FA-61026 / Bond day-count conventions / Open access
Compounded overnight rate in arrears with lookback: daily accrual uses a 365-day year · case 01
The compounded factor is too small and the period rate is understated.
ROOT CAUSE
The per-day accrual divides by 365 while annualization uses 360.
THE FAILURE
The per-day accrual divides by 365 while annualization uses 360.
Unsuccessful approach: Switching both to 365 changes the convention rather than restoring it.
Case contract
Inputs start, end (business days), a map from ISO date to overnight rate in percent, a lookback in business days, a spread in percent and holidays. Business days are weekdays not in holidays. For each business day d in [start, end), weight n = calendar days to the next business day (or to end for the last one) and rate = the rate published L business days before d. Compound prod(1 + r/100*n/360); the period rate is (prod-1)*360/calendar days*100 plus the spread, rounded to 6 decimals.
Why this case matters
Bond accrual and pricing systems depend on exact day-count arithmetic; a single-day error changes settlement cash.
1 / The failure
Exit 1"""Failure Map reference implementation. Python standard library only."""
import json
import datetime
N = 1
observations = []
def solve(start, end, rates, lookback, spread, holidays):
S = datetime.date(*start)
E = datetime.date(*end)
H = {datetime.date(*h) for h in holidays}
def biz(x):
return x.weekday() < 5 and x not in H
def back(x, k):
while k > 0:
x -= datetime.timedelta(days=1)
if biz(x):
k -= 1
return x
days = []
x = S
while x < E:
if biz(x):
days.append(x)
x += datetime.timedelta(days=1)
prod = 1.0
for i, d in enumerate(days):
nxt = days[i + 1] if i + 1 < len(days) else E
n = (nxt - d).days
obs = back(d, lookback)
prod *= 1 + rates[obs.isoformat()] / 100 * n / 365
total = (E - S).days
return round((prod - 1) * 360 / total * 100 + spread, 6)
def check(label, actual, expected):
observations.append({"check": label, "actual": actual, "expected": expected, "passed": actual == expected})
fixtures = [[['regression money market denominator 1', [[2021, 3, 22], [2021, 4, 9], {'2021-03-02': 4.29, '2021-03-03': 4.38, '2021-03-04': 4.33, '2021-03-05': 4.27, '2021-03-06': 4.38, '2021-03-07': 4.31, '2021-03-08': 4.25, '2021-03-09': 4.36, '2021-03-10': 4.22, '2021-03-11': 4.27, '2021-03-12': 4.26, '2021-03-13': 4.38, '2021-03-14': 4.22, '2021-03-15': 4.25, '2021-03-16': 4.29, '2021-03-17': 4.31, '2021-03-18': 4.25, '2021-03-19': 4.31, '2021-03-20': 4.34, '2021-03-21': 4.32, '2021-03-22': 4.35, '2021-03-23': 4.23, '2021-03-24': 4.37, '2021-03-25': 4.36, '2021-03-26': 4.26, '2021-03-27': 4.31, '2021-03-28': 4.23, '2021-03-29': 4.36, '2021-03-30': 4.37, '2021-03-31': 4.38, '2021-04-01': 4.33, '2021-04-02': 4.31, '2021-04-03': 4.3, '2021-04-04': 4.29, '2021-04-05': 4.26, '2021-04-06': 4.31, '2021-04-07': 4.25, '2021-04-08': 4.3, '2021-04-09': 4.37}, 2, 0.0, [[2021, 3, 29]]], 4.335277], ['regression money market denominator 2', [[2027, 6, 8], [2027, 6, 15], {'2027-05-19': 1.49, '2027-05-20': 1.53, '2027-05-21': 1.52, '2027-05-22': 1.57, '2027-05-23': 1.6, '2027-05-24': 1.49, '2027-05-25': 1.52, '2027-05-26': 1.55, '2027-05-27': 1.49, '2027-05-28': 1.54, '2027-05-29': 1.55, '2027-05-30': 1.57, '2027-05-31': 1.5, '2027-06-01': 1.5, '2027-06-02': 1.53, '2027-06-03': 1.6, '2027-06-04': 1.6, '2027-06-05': 1.54, '2027-06-06': 1.61, '2027-06-07': 1.51, '2027-06-08': 1.52, '2027-06-09': 1.5, '2027-06-10': 1.52, '2027-06-11': 1.47, '2027-06-12': 1.54, '2027-06-13': 1.51, '2027-06-14': 1.57, '2027-06-15': 1.54}, 2, 0.1, [[2027, 6, 14], [2027, 6, 9], [2027, 6, 14]]], 1.641561], ['partial repair probe 1', [[2023, 1, 16], [2023, 1, 19], {'2022-12-27': 4.33, '2022-12-28': 4.37, '2022-12-29': 4.36, '2022-12-30': 4.33, '2022-12-31': 4.27, '2023-01-01': 4.31, '2023-01-02': 4.36, '2023-01-03': 4.35, '2023-01-04': 4.31, '2023-01-05': 4.36, '2023-01-06': 4.35, '2023-01-07': 4.34, '2023-01-08': 4.36, '2023-01-09': 4.35, '2023-01-10': 4.23, '2023-01-11': 4.29, '2023-01-12': 4.36, '2023-01-13': 4.28, '2023-01-14': 4.34, '2023-01-15': 4.27, '2023-01-16': 4.36, '2023-01-17': 4.35, '2023-01-18': 4.28, '2023-01-19': 4.26}, 2, 0.25, [[2023, 1, 17]]], 4.583679], ['partial repair probe 2', [[2021, 11, 24], [2021, 11, 29], {'2021-11-04': 1.48, '2021-11-05': 1.56, '2021-11-06': 1.48, '2021-11-07': 1.61, '2021-11-08': 1.6, '2021-11-09': 1.54, '2021-11-10': 1.51, '2021-11-11': 1.48, '2021-11-12': 1.55, '2021-11-13': 1.48, '2021-11-14': 1.57, '2021-11-15': 1.59, '2021-11-16': 1.55, '2021-11-17': 1.59, '2021-11-18': 1.49, '2021-11-19': 1.53, '2021-11-20': 1.62, '2021-11-21': 1.63, '2021-11-22': 1.63, '2021-11-23': 1.56, '2021-11-24': 1.47, '2021-11-25': 1.59, '2021-11-26': 1.53, '2021-11-27': 1.56, '2021-11-28': 1.59, '2021-11-29': 1.55}, 2, 0.25, [[2021, 11, 25], [2021, 11, 25]]], 1.838085], ['normal control 1', [[2023, 5, 19], [2023, 6, 5], {'2023-04-29': 4.24, '2023-04-30': 4.36, '2023-05-01': 4.26, '2023-05-02': 4.28, '2023-05-03': 4.32, '2023-05-04': 4.26, '2023-05-05': 4.24, '2023-05-06': 4.28, '2023-05-07': 4.37, '2023-05-08': 4.24, '2023-05-09': 4.28, '2023-05-10': 4.23, '2023-05-11': 4.34, '2023-05-12': 4.32, '2023-05-13': 4.28, '2023-05-14': 4.38, '2023-05-15': 4.26, '2023-05-16': 4.3, '2023-05-17': 4.3, '2023-05-18': 4.28, '2023-05-19': 4.32, '2023-05-20': 4.23, '2023-05-21': 4.28, '2023-05-22': 4.32, '2023-05-23': 4.38, '2023-05-24': 4.32, '2023-05-25': 4.32, '2023-05-26': 4.25, '2023-05-27': 4.22, '2023-05-28': 4.28, '2023-05-29': 4.25, '2023-05-30': 4.36, '2023-05-31': 4.35, '2023-06-01': 4.22, '2023-06-02': 4.31, '2023-06-03': 4.31, '2023-06-04': 4.32, '2023-06-05': 4.24}, 5, 0.0, []], 4.306786], ['normal control 2', [[2026, 5, 4], [2026, 5, 6], {'2026-04-14': 1.62, '2026-04-15': 1.53, '2026-04-16': 1.62, '2026-04-17': 1.52, '2026-04-18': 1.53, '2026-04-19': 1.6, '2026-04-20': 1.61, '2026-04-21': 1.58, '2026-04-22': 1.61, '2026-04-23': 1.52, '2026-04-24': 1.47, '2026-04-25': 1.58, '2026-04-26': 1.61, '2026-04-27': 1.58, '2026-04-28': 1.5, '2026-04-29': 1.63, '2026-04-30': 1.5, '2026-05-01': 1.47, '2026-05-02': 1.55, '2026-05-03': 1.47, '2026-05-04': 1.49, '2026-05-05': 1.58, '2026-05-06': 1.54}, 5, 0.25, [[2026, 5, 5], [2026, 5, 5]]], 1.83], ['normal control 3', [[2022, 8, 1], [2022, 9, 12], {'2022-07-12': 4.32, '2022-07-13': 4.29, '2022-07-14': 4.24, '2022-07-15': 4.22, '2022-07-16': 4.37, '2022-07-17': 4.33, '2022-07-18': 4.29, '2022-07-19': 4.29, '2022-07-20': 4.26, '2022-07-21': 4.34, '2022-07-22': 4.24, '2022-07-23': 4.35, '2022-07-24': 4.28, '2022-07-25': 4.28, '2022-07-26': 4.3, '2022-07-27': 4.35, '2022-07-28': 4.35, '2022-07-29': 4.22, '2022-07-30': 4.32, '2022-07-31': 4.28, '2022-08-01': 4.29, '2022-08-02': 4.37, '2022-08-03': 4.33, '2022-08-04': 4.28, '2022-08-05': 4.35, '2022-08-06': 4.36, '2022-08-07': 4.29, '2022-08-08': 4.25, '2022-08-09': 4.25, '2022-08-10': 4.35, '2022-08-11': 4.34, '2022-08-12': 4.38, '2022-08-13': 4.32, '2022-08-14': 4.32, '2022-08-15': 4.37, '2022-08-16': 4.23, '2022-08-17': 4.33, '2022-08-18': 4.37, '2022-08-19': 4.31, '2022-08-20': 4.38, '2022-08-21': 4.26, '2022-08-22': 4.22, '2022-08-23': 4.29, '2022-08-24': 4.35, '2022-08-25': 4.37, '2022-08-26': 4.36, '2022-08-27': 4.24, '2022-08-28': 4.26, '2022-08-29': 4.27, '2022-08-30': 4.33, '2022-08-31': 4.36, '2022-09-01': 4.28, '2022-09-02': 4.24, '2022-09-03': 4.31, '2022-09-04': 4.22, '2022-09-05': 4.24, '2022-09-06': 4.29, '2022-09-07': 4.38, '2022-09-08': 4.23, '2022-09-09': 4.32, '2022-09-10': 4.24, '2022-09-11': 4.24, '2022-09-12': 4.26}, 2, 0.25, []], 4.58305], ['normal control 4', [[2027, 8, 9], [2027, 8, 12], {'2027-07-20': 4.38, '2027-07-21': 4.3, '2027-07-22': 4.31, '2027-07-23': 4.26, '2027-07-24': 4.28, '2027-07-25': 4.26, '2027-07-26': 4.24, '2027-07-27': 4.28, '2027-07-28': 4.33, '2027-07-29': 4.36, '2027-07-30': 4.37, '2027-07-31': 4.22, '2027-08-01': 4.23, '2027-08-02': 4.23, '2027-08-03': 4.36, '2027-08-04': 4.33, '2027-08-05': 4.38, '2027-08-06': 4.37, '2027-08-07': 4.35, '2027-08-08': 