FA-62046 / Currency rounding and FX conversion / Open access

Unrealized P&L is measured as average minus spot · case 01

A long position shows a loss when spot is above its average.

Verified by executionVariant 1 · 6 checks per implementationDownload source bundle ↓JSON ↗

ROOT CAUSE

Unrealized is computed as pos * (avg - spot).

VERIFIED REPAIR

Use pos * (spot - avg), which is signed correctly for longs and shorts.

Unsuccessful approach: Using the absolute position size fixes longs but reports shorts with the wrong sign.

Case contract

solve(trades, spot): trades are [qty, rate] in foreign units (buy positive, sell negative) at home-per-foreign decimal rates. Adding in the position's direction updates the weighted average rate; reducing realizes closed_qty * (rate - avg) * sign(position) without changing avg; a flip realizes the closed part and opens the remainder at the trade rate; a flat position has no average. Zero-quantity trades are ignored. Unrealized = position * (spot - avg). Return [position, avg to 6 dp or None, realized to 2 dp, unrealized to 2 dp], rounded half-even only at output with unsigned zeros.

Why this case matters

Currency amounts must be rounded at the right stage and in the right unit, or ledgers, quotes and settlements drift by minor units.

1 / The failure

Exit 1

"""Failure Map reference implementation. Python standard library only."""
import json
from decimal import Decimal, ROUND_HALF_EVEN, ROUND_HALF_UP, ROUND_FLOOR, ROUND_CEILING, ROUND_DOWN, ROUND_UP, ROUND_HALF_DOWN
from fractions import Fraction
N = 1
observations = []
def solve(trades, spot):
    def fmt(fr, e):
        d = (Decimal(fr.numerator) / Decimal(fr.denominator)).quantize(Decimal(1).scaleb(-e), rounding=ROUND_HALF_EVEN)
        return format(abs(d) if d == 0 else d, 'f')
    pos, avg, realized = 0, None, Fraction(0)
    for qty, rate in trades:
        r = Fraction(rate)
        if qty == 0: continue
        if pos == 0 or (pos > 0) == (qty > 0):
            avg = r if pos == 0 else (abs(pos) * avg + abs(qty) * r) / (abs(pos) + abs(qty))
            pos += qty
        else:
            closed = min(abs(qty), abs(pos))
            sgn = 1 if pos > 0 else -1
            realized += closed * (r - avg) * sgn
            pos += qty
            if pos == 0: avg = None
            elif (pos > 0) != (sgn > 0): avg = r
    unreal = pos * (avg - Fraction(spot)) if pos else Fraction(0)
    return [pos, None if avg is None else fmt(avg, 6), fmt(realized, 2), fmt(unreal, 2)]
def check(label, actual, expected):
    observations.append({"check": label, "actual": actual, "expected": expected, "passed": actual == expected})
cases = [[('regression unrealized-direction 1', ([[100, '1.10'], [-150, '1.00']], '1.05'),
