FA-62276 / Currency rounding and FX conversion / Open access

An inverted quote overrides the authoritative direct USD quote · case 01

When both USDEUR and EURUSD are present, crosses use the inverse of EURUSD.

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

ROOT CAUSE

The c+'USD' lookup is tried before 'USD'+c.

VERIFIED REPAIR

Prefer the USDXXX quote whenever it is present.

Unsuccessful approach: Averaging the two orientations still lets the non-authoritative quote move the cross.

Case contract

solve(quotes, target): quotes maps six-letter pairs to rates (QUOTE units per BASE unit). For currency c, units per USD are: 1 for USD; quotes['USD'+c] if present (authoritative when both orientations exist); else 1/quotes[c+'USD']; else unknown. The target BBBQQQ rate = (QQQ per USD)/(BBB per USD), rounded half-even to 6 decimals and returned as a string; an unknown leg returns 'ERR:no-quote'.

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(quotes, target):
    def per_usd(c):
        if c == 'USD': return Decimal(1)
        if c + 'USD' in quotes: return 1 / Decimal(quotes[c + 'USD'])
        if 'USD' + c in quotes: return Decimal(quotes['USD' + c])
        return None
    b, q = target[:3], target[3:]
    pb, pq = per_usd(b), per_usd(q)
    if pb is None or pq is None: return 'ERR:no-quote'
    return format((pq / pb).quantize(Decimal('0.000001'), rounding=ROUND_HALF_EVEN), 'f')
def check(label, actual, expected):
    observations.append({"check": label, "actual": actual, "expected": expected, "passed": actual == expected})
cases = [[('regression orientation-precedence 1',
   ({'USDJPY': '151.37',
     'EURUSD': '1.0835',
     'GBPUSD': '1.2650',
     'USDCHF': '0.8801',
     'AUDUSD': '0.6612',
     'USDEUR': '0.9231'},
    'EURCHF'),
   '0.953418'),
  ('regression orientation-precedence 2',
   ({'USDJPY': '151.37',
     'EURUSD': '1.0835',
     'GBPUSD': '1.2650',
     'USDCHF': '0.8801',
     'AUDUSD': '0.6612',
     'JPYUSD': '0.006610'},
    'EURJPY'),
   '164.009395'),
  ('control: euro yen',
   ({'USDJPY': '151.37', 'EURUSD': '1.0835', 'GBPUSD': '1.2650', 'USDCHF': '0.8801', 'AUDUSD': '0.6612'}, 'EURJPY'),
   '164.009395'),
  ('control: sterling euro',
   ({'USDJPY': '151.37', 'EURUSD': '1.0835', 'GBPUSD': '1.2650', 'USDCHF': '0.8801', 'AUDUSD': '0.6612'}, 'GBPEUR'),
   '1.167513'),
  ('control: direct usd base',
   ({'USDJPY': '151.37', 'EURUSD': '1.0835', 'GBPUSD': '1.2650', 'USDCHF': '0.8801', 'AUDUSD': '0.6612'}, 'USDJPY'),
   '151.370000'),
  ('control: usd quote',
   ({'USDJPY': '151.37', 'EURUSD': '1.0835', 'GBPUSD': '1.2650', 'USDCHF': '0.8801', 'AUDUSD': '0.6612'}, 'JPYUSD'),
   '0.006606')],
 [('regression orientation-precedence 1',
   ({'USDJPY': '151.37',
     'EURUSD': '1.0835',
     'GBPUSD': '1.2650',
     'USDCHF': '0.8801',
     'AUDUSD': '0.6612',
     'USDCAD': '1.3577',
     'JPYUSD': '0.006610',
     'USDEUR': '0.9231'},
    'JPYCAD'),
   '0.008969'),
  ('regression orientation-precedence 2',
   ({'EURUSD': '1.0835',
     'GBPUSD': '1.2650',
     'USDCHF': '0.8801',
     'AUDUSD': '0.6612',
     'USDCAD': '1.3577',
     'JPYUSD': '0.006610',
     'USDEUR': '0.9231'},
    'EURUSD'),
   '1.083306'),
  ('control: usd quote',
   ({'USDJPY': '151.37', 'EURUSD': '1.0835', 'GBPUSD': '1.2650', 'USDCHF': '0.8801', 'AUDUSD': '0.6612'}, 'JPYUSD'),
   '0.006606'),
  ('control: missing leg',
   ({'USDJPY': '151.37', 'EURUSD': '1.0835', 'GBPUSD': '1.2650', 'USDCHF': '0.8801', 'AUDUSD': '0.6612'}, 'EURSEK'),
   'ERR:no-quote'),
  ('control: franc aussie',
   ({'USDJPY': '151.37', 'EURUSD': '1.0835', 'GBPUSD': '1.2650', 'USDCHF': '0.8801', 'AUDUSD': '0.6612'}, 'CHFAUD'),
   '1.718443'),
  ('control: both orientations',
   ({'USDJPY': '151.37',
     'EURUSD': '1.0835',
     'GBPUSD': '1.2650',
     'USDCHF': '0.8801',
     'AUDUSD': '0.6612',
     'USDEUR': '0.9231'},
    'EURCHF'),
   '0.953418')],