4.28, '2027-08-09': 4.28, '2027-08-10': 4.25, '2027-08-11': 4.26, '2027-08-12': 4.37}, 2, 0.25, [[2027, 8, 11]]], 4.623688]], [['regression money market denominator 1', [[2024, 11, 14], [2024, 11, 22], {'2024-10-25': 4.29, '2024-10-26': 4.24, '2024-10-27': 4.31, '2024-10-28': 4.33, '2024-10-29': 4.37, '2024-10-30': 4.3, '2024-10-31': 4.34, '2024-11-01': 4.24, '2024-11-02': 4.27, '2024-11-03': 4.24, '2024-11-04': 4.26, '2024-11-05': 4.24, '2024-11-06': 4.31, '2024-11-07': 4.33, '2024-11-08': 4.24, '2024-11-09': 4.38, '2024-11-10': 4.26, '2024-11-11': 4.33, '2024-11-12': 4.24, '2024-11-13': 4.34, '2024-11-14': 4.36, '2024-11-15': 4.34, '2024-11-16': 4.25, '2024-11-17': 4.32, '2024-11-18': 4.25, '2024-11-19': 4.37, '2024-11-20': 4.36, '2024-11-21': 4.26, '2024-11-22': 4.36}, 5, 0.1, []], 4.391602], ['regression money market denominator 2', [[2026, 12, 14], [2026, 12, 16], {'2026-11-24': 1.59, '2026-11-25': 1.49, '2026-11-26': 1.63, '2026-11-27': 1.55, '2026-11-28': 1.57, '2026-11-29': 1.48, '2026-11-30': 1.56, '2026-12-01': 1.5, '2026-12-02': 1.5, '2026-12-03': 1.54, '2026-12-04': 1.62, '2026-12-05': 1.57, '2026-12-06': 1.47, '2026-12-07': 1.5, '2026-12-08': 1.49, '2026-12-09': 1.61, '2026-12-10': 1.48, '2026-12-11': 1.56, '2026-12-12': 1.59, '2026-12-13': 1.62, '2026-12-14': 1.52, '2026-12-15': 1.53, '2026-12-16': 1.59}, 2, 0.25, []], 1.770032], ['partial repair probe 1', [[2021, 4, 7], [2021, 5, 4], {'2021-03-18': 4.29, '2021-03-19': 4.34, '2021-03-20': 4.29, '2021-03-21': 4.31, '2021-03-22': 4.25, '2021-03-23': 4.3, '2021-03-24': 4.27, '2021-03-25': 4.34, '2021-03-26': 4.28, '2021-03-27': 4.32, '2021-03-28': 4.32, '2021-03-29': 4.3, '2021-03-30': 4.27, '2021-03-31': 4.35, '2021-04-01': 4.28, '2021-04-02': 4.26, '2021-04-03': 4.28, '2021-04-04': 4.26, '2021-04-05': 4.31, '2021-04-06': 4.32, '2021-04-07': 4.27, '2021-04-08': 4.32, '2021-04-09': 4.33, '2021-04-10': 4.26, '2021-04-11': 4.29, '2021-04-12': 4.32, '2021-04-13': 4.32, '2021-04-14': 4.37, '2021-04-15': 4.31, '2021-04-16': 4.25, '2021-04-17': 4.3, '2021-04-18': 4.31, '2021-04-19': 4.26, '2021-04-20': 4.31, '2021-04-21': 4.23, '2021-04-22': 4.24, '2021-04-23': 4.28, '2021-04-24': 4.37, '2021-04-25': 4.24, '2021-04-26': 4.33, '2021-04-27': 4.37, '2021-04-28': 4.32, '2021-04-29': 4.28, '2021-04-30': 4.36, '2021-05-01': 4.28, '2021-05-02': 4.25, '2021-05-03': 4.3, '2021-05-04': 4.22}, 2, 0.0, [[2021, 4, 13], [2021, 4, 20]]], 4.307159], ['partial repair probe 2', [[2026, 10, 12], [2026, 11, 19], {'2026-09-22': 5.33, '2026-09-23': 5.28, '2026-09-24': 5.38, '2026-09-25': 5.34, '2026-09-26': 5.27, '2026-09-27': 5.29, '2026-09-28': 5.37, '2026-09-29': 5.23, '2026-09-30': 5.34, '2026-10-01': 5.23, '2026-10-02': 5.35, '2026-10-03': 5.26, '2026-10-04': 5.34, '2026-10-05': 5.25, '2026-10-06': 5.39, '2026-10-07': 5.32, '2026-10-08': 5.39, '2026-10-09': 5.38, '2026-10-10': 5.27, '2026-10-11': 5.25, '2026-10-12': 5.23, '2026-10-13': 5.25, '2026-10-14': 5.3, '2026-10-15': 5.26, '2026-10-16': 5.35, '2026-10-17': 5.37, '2026-10-18': 5.37, '2026-10-19': 5.39, '2026-10-20': 5.39, '2026-10-21': 5.37, '2026-10-22': 5.27, '2026-10-23': 5.26, '2026-10-24': 5.3, '2026-10-25': 5.33, '2026-10-26': 5.36, '2026-10-27': 5.38, '2026-10-28': 5.38, '2026-10-29': 5.28, '2026-10-30': 5.26, '2026-10-31': 5.39, '2026-11-01': 5.35, '2026-11-02': 5.27, '2026-11-03': 5.35, '2026-11-04': 5.32, '2026-11-05': 5.37, '2026-11-06': 5.27, '2026-11-07': 5.3, '2026-11-08': 5.31, '2026-11-09': 5.25, '2026-11-10': 5.27, '2026-11-11': 5.27, '2026-11-12': 5.23, '2026-11-13': 5.32, '2026-11-14': 5.36, '2026-11-15': 5.38, '2026-11-16': 5.3, '2026-11-17': 5.32, '2026-11-18': 5.27, '2026-11-19': 5.27}, 2, 0.25, []], 5.580024], ['normal control 1', [[2023, 9, 28], [2023, 10, 30], {'2023-09-08': 5.28, '2023-09-09': 5.23, '2023-09-10': 5.23, '2023-09-11': 5.29, '2023-09-12': 5.28, '2023-09-13': 5.26, '2023-09-14': 5.34, '2023-09-15': 5.26, '2023-09-16': 5.27, '2023-09-17': 5.28, '2023-09-18': 5.34, '2023-09-19': 5.34, '2023-09-20': 5.23, '2023-09-21': 5.34, '2023-09-22': 5.32, '2023-09-23': 5.25, '2023-09-24': 5.29, '2023-09-25': 5.38, '2023-09-26': 5.39, '2023-09-27': 5.37, '2023-09-28': 5.32, '2023-09-29': 5.25, '2023-09-30': 5.29, '2023-10-01': 5.38, '2023-10-02': 5.39, '2023-10-03': 5.25, '2023-10-04': 5.32, '2023-10-05': 5.29, '2023-10-06': 5.29, '2023-10-07': 5.36, '2023-10-08': 5.23, '2023-10-09': 5.25, '2023-10-10': 5.32, '2023-10-11': 5.29, '2023-10-12': 5.28, '2023-10-13': 5.3, '2023-10-14': 5.33, '2023-10-15': 5.37, '2023-10-16': 5.39, '2023-10-17': 5.34, '2023-10-18': 5.36, '2023-10-19': 5.31, '2023-10-20': 5.32, '2023-10-21': 5.28, '2023-10-22': 5.28, '2023-10-23': 5.26, '2023-10-24': 5.24, '2023-10-25': 5.38, '2023-10-26': 5.24, '2023-10-27': 5.36, '2023-10-28': 5.38, '2023-10-29': 5.38, '2023-10-30': 5.37}, 5, 0.1, []], 5.425244], ['normal control 2', [[2027, 1, 1], [2027, 1, 12], {'2026-12-12': 4.27, '2026-12-13': 4.25, '2026-12-14': 4.26, '2026-12-15': 4.25, '2026-12-16': 4.25, '2026-12-17': 4.29, '2026-12-18': 4.29, '2026-12-19': 4.38, '2026-12-20': 4.34, '2026-12-21': 4.28, '2026-12-22': 4.33, '2026-12-23': 4.23, '2026-12-24': 4.27, '2026-12-25': 4.28, '2026-12-26': 4.3, '2026-12-27': 4.34, '2026-12-28': 4.24, '2026-12-29': 4.38, '2026-12-30': 4.38, '2026-12-31': 4.37, '2027-01-01': 4.37, '2027-01-02': 4.24, '2027-01-03': 4.28, '2027-01-04': 4.38, '2027-01-05': 4.26, '2027-01-06': 4.31, '2027-01-07': 4.26, '2027-01-08': 4.35, '2027-01-09': 4.3, '2027-01-10': 4.38, '2027-01-11': 4.36, '2027-01-12': 4.35}, 2, 0.25, []], 4.5896], ['normal control 3', [[2023, 4, 14], [2023, 5, 4], {'2023-03-25': 4.24, '2023-03-26': 4.28, '2023-03-27': 4.34, '2023-03-28': 4.34, '2023-03-29': 4.3, '2023-03-30': 4.24, '2023-03-31': 4.37, '2023-04-01': 4.24, '2023-04-02': 4.34, '2023-04-03': 4.35, '2023-04-04': 4.26, '2023-04-05': 4.22, '2023-04-06': 4.24, '2023-04-07': 4.29, '2023-04-08': 4.37, '2023-04-09': 4.3, '2023-04-10': 4.22, '2023-04-11': 4.23, '2023-04-12': 4.37, 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'2021-12-19': 0.02, '2021-12-20': 0.11}, 2, 0.1, []], 0.1625]], [['regression money market denominator 1', [[2027, 10, 20], [2027, 11, 29], {'2027-09-30': 4.34, '2027-10-01': 4.37, '2027-10-02': 4.3, '2027-10-03': 4.26, '2027-10-04': 4.23, '2027-10-05': 4.38, '2027-10-06': 4.29, '2027-10-07': 4.36, '2027-10-08': 4.3, '2027-10-09': 4.29, '2027-10-10': 4.23, '2027-10-11': 4.23, '2027-10-12': 4.27, '2027-10-13': 4.3, '2027-10-14': 4.29, '2027-10-15': 4.23, '2027-10-16': 4.32, '2027-10-17': 4.28, '2027-10-18': 4.38, '2027-10-19': 4.31, '2027-10-20': 4.33, '2027-10-21': 4.31, '2027-10-22': 4.35, '2027-10-23': 4.3, '2027-10-24': 4.36, '2027-10-25': 4.38, '2027-10-26': 4.35, '2027-10-27': 4.23, '2027-10-28': 4.3, '2027-10-29': 4.33, '2027-10-30': 4.32, '2027-10-31': 4.38, '2027-11-01': 4.37, '2027-11-02': 4.31, '2027-11-03': 4.27, '2027-11-04': 4.35, '2027-11-05': 4.32, '2027-11-06': 4.24, '2027-11-07': 4.34, '2027-11-08': 4.3, '2027-11-09': 4.36, '2027-11-10': 4.31, '2027-11-11': 4.3, '2027-11-12': 4.28, '2027-11-13': 4.28, '2027-11-14': 4.38, '2027-11-15': 4.31, '2027-11-16': 4.32, '2027-11-17': 4.31, '2027-11-18': 4.27, '2027-11-19': 4.32, '2027-11-20': 4.36, '2027-11-21': 4.22, '2027-11-22': 4.27, '2027-11-23': 4.24, '2027-11-24': 4.31, '2027-11-25': 4.34, '2027-11-26': 4.37, '2027-11-27': 4.25, '2027-11-28': 4.28, '2027-11-29': 4.32}, 2, 0.25, [[2027, 10, 26], [2027, 10, 27]]], 4.576084], ['regression money market denominator 2', [[2028, 7, 10], [2028, 7, 17], {'2028-06-20': 5.36, '2028-06-21': 5.31, '2028-06-22': 5.37, '2028-06-23': 5.24, '2028-06-24': 5.36, '2028-06-25': 5.36, '2028-06-26': 5.28, '2028-06-27': 5.33, '2028-06-28': 5.28, '2028-06-29': 5.24, '2028-06-30': 5.35, '2028-07-01': 5.35, '2028-07-02': 5.32, '2028-07-03': 5.39, '2028-07-04': 5.33, '2028-07-05': 5.32, '2028-07-06': 5.36, '2028-07-07': 5.24, '2028-07-08': 5.38, '2028-07-09': 5.28, '2028-07-10': 5.32, '2028-07-11': 5.23, '2028-07-12': 5.34, '2028-07-13': 5.27, '2028-07-14': 