FAILURE MAP
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FA-62231 / Currency rounding and FX conversion / Open access

Only upward rate moves are checked against the tolerance · case 01

A collapsed rate far below the reference is accepted.

Verified by executionVariant 1 · 8 checks per implementationDownload source bundle ↓JSON ↗

ROOT CAUSE

The deviation is signed (n - r)/r, so every drop passes.

VERIFIED REPAIR

Use the absolute deviation.

Unsuccessful approach: Checking only (r - n)/r catches drops but now accepts every rise.

Case contract

solve(new, ref, tol_bps, inverted): accept a newly published rate if |n - ref| / ref * 10000 <= tol_bps using exact decimals, where n = new, or 1/new when the new quote arrives inverted. A non-positive new or ref returns 'ERR:rate'. Return 'accept' or 'reject'.

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
N = 1
observations = []
def solve(new, ref, tol_bps, inverted):
    n, r = Decimal(new), Decimal(ref)
    if r <= 0 or n <= 0: return 'ERR:rate'
    if inverted: n = 1 / n
    dev = (n - r) / r
    return 'accept' if dev * 10000 <= tol_bps else 'reject'
def check(label, actual, expected):
    observations.append({"check": label, "actual": actual, "expected": expected, "passed": actual == expected})
cases = [[('regression two-sided-band 1', ('0.8', '1.0', 1000, False), 'reject'),
  ('regression two-sided-band 2', ('0.91604868', '1.0968', 25, True), 'reject'),
  ('partial repair guard 1', ('1.2', '1.0', 1000, False), 'reject'),
  ('partial repair guard 2', ('0.9', '1.0', 50, True), 'reject'),
  ('control: upper boundary', ('1.1', '1.0', 1000, False), 'accept'),
  ('control: lower boundary', ('0.9', '1.0', 1000, False), 'accept'),
  ('control: inverted exact', ('0.5', '2.0', 0, True), 'accept'),
  ('control: bad ref', ('1.2', '0', 5, False), 'ERR:rate')],
 [('regression two-sided-band 1', ('0.74336731', '1.4947', 1000, True), 'reject'),
  ('regression two-sided-band 2', ('0.87740214', '1.3928', 1000, True), 'reject'),
  ('partial repair guard 1', ('0.59568663', '0.5929', 25, False), 'reject'),
  ('partial repair guard 2', ('0.95162298', '0.8547', 1000, False), 'reject'),
  ('control: inverted exact', ('0.5', '2.0', 0, True), 'accept'),
  ('control: bad ref', ('1.2', '0', 5, False), 'ERR:rate'),
  ('control: small move', ('1.08351', '1.0835', 1, False), 'accept'),
  ('control: rise too far', ('1.2', '1.0', 1000, False), 'reject')],
 [('regression two-sided-band 1', ('0.85059956', '0.8572', 50, False), 'reject'),
  ('regression two-sided-band 2', ('1.03353628', '1.0354', 10, False), 'reject'),
  ('partial repair guard 1', ('0.57265770', '0.5718', 10, False), 'reject'),
  ('partial repair guard 2', ('0.96278577', '1.0229', 100, True), 'reject'),
  ('control: rise too far', ('1.2', '1.0', 1000, False), 'reject'),
  ('control: inverted far', ('0.9', '1.0', 50, True), 'reject'),
  ('control: upper boundary', ('1.1', '1.0', 1000, False), 'accept'),
  ('control: lower boundary', ('0.9', '1.0', 1000, False), 'accept')],
 [('regression two-sided-band 1', ('1.6275668', '1.6574', 100, False), 'reject'),
  ('regression two-sided-band 2', ('1.60129822', '1.6066', 25, False), 'reject'),
  ('partial repair guard 1', ('0.96185726', '0.9529', 50, False), 'reject'),
  ('partial repair guard 2', ('1.35897716', '1.3564', 10, False), 'reject'),
  ('control: lower boundary', ('0.9', '1.0', 1000, False), 'accept'),
  ('control: drop too far', ('0.8', '1.0', 1000, False), 'reject'),
  ('control: inverted exact', ('0.5', '2.0', 0, True), 'accept'),
  ('control: bad ref', ('1.2', '0', 5, False), 'ERR:rate')],
 [('regression two-sided-band 1', ('1.66306861', '1.6649', 10, False), 'reject'),
  ('regression two-sided-band 2', ('0.55485514', '0.5558', 10, False), 'reject'),
  ('partial repair guard 1', ('1.41436370', '0.6093', 1000, True), 'reject'),
  ('partial repair guard 2', ('0.61344857', '1.6285', 10, True), 'reject'),
  ('control: bad ref', ('1.2', '0', 5, False), 'ERR:rate'),
  ('control: small move', ('1.08351', '1.0835', 1, False), 'accept'),
  ('control: rise too far', ('1.2', '1.0', 1000, False), 'reject'),
  ('control: inverted far', ('0.9', '1.0', 50, True), 'reject')]]
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 fixtureActualExpectedOutcome
regression two-sided-band 1acceptrejectFailed
regression two-sided-band 2acceptrejectFailed
partial repair guard 1rejectrejectPassed
partial repair guard 2rejectrejectPassed
control: upper boundaryacceptacceptPassed
control: lower boundaryacceptacceptPassed
control: inverted exactacceptacceptPassed
control: bad refERR:rateERR:ratePassed

