, {'interest': 408, 'balance': 20408, 'minimum': 2500, 'adb': 56451}], ['control 5', {'rate_bp': 1200, 'basis': 365, 'start_balance': 1000000, 'cycle_days': 28, 'events': [[27, -20000]], 'min_bp': 150, 'min_floor': 2500}, {'interest': 9192, 'balance': 989192, 'minimum': 23892, 'adb': 998571}], ['control 6', {'rate_bp': 1200, 'basis': 365, 'start_balance': 30000, 'cycle_days': 31, 'events': [[20, 10000]], 'min_bp': 150, 'min_floor': 2500}, {'interest': 345, 'balance': 40345, 'minimum': 2500, 'adb': 33870}]]]
for label, args, expected in fixtures[N-1]:
    try:
        actual = solve(args)
    except Exception as exc:
        actual = 'raised ' + type(exc).__name__
    check(label, actual, expected)
print(json.dumps({"observations": observations, "passed": all(x["passed"] for x in observations)}, ensure_ascii=False))
raise SystemExit(0 if all(x["passed"] for x in observations) else 1)
Boundary fixtureActualExpectedOutcome
regression: credit balance accrual{'adb': 1000, 'balance': -149990, 'interest': 10, 'minimum': 0}{'adb': 1000, 'balance': -149990, 'interest': 10, 'minimum': 0}Passed
control 1{'adb': 1006451, 'balance': 1000129, 'interest': 5129, 'minimum': 15079}{'adb': 1006451, 'balance': 1000129, 'interest': 5129, 'minimum': 15079}Passed
control 2{'adb': 146666, 'balance': 151447, 'interest': 1447, 'minimum': 10000}{'adb': 146666, 'balance': 151447, 'interest': 1447, 'minimum': 10000}Passed
control 3{'adb': 0, 'balance': 0, 'interest': 0, 'minimum': 0}{'adb': 0, 'balance': 0, 'interest': 0, 'minimum': 0}Passed
control 4{'adb': 44285, 'balance': 60289, 'interest': 289, 'minimum': 10000}{'adb': 44285, 'balance': 60289, 'interest': 289, 'minimum': 10000}Passed
control 5{'adb': 1000000, 'balance': 1010192, 'interest': 10192, 'minimum': 25192}{'adb': 1000000, 'balance': 1010192, 'interest': 10192, 'minimum': 25192}Passed
control 6{'adb': 130645, 'balance': 200943, 'interest': 943, 'minimum': 10000}{'adb': 130645, 'balance': 200943, 'interest': 943, 'minimum': 10000}Passed

SHA-256 / 2167e6d53e5218849bcc27a593bcde80f05dad979fae56a138e0e57f2a4b5d31

Verification & scope

A deterministic bounded teaching model with stipulated toy lending rules stated in the contract; money is integer cents and rates are basis points; it makes no claim of conformance to any regulation, servicing standard or product. 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.

Observations recorded using Python 3.12.14 at 2026-09-29T14:46:30.165738+00:00.

Case digest / e02259a86c624de73b146da83924e72ba0f9ebf1f8755914dcc3d594de3fa5b0