5.38, '2028-07-15': 5.23, '2028-07-16': 5.32, '2028-07-17': 5.32}, 2, 0.0, []], 5.312011], ['partial repair probe 1', [[2025, 7, 14], [2025, 7, 21], {'2025-06-24': 5.25, '2025-06-25': 5.24, '2025-06-26': 5.31, '2025-06-27': 5.31, '2025-06-28': 5.32, '2025-06-29': 5.28, '2025-06-30': 5.35, '2025-07-01': 5.25, '2025-07-02': 5.26, '2025-07-03': 5.39, '2025-07-04': 5.23, '2025-07-05': 5.23, '2025-07-06': 5.38, '2025-07-07': 5.3, '2025-07-08': 5.24, '2025-07-09': 5.25, '2025-07-10': 5.25, '2025-07-11': 5.32, '2025-07-12': 5.37, '2025-07-13': 5.29, '2025-07-14': 5.27, '2025-07-15': 5.32, '2025-07-16': 5.31, '2025-07-17': 5.25, '2025-07-18': 5.28, '2025-07-19': 5.36, '2025-07-20': 5.32, '2025-07-21': 5.26}, 2, 0.25, [[2025, 7, 16]]], 5.554752], ['partial repair probe 2', [[2028, 8, 9], [2028, 8, 14], {'2028-07-20': 5.31, '2028-07-21': 5.34, '2028-07-22': 5.37, '2028-07-23': 5.25, '2028-07-24': 5.38, '2028-07-25': 5.25, '2028-07-26': 5.32, '2028-07-27': 5.24, '2028-07-28': 5.25, '2028-07-29': 5.33, '2028-07-30': 5.37, '2028-07-31': 5.36, '2028-08-01': 5.24, '2028-08-02': 5.23, '2028-08-03': 5.37, '2028-08-04': 5.32, '2028-08-05': 5.24, '2028-08-06': 5.3, '2028-08-07': 5.36, '2028-08-08': 5.24, '2028-08-09': 5.34, '2028-08-10': 5.31, '2028-08-11': 5.32, '2028-08-12': 5.37, '2028-08-13': 5.34, '2028-08-14': 5.34}, 2, 0.25, []], 5.5751], ['normal control 1', [[2024, 12, 2], [2024, 12, 4], {'2024-11-12': 0.03, '2024-11-13': 0.08, '2024-11-14': 0.09, '2024-11-15': 0.13, '2024-11-16': -0.01, '2024-11-17': 0.05, '2024-11-18': 0.02, '2024-11-19': -0.03, '2024-11-20': -0.01, '2024-11-21': 0.08, '2024-11-22': 0.01, '2024-11-23': 0.08, '2024-11-24': 0.13, '2024-11-25': 0.1, '2024-11-26': -0.02, '2024-11-27': 0.13, '2024-11-28': 0.0, '2024-11-29': 0.06, '2024-11-30': 0.08, '2024-12-01': 0.0, '2024-12-02': 0.03, '2024-12-03': -0.01, '2024-12-04': 0.04}, 2, 0.0, [[2024, 12, 3]]], 0.0], ['normal control 2', [[2028, 3, 29], [2028, 3, 31], {'2028-03-09': 0.05, '2028-03-10': -0.02, '2028-03-11': 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[[2028, 9, 14]]], 0.25], ['normal control 4', [[2028, 7, 31], [2028, 8, 2], {'2028-07-11': 0.06, '2028-07-12': -0.02, '2028-07-13': 0.08, '2028-07-14': 0.03, '2028-07-15': 0.08, '2028-07-16': 0.01, '2028-07-17': -0.03, '2028-07-18': 0.02, '2028-07-19': 0.04, '2028-07-20': -0.01, '2028-07-21': 0.09, '2028-07-22': 0.11, '2028-07-23': -0.03, '2028-07-24': 0.03, '2028-07-25': 0.08, '2028-07-26': 0.06, '2028-07-27': 0.04, '2028-07-28': -0.01, '2028-07-29': 0.13, '2028-07-30': 0.11, '2028-07-31': 0.02, '2028-08-01': -0.02, '2028-08-02': 0.02}, 0, 0.1, []], 0.1]], [['regression money market denominator 1', [[2027, 2, 22], [2027, 2, 25], {'2027-02-02': 1.61, '2027-02-03': 1.49, '2027-02-04': 1.47, '2027-02-05': 1.47, '2027-02-06': 1.54, '2027-02-07': 1.57, '2027-02-08': 1.5, '2027-02-09': 1.62, '2027-02-10': 1.54, '2027-02-11': 1.48, '2027-02-12': 1.6, '2027-02-13': 1.51, '2027-02-14': 1.55, '2027-02-15': 1.63, '2027-02-16': 1.59, '2027-02-17': 1.61, '2027-02-18': 1.62, '2027-02-19': 1.53, '2027-02-20': 1.52, '2027-02-21': 1.52, '2027-02-22': 1.54, '2027-02-23': 1.49, '2027-02-24': 1.49, '2027-02-25': 1.57}, 2, 0.1, []], 1.663401], ['regression money market denominator 2', [[2027, 11, 24], [2027, 11, 29], {'2027-11-04': 4.32, '2027-11-05': 4.37, '2027-11-06': 4.23, '2027-11-07': 4.34, '2027-11-08': 4.33, '2027-11-09': 4.25, '2027-11-10': 4.28, '2027-11-11': 4.26, '2027-11-12': 4.3, '2027-11-13': 4.33, '2027-11-14': 4.36, '2027-11-15': 4.35, '2027-11-16': 4.29, '2027-11-17': 4.35, '2027-11-18': 4.26, '2027-11-19': 4.31, '2027-11-20': 4.38, '2027-11-21': 4.23, '2027-11-22': 4.35, '2027-11-23': 4.31, '2027-11-24': 4.29, '2027-11-25': 4.32, '2027-11-26': 4.22, '2027-11-27': 4.38, '2027-11-28': 4.32, '2027-11-29': 4.33}, 0, 0.0, [[2027, 11, 26]]], 4.314412], ['partial repair probe 1', [[2027, 11, 12], [2027, 12, 6], {'2027-10-23': 1.53, '2027-10-24': 1.63, '2027-10-25': 1.49, '2027-10-26': 1.52, '2027-10-27': 1.59, '2027-10-28': 1.5, '2027-10-29': 1.56, '2027-10-30': 1.53, 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4.3, '2023-12-09': 4.3, '2023-12-10': 4.31, '2023-12-11': 4.31, '2023-12-12': 4.3, '2023-12-13': 4.22, '2023-12-14': 4.35, '2023-12-15': 4.26, '2023-12-16': 4.35, '2023-12-17': 4.32, '2023-12-18': 4.34, '2023-12-19': 4.27, '2023-12-20': 4.26, '2023-12-21': 4.38, '2023-12-22': 4.23, '2023-12-23': 4.37, '2023-12-24': 4.26, '2023-12-25': 4.23, '2023-12-26': 4.31, '2023-12-27': 4.36, '2023-12-28': 4.33, '2023-12-29': 4.35, '2023-12-30': 4.22, '2023-12-31': 4.33, '2024-01-01': 4.27, '2024-01-02': 4.3, '2024-01-03': 4.28, '2024-01-04': 4.38, '2024-01-05': 4.33, '2024-01-06': 4.22, '2024-01-07': 4.3, '2024-01-08': 4.28, '2024-01-09': 4.28, '2024-01-10': 4.27, '2024-01-11': 4.33, '2024-01-12': 4.38, '2024-01-13': 4.25, '2024-01-14': 4.24, '2024-01-15': 4.36}, 5, 0.0, [[2023, 12, 21]]], 4.306554], ['normal control 1', [[2024, 10, 30], [2024, 11, 1], {'2024-10-10': 0.11, '2024-10-11': -0.01, '2024-10-12': -0.03, '2024-10-13': 0.03, '2024-10-14': -0.01, '2024-10-15': 0.07, '2024-10-16': 0.04, '2024-10-17': -0.02, '2024-10-18': 0.13, '2024-10-19': 0.13, '2024-10-20': 0.07, '2024-10-21': 0.07, '2024-10-22': 0.02, '2024-10-23': 0.06, '2024-10-24': -0.02, '2024-10-25': -0.03, '2024-10-26': 0.1, '2024-10-27': 0.01, '2024-10-28': 0.05, '2024-10-29': 0.05, '2024-10-30': 0.08, '2024-10-31': 0.0, '2024-11-01': 0.09}, 0, 0.1, [[2024, 10, 31], [2024, 10, 31]]], 0.18], ['normal control 2', [[2021, 11, 1], [2021, 12, 2], {'2021-10-12': 5.37, '2021-10-13': 5.26, '2021-10-14': 5.37, '2021-10-15': 5.35, '2021-10-16': 5.33, '2021-10-17': 5.24, '2021-10-18': 5.26, '2021-10-19': 5.26, '2021-10-20': 5.37, '2021-10-21': 5.28, '2021-10-22': 5.23, '2021-10-23': 5.33, '2021-10-24': 5.38, '2021-10-25': 5.37, '2021-10-26': 5.26, '2021-10-27': 5.24, '2021-10-28': 5.39, '2021-10-29': 5.36, '2021-10-30': 5.24, '2021-10-31': 5.33, '2021-11-01': 5.31, '2021-11-02': 5.38, '2021-11-03': 5.23, '2021-11-04': 5.24, '2021-11-05': 5.23, '2021-11-06': 5.33, '2021-11-07': 5.31, '2021-11-08': 5.38, '2021-11-09': 5.3, '2021-11-10': 5.29, '2021-11-11': 5.23, '2021-11-12': 5.28, '2021-11-13': 5.36, '2021-11-14': 5.25, '2021-11-15': 5.31, '2021-11-16': 5.34, '2021-11-17': 5.36, '2021-11-18': 5.38, '2021-11-19': 5.33, '2021-11-20': 5.29, '2021-11-21': 5.36, '2021-11-22': 5.31, '2021-11-23': 5.23, '2021-11-24': 5.3, '2021-11-25': 5.25, '2021-11-26': 5.25, '2021-11-27': 5.28, '2021-11-28': 5.24, '2021-11-29': 5.24, '2021-11-30': 5.27, '2021-12-01': 5.24, '2021-12-02': 5.26}, 0, 0.1, []], 5.397164], ['normal control 3', [[2022, 7, 14], [2022, 7, 15], {'2022-06-24': 4.31, '2022-06-25': 4.37, '2022-06-26': 4.27, '2022-06-27': 4.31, '2022-06-28': 4.36, '2022-06-29': 4.25, '2022-06-30': 4.24, '2022-07-01': 4.27, '2022-07-02': 4.24, '2022-07-03': 4.28, '2022-07-04': 4.3, '2022-07-05': 4.25, '2022-07-06': 4.27, '2022-07-07': 4.23, '2022-07-08': 4.35, '2022-07-09': 4.36, '2022-07-10': 4.3, '2022-07-11': 4.23, '2022-07-12': 4.26, '2022-07-13': 4.36, '2022-07-14': 4.27, '2022-07-15': 4.29}, 0, 0.0, []], 4.27], ['normal control 4', [[2028, 5, 30], [2028, 6, 2], {'2028-05-10': 5.34, '2028-05-11': 5.28, '2028-05-12': 5.35, '2028-05-13': 5.26, '2028-05-14': 5.25, '2028-05-15': 5.24, '2028-05-16': 5.26, '2028-05-17': 5.24, '2028-05-18': 5.24, '2028-05-19': 5.26, '2028-05-20': 5.33, '2028-05-21': 5.34, '2028-05-22': 5.34, '2028-05-23': 5.31, '2028-05-24': 5.26, '2028-05-25': 5.24, '2028-05-26': 5.27, '2028-05-27': 5.28, '2028-05-28': 5.38, '2028-05-29': 5.24, '2028-05-30': 5.24, '2028-05-31': 5.38, '2028-06-01': 5.38, '2028-06-02': 5.39}, 2, 0.1, []], 5.350766]], [['regression money market denominator 1', [[2026, 1, 13], [2026, 2, 23], {'2025-12-24': 5.32, '2025-12-25': 5.38, '2025-12-26': 5.27, '2025-12-27': 5.32, '2025-12-28': 5.39, '2025-12-29': 5.29, '2025-12-30': 5.31, '2025-12-31': 5.35, '2026-01-01': 5.34, '2026-01-02': 5.31, '2026-01-03': 5.28, '2026-01-04': 5.31, '2026-01-05': 5.39, '2026-01-06': 