   [-50, '1.000000', '-10.00', '-2.50']),
  ('regression unrealized-direction 2', ([[-30, '1.0833'], [-70, '1.0851']], '1.0800'),
   [-100, '1.084560', '0.00', '0.46']),
  ('control: add then reduce', ([[100, '1.10'], [100, '1.20'], [-50, '1.30']], '1.25'),
   [150, '1.150000', '7.50', '15.00']),
  ('control: close short', ([[-100, '1.10'], [100, '1.00']], '1.05'), [0, None, '10.00', '0.00']),
  ('control: zero trade only', ([[0, '1.10']], '1.05'), [0, None, '0.00', '0.00']),
  ('control: three reductions', ([[300, '1.0711'], [-100, '1.0733'], [-100, '1.0745'], [-100, '1.0719']], '1.07'),
   [0, None, '0.64', '0.00'])],
 [('regression unrealized-direction 1', ([[100, '1.10'], [100, '1.20'], [-50, '1.30']], '1.25'),
   [150, '1.150000', '7.50', '15.00']),
  ('regression unrealized-direction 2', ([[50, '1.1'], [-50, '1.2'], [0, '1.3'], [20, '1.4']], '1.5'),
   [20, '1.400000', '5.00', '2.00']),
  ('partial repair guard 1', ([[-220, '1.1085'], [310, '1.1162'], [-140, '1.1499']], '1.1267'),
   [-50, '1.149900', '1.34', '1.16']),
  ('partial repair guard 2', ([[-580, '1.0680']], '1.1073'), [-580, '1.068000', '0.00', '-22.79']),
  ('control: zero trade only', ([[0, '1.10']], '1.05'), [0, None, '0.00', '0.00']),
  ('control: short add', ([[-30, '1.0833'], [-70, '1.0851']], '1.0800'), [-100, '1.084560', '0.00', '0.46']),
  ('control: three reductions', ([[300, '1.0711'], [-100, '1.0733'], [-100, '1.0745'], [-100, '1.0719']], '1.07'),
   [0, None, '0.64', '0.00']),
  ('control: flip short to long', ([[-40, '1.2'], [100, '1.1']], '1.15'), [60, '1.100000', '4.00', '3.00'])],
 [('regression unrealized-direction 1', ([[-40, '1.2'], [100, '1.1']], '1.15'), [60, '1.100000', '4.00', '3.00']),
  ('regression unrealized-direction 2', ([[80, '1.1282']], '1.0902'), [80, '1.128200', '0.00', '-3.04']),
  ('partial repair guard 1',
   ([[-540, '1.1190'], [-60, '1.0677'], [20, '1.1443'], [-240, '1.1212'], [0, '1.0908']], '1.0791'),
   [-820, '1.116015', '-0.61', '30.27']),
  ('partial repair guard 2', ([[-400, '1.1002'], [-30, '1.1375'], [0, '1.0641']], '1.1316'),
   [-430, '1.102802', '0.00', '-12.38']),
  ('control: zero between', ([[50, '1.1'], [-50, '1.2'], [0, '1.3'], [20, '1.4']], '1.5'),
   [20, '1.400000', '5.00', '2.00']),
  ('control: add then reduce', ([[100, '1.10'], [100, '1.20'], [-50, '1.30']], '1.25'),
   [150, '1.150000', '7.50', '15.00']),
  ('control: flip long to short', ([[100, '1.10'], [-150, '1.00']], '1.05'), [-50, '1.000000', '-10.00', '-2.50']),
  ('control: close short', ([[-100, '1.10'], [100, '1.00']], '1.05'), [0, None, '10.00', '0.00'])],
 [('regression unrealized-direction 1', ([[480, '1.0533'], [0, '1.0736']], '1.1048'),