SHA-256 / af27464419061f9b8f70f016e1f458a36557b9d895d4d16f7451b99c15b15ee2

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
N = 1
observations = []
def solve(new, ref, tol_bps, inverted):
    n, r = Decimal(new), Decimal(ref)
    if r <= 0 or n <= 0: return 'ERR:rate'
    if inverted: n = 1 / n
    dev = (r - n) / r
    return 'accept' if dev * 10000 <= tol_bps else 'reject'
def check(label, actual, expected):
    observations.append({"check": label, "actual": actual, "expected": expected, "passed": actual == expected})
cases = [[('regression two-sided-band 1', ('0.8', '1.0', 1000, False), 'reject'),
  ('regression two-sided-band 2', ('0.91604868', '1.0968', 25, True), 'reject'),
  ('partial repair guard 1', ('1.2', '1.0', 1000, False), 'reject'),
  ('partial repair guard 2', ('0.9', '1.0', 50, True), 'reject'),
  ('control: upper boundary', ('1.1', '1.0', 1000, False), 'accept'),
  ('control: lower boundary', ('0.9', '1.0', 1000, False), 'accept'),
  ('control: inverted exact', ('0.5', '2.0', 0, True), 'accept'),
  ('control: bad ref', ('1.2', '0', 5, False), 'ERR:rate')],
 [('regression two-sided-band 1', ('0.74336731', '1.4947', 1000, True), 'reject'),
  ('regression two-sided-band 2', ('0.87740214', '1.3928', 1000, True), 'reject'),
  ('partial repair guard 1', ('0.59568663', '0.5929', 25, False), 'reject'),
  ('partial repair guard 2', ('0.95162298', '0.8547', 1000, False), 'reject'),
  ('control: inverted exact', ('0.5', '2.0', 0, True), 'accept'),
  ('control: bad ref', ('1.2', '0', 5, False), 'ERR:rate'),
  ('control: small move', ('1.08351', '1.0835', 1, False), 'accept'),
  ('control: rise too far', ('1.2', '1.0', 1000, False), 'reject')],
 [('regression two-sided-band 1', ('0.85059956', '0.8572', 50, False), 'reject'),
  ('regression two-sided-band 2', ('1.03353628', '1.0354', 10, False), 'reject'),
  ('partial repair guard 1', ('0.57265770', '0.5718', 10, False), 'reject'),
  ('partial repair guard 2', ('0.96278577', '1.0229', 100, True), 'reject'),
  ('control: rise too far', ('1.2', '1.0', 1000, False), 'reject'),
  ('control: inverted far', ('0.9', '1.0', 50, True), 'reject'),
  ('control: upper boundary', ('1.1', '1.0', 1000, False), 'accept'),
  ('control: lower boundary', ('0.9', '1.0', 1000, False), 'accept')],
 [('regression two-sided-band 1', ('1.6275668', '1.6574', 100, False), 'reject'),
  ('regression two-sided-band 2', ('1.60129822', '1.6066', 25, False), 'reject'),
  ('partial repair guard 1', ('0.96185726', '0.9529', 50, False), 'reject'),
  ('partial repair guard 2', ('1.35897716', '1.3564', 10, False), 'reject'),
  ('control: lower boundary', ('0.9', '1.0', 1000, False), 'accept'),
  ('control: drop too far', ('0.8', '1.0', 1000, False), 'reject'),
  ('control: inverted exact', ('0.5', '2.0', 0, True), 'accept'),
  ('control: bad ref', ('1.2', '0', 5, False), 'ERR:rate')],
 [('regression two-sided-band 1', ('1.66306861', '1.6649', 10, False), 'reject'),
  ('regression two-sided-band 2', ('0.55485514', '0.5558', 10, False), 'reject'),
  ('partial repair guard 1', ('1.41436370', '0.6093', 1000, True), 'reject'),
  ('partial repair guard 2', ('0.61344857', '1.6285', 10, True), 'reject'),
  ('control: bad ref', ('1.2', '0', 5, False), 'ERR:rate'),
  ('control: small move', ('1.08351', '1.0835', 1, False), 'accept'),
  ('control: rise too far', ('1.2', '1.0', 1000, False), 'reject'),
  ('control: inverted far', ('0.9', '1.0', 50, True), 'reject')]]
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 fixtureActualExpectedOutcome
regression two-sided-band 1rejectrejectPassed
regression two-sided-band 2rejectrejectPassed
partial repair guard 1acceptrejectFailed
partial repair guard 2acceptrejectFailed
control: upper boundaryacceptacceptPassed
control: lower boundaryacceptacceptPassed
control: inverted exactacceptacceptPassed
control: bad refERR:rateERR:ratePassed