5.38, '2026-01-07': 5.23, '2026-01-08': 5.34, '2026-01-09': 5.33, '2026-01-10': 5.31, '2026-01-11': 5.23, '2026-01-12': 5.39, '2026-01-13': 5.37, '2026-01-14': 5.27, '2026-01-15': 5.33, '2026-01-16': 5.3, '2026-01-17': 5.38, '2026-01-18': 5.3, '2026-01-19': 5.27, '2026-01-20': 5.27, '2026-01-21': 5.33, '2026-01-22': 5.39, '2026-01-23': 5.37, '2026-01-24': 5.29, '2026-01-25': 5.33, '2026-01-26': 5.39, '2026-01-27': 5.34, '2026-01-28': 5.38, '2026-01-29': 5.3, '2026-01-30': 5.31, '2026-01-31': 5.33, '2026-02-01': 5.37, '2026-02-02': 5.24, '2026-02-03': 5.38, '2026-02-04': 5.38, '2026-02-05': 5.28, '2026-02-06': 5.25, '2026-02-07': 5.39, '2026-02-08': 5.32, '2026-02-09': 5.24, '2026-02-10': 5.26, '2026-02-11': 5.33, '2026-02-12': 5.24, '2026-02-13': 5.29, '2026-02-14': 5.32, '2026-02-15': 5.35, '2026-02-16': 5.23, '2026-02-17': 5.29, '2026-02-18': 5.24, '2026-02-19': 5.39, '2026-02-20': 5.32, '2026-02-21': 5.31, '2026-02-22': 5.38, '2026-02-23': 5.31}, 2, 0.1, [[2026, 1, 22], [2026, 2, 3]]], 5.420894], ['regression money market denominator 2', [[2026, 10, 29], [2026, 11, 9], {'2026-10-09': 5.26, '2026-10-10': 5.34, '2026-10-11': 5.36, '2026-10-12': 5.25, '2026-10-13': 5.33, '2026-10-14': 5.24, '2026-10-15': 5.35, '2026-10-16': 5.27, '2026-10-17': 5.35, '2026-10-18': 5.3, '2026-10-19': 5.36, '2026-10-20': 5.25, '2026-10-21': 5.35, '2026-10-22': 5.35, '2026-10-23': 5.24, '2026-10-24': 5.29, '2026-10-25': 5.37, '2026-10-26': 5.38, '2026-10-27': 5.36, '2026-10-28': 5.39, '2026-10-29': 5.34, '2026-10-30': 5.28, '2026-10-31': 5.24, '2026-11-01': 5.31, '2026-11-02': 5.26, '2026-11-03': 5.37, '2026-11-04': 5.35, '2026-11-05': 5.38, '2026-11-06': 5.32, '2026-11-07': 5.36, '2026-11-08': 5.38, '2026-11-09': 5.35}, 0, 0.1, []], 5.421686], ['partial repair probe 1', [[2024, 5, 31], [2024, 6, 10], {'2024-05-11': 5.28, '2024-05-12': 5.25, '2024-05-13': 5.38, '2024-05-14': 5.25, '2024-05-15': 5.23, '2024-05-16': 5.38, '2024-05-17': 5.37, '2024-05-18': 5.37, '2024-05-19': 5.39, '2024-05-20': 5.3, '2024-05-21': 5.23, '2024-05-22': 5.35, '2024-05-23': 5.26, '2024-05-24': 5.26, '2024-05-25': 5.39, '2024-05-26': 5.26, '2024-05-27': 5.29, '2024-05-28': 5.36, '2024-05-29': 5.39, '2024-05-30': 5.33, '2024-05-31': 5.25, '2024-06-01': 5.28, '2024-06-02': 5.39, '2024-06-03': 5.38, '2024-06-04': 5.32, '2024-06-05': 5.23, '2024-06-06': 5.32, '2024-06-07': 5.36, '2024-06-08': 5.26, '2024-06-09': 5.38, '2024-06-10': 5.24}, 2, 0.1, [[2024, 6, 7]]], 5.443853], ['partial repair probe 2', [[2023, 5, 30], [2023, 7, 7], {'2023-05-10': 4.33, '2023-05-11': 4.3, '2023-05-12': 4.36, '2023-05-13': 4.38, '2023-05-14': 4.24, '2023-05-15': 4.24, '2023-05-16': 4.24, '2023-05-17': 4.23, '2023-05-18': 4.36, '2023-05-19': 4.25, '2023-05-20': 4.36, '2023-05-21': 4.29, '2023-05-22': 4.37, '2023-05-23': 4.31, '2023-05-24': 4.28, '2023-05-25': 4.28, '2023-05-26': 4.37, '2023-05-27': 4.26, '2023-05-28': 4.38, '2023-05-29': 4.35, '2023-05-30': 4.33, '2023-05-31': 4.33, '2023-06-01': 4.37, '2023-06-02': 4.26, '2023-06-03': 4.31, '2023-06-04': 4.35, '2023-06-05': 4.22, '2023-06-06': 4.29, '2023-06-07': 4.28, '2023-06-08': 4.35, '2023-06-09': 4.26, '2023-06-10': 4.25, '2023-06-11': 4.32, '2023-06-12': 4.33, '2023-06-13': 4.38, '2023-06-14': 4.3, '2023-06-15': 4.38, '2023-06-16': 4.28, '2023-06-17': 4.24, '2023-06-18': 4.27, '2023-06-19': 4.29, '2023-06-20': 4.31, '2023-06-21': 4.29, '2023-06-22': 4.38, '2023-06-23': 4.35, '2023-06-24': 4.38, '2023-06-25': 4.37, '2023-06-26': 4.24, '2023-06-27': 4.26, '2023-06-28': 4.33, '2023-06-29': 4.22, '2023-06-30': 4.36, '2023-07-01': 4.29, '2023-07-02': 4.23, '2023-07-03': 4.29, '2023-07-04': 4.31, '2023-07-05': 4.37, '2023-07-06': 4.25, '2023-07-07': 4.26}, 2, 0.25, [[2023, 6, 26]]], 4.570372], ['normal control 1', [[2021, 9, 15], [2021, 9, 20], {'2021-08-26': 1.6, '2021-08-27': 1.62, '2021-08-28': 1.5, '2021-08-29': 1.6, '2021-08-30': 1.48, '2021-08-31': 1.51, '2021-09-01': 1.55, '2021-09-02': 1.49, '2021-09-03': 1.59, '2021-09-04': 1.59, '2021-09-05': 1.55, '2021-09-06': 1.57, '2021-09-07': 1.52, '2021-09-08': 1.56, '2021-09-09': 1.48, '2021-09-10': 1.48, '2021-09-11': 1.53, '2021-09-12': 1.48, '2021-09-13': 1.51, '2021-09-14': 1.52, '2021-09-15': 1.51, '2021-09-16': 1.6, '2021-09-17': 1.47, '2021-09-18': 1.57, '2021-09-19': 1.54, '2021-09-20': 1.49}, 0, 0.1, [[2021, 9, 17]]], 1.682054], ['normal control 2', [[2024, 11, 4], [2024, 12, 2], {'2024-10-15': 1.57, '2024-10-16': 1.58, '2024-10-17': 1.52, '2024-10-18': 1.55, '2024-10-19': 1.52, '2024-10-20': 1.56, '2024-10-21': 1.58, '2024-10-22': 1.61, '2024-10-23': 1.55, '2024-10-24': 1.5, '2024-10-25': 1.56, '2024-10-26': 1.5, '2024-10-27': 1.56, '2024-10-28': 1.6, '2024-10-29': 1.62, '2024-10-30': 1.62, '2024-10-31': 1.47, '2024-11-01': 1.61, '2024-11-02': 1.47, '2024-11-03': 1.63, '2024-11-04': 1.49, '2024-11-05': 1.48, '2024-11-06': 1.47, '2024-11-07': 1.53, '2024-11-08': 1.55, '2024-11-09': 1.47, '2024-11-10': 1.48, '2024-11-11': 1.48, '2024-11-12': 1.5, '2024-11-13': 1.5, '2024-11-14': 1.47, '2024-11-15': 1.58, '2024-11-16': 1.59, '2024-11-17': 1.62, '2024-11-18': 1.57, '2024-11-19': 1.6, '2024-11-20': 1.57, '2024-11-21': 1.6, '2024-11-22': 1.57, '2024-11-23': 1.5, '2024-11-24': 1.49, '2024-11-25': 1.53, '2024-11-26': 1.58, '2024-11-27': 1.53, '2024-11-28': 1.59, '2024-11-29': 1.62, '2024-11-30': 1.6, '2024-12-01': 1.61, '2024-12-02': 1.49}, 0, 0.1, [[2024, 11, 6], [2024, 11, 8], [2024, 11, 5]]], 1.651573], ['normal control 3', [[2028, 2, 15], [2028, 2, 17], {'2028-01-26': 1.58, '2028-01-27': 1.62, '2028-01-28': 1.6, '2028-01-29': 1.53, '2028-01-30': 1.54, '2028-01-31': 1.49, '2028-02-01': 1.52, '2028-02-02': 1.54, '2028-02-03': 1.62, '2028-02-04': 1.51, '2028-02-05': 1.5, '2028-02-06': 1.47, '2028-02-07': 1.63, '2028-02-08': 1.54, '2028-02-09': 1.53, '2028-02-10': 1.56, '2028-02-11': 1.53, '2028-02-12': 1.55, '2028-02-13': 1.5, '2028-02-14': 1.56, '2028-02-15': 1.52, '2028-02-16': 1.52, '2028-02-17': 1.51}, 5, 0.0, [[2028, 2, 16]]], 1.54], ['normal control 4', [[2022, 5, 12], [2022, 6, 14], {'2022-04-22': 0.08, '2022-04-23': -0.01, '2022-04-24': 0.08, '2022-04-25': 0.11, '2022-04-26': 0.13, '2022-04-27': 0.02, '2022-04-28': 0.02, '2022-04-29': 0.0, '2022-04-30': 0.11, '2022-05-01': 0.02, '2022-05-02': 0.04, '2022-05-03': 0.0, '2022-05-04': -0.01, '2022-05-05': 0.13, '2022-05-06': 0.02, '2022-05-07': 0.08, '2022-05-08': 0.02, '2022-05-09': -0.02, '2022-05-10': 0.03, '2022-05-11': -0.02, '2022-05-12': 0.07, '2022-05-13': 0.12, '2022-05-14': -0.03, '2022-05-15': -0.01, '2022-05-16': 0.0, '2022-05-17': 0.06, '2022-05-18': -0.02, '2022-05-19': 0.04, '2022-05-20': 0.03, '2022-05-21': -0.01, '2022-05-22': 0.12, '2022-05-23': 0.0, '2022-05-24': 0.04, '2022-05-25': 0.1, '2022-05-26': 0.03, '2022-05-27': 0.11, '2022-05-28': 0.07, '2022-05-29': 0.0, '2022-05-30': 0.06, '2022-05-31': -0.01, '2022-06-01': -0.03, '2022-06-02': 0.13, '2022-06-03': 0.1, '2022-06-04': 0.04, '2022-06-05': 0.07, '2022-06-06': 0.11, '2022-06-07': 0.05, '2022-06-08': 0.05, '2022-06-09': 0.13, '2022-06-10': 0.05, '2022-06-11': 0.1, '2022-06-12': -0.03, '2022-06-13': 0.02, '2022-06-14': 0.05}, 5, 0.1, [[2022, 6, 10], [2022, 5, 17], [2022, 5, 16]]], 0.149092]]]
for label, args, expected in fixtures[N-1]:
check(label, solve(*args), 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 fixture | Actual | Expected | Outcome |
|---|---|---|---|
| regression money market denominator 1 | 4.275833 | 4.335277 | Failed |
| regression money market denominator 2 | 1.620442 | 1.641561 | Failed |
| partial repair probe 1 | 4.524309 | 4.583679 | Failed |
| partial repair probe 2 | 1.816329 | 1.838085 | Failed |
| normal control 1 | 4.247737 | 4.306786 | Failed |
| normal control 2 | 1.808356 | 1.83 | Failed |
| normal control 3 | 4.523552 | 4.58305 | Failed |
| normal control 4 | 4.563769 | 4.623688 | Failed |
SHA-256 / 5bd2f8b51c1610ca7e9e065d22218cd0ea799a7778697cfa079949f8b19c5883
2 / The unsuccessful fix
Exit 1"""Failure Map reference implementation. Python standard library only."""