   [480, '1.053300', '0.00', '24.72']),
  ('regression unrealized-direction 2',
   ([[340, '1.0922'], [380, '1.0595'], [0, '1.1288'], [220, '1.0703'], [220, '1.0901'], [-390, '1.1478']], '1.0752'),
   [770, '1.076936', '27.64', '-1.34']),
  ('partial repair guard 1',
   ([[-450, '1.1009'], [0, '1.1001'], [230, '1.0743'], [0, '1.0884'], [-190, '1.0956'], [30, '1.0635']], '1.0627'),
   [-380, '1.098444', '7.17', '13.58']),
  ('partial repair guard 2',
   ([[-40, '1.1445'], [-570, '1.0711'], [530, '1.1387'], [-450, '1.0688'], [-300, '1.1071']], '1.1211'),
   [-830, '1.083329', '-33.28', '-31.35']),
  ('control: flip long to short', ([[100, '1.10'], [-150, '1.00']], '1.05'), [-50, '1.000000', '-10.00', '-2.50']),
  ('control: close short', ([[-100, '1.10'], [100, '1.00']], '1.05'), [0, None, '10.00', '0.00']),
  ('control: zero trade only', ([[0, '1.10']], '1.05'), [0, None, '0.00', '0.00']),
  ('control: short add', ([[-30, '1.0833'], [-70, '1.0851']], '1.0800'), [-100, '1.084560', '0.00', '0.46'])],
 [('regression unrealized-direction 1', ([[270, '1.1098'], [-40, '1.1476']], '1.0552'),
   [230, '1.109800', '1.51', '-12.56']),
  ('regression unrealized-direction 2', ([[-90, '1.0708'], [540, '1.1315']], '1.0885'),
   [450, '1.131500', '-5.46', '-19.35']),
  ('partial repair guard 1',
   ([[-460, '1.1380'], [-260, '1.0732'], [-130, '1.1234'], [-300, '1.0815'], [210, '1.0636']], '1.0880'),
   [-940, '1.106960', '9.11', '17.82']),
  ('partial repair guard 2', ([[-510, '1.0855']], '1.1262'), [-510, '1.085500', '0.00', '-20.76']),
  ('control: short add', ([[-30, '1.0833'], [-70, '1.0851']], '1.0800'), [-100, '1.084560', '0.00', '0.46']),
  ('control: three reductions', ([[300, '1.0711'], [-100, '1.0733'], [-100, '1.0745'], [-100, '1.0719']], '1.07'),
   [0, None, '0.64', '0.00']),
  ('control: zero between', ([[50, '1.1'], [-50, '1.2'], [0, '1.3'], [20, '1.4']], '1.5'),
   [20, '1.400000', '5.00', '2.00']),
  ('control: flip short to long', ([[-40, '1.2'], [100, '1.1']], '1.15'), [60, '1.100000', '4.00', '3.00'])]]
for label, args, expected in cases[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 unrealized-direction 1	`[-50, '1.000000', '-10.00', '2.50']`	`[-50, '1.000000', '-10.00', '-2.50']`	Failed
regression unrealized-direction 2	`[-100, '1.084560', '0.00', '-0.46']`	`[-100, '1.084560', '0.00', '0.46']`	Failed
control: add then reduce	`[150, '1.150000', '7.50', '-15.00']`	`[150, '1.150000', '7.50', '15.00']`	Failed
control: close short	`[0, None, '10.00', '0.00']`	`[0, None, '10.00', '0.00']`	Passed
control: zero trade only	`[0, None, '0.00', '0.00']`	`[0, None, '0.00', '0.00']`	Passed
control: three reductions	`[0, None, '0.64', '0.00']`	`[0, None, '0.64', '0.00']`	Passed