 [('regression orientation-precedence 1',
   ({'USDJPY': '151.37',
     'EURUSD': '1.0835',
     'GBPUSD': '1.2650',
     'USDCHF': '0.8801',
     'AUDUSD': '0.6612',
     'USDCAD': '1.3577',
     'JPYUSD': '0.006610',
     'USDEUR': '0.9231'},
    'GBPEUR'),
   '1.167722'),
  ('regression orientation-precedence 2',
   ({'USDJPY': '151.37',
     'EURUSD': '1.0835',
     'GBPUSD': '1.2650',
     'USDCHF': '0.8801',
     'AUDUSD': '0.6612',
     'USDCAD': '1.3577',
     'JPYUSD': '0.006610',
     'USDEUR': '0.9231'},
    'JPYGBP'),
   '0.005222'),
  ('control: both orientations',
   ({'USDJPY': '151.37',
     'EURUSD': '1.0835',
     'GBPUSD': '1.2650',
     'USDCHF': '0.8801',
     'AUDUSD': '0.6612',
     'USDEUR': '0.9231'},
    'EURCHF'),
   '0.953418'),
  ('control: usd to euro',
   ({'USDJPY': '151.37', 'EURUSD': '1.0835', 'GBPUSD': '1.2650', 'USDCHF': '0.8801', 'AUDUSD': '0.6612'}, 'USDEUR'),
   '0.922935'),
  ('control: euro yen',
   ({'USDJPY': '151.37', 'EURUSD': '1.0835', 'GBPUSD': '1.2650', 'USDCHF': '0.8801', 'AUDUSD': '0.6612'}, 'EURJPY'),
   '164.009395'),
  ('control: sterling euro',
   ({'USDJPY': '151.37', 'EURUSD': '1.0835', 'GBPUSD': '1.2650', 'USDCHF': '0.8801', 'AUDUSD': '0.6612'}, 'GBPEUR'),
   '1.167513')],
 [('regression orientation-precedence 1',
   ({'USDJPY': '151.37',
     'EURUSD': '1.0835',
     'USDCHF': '0.8801',
     'AUDUSD': '0.6612',
     'USDCAD': '1.3577',
     'JPYUSD': '0.006610'},
    'CADJPY'),
   '111.490020'),
  ('regression orientation-precedence 2',
   ({'USDJPY': '151.37',
     'EURUSD': '1.0835',
     'GBPUSD': '1.2650',
     'USDCHF': '0.8801',
     'AUDUSD': '0.6612',
     'USDCAD': '1.3577',
     'USDEUR': '0.9231'},
    'USDEUR'),
   '0.923100'),
  ('control: sterling euro',
   ({'USDJPY': '151.37', 'EURUSD': '1.0835', 'GBPUSD': '1.2650', 'USDCHF': '0.8801', 'AUDUSD': '0.6612'}, 'GBPEUR'),
   '1.167513'),
  ('control: direct usd base',
   ({'USDJPY': '151.37', 'EURUSD': '1.0835', 'GBPUSD': '1.2650', 'USDCHF': '0.8801', 'AUDUSD': '0.6612'}, 'USDJPY'),
   '151.370000'),
  ('control: usd quote',
   ({'USDJPY': '151.37', 'EURUSD': '1.0835', 'GBPUSD': '1.2650', 'USDCHF': '0.8801', 'AUDUSD': '0.6612'}, 'JPYUSD'),
   '0.006606'),
  ('control: missing leg',
   ({'USDJPY': '151.37', 'EURUSD': '1.0835', 'GBPUSD': '1.2650', 'USDCHF': '0.8801', 'AUDUSD': '0.6612'}, 'EURSEK'),
   'ERR:no-quote')],
 [('regression orientation-precedence 1',
   ({'USDJPY': '151.37',
     'EURUSD': '1.0835',
     'GBPUSD': '1.2650',
     'USDCHF': '0.8801',
     'AUDUSD': '0.6612',
     'USDCAD': '1.3577',
     'JPYUSD': '0.006610'},
    'JPYAUD'),
   '0.009991'),
  ('regression orientation-precedence 2',
   ({'USDJPY': '151.37', 'EURUSD': '1.0835', 'AUDUSD': '0.6612', 'USDCAD': '1.3577', 'JPYUSD': '0.006610'}, 'JPYUSD'),
   '0.006606'),
  ('control: missing leg',
   ({'USDJPY': '151.37', 'EURUSD': '1.0835', 'GBPUSD': '1.2650', 'USDCHF': '0.8801', 'AUDUSD': '0.6612'}, 'EURSEK'),
   'ERR:no-quote'),
  ('control: franc aussie',
   ({'USDJPY': '151.37', 'EURUSD': '1.0835', 'GBPUSD': '1.2650', 'USDCHF': '0.8801', 'AUDUSD': '0.6612'}, 'CHFAUD'),
   '1.718443'),
  ('control: both orientations',
   ({'USDJPY': '151.37',
     'EURUSD': '1.0835',
     'GBPUSD': '1.2650',
     'USDCHF': '0.8801',
     'AUDUSD': '0.6612',
     'USDEUR': '0.9231'},
    'EURCHF'),
   '0.953418'),
  ('control: usd to euro',
   ({'USDJPY': '151.37', 'EURUSD': '1.0835', 'GBPUSD': '1.2650', 'USDCHF': '0.8801', 'AUDUSD': '0.6612'}, 'USDEUR'),
   '0.922935')]]
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 orientation-precedence 1	`0.953588`	`0.953418`	Failed
regression orientation-precedence 2	`163.918306`	`164.009395`	Failed
control: euro yen	`164.009395`	`164.009395`	Passed
control: sterling euro	`1.167513`	`1.167513`	Passed
control: direct usd base	`151.370000`	`151.370000`	Passed
control: usd quote	`0.006606`	`0.006606`	Passed