import json
import datetime
N = 1
observations = []
def solve(start, end, rates, lookback, spread, holidays):
S = datetime.date(*start)
E = datetime.date(*end)
H = {datetime.date(*h) for h in holidays}
def biz(x):
return x.weekday() < 5 and x not in H
def back(x, k):
while k > 0:
x -= datetime.timedelta(days=1)
if biz(x):
k -= 1
return x
days = []
x = S
while x < E:
if biz(x):
days.append(x)
x += datetime.timedelta(days=1)
prod = 1.0
for i, d in enumerate(days):
nxt = days[i + 1] if i + 1 < len(days) else E
n = (nxt - d).days
obs = back(d, lookback)
prod *= 1 + rates[obs.isoformat()] / 100 * n / 365
total = (E - S).days
return round((prod - 1) * 365 / total * 100 + spread, 6)
def check(label, actual, expected):
observations.append({"check": label, "actual": actual, "expected": expected, "passed": actual == expected})
fixtures = [[['regression money market denominator 1', [[2021, 3, 22], [2021, 4, 9], {'2021-03-02': 4.29, '2021-03-03': 4.38, '2021-03-04': 4.33, '2021-03-05': 4.27, '2021-03-06': 4.38, '2021-03-07': 4.31, '2021-03-08': 4.25, '2021-03-09': 4.36, '2021-03-10': 4.22, '2021-03-11': 4.27, '2021-03-12': 4.26, '2021-03-13': 4.38, '2021-03-14': 4.22, '2021-03-15': 4.25, '2021-03-16': 4.29, '2021-03-17': 4.31, '2021-03-18': 4.25, '2021-03-19': 4.31, '2021-03-20': 4.34, '2021-03-21': 4.32, '2021-03-22': 4.35, '2021-03-23': 4.23, '2021-03-24': 4.37, '2021-03-25': 4.36, '2021-03-26': 4.26, '2021-03-27': 4.31, '2021-03-28': 4.23, '2021-03-29': 4.36, '2021-03-30': 4.37, '2021-03-31': 4.38, '2021-04-01': 4.33, '2021-04-02': 4.31, '2021-04-03': 4.3, '2021-04-04': 4.29, '2021-04-05': 4.26, '2021-04-06': 4.31, '2021-04-07': 4.25, '2021-04-08': 4.3, '2021-04-09': 4.37}, 2, 0.0, [[2021, 3, 29]]], 4.335277], ['regression money market denominator 2', [[2027, 6, 8], [2027, 6, 15], {'2027-05-19': 1.49, '2027-05-20': 1.53, '2027-05-21': 1.52, '2027-05-22': 1.57, '2027-05-23': 1.6, '2027-05-24': 1.49, '2027-05-25': 1.52, '2027-05-26': 1.55, '2027-05-27': 1.49, '2027-05-28': 1.54, '2027-05-29': 1.55, '2027-05-30': 1.57, '2027-05-31': 1.5, '2027-06-01': 1.5, '2027-06-02': 1.53, '2027-06-03': 1.6, '2027-06-04': 1.6, '2027-06-05': 1.54, '2027-06-06': 1.61, '2027-06-07': 1.51, '2027-06-08': 1.52, '2027-06-09': 1.5, '2027-06-10': 1.52, '2027-06-11': 1.47, '2027-06-12': 1.54, '2027-06-13': 1.51, '2027-06-14': 1.57, '2027-06-15': 1.54}, 2, 0.1, [[2027, 6, 14], [2027, 6, 9], [2027, 6, 14]]], 1.641561], ['partial repair probe 1', [[2023, 1, 16], [2023, 1, 19], {'2022-12-27': 4.33, '2022-12-28': 4.37, '2022-12-29': 4.36, '2022-12-30': 4.33, '2022-12-31': 4.27, '2023-01-01': 4.31, '2023-01-02': 4.36, '2023-01-03': 4.35, '2023-01-04': 4.31, '2023-01-05': 4.36, '2023-01-06': 4.35, '2023-01-07': 4.34, '2023-01-08': 4.36, '2023-01-09': 4.35, '2023-01-10': 4.23, '2023-01-11': 4.29, '2023-01-12': 4.36, '2023-01-13': 4.28, '2023-01-14': 4.34, '2023-01-15': 4.27, '2023-01-16': 4.36, '2023-01-17': 4.35, '2023-01-18': 4.28, '2023-01-19': 4.26}, 2, 0.25, [[2023, 1, 17]]], 4.583679], ['partial repair probe 2', [[2021, 11, 24], [2021, 11, 29], {'2021-11-04': 1.48, '2021-11-05': 1.56, '2021-11-06': 1.48, '2021-11-07': 1.61, '2021-11-08': 1.6, '2021-11-09': 1.54, '2021-11-10': 1.51, '2021-11-11': 1.48, '2021-11-12': 1.55, '2021-11-13': 1.48, '2021-11-14': 1.57, '2021-11-15': 1.59, '2021-11-16': 1.55, '2021-11-17': 1.59, '2021-11-18': 1.49, '2021-11-19': 1.53, '2021-11-20': 1.62, '2021-11-21': 1.63, '2021-11-22': 1.63, '2021-11-23': 1.56, '2021-11-24': 1.47, '2021-11-25': 1.59, '2021-11-26': 1.53, '2021-11-27': 1.56, '2021-11-28': 1.59, '2021-11-29': 1.55}, 2, 0.25, [[2021, 11, 25], [2021, 11, 25]]], 1.838085], ['normal control 1', [[2023, 5, 19], [2023, 6, 5], {'2023-04-29': 4.24, '2023-04-30': 4.36, '2023-05-01': 4.26, '2023-05-02': 4.28, '2023-05-03': 4.32, '2023-05-04': 4.26, '2023-05-05': 4.24, '2023-05-06': 4.28, '2023-05-07': 4.37, '2023-05-08': 4.24, '2023-05-09': 4.28, '2023-05-10': 4.23, '2023-05-11': 4.34, '2023-05-12': 4.32, '2023-05-13': 4.28, '2023-05-14': 4.38, '2023-05-15': 4.26, '2023-05-16': 4.3, '2023-05-17': 4.3, '2023-05-18': 4.28, '2023-05-19': 4.32, '2023-05-20': 4.23, '2023-05-21': 4.28, '2023-05-22': 4.32, '2023-05-23': 4.38, '2023-05-24': 4.32, '2023-05-25': 4.32, '2023-05-26': 4.25, '2023-05-27': 4.22, '2023-05-28': 4.28, '2023-05-29': 4.25, '2023-05-30': 4.36, '2023-05-31': 4.35, '2023-06-01': 4.22, '2023-06-02': 4.31, '2023-06-03': 4.31, '2023-06-04': 4.32, '2023-06-05': 4.24}, 5, 0.0, []], 4.306786], ['normal control 2', [[2026, 5, 4], [2026, 5, 6], {'2026-04-14': 1.62, '2026-04-15': 1.53, '2026-04-16': 1.62, '2026-04-17': 1.52, '2026-04-18': 1.53, '2026-04-19': 1.6, '2026-04-20': 1.61, '2026-04-21': 1.58, '2026-04-22': 1.61, '2026-04-23': 1.52, '2026-04-24': 1.47, '2026-04-25': 1.58, '2026-04-26': 1.61, '2026-04-27': 1.58, '2026-04-28': 1.5, '2026-04-29': 1.63, '2026-04-30': 1.5, '2026-05-01': 1.47, '2026-05-02': 1.55, '2026-05-03': 1.47, '2026-05-04': 1.49, '2026-05-05': 1.58, '2026-05-06': 1.54}, 5, 0.25, [[2026, 5, 5], [2026, 5, 5]]], 1.83], ['normal control 3', [[2022, 8, 1], [2022, 9, 12], {'2022-07-12': 4.32, '2022-07-13': 4.29, '2022-07-14': 4.24, '2022-07-15': 4.22, '2022-07-16': 4.37, '2022-07-17': 4.33, '2022-07-18': 4.29, '2022-07-19': 4.29, '2022-07-20': 4.26, '2022-07-21': 4.34, '2022-07-22': 4.24, '2022-07-23': 4.35, '2022-07-24': 4.28, '2022-07-25': 4.28, '2022-07-26': 4.3, '2022-07-27': 4.35, '2022-07-28': 4.35, '2022-07-29': 4.22, '2022-07-30': 4.32, '2022-07-31': 4.28, '2022-08-01': 4.29, '2022-08-02': 4.37, '2022-08-03': 4.33, '2022-08-04': 4.28, '2022-08-05': 4.35, '2022-08-06': 4.36, '2022-08-07': 4.29, '2022-08-08': 4.25, '2022-08-09': 4.25, '2022-08-10': 4.35, '2022-08-11': 4.34, '2022-08-12': 4.38, '2022-08-13': 4.32, '2022-08-14': 4.32, '2022-08-15': 4.37, '2022-08-16': 4.23, '2022-08-17': 4.33, '2022-08-18': 4.37, '2022-08-19': 4.31, '2022-08-20': 4.38, '2022-08-21': 4.26, '2022-08-22': 4.22, '2022-08-23': 4.29, '2022-08-24': 4.35, '2022-08-25': 4.37, '2022-08-26': 4.36, '2022-08-27': 4.24, '2022-08-28': 4.26, '2022-08-29': 4.27, '2022-08-30': 4.33, '2022-08-31': 4.36, '2022-09-01': 4.28, '2022-09-02': 4.24, '2022-09-03': 4.31, '2022-09-04': 4.22, '2022-09-05': 4.24, '2022-09-06': 4.29, '2022-09-07': 4.38, '2022-09-08': 4.23, '2022-09-09': 4.32, '2022-09-10': 4.24, '2022-09-11': 4.24, '2022-09-12': 4.26}, 2, 0.25, []], 4.58305], ['normal control 4', [[2027, 8, 9], [2027, 8, 12], {'2027-07-20': 4.38, '2027-07-21': 4.3, '2027-07-22': 4.31, '2027-07-23': 4.26, '2027-07-24': 4.28, '2027-07-25': 4.26, '2027-07-26': 4.24, '2027-07-27': 4.28, '2027-07-28': 4.33, '2027-07-29': 4.36, '2027-07-30': 4.37, '2027-07-31': 4.22, '2027-08-01': 4.23, '2027-08-02': 4.23, '2027-08-03': 4.36, '2027-08-04': 4.33, '2027-08-05': 4.38, '2027-08-06': 4.37, '2027-08-07': 4.35, '2027-08-08': 4.28, '2027-08-09': 4.28, '2027-08-10': 4.25, '2027-08-11': 4.26, '2027-08-12': 4.37}, 2, 0.25, [[2027, 8, 11]]], 4.623688]], [['regression money market denominator 1', [[2024, 11, 14], [2024, 11, 22], {'2024-10-25': 4.29, '2024-10-26': 4.24, '2024-10-27': 4.31, '2024-10-28': 4.33, '2024-10-29': 4.37, '2024-10-30': 4.3, '2024-10-31': 4.34, '2024-11-01': 4.24, '2024-11-02': 4.27, '2024-11-03': 4.24, '2024-11-04': 4.26, '2024-11-05': 4.24, '2024-11-06': 4.31, '2024-11-07': 4.33, '2024-11-08': 4.24, '2024-11-09': 4.38, '2024-11-10': 4.26, '2024-11-11': 4.33, '2024-11-12': 4.24, '2024-11-13': 4.34, '2024-11-14': 4.36, '2024-11-15': 4.34, '2024-11-16': 4.25, '2024-11-17': 4.32, '2024-11-18': 4.25, '2024-11-19': 4.37, '2024-11-20': 4.36, '2024-11-21': 4.26, '2024-11-22': 4.36}, 5, 0.1, []], 4.391602], ['regression money market denominator 2', [[2026, 12, 14], [2026, 12, 16], {'2026-11-24': 1.59, '2026-11-25': 1.49, '2026-11-26': 1.63, '2026-11-27': 1.55, '2026-11-28': 1.57, '2026-11-29': 1.48, '2026-11-30': 1.56, '2026-12-01': 1.5, '2026-12-02': 1.5, '2026-12-03': 1.54, '2026-12-04': 1.62, '2026-12-05': 1.57, '2026-12-06': 1.47, '2026-12-07': 1.5, '2026-12-08': 1.49, '2026-12-09': 1.61, '2026-12-10': 1.48, '2026-12-11': 1.56, '2026-12-12': 1.59, '2026-12-13': 1.62, '2026-12-14': 1.52, '2026-12-15': 1.53, '2026-12-16': 1.59}, 2, 0.25, []], 1.770032], ['partial repair probe 1', [[2021, 4, 7], [2021, 5, 4], {'2021-03-18': 4.29, '2021-03-19': 4.34, '2021-03-20': 4.29, '2021-03-21': 4.31, '2021-03-22': 4.25, '2021-03-23': 4.3, '2021-03-24': 4.27, '2021-03-25': 4.34, '2021-03-26': 4.28, '2021-03-27': 4.32, '2021-03-28': 4.32, '2021-03-29': 4.3, '2021-03-30': 4.27, '2021-03-31': 4.35, '2021-04-01': 4.28, '2021-04-02': 4.26, '2021-04-03': 4.28, '2021-04-04': 4.26, '2021-04-05': 