SHA-256 / 211738eeb320d2000002d09976a5c2e8da931fec0200f232ad303cbe1def78b9

2 / The unsuccessful fix

Exit 1

"""Failure Map reference implementation. Python standard library only."""
import json
from decimal import Decimal, ROUND_HALF_EVEN, ROUND_HALF_UP, ROUND_FLOOR, ROUND_CEILING, ROUND_DOWN, ROUND_UP, ROUND_HALF_DOWN
from fractions import Fraction
N = 1
observations = []
def solve(trades, spot):
    def fmt(fr, e):
        d = (Decimal(fr.numerator) / Decimal(fr.denominator)).quantize(Decimal(1).scaleb(-e), rounding=ROUND_HALF_EVEN)
        return format(abs(d) if d == 0 else d, 'f')
    pos, avg, realized = 0, None, Fraction(0)
    for qty, rate in trades:
        r = Fraction(rate)
        if qty == 0: continue
        if pos == 0 or (pos > 0) == (qty > 0):
            avg = r if pos == 0 else (abs(pos) * avg + abs(qty) * r) / (abs(pos) + abs(qty))
            pos += qty
        else:
            closed = min(abs(qty), abs(pos))
            sgn = 1 if pos > 0 else -1
            realized += closed * (r - avg) * sgn
            pos += qty
            if pos == 0: avg = None
            elif (pos > 0) != (sgn > 0): avg = r
    unreal = abs(pos) * (Fraction(spot) - avg) if pos else Fraction(0)
    return [pos, None if avg is None else fmt(avg, 6), fmt(realized, 2), fmt(unreal, 2)]
def check(label, actual, expected):
    observations.append({"check": label, "actual": actual, "expected": expected, "passed": actual == expected})
cases = [[('regression unrealized-direction 1', ([[100, '1.10'], [-150, '1.00']], '1.05'),
   [-50, '1.000000', '-10.00', '-2.50']),
  ('regression unrealized-direction 2', ([[-30, '1.0833'], [-70, '1.0851']], '1.0800'),
   [-100, '1.084560', '0.00', '0.46']),
  ('control: add then reduce', ([[100, '1.10'], [100, '1.20'], [-50, '1.30']], '1.25'),
   [150, '1.150000', '7.50', '15.00']),
  ('control: close short', ([[-100, '1.10'], [100, '1.00']], '1.05'), [0, None, '10.00', '0.00']),
  ('control: zero trade only', ([[0, '1.10']], '1.05'), [0, None, '0.00', '0.00']),
  ('control: three reductions', ([[300, '1.0711'], [-100, '1.0733'], [-100, '1.0745'], [-100, '1.0719']], '1.07'),
   [0, None, '0.64', '0.00'])],
 [('regression unrealized-direction 1', ([[100, '1.10'], [100, '1.20'], [-50, '1.30']], '1.25'),
   [150, '1.150000', '7.50', '15.00']),
  ('regression unrealized-direction 2', ([[50, '1.1'], [-50, '1.2'], [0, '1.3'], [20, '1.4']], '1.5'),
   [20, '1.400000', '5.00', '2.00']),
  ('partial repair guard 1', ([[-220, '1.1085'], [310, '1.1162'], [-140, '1.1499']], '1.1267'),
   [-50, '1.149900', '1.34', '1.16']),
  ('partial repair guard 2', ([[-580, '1.0680']], '1.1073'), [-580, '1.068000', '0.00', '-22.79']),
  ('control: zero trade only', ([[0, '1.10']], '1.05'), [0, None, '0.00', '0.00']),
  ('control: short add', ([[-30, '1.0833'], [-70, '1.0851']], '1.0800'), [-100, '1.084560', '0.00', '0.46']),
  ('control: three reductions', ([[300, '1.0711'], [-100, '1.0733'], [-100, '1.0745'], [-100, '1.0719']], '1.07'),
   [0, None, '0.64', '0.00']),
  ('control: flip short to long', ([[-40, '1.2'], [100, '1.1']], '1.15'), [60, '1.100000', '4.00', '3.00'])],
 [('regression unrealized-direction 1', ([[-40, '1.2'], [100, '1.1']], '1.15'), [60, '1.100000', '4.00', '3.00']),
  ('regression unrealized-direction 2', ([[80, '1.1282']], '1.0902'), [80, '1.128200', '0.00', '-3.04']),
  ('partial repair guard 1',
   ([[-540, '1.1190'], [-60, '1.0677'], [20, '1.1443'], [-240, '1.1212'], [0, '1.0908']], '1.0791'),