SHA-256 / b43a06b99950d2a60392c1be269d7ad9d9f2111468909b93606a599ed296c9df

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(quotes, target):
    def per_usd(c):
        if c == 'USD': return Decimal(1)
        if 'USD' + c in quotes and c + 'USD' in quotes: return (Decimal(quotes['USD' + c]) + 1 / Decimal(quotes[c + 'USD'])) / 2
        if 'USD' + c in quotes: return Decimal(quotes['USD' + c])
        if c + 'USD' in quotes: return 1 / Decimal(quotes[c + 'USD'])
        return None
    b, q = target[:3], target[3:]
    pb, pq = per_usd(b), per_usd(q)
    if pb is None or pq is None: return 'ERR:no-quote'
    return format((pq / pb).quantize(Decimal('0.000001'), rounding=ROUND_HALF_EVEN), 'f')
def check(label, actual, expected):
    observations.append({"check": label, "actual": actual, "expected": expected, "passed": actual == expected})
cases = [[('regression orientation-precedence 1',
   ({'USDJPY': '151.37',
     'EURUSD': '1.0835',
     'GBPUSD': '1.2650',
     'USDCHF': '0.8801',
     'AUDUSD': '0.6612',
     'USDEUR': '0.9231'},
    'EURCHF'),
   '0.953418'),
  ('regression orientation-precedence 2',
   