4.31, '2021-04-06': 4.32, '2021-04-07': 4.27, '2021-04-08': 4.32, '2021-04-09': 4.33, '2021-04-10': 4.26, '2021-04-11': 4.29, '2021-04-12': 4.32, '2021-04-13': 4.32, '2021-04-14': 4.37, '2021-04-15': 4.31, '2021-04-16': 4.25, '2021-04-17': 4.3, '2021-04-18': 4.31, '2021-04-19': 4.26, '2021-04-20': 4.31, '2021-04-21': 4.23, '2021-04-22': 4.24, '2021-04-23': 4.28, '2021-04-24': 4.37, '2021-04-25': 4.24, '2021-04-26': 4.33, '2021-04-27': 4.37, '2021-04-28': 4.32, '2021-04-29': 4.28, '2021-04-30': 4.36, '2021-05-01': 4.28, '2021-05-02': 4.25, '2021-05-03': 4.3, '2021-05-04': 4.22}, 2, 0.0, [[2021, 4, 13], [2021, 4, 20]]], 4.307159], ['partial repair probe 2', [[2026, 10, 12], [2026, 11, 19], {'2026-09-22': 5.33, '2026-09-23': 5.28, '2026-09-24': 5.38, '2026-09-25': 5.34, '2026-09-26': 5.27, '2026-09-27': 5.29, '2026-09-28': 5.37, '2026-09-29': 5.23, '2026-09-30': 5.34, '2026-10-01': 5.23, '2026-10-02': 5.35, '2026-10-03': 5.26, '2026-10-04': 5.34, '2026-10-05': 5.25, '2026-10-06': 5.39, '2026-10-07': 5.32, '2026-10-08': 5.39, '2026-10-09': 5.38, '2026-10-10': 5.27, '2026-10-11': 5.25, '2026-10-12': 5.23, '2026-10-13': 5.25, '2026-10-14': 5.3, '2026-10-15': 5.26, '2026-10-16': 5.35, '2026-10-17': 5.37, '2026-10-18': 5.37, '2026-10-19': 5.39, '2026-10-20': 5.39, '2026-10-21': 5.37, '2026-10-22': 5.27, '2026-10-23': 5.26, '2026-10-24': 5.3, '2026-10-25': 5.33, '2026-10-26': 5.36, '2026-10-27': 5.38, '2026-10-28': 5.38, '2026-10-29': 5.28, '2026-10-30': 5.26, '2026-10-31': 5.39, '2026-11-01': 5.35, '2026-11-02': 5.27, '2026-11-03': 5.35, '2026-11-04': 5.32, '2026-11-05': 5.37, '2026-11-06': 5.27, '2026-11-07': 5.3, '2026-11-08': 5.31, '2026-11-09': 5.25, '2026-11-10': 5.27, '2026-11-11': 5.27, '2026-11-12': 5.23, '2026-11-13': 5.32, '2026-11-14': 5.36, '2026-11-15': 5.38, '2026-11-16': 5.3, '2026-11-17': 5.32, '2026-11-18': 5.27, '2026-11-19': 5.27}, 2, 0.25, []], 5.580024], ['normal control 1', [[2023, 9, 28], [2023, 10, 30], {'2023-09-08': 5.28, '2023-09-09': 5.23, '2023-09-10': 5.23, '2023-09-11': 5.29, '2023-09-12': 5.28, '2023-09-13': 5.26, '2023-09-14': 5.34, '2023-09-15': 5.26, '2023-09-16': 5.27, '2023-09-17': 5.28, '2023-09-18': 5.34, '2023-09-19': 5.34, '2023-09-20': 5.23, '2023-09-21': 5.34, '2023-09-22': 5.32, '2023-09-23': 5.25, '2023-09-24': 5.29, '2023-09-25': 5.38, '2023-09-26': 5.39, '2023-09-27': 5.37, '2023-09-28': 5.32, '2023-09-29': 5.25, '2023-09-30': 5.29, '2023-10-01': 5.38, '2023-10-02': 5.39, '2023-10-03': 5.25, '2023-10-04': 5.32, '2023-10-05': 5.29, '2023-10-06': 5.29, '2023-10-07': 5.36, '2023-10-08': 5.23, '2023-10-09': 5.25, '2023-10-10': 5.32, '2023-10-11': 5.29, '2023-10-12': 5.28, '2023-10-13': 5.3, '2023-10-14': 5.33, '2023-10-15': 5.37, '2023-10-16': 5.39, '2023-10-17': 5.34, '2023-10-18': 5.36, '2023-10-19': 5.31, '2023-10-20': 5.32, '2023-10-21': 5.28, '2023-10-22': 5.28, '2023-10-23': 5.26, '2023-10-24': 5.24, '2023-10-25': 5.38, '2023-10-26': 5.24, '2023-10-27': 5.36, '2023-10-28': 5.38, '2023-10-29': 5.38, '2023-10-30': 5.37}, 5, 0.1, []], 5.425244], ['normal control 2', [[2027, 1, 1], [2027, 1, 12], {'2026-12-12': 4.27, '2026-12-13': 4.25, '2026-12-14': 4.26, '2026-12-15': 4.25, '2026-12-16': 4.25, '2026-12-17': 4.29, '2026-12-18': 4.29, '2026-12-19': 4.38, '2026-12-20': 4.34, '2026-12-21': 4.28, '2026-12-22': 4.33, '2026-12-23': 4.23, '2026-12-24': 4.27, '2026-12-25': 4.28, '2026-12-26': 4.3, '2026-12-27': 4.34, '2026-12-28': 4.24, '2026-12-29': 4.38, '2026-12-30': 4.38, '2026-12-31': 4.37, '2027-01-01': 4.37, '2027-01-02': 4.24, '2027-01-03': 4.28, '2027-01-04': 4.38, '2027-01-05': 4.26, '2027-01-06': 4.31, '2027-01-07': 4.26, '2027-01-08': 4.35, '2027-01-09': 4.3, '2027-01-10': 4.38, '2027-01-11': 4.36, '2027-01-12': 4.35}, 2, 0.25, []], 4.5896], ['normal control 3', [[2023, 4, 14], [2023, 5, 4], {'2023-03-25': 4.24, '2023-03-26': 4.28, '2023-03-27': 4.34, '2023-03-28': 4.34, '2023-03-29': 4.3, '2023-03-30': 4.24, '2023-03-31': 4.37, '2023-04-01': 4.24, '2023-04-02': 4.34, '2023-04-03': 4.35, '2023-04-04': 4.26, '2023-04-05': 4.22, '2023-04-06': 4.24, '2023-04-07': 4.29, '2023-04-08': 4.37, '2023-04-09': 4.3, '2023-04-10': 4.22, '2023-04-11': 4.23, '2023-04-12': 4.37, '2023-04-13': 4.22, '2023-04-14': 4.24, '2023-04-15': 4.31, '2023-04-16': 4.27, '2023-04-17': 4.34, '2023-04-18': 4.29, '2023-04-19': 4.3, '2023-04-20': 4.27, '2023-04-21': 4.36, '2023-04-22': 4.36, '2023-04-23': 4.29, '2023-04-24': 4.33, '2023-04-25': 4.22, '2023-04-26': 4.26, '2023-04-27': 4.33, '2023-04-28': 4.23, '2023-04-29': 4.35, '2023-04-30': 4.37, '2023-05-01': 4.27, '2023-05-02': 4.26, '2023-05-03': 4.34, '2023-05-04': 4.23}, 0, 0.0, [[2023, 4, 24]]], 4.291044], ['normal control 4', [[2021, 12, 16], [2021, 12, 20], {'2021-11-26': -0.03, '2021-11-27': 0.11, '2021-11-28': -0.01, '2021-11-29': 0.08, '2021-11-30': 0.09, '2021-12-01': -0.02, '2021-12-02': 0.05, '2021-12-03': 0.07, '2021-12-04': -0.03, '2021-12-05': 0.03, '2021-12-06': 0.01, '2021-12-07': 0.0, '2021-12-08': -0.01, '2021-12-09': 0.07, '2021-12-10': 0.06, '2021-12-11': 0.07, '2021-12-12': 0.1, '2021-12-13': 0.01, '2021-12-14': 0.13, '2021-12-15': 0.04, '2021-12-16': 0.12, '2021-12-17': 0.0, '2021-12-18': 0.11, '2021-12-19': 0.02, '2021-12-20': 0.11}, 2, 0.1, []], 0.1625]], [['regression money market denominator 1', [[2027, 10, 20], [2027, 11, 29], {'2027-09-30': 4.34, '2027-10-01': 4.37, '2027-10-02': 4.3, '2027-10-03': 4.26, '2027-10-04': 4.23, '2027-10-05': 4.38, '2027-10-06': 4.29, '2027-10-07': 4.36, '2027-10-08': 4.3, '2027-10-09': 4.29, '2027-10-10': 4.23, '2027-10-11': 4.23, '2027-10-12': 4.27, '2027-10-13': 4.3, '2027-10-14': 4.29, '2027-10-15': 4.23, '2027-10-16': 4.32, '2027-10-17': 4.28, '2027-10-18': 4.38, '2027-10-19': 4.31, '2027-10-20': 4.33, '2027-10-21': 4.31, '2027-10-22': 4.35, '2027-10-23': 4.3, '2027-10-24': 4.36, '2027-10-25': 4.38, '2027-10-26': 4.35, '2027-10-27': 4.23, '2027-10-28': 4.3, '2027-10-29': 4.33, '2027-10-30': 4.32, '2027-10-31': 4.38, '2027-11-01': 4.37, '2027-11-02': 4.31, '2027-11-03': 4.27, '2027-11-04': 4.35, '2027-11-05': 4.32, '2027-11-06': 4.24, '2027-11-07': 4.34, '2027-11-08': 4.3, '2027-11-09': 4.36, '2027-11-10': 4.31, '2027-11-11': 4.3, '2027-11-12': 4.28, '2027-11-13': 4.28, '2027-11-14': 4.38, '2027-11-15': 4.31, '2027-11-16': 4.32, '2027-11-17': 4.31, '2027-11-18': 4.27, '2027-11-19': 4.32, '2027-11-20': 4.36, '2027-11-21': 4.22, '2027-11-22': 4.27, '2027-11-23': 4.24, '2027-11-24': 4.31, '2027-11-25': 4.34, '2027-11-26': 4.37, '2027-11-27': 4.25, '2027-11-28': 4.28, '2027-11-29': 4.32}, 2, 0.25, [[2027, 10, 26], [2027, 10, 27]]], 4.576084], ['regression money market denominator 2', [[2028, 7, 10], [2028, 7, 17], {'2028-06-20': 5.36, '2028-06-21': 5.31, '2028-06-22': 5.37, '2028-06-23': 5.24, '2028-06-24': 5.36, '2028-06-25': 5.36, '2028-06-26': 5.28, '2028-06-27': 5.33, '2028-06-28': 5.28, '2028-06-29': 5.24, '2028-06-30': 5.35, '2028-07-01': 5.35, '2028-07-02': 5.32, '2028-07-03': 5.39, '2028-07-04': 5.33, '2028-07-05': 5.32, '2028-07-06': 5.36, '2028-07-07': 5.24, '2028-07-08': 5.38, '2028-07-09': 5.28, '2028-07-10': 5.32, '2028-07-11': 5.23, '2028-07-12': 5.34, '2028-07-13': 5.27, '2028-07-14': 5.38, '2028-07-15': 5.23, '2028-07-16': 5.32, '2028-07-17': 5.32}, 2, 0.0, []], 5.312011], ['partial repair probe 1', [[2025, 7, 14], [2025, 7, 21], {'2025-06-24': 5.25, '2025-06-25': 5.24, '2025-06-26': 5.31, '2025-06-27': 5.31, '2025-06-28': 5.32, '2025-06-29': 5.28, '2025-06-30': 5.35, '2025-07-01': 5.25, '2025-07-02': 5.26, '2025-07-03': 5.39, '2025-07-04': 5.23, '2025-07-05': 5.23, '2025-07-06': 5.38, '2025-07-07': 5.3, '2025-07-08': 5.24, '2025-07-09': 5.25, '2025-07-10': 5.25, '2025-07-11': 5.32, '2025-07-12': 5.37, '2025-07-13': 5.29, '2025-07-14': 5.27, '2025-07-15': 5.32, '2025-07-16': 5.31, '2025-07-17': 5.25, '2025-07-18': 5.28, '2025-07-19': 5.36, '2025-07-20': 5.32, '2025-07-21': 5.26}, 2, 0.25, [[2025, 7, 16]]], 5.554752], ['partial repair probe 2', [[2028, 8, 9], [2028, 8, 14], {'2028-07-20': 5.31, '2028-07-21': 5.34, '2028-07-22': 5.37, '2028-07-23': 5.25, '2028-07-24': 5.38, '2028-07-25': 5.25, '2028-07-26': 5.32, '2028-07-27': 5.24, '2028-07-28': 5.25, '2028-07-29': 5.33, '2028-07-30': 5.37, '2028-07-31': 5.36, '2028-08-01': 5.24, '2028-08-02': 5.23, '2028-08-03': 5.37, '2028-08-04': 5.32, '2028-08-05': 5.24, '2028-08-06': 5.3, '2028-08-07': 5.36, '2028-08-08': 5.24, '2028-08-09': 5.34, '2028-08-10': 5.31, '2028-08-11': 5.32, '2028-08-12': 5.37, '2028-08-13': 5.34, '2028-08-14': 5.34}, 2, 0.25, []], 5.5751], ['normal control 1', [[2024, 12, 2], [2024, 12, 4], {'2024-11-12': 0.03, '2024-11-13': 0.08, '2024-11-14': 