   [-820, '1.116015', '-0.61', '30.27']),
  ('partial repair guard 2', ([[-400, '1.1002'], [-30, '1.1375'], [0, '1.0641']], '1.1316'),
   [-430, '1.102802', '0.00', '-12.38']),
  ('control: zero between', ([[50, '1.1'], [-50, '1.2'], [0, '1.3'], [20, '1.4']], '1.5'),
   [20, '1.400000', '5.00', '2.00']),
  ('control: add then reduce', ([[100, '1.10'], [100, '1.20'], [-50, '1.30']], '1.25'),
   [150, '1.150000', '7.50', '15.00']),
  ('control: flip long to short', ([[100, '1.10'], [-150, '1.00']], '1.05'), [-50, '1.000000', '-10.00', '-2.50']),
  ('control: close short', ([[-100, '1.10'], [100, '1.00']], '1.05'), [0, None, '10.00', '0.00'])],
 [('regression unrealized-direction 1', ([[480, '1.0533'], [0, '1.0736']], '1.1048'),
   [480, '1.053300', '0.00', '24.72']),
  ('regression unrealized-direction 2',
   ([[340, '1.0922'], [380, '1.0595'], [0, '1.1288'], [220, '1.0703'], [220, '1.0901'], [-390, '1.1478']], '1.0752'),
   [770, '1.076936', '27.64', '-1.34']),
  ('partial repair guard 1',
   ([[-450, '1.1009'], [0, '1.1001'], [230, '1.0743'], [0, '1.0884'], [-190, '1.0956'], [30, '1.0635']], '1.0627'),
   [-380, '1.098444', '7.17', '13.58']),
  ('partial repair guard 2',
   ([[-40, '1.1445'], [-570, '1.0711'], [530, '1.1387'], [-450, '1.0688'], [-300, '1.1071']], '1.1211'),
   [-830, '1.083329', '-33.28', '-31.35']),
  ('control: flip long to short', ([[100, '1.10'], [-150, '1.00']], '1.05'), [-50, '1.000000', '-10.00', '-2.50']),
  ('control: close short', ([[-100, '1.10'], [100, '1.00']], '1.05'), [0, None, '10.00', '0.00']),
  ('control: zero trade only', ([[0, '1.10']], '1.05'), [0, None, '0.00', '0.00']),
  ('control: short add', ([[-30, '1.0833'], [-70, '1.0851']], '1.0800'), [-100, '1.084560', '0.00', '0.46'])],
 [('regression unrealized-direction 1', ([[270, '1.1098'], [-40, '1.1476']], '1.0552'),
   [230, '1.109800', '1.51', '-12.56']),
  ('regression unrealized-direction 2', ([[-90, '1.0708'], [540, '1.1315']], '1.0885'),
   [450, '1.131500', '-5.46', '-19.35']),
  ('partial repair guard 1',
   ([[-460, '1.1380'], [-260, '1.0732'], [-130, '1.1234'], [-300, '1.0815'], [210, '1.0636']], '1.0880'),
   [-940, '1.106960', '9.11', '17.82']),
  ('partial repair guard 2', ([[-510, '1.0855']], '1.1262'), [-510, '1.085500', '0.00', '-20.76']),
  ('control: short add', ([[-30, '1.0833'], [-70, '1.0851']], '1.0800'), [-100, '1.084560', '0.00', '0.46']),
  ('control: three reductions', ([[300, '1.0711'], [-100, '1.0733'], [-100, '1.0745'], [-100, '1.0719']], '1.07'),
   [0, None, '0.64', '0.00']),
  ('control: zero between', ([[50, '1.1'], [-50, '1.2'], [0, '1.3'], [20, '1.4']], '1.5'),
   [20, '1.400000', '5.00', '2.00']),
  ('control: flip short to long', ([[-40, '1.2'], [100, '1.1']], '1.15'), [60, '1.100000', '4.00', '3.00'])]]
for label, args, expected in cases[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 unrealized-direction 1	`[-50, '1.000000', '-10.00', '2.50']`	`[-50, '1.000000', '-10.00', '-2.50']`	Failed
regression unrealized-direction 2	`[-100, '1.084560', '0.00', '-0.46']`	`[-100, '1.084560', '0.00', '0.46']`	Failed
control: add then reduce	`[150, '1.150000', '7.50', '15.00']`	`[150, '1.150000', '7.50', '15.00']`	Passed
control: close short	`[0, None, '10.00', '0.00']`	`[0, None, '10.00', '0.00']`	Passed
control: zero trade only	`[0, None, '0.00', '0.00']`	`[0, None, '0.00', '0.00']`	Passed
control: three reductions	`[0, None, '0.64', '0.00']`	`[0, None, '0.64', '0.00']`	Passed