SHA-256 / c336a4395978a60f9d6b3e1f37403850914b7a962af437446d63a74476d36a4d

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
N = 1
observations = []
def solve(new, ref, tol_bps, inverted):
    n, r = Decimal(new), Decimal(ref)
    if r <= 0 or n <= 0: return 'ERR:rate'
    if inverted: n = 1 / n
    dev = abs(n - r) / r
    return 'accept' if dev * 10000 <= tol_bps else 'reject'
def check(label, actual, expected):
    observations.append({"check": label, "actual": actual, "expected": expected, "passed": actual == expected})
cases = [[('regression two-sided-band 1', ('0.8', '1.0', 1000, False), 'reject'),
  ('regression two-sided-band 2', ('0.91604868', '1.0968', 25, True), 'reject'),
  ('partial repair guard 1', ('1.2', '1.0', 1000, False), 'reject'),
  ('partial repair guard 2', ('0.9', '1.0', 50, True), 'reject'),
  ('control: upper boundary', ('1.1', '1.0', 1000, False), 'accept'),
  ('control: lower boundary', ('0.9', '1.0', 1000, False), 'accept'),
  ('control: inverted exact', ('0.5', '2.0', 0, True), 'accept'),
  ('control: bad ref', ('1.2', '0', 5, False), 'ERR:rate')],
 [('regression two-sided-band 1', ('0.74336731', '1.4947', 1000, True), 'reject'),
  ('regression two-sided-band 2', ('0.87740214', '1.3928', 1000, True), 'reject'),
  ('partial repair guard 1', ('0.59568663', '0.5929', 25, False), 'reject'),
  ('partial repair guard 2', ('0.95162298', '0.8547', 1000, False), 'reject'),
  ('control: inverted exact', ('0.5', '2.0', 0, True), 'accept'),
  ('control: bad ref', ('1.2', '0', 5, False), 'ERR:rate'),
  ('control: small move', ('1.08351', '1.0835', 1, False), 'accept'),
  ('control: rise too far', ('1.2', '1.0', 1000, False), 'reject')],
 [('regression two-sided-band 1', ('0.85059956', '0.8572', 50, False), 'reject'),
  ('regression two-sided-band 2', ('1.03353628', '1.0354', 10, False), 'reject'),
  ('partial repair guard 1', ('0.57265770', '0.5718', 10, False), 'reject'),
  ('partial repair guard 2', ('0.96278577', '1.0229', 100, True), 'reject'),
  ('control: rise too far', ('1.2', '1.0', 1000, False), 'reject'),
  ('control: inverted far', ('0.9', '1.0', 50, True), 'reject'),
  ('control: upper boundary', ('1.1', '1.0', 1000, False), 'accept'),
  ('control: lower boundary', ('0.9', '1.0', 1000, False), 'accept')],
 [('regression two-sided-band 1', ('1.6275668', '1.6574', 100, False), 'reject'),
  ('regression two-sided-band 2', ('1.60129822', '1.6066', 25, False), 'reject'),
  ('partial repair guard 1', ('0.96185726', '0.9529', 50, False), 'reject'),
  ('partial repair guard 2', ('1.35897716', '1.3564', 10, False), 'reject'),
  ('control: lower boundary', ('0.9', '1.0', 1000, False), 'accept'),
  ('control: drop too far', ('0.8', '1.0', 1000, False), 'reject'),
  ('control: inverted exact', ('0.5', '2.0', 0, True), 'accept'),
  ('control: bad ref', ('1.2', '0', 5, False), 'ERR:rate')],
 [('regression two-sided-band 1', ('1.66306861', '1.6649', 10, False), 'reject'),
  ('regression two-sided-band 2', ('0.55485514', '0.5558', 10, False), 'reject'),
  ('partial repair guard 1', ('1.41436370', '0.6093', 1000, True), 'reject'),
  ('partial repair guard 2', ('0.61344857', '1.6285', 10, True), 'reject'),
  ('control: bad ref', ('1.2', '0', 5, False), 'ERR:rate'),
  ('control: small move', ('1.08351', '1.0835', 1, False), 'accept'),
  ('control: rise too far', ('1.2', '1.0', 1000, False), 'reject'),
  ('control: inverted far', ('0.9', '1.0', 50, True), 'reject')]]
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 fixtureActualExpectedOutcome
regression two-sided-band 1rejectrejectPassed
regression two-sided-band 2rejectrejectPassed
partial repair guard 1rejectrejectPassed
partial repair guard 2rejectrejectPassed
control: upper boundaryacceptacceptPassed
control: lower boundaryacceptacceptPassed
control: inverted exactacceptacceptPassed
control: bad refERR:rateERR:ratePassed

SHA-256 / 31cb9a96168543d15b2b70ba1000a59b9d8b1f89f208e56cc7d339bcdd9d6b3c

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 2026-09-29T14:47:02.686325+00:00.

Case digest / 4dcc596f6f4d2d04c26e0bde6ba55d79a6591649cc91f826e583e454c7eebf6e