0.09, '2024-11-15': 0.13, '2024-11-16': -0.01, '2024-11-17': 0.05, '2024-11-18': 0.02, '2024-11-19': -0.03, '2024-11-20': -0.01, '2024-11-21': 0.08, '2024-11-22': 0.01, '2024-11-23': 0.08, '2024-11-24': 0.13, '2024-11-25': 0.1, '2024-11-26': -0.02, '2024-11-27': 0.13, '2024-11-28': 0.0, '2024-11-29': 0.06, '2024-11-30': 0.08, '2024-12-01': 0.0, '2024-12-02': 0.03, '2024-12-03': -0.01, '2024-12-04': 0.04}, 2, 0.0, [[2024, 12, 3]]], 0.0], ['normal control 2', [[2028, 3, 29], [2028, 3, 31], {'2028-03-09': 0.05, '2028-03-10': -0.02, '2028-03-11': -0.01, '2028-03-12': -0.02, '2028-03-13': 0.03, '2028-03-14': 0.07, '2028-03-15': 0.11, '2028-03-16': -0.03, '2028-03-17': 0.13, '2028-03-18': -0.01, '2028-03-19': 0.03, '2028-03-20': 0.12, '2028-03-21': -0.02, '2028-03-22': 0.0, '2028-03-23': 0.12, '2028-03-24': 0.05, '2028-03-25': 0.04, '2028-03-26': 0.09, '2028-03-27': 0.12, '2028-03-28': 0.13, '2028-03-29': -0.03, '2028-03-30': 0.1, '2028-03-31': 0.08}, 5, 0.0, [[2028, 3, 30], [2028, 3, 30], [2028, 3, 30]]], 0.0], ['normal control 3', [[2028, 9, 13], [2028, 9, 15], {'2028-08-24': 0.13, '2028-08-25': -0.03, '2028-08-26': -0.02, '2028-08-27': 0.12, '2028-08-28': 0.0, '2028-08-29': 0.04, '2028-08-30': 0.11, '2028-08-31': 0.08, '2028-09-01': 0.05, '2028-09-02': 0.02, '2028-09-03': 0.11, '2028-09-04': 0.13, '2028-09-05': 0.06, '2028-09-06': 0.0, '2028-09-07': 0.01, '2028-09-08': 0.05, '2028-09-09': 0.06, '2028-09-10': -0.02, '2028-09-11': 0.04, '2028-09-12': 0.05, '2028-09-13': 0.02, '2028-09-14': 0.01, '2028-09-15': 0.06}, 5, 0.25, [[2028, 9, 14]]], 0.25], ['normal control 4', [[2028, 7, 31], [2028, 8, 2], {'2028-07-11': 0.06, '2028-07-12': -0.02, '2028-07-13': 0.08, '2028-07-14': 0.03, '2028-07-15': 0.08, '2028-07-16': 0.01, '2028-07-17': -0.03, '2028-07-18': 0.02, '2028-07-19': 0.04, '2028-07-20': -0.01, '2028-07-21': 0.09, '2028-07-22': 0.11, '2028-07-23': -0.03, '2028-07-24': 0.03, '2028-07-25': 0.08, '2028-07-26': 0.06, '2028-07-27': 0.04, '2028-07-28': -0.01, '2028-07-29': 0.13, '2028-07-30': 0.11, '2028-07-31': 0.02, '2028-08-01': -0.02, '2028-08-02': 0.02}, 0, 0.1, []], 0.1]], [['regression money market denominator 1', [[2027, 2, 22], [2027, 2, 25], {'2027-02-02': 1.61, '2027-02-03': 1.49, '2027-02-04': 1.47, '2027-02-05': 1.47, '2027-02-06': 1.54, '2027-02-07': 1.57, '2027-02-08': 1.5, '2027-02-09': 1.62, '2027-02-10': 1.54, '2027-02-11': 1.48, '2027-02-12': 1.6, '2027-02-13': 1.51, '2027-02-14': 1.55, '2027-02-15': 1.63, '2027-02-16': 1.59, '2027-02-17': 1.61, '2027-02-18': 1.62, '2027-02-19': 1.53, '2027-02-20': 1.52, '2027-02-21': 1.52, '2027-02-22': 1.54, '2027-02-23': 1.49, '2027-02-24': 1.49, '2027-02-25': 1.57}, 2, 0.1, []], 1.663401], ['regression money market denominator 2', [[2027, 11, 24], [2027, 11, 29], {'2027-11-04': 4.32, '2027-11-05': 4.37, '2027-11-06': 4.23, '2027-11-07': 4.34, '2027-11-08': 4.33, '2027-11-09': 4.25, '2027-11-10': 4.28, '2027-11-11': 4.26, '2027-11-12': 4.3, '2027-11-13': 4.33, '2027-11-14': 4.36, '2027-11-15': 4.35, '2027-11-16': 4.29, '2027-11-17': 4.35, '2027-11-18': 4.26, '2027-11-19': 4.31, '2027-11-20': 4.38, '2027-11-21': 4.23, '2027-11-22': 4.35, '2027-11-23': 4.31, '2027-11-24': 4.29, '2027-11-25': 4.32, '2027-11-26': 4.22, '2027-11-27': 4.38, '2027-11-28': 4.32, '2027-11-29': 4.33}, 0, 0.0, [[2027, 11, 26]]], 4.314412], ['partial repair probe 1', [[2027, 11, 12], [2027, 12, 6], {'2027-10-23': 1.53, '2027-10-24': 1.63, '2027-10-25': 1.49, '2027-10-26': 1.52, '2027-10-27': 1.59, '2027-10-28': 1.5, '2027-10-29': 1.56, '2027-10-30': 1.53, '2027-10-31': 1.55, '2027-11-01': 1.51, '2027-11-02': 1.56, '2027-11-03': 1.48, '2027-11-04': 1.63, '2027-11-05': 1.52, '2027-11-06': 1.49, '2027-11-07': 1.61, '2027-11-08': 1.61, '2027-11-09': 1.57, '2027-11-10': 1.52, '2027-11-11': 1.47, '2027-11-12': 1.54, '2027-11-13': 1.48, '2027-11-14': 1.49, '2027-11-15': 1.53, '2027-11-16': 1.54, '2027-11-17': 1.5, '2027-11-18': 1.57, '2027-11-19': 1.58, '2027-11-20': 1.62, '2027-11-21': 1.53, '2027-11-22': 1.47, '2027-11-23': 1.61, '2027-11-24': 1.55, '2027-11-25': 1.47, '2027-11-26': 1.57, '2027-11-27': 1.63, '2027-11-28': 1.52, '2027-11-29': 1.63, '2027-11-30': 1.56, '2027-12-01': 1.63, '2027-12-02': 1.55, '2027-12-03': 1.55, '2027-12-04': 1.63, '2027-12-05': 1.61, '2027-12-06': 1.5}, 5, 0.1, []], 1.644061], ['partial repair probe 2', [[2023, 12, 20], [2024, 1, 15], {'2023-11-30': 4.33, '2023-12-01': 4.33, '2023-12-02': 4.28, '2023-12-03': 4.38, '2023-12-04': 4.33, '2023-12-05': 4.34, '2023-12-06': 4.27, '2023-12-07': 4.24, '2023-12-08': 4.3, '2023-12-09': 4.3, '2023-12-10': 4.31, '2023-12-11': 4.31, '2023-12-12': 4.3, '2023-12-13': 4.22, '2023-12-14': 4.35, '2023-12-15': 4.26, '2023-12-16': 4.35, '2023-12-17': 4.32, '2023-12-18': 4.34, '2023-12-19': 4.27, '2023-12-20': 4.26, '2023-12-21': 4.38, '2023-12-22': 4.23, '2023-12-23': 4.37, '2023-12-24': 4.26, '2023-12-25': 4.23, '2023-12-26': 4.31, '2023-12-27': 4.36, '2023-12-28': 4.33, '2023-12-29': 4.35, '2023-12-30': 4.22, '2023-12-31': 4.33, '2024-01-01': 4.27, '2024-01-02': 4.3, '2024-01-03': 4.28, '2024-01-04': 4.38, '2024-01-05': 4.33, '2024-01-06': 4.22, '2024-01-07': 4.3, '2024-01-08': 4.28, '2024-01-09': 4.28, '2024-01-10': 4.27, '2024-01-11': 4.33, '2024-01-12': 4.38, '2024-01-13': 4.25, '2024-01-14': 4.24, '2024-01-15': 4.36}, 5, 0.0, [[2023, 12, 21]]], 4.306554], ['normal control 1', [[2024, 10, 30], [2024, 11, 1], {'2024-10-10': 0.11, '2024-10-11': -0.01, '2024-10-12': -0.03, '2024-10-13': 0.03, '2024-10-14': -0.01, '2024-10-15': 0.07, '2024-10-16': 0.04, '2024-10-17': -0.02, '2024-10-18': 0.13, '2024-10-19': 0.13, '2024-10-20': 0.07, '2024-10-21': 0.07, '2024-10-22': 0.02, '2024-10-23': 0.06, '2024-10-24': -0.02, '2024-10-25': -0.03, '2024-10-26': 0.1, '2024-10-27': 0.01, '2024-10-28': 0.05, '2024-10-29': 0.05, '2024-10-30': 0.08, '2024-10-31': 0.0, '2024-11-01': 0.09}, 0, 0.1, [[2024, 10, 31], [2024, 10, 31]]], 0.18], ['normal control 2', [[2021, 11, 1], [2021, 12, 2], {'2021-10-12': 5.37, '2021-10-13': 5.26, '2021-10-14': 5.37, '2021-10-15': 5.35, '2021-10-16': 5.33, '2021-10-17': 5.24, '2021-10-18': 5.26, '2021-10-19': 5.26, '2021-10-20': 5.37, '2021-10-21': 5.28, '2021-10-22': 5.23, '2021-10-23': 5.33, '2021-10-24': 5.38, '2021-10-25': 5.37, '2021-10-26': 5.26, '2021-10-27': 5.24, '2021-10-28': 5.39, '2021-10-29': 5.36, '2021-10-30': 5.24, '2021-10-31': 5.33, '2021-11-01': 5.31, '2021-11-02': 5.38, '2021-11-03': 5.23, '2021-11-04': 5.24, '2021-11-05': 5.23, '2021-11-06': 5.33, '2021-11-07': 5.31, '2021-11-08': 5.38, '2021-11-09': 5.3, '2021-11-10': 5.29, '2021-11-11': 5.23, '2021-11-12': 5.28, '2021-11-13': 5.36, '2021-11-14': 5.25, '2021-11-15': 5.31, '2021-11-16': 5.34, '2021-11-17': 5.36, '2021-11-18': 5.38, '2021-11-19': 5.33, '2021-11-20': 5.29, '2021-11-21': 5.36, '2021-11-22': 5.31, '2021-11-23': 5.23, '2021-11-24': 5.3, '2021-11-25': 5.25, '2021-11-26': 5.25, '2021-11-27': 5.28, '2021-11-28': 5.24, '2021-11-29': 5.24, '2021-11-30': 5.27, '2021-12-01': 5.24, '2021-12-02': 5.26}, 0, 0.1, []], 5.397164], ['normal control 3', [[2022, 7, 14], [2022, 7, 15], {'2022-06-24': 4.31, '2022-06-25': 4.37, '2022-06-26': 4.27, '2022-06-27': 4.31, '2022-06-28': 4.36, '2022-06-29': 4.25, '2022-06-30': 4.24, '2022-07-01': 4.27, '2022-07-02': 4.24, '2022-07-03': 4.28, '2022-07-04': 4.3, '2022-07-05': 4.25, '2022-07-06': 4.27, '2022-07-07': 4.23, '2022-07-08': 4.35, '2022-07-09': 4.36, '2022-07-10': 4.3, '2022-07-11': 4.23, '2022-07-12': 4.26, '2022-07-13': 4.36, '2022-07-14': 4.27, '2022-07-15': 4.29}, 0, 0.0, []], 4.27], ['normal control 4', [[2028, 5, 30], [2028, 6, 2], {'2028-05-10': 5.34, '2028-05-11': 5.28, '2028-05-12': 5.35, '2028-05-13': 5.26, '2028-05-14': 5.25, '2028-05-15': 5.24, '2028-05-16': 5.26, '2028-05-17': 5.24, '2028-05-18': 5.24, '2028-05-19': 5.26, '2028-05-20': 5.33, '2028-05-21': 5.34, '2028-05-22': 5.34, '2028-05-23': 5.31, '2028-05-24': 5.26, '2028-05-25': 5.24, '2028-05-26': 5.27, '2028-05-27': 5.28, '2028-05-28': 5.38, '2028-05-29': 5.24, '2028-05-30': 5.24, '2028-05-31': 5.38, '2028-06-01': 5.38, '2028-06-02': 5.39}, 2, 0.1, []], 5.350766]], [['regression money market denominator 1', [[2026, 1, 13], [2026, 2, 23], {'2025-12-24': 5.32, '2025-12-25': 5.38, '2025-12-26': 5.27, '2025-12-27': 5.32, '2025-12-28': 5.39, '2025-12-29': 5.29, '2025-12-30': 5.31, '2025-12-31': 5.35, '2026-01-01': 5.34, '2026-01-02': 5.31, '2026-01-03': 5.28, '2026-01-04': 5.31, '2026-01-05': 5.39, '2026-01-06': 5.38, '2026-01-07': 5.23, '2026-01-08': 5.34, '2026-01-09': 5.33, '2026-01-10': 5.31, '2026-01-11': 5.23, '2026-01-12': 5.39, '2026-01-13': 5.37, '2026-01-14': 5.27, '2026-01-15': 