SHA-256 / e4299bd60f63cb81c36eba136df14af0b4dc4c0b6f50f9ce0d5eaece2cb7d773

3 / The verified repair

Exit 0

"""Failure Map reference implementation. Python standard library only."""
import json
from decimal import Decimal, ROUND_HALF_EVEN, ROUND_HALF_UP, ROUND_FLOOR, ROUND_CEILING, ROUND_DOWN, ROUND_UP, ROUND_HALF_DOWN
from fractions import Fraction
N = 1
observations = []
def solve(trades, spot):
    def fmt(fr, e):
        d = (Decimal(fr.numerator) / Decimal(fr.denominator)).quantize(Decimal(1).scaleb(-e), rounding=ROUND_HALF_EVEN)
        return format(abs(d) if d == 0 else d, 'f')
    pos, avg, realized = 0, None, Fraction(0)
    for qty, rate in trades:
        r = Fraction(rate)
        if qty == 0: continue
        if pos == 0 or (pos > 0) == (qty > 0):
            avg = r if pos == 0 else (abs(pos) * avg + abs(qty) * r) / (abs(pos) + abs(qty))
            pos += qty
        else:
            closed = min(abs(qty), abs(pos))
            sgn = 1 if pos > 0 else -1
            realized += closed * (r - avg) * sgn
            pos += qty
            if pos == 0: avg = None
            elif (pos > 0) != (sgn > 0): avg = r
    unreal = pos * (Fraction(spot) - avg) if pos else Fraction(0)
    return [pos, None if avg is None else fmt(avg, 6), fmt(realized, 2), fmt(unreal, 2)]
def check(label, actual, expected):
    observations.append({"check": label, "actual": actual, "expected": expected, "passed": actual == expected})
cases = [[('regression unrealized-direction 1', ([[100, '1.10'], [-150, '1.00']], '1.05'),
   [-50, '1.000000', '-10.00', '-2.50']),
  ('regression unrealized-direction 2', ([[-30, '1.0833'], [-70, '1.0851']], '1.0800'),
   [-100, '1.084560', '0.00', '0.46']),
  ('control: add then reduce', ([[100, '1.10'], [100, '1.20'], [-50, '1.30']], '1.25'),
   [150, '1.150000', '7.50', '15.00']),
  ('control: close short', ([[-100, '1.10'], [100, '1.00']], '1.05'), [0, None, '10.00', '0.00']),
  ('control: zero trade only', ([[0, '1.10']], '1.05'), [0, None, '0.00', '0.00']),
  ('control: three reductions', ([[300, '1.0711'], [-100, '1.0733'], [-100, '1.0745'], [-100, '1.0719']], '1.07'),
   [0, None, '0.64', '0.00'])],
 [('regression unrealized-direction 1', ([[100, '1.10'], [100, '1.20'], [-50, '1.30']], '1.25'),
   [150, '1.150000', '7.50', '15.00']),
  ('regression unrealized-direction 2', ([[50, '1.1'], [-50, '1.2'], [0, '1.3'], [20, '1.4']], '1.5'),
   [20, '1.400000', '5.00', '2.00']),
  ('partial repair guard 1', ([[-220, '1.1085'], [310, '1.1162'], [-140, '1.1499']], '1.1267'),
   [-50, '1.149900', '1.34', '1.16']),
  ('partial repair guard 2', ([[-580, '1.0680']], '1.1073'), [-580, '1.068000', '0.00', '-22.79']),
  ('control: zero trade only', ([[0, '1.10']], '1.05'), [0, None, '0.00', '0.00']),
  ('control: short add', ([[-30, '1.0833'], [-70, '1.0851']], '1.0800'), [-100, '1.084560', '0.00', '0.46']),
  ('control: three reductions', ([[300, '1.0711'], [-100, '1.0733'], [-100, '1.0745'], [-100, '1.0719']], '1.07'),
   [0, None, '0.64', '0.00']),
  ('control: flip short to long', ([[-40, '1.2'], [100, '1.1']], '1.15'), [60, '1.100000', '4.00', '3.00'])],
 [('regression unrealized-direction 1', ([[-40, '1.2'], [100, '1.1']], '1.15'), [60, '1.100000', '4.00', '3.00']),
  ('regression unrealized-direction 2', ([[80, '1.1282']], '1.0902'), [80, '1.128200', '0.00', '-3.04']),
  ('partial repair guard 1',
   ([[-540, '1.1190'], [-60, '1.0677'], [20, '1.1443'], [-240, '1.1212'], [0, '1.0908']], '1.0791'),
   [-820, '1.116015', '-0.61', '30.27']),
  ('partial repair guard 2', ([[-400, '1.1002'], [-30, '1.1375'], [0, '1.0641']], '1.1316'),
   [-430, '1.102802', '0.00', '-12.38']),
  ('control: zero between', ([[50, '1.1'], [-50, '1.2'], [0, '1.3'], [20, '1.4']], '1.5'),
   [20, '1.400000', '5.00', '2.00']),
  ('control: add then reduce', ([[100, '1.10'], [100, '1.20'], [-50, '1.30']], '1.25'),