5.33, '2026-01-16': 5.3, '2026-01-17': 5.38, '2026-01-18': 5.3, '2026-01-19': 5.27, '2026-01-20': 5.27, '2026-01-21': 5.33, '2026-01-22': 5.39, '2026-01-23': 5.37, '2026-01-24': 5.29, '2026-01-25': 5.33, '2026-01-26': 5.39, '2026-01-27': 5.34, '2026-01-28': 5.38, '2026-01-29': 5.3, '2026-01-30': 5.31, '2026-01-31': 5.33, '2026-02-01': 5.37, '2026-02-02': 5.24, '2026-02-03': 5.38, '2026-02-04': 5.38, '2026-02-05': 5.28, '2026-02-06': 5.25, '2026-02-07': 5.39, '2026-02-08': 5.32, '2026-02-09': 5.24, '2026-02-10': 5.26, '2026-02-11': 5.33, '2026-02-12': 5.24, '2026-02-13': 5.29, '2026-02-14': 5.32, '2026-02-15': 5.35, '2026-02-16': 5.23, '2026-02-17': 5.29, '2026-02-18': 5.24, '2026-02-19': 5.39, '2026-02-20': 5.32, '2026-02-21': 5.31, '2026-02-22': 5.38, '2026-02-23': 5.31}, 2, 0.1, [[2026, 1, 22], [2026, 2, 3]]], 5.420894], ['regression money market denominator 2', [[2026, 10, 29], [2026, 11, 9], {'2026-10-09': 5.26, '2026-10-10': 5.34, '2026-10-11': 5.36, '2026-10-12': 5.25, '2026-10-13': 5.33, '2026-10-14': 5.24, '2026-10-15': 5.35, '2026-10-16': 5.27, '2026-10-17': 5.35, '2026-10-18': 5.3, '2026-10-19': 5.36, '2026-10-20': 5.25, '2026-10-21': 5.35, '2026-10-22': 5.35, '2026-10-23': 5.24, '2026-10-24': 5.29, '2026-10-25': 5.37, '2026-10-26': 5.38, '2026-10-27': 5.36, '2026-10-28': 5.39, '2026-10-29': 5.34, '2026-10-30': 5.28, '2026-10-31': 5.24, '2026-11-01': 5.31, '2026-11-02': 5.26, '2026-11-03': 5.37, '2026-11-04': 5.35, '2026-11-05': 5.38, '2026-11-06': 5.32, '2026-11-07': 5.36, '2026-11-08': 5.38, '2026-11-09': 5.35}, 0, 0.1, []], 5.421686], ['partial repair probe 1', [[2024, 5, 31], [2024, 6, 10], {'2024-05-11': 5.28, '2024-05-12': 5.25, '2024-05-13': 5.38, '2024-05-14': 5.25, '2024-05-15': 5.23, '2024-05-16': 5.38, '2024-05-17': 5.37, '2024-05-18': 5.37, '2024-05-19': 5.39, '2024-05-20': 5.3, '2024-05-21': 5.23, '2024-05-22': 5.35, '2024-05-23': 5.26, '2024-05-24': 5.26, '2024-05-25': 5.39, '2024-05-26': 5.26, '2024-05-27': 5.29, '2024-05-28': 5.36, '2024-05-29': 5.39, '2024-05-30': 5.33, '2024-05-31': 5.25, '2024-06-01': 5.28, '2024-06-02': 5.39, '2024-06-03': 5.38, '2024-06-04': 5.32, '2024-06-05': 5.23, '2024-06-06': 5.32, '2024-06-07': 5.36, '2024-06-08': 5.26, '2024-06-09': 5.38, '2024-06-10': 5.24}, 2, 0.1, [[2024, 6, 7]]], 5.443853], ['partial repair probe 2', [[2023, 5, 30], [2023, 7, 7], {'2023-05-10': 4.33, '2023-05-11': 4.3, '2023-05-12': 4.36, '2023-05-13': 4.38, '2023-05-14': 4.24, '2023-05-15': 4.24, '2023-05-16': 4.24, '2023-05-17': 4.23, '2023-05-18': 4.36, '2023-05-19': 4.25, '2023-05-20': 4.36, '2023-05-21': 4.29, '2023-05-22': 4.37, '2023-05-23': 4.31, '2023-05-24': 4.28, '2023-05-25': 4.28, '2023-05-26': 4.37, '2023-05-27': 4.26, '2023-05-28': 4.38, '2023-05-29': 4.35, '2023-05-30': 4.33, '2023-05-31': 4.33, '2023-06-01': 4.37, '2023-06-02': 4.26, '2023-06-03': 4.31, '2023-06-04': 4.35, '2023-06-05': 4.22, '2023-06-06': 4.29, '2023-06-07': 4.28, '2023-06-08': 4.35, '2023-06-09': 4.26, '2023-06-10': 4.25, '2023-06-11': 4.32, '2023-06-12': 4.33, '2023-06-13': 4.38, '2023-06-14': 4.3, '2023-06-15': 4.38, '2023-06-16': 4.28, '2023-06-17': 4.24, '2023-06-18': 4.27, '2023-06-19': 4.29, '2023-06-20': 4.31, '2023-06-21': 4.29, '2023-06-22': 4.38, '2023-06-23': 4.35, '2023-06-24': 4.38, '2023-06-25': 4.37, '2023-06-26': 4.24, '2023-06-27': 4.26, '2023-06-28': 4.33, '2023-06-29': 4.22, '2023-06-30': 4.36, '2023-07-01': 4.29, '2023-07-02': 4.23, '2023-07-03': 4.29, '2023-07-04': 4.31, '2023-07-05': 4.37, '2023-07-06': 4.25, '2023-07-07': 4.26}, 2, 0.25, [[2023, 6, 26]]], 4.570372], ['normal control 1', [[2021, 9, 15], [2021, 9, 20], {'2021-08-26': 1.6, '2021-08-27': 1.62, '2021-08-28': 1.5, '2021-08-29': 1.6, '2021-08-30': 1.48, '2021-08-31': 1.51, '2021-09-01': 1.55, '2021-09-02': 1.49, '2021-09-03': 1.59, '2021-09-04': 1.59, '2021-09-05': 1.55, '2021-09-06': 1.57, '2021-09-07': 1.52, '2021-09-08': 1.56, '2021-09-09': 1.48, '2021-09-10': 1.48, '2021-09-11': 1.53, '2021-09-12': 1.48, '2021-09-13': 1.51, '2021-09-14': 1.52, '2021-09-15': 1.51, '2021-09-16': 1.6, '2021-09-17': 1.47, '2021-09-18': 1.57, '2021-09-19': 1.54, '2021-09-20': 1.49}, 0, 0.1, [[2021, 9, 17]]], 1.682054], ['normal control 2', [[2024, 11, 4], [2024, 12, 2], {'2024-10-15': 1.57, '2024-10-16': 1.58, '2024-10-17': 1.52, '2024-10-18': 1.55, '2024-10-19': 1.52, '2024-10-20': 1.56, '2024-10-21': 1.58, '2024-10-22': 1.61, '2024-10-23': 1.55, '2024-10-24': 1.5, '2024-10-25': 1.56, '2024-10-26': 1.5, '2024-10-27': 1.56, '2024-10-28': 1.6, '2024-10-29': 1.62, '2024-10-30': 1.62, '2024-10-31': 1.47, '2024-11-01': 1.61, '2024-11-02': 1.47, '2024-11-03': 1.63, '2024-11-04': 1.49, '2024-11-05': 1.48, '2024-11-06': 1.47, '2024-11-07': 1.53, '2024-11-08': 1.55, '2024-11-09': 1.47, '2024-11-10': 1.48, '2024-11-11': 1.48, '2024-11-12': 1.5, '2024-11-13': 1.5, '2024-11-14': 1.47, '2024-11-15': 1.58, '2024-11-16': 1.59, '2024-11-17': 1.62, '2024-11-18': 1.57, '2024-11-19': 1.6, '2024-11-20': 1.57, '2024-11-21': 1.6, '2024-11-22': 1.57, '2024-11-23': 1.5, '2024-11-24': 1.49, '2024-11-25': 1.53, '2024-11-26': 1.58, '2024-11-27': 1.53, '2024-11-28': 1.59, '2024-11-29': 1.62, '2024-11-30': 1.6, '2024-12-01': 1.61, '2024-12-02': 1.49}, 0, 0.1, [[2024, 11, 6], [2024, 11, 8], [2024, 11, 5]]], 1.651573], ['normal control 3', [[2028, 2, 15], [2028, 2, 17], {'2028-01-26': 1.58, '2028-01-27': 1.62, '2028-01-28': 1.6, '2028-01-29': 1.53, '2028-01-30': 1.54, '2028-01-31': 1.49, '2028-02-01': 1.52, '2028-02-02': 1.54, '2028-02-03': 1.62, '2028-02-04': 1.51, '2028-02-05': 1.5, '2028-02-06': 1.47, '2028-02-07': 1.63, '2028-02-08': 1.54, '2028-02-09': 1.53, '2028-02-10': 1.56, '2028-02-11': 1.53, '2028-02-12': 1.55, '2028-02-13': 1.5, '2028-02-14': 1.56, '2028-02-15': 1.52, '2028-02-16': 1.52, '2028-02-17': 1.51}, 5, 0.0, [[2028, 2, 16]]], 1.54], ['normal control 4', [[2022, 5, 12], [2022, 6, 14], {'2022-04-22': 0.08, '2022-04-23': -0.01, '2022-04-24': 0.08, '2022-04-25': 0.11, '2022-04-26': 0.13, '2022-04-27': 0.02, '2022-04-28': 0.02, '2022-04-29': 0.0, '2022-04-30': 0.11, '2022-05-01': 0.02, '2022-05-02': 0.04, '2022-05-03': 0.0, '2022-05-04': -0.01, '2022-05-05': 0.13, '2022-05-06': 0.02, '2022-05-07': 0.08, '2022-05-08': 0.02, '2022-05-09': -0.02, '2022-05-10': 0.03, '2022-05-11': -0.02, '2022-05-12': 0.07, '2022-05-13': 0.12, '2022-05-14': -0.03, '2022-05-15': -0.01, '2022-05-16': 0.0, '2022-05-17': 0.06, '2022-05-18': -0.02, '2022-05-19': 0.04, '2022-05-20': 0.03, '2022-05-21': -0.01, '2022-05-22': 0.12, '2022-05-23': 0.0, '2022-05-24': 0.04, '2022-05-25': 0.1, '2022-05-26': 0.03, '2022-05-27': 0.11, '2022-05-28': 0.07, '2022-05-29': 0.0, '2022-05-30': 0.06, '2022-05-31': -0.01, '2022-06-01': -0.03, '2022-06-02': 0.13, '2022-06-03': 0.1, '2022-06-04': 0.04, '2022-06-05': 0.07, '2022-06-06': 0.11, '2022-06-07': 0.05, '2022-06-08': 0.05, '2022-06-09': 0.13, '2022-06-10': 0.05, '2022-06-11': 0.1, '2022-06-12': -0.03, '2022-06-13': 0.02, '2022-06-14': 0.05}, 5, 0.1, [[2022, 6, 10], [2022, 5, 17], [2022, 5, 16]]], 0.149092]]]
for label, args, expected in fixtures[N-1]:
check(label, solve(*args), 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 fixture | Actual | Expected | Outcome |
|---|---|---|---|
| regression money market denominator 1 | 4.33522 | 4.335277 | Failed |
| regression money market denominator 2 | 1.64156 | 1.641561 | Failed |
| partial repair probe 1 | 4.583674 | 4.583679 | Failed |
| partial repair probe 2 | 1.838084 | 1.838085 | Failed |
| normal control 1 | 4.306733 | 4.306786 | Failed |
| normal control 2 | 1.83 | 1.83 | Passed |
| normal control 3 | 4.582907 | 4.58305 | Failed |
| normal control 4 | 4.623683 | 4.623688 | Failed |
SHA-256 / f834565b97a41f40a36cafdc9a228962ef10250353d131624d45cb9d2b5e5ca0
HELD IN THE MEMBER ARCHIVE
The verified repair and its recorded checks are member-only.
This mechanism has 8 recorded checks per implementation. The open-access tier publishes the failure and the unsuccessful fix; the repaired source that passes every check, and the observations that prove it, are available to members.
Every case sharing this mechanism uses the same contract and the same repair, so this one record is held back for all of them.
Member access is invitation-based. Sign in with your invited account to inspect the repair.
Sign in to the archive ↗Verification & scope
A deterministic toy contract stated explicitly in the contract field; no claim of conformance to any published convention text. 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 2026-09-29T14:46:51.331703+00:00.
Case digest / 17566205c8cbacf875f919fbc49d03afe2143ab773df10bdd45556c43bc13232