   [150, '1.150000', '7.50', '15.00']),
  ('control: flip long to short', ([[100, '1.10'], [-150, '1.00']], '1.05'), [-50, '1.000000', '-10.00', '-2.50']),
  ('control: close short', ([[-100, '1.10'], [100, '1.00']], '1.05'), [0, None, '10.00', '0.00'])],
 [('regression unrealized-direction 1', ([[480, '1.0533'], [0, '1.0736']], '1.1048'),
   [480, '1.053300', '0.00', '24.72']),
  ('regression unrealized-direction 2',
   ([[340, '1.0922'], [380, '1.0595'], [0, '1.1288'], [220, '1.0703'], [220, '1.0901'], [-390, '1.1478']], '1.0752'),
   [770, '1.076936', '27.64', '-1.34']),
  ('partial repair guard 1',
   ([[-450, '1.1009'], [0, '1.1001'], [230, '1.0743'], [0, '1.0884'], [-190, '1.0956'], [30, '1.0635']], '1.0627'),
   [-380, '1.098444', '7.17', '13.58']),
  ('partial repair guard 2',
   ([[-40, '1.1445'], [-570, '1.0711'], [530, '1.1387'], [-450, '1.0688'], [-300, '1.1071']], '1.1211'),
   [-830, '1.083329', '-33.28', '-31.35']),
  ('control: flip long to short', ([[100, '1.10'], [-150, '1.00']], '1.05'), [-50, '1.000000', '-10.00', '-2.50']),
  ('control: close short', ([[-100, '1.10'], [100, '1.00']], '1.05'), [0, None, '10.00', '0.00']),
  ('control: zero trade only', ([[0, '1.10']], '1.05'), [0, None, '0.00', '0.00']),
  ('control: short add', ([[-30, '1.0833'], [-70, '1.0851']], '1.0800'), [-100, '1.084560', '0.00', '0.46'])],
 [('regression unrealized-direction 1', ([[270, '1.1098'], [-40, '1.1476']], '1.0552'),
   [230, '1.109800', '1.51', '-12.56']),
  ('regression unrealized-direction 2', ([[-90, '1.0708'], [540, '1.1315']], '1.0885'),
   [450, '1.131500', '-5.46', '-19.35']),
  ('partial repair guard 1',
   ([[-460, '1.1380'], [-260, '1.0732'], [-130, '1.1234'], [-300, '1.0815'], [210, '1.0636']], '1.0880'),
   [-940, '1.106960', '9.11', '17.82']),
  ('partial repair guard 2', ([[-510, '1.0855']], '1.1262'), [-510, '1.085500', '0.00', '-20.76']),
  ('control: short add', ([[-30, '1.0833'], [-70, '1.0851']], '1.0800'), [-100, '1.084560', '0.00', '0.46']),
  ('control: three reductions', ([[300, '1.0711'], [-100, '1.0733'], [-100, '1.0745'], [-100, '1.0719']], '1.07'),
   [0, None, '0.64', '0.00']),
  ('control: zero between', ([[50, '1.1'], [-50, '1.2'], [0, '1.3'], [20, '1.4']], '1.5'),
   [20, '1.400000', '5.00', '2.00']),
  ('control: flip short to long', ([[-40, '1.2'], [100, '1.1']], '1.15'), [60, '1.100000', '4.00', '3.00'])]]
for label, args, expected in cases[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 unrealized-direction 1	`[-50, '1.000000', '-10.00', '-2.50']`	`[-50, '1.000000', '-10.00', '-2.50']`	Passed
regression unrealized-direction 2	`[-100, '1.084560', '0.00', '0.46']`	`[-100, '1.084560', '0.00', '0.46']`	Passed
control: add then reduce	`[150, '1.150000', '7.50', '15.00']`	`[150, '1.150000', '7.50', '15.00']`	Passed
control: close short	`[0, None, '10.00', '0.00']`	`[0, None, '10.00', '0.00']`	Passed
control: zero trade only	`[0, None, '0.00', '0.00']`	`[0, None, '0.00', '0.00']`	Passed
control: three reductions	`[0, None, '0.64', '0.00']`	`[0, None, '0.64', '0.00']`	Passed

SHA-256 / 2c9c75a2c428f331b1429a857dca33ec162f27050a9445c14c87ffd44174caf7

Verification & scope

A deterministic, bounded teaching model with a stipulated toy contract; it makes no claim of conformance to any real regulation, standard, or institution's rules. This reproducer isolates one failure mechanism. Results cover the supplied fixtures. Variants within a family share a test contract and should remain grouped when constructing evaluation splits. Related mechanisms with a shared evaluation_group must also remain together; these controlled models are not independent production incidents.

Observations recorded using Python 3.12.14 at 2026-09-29T14:47:01.006397+00:00.

Case digest / 1dbccc8d59d0df5b8351b04b8f900292a86399cfbb19d596163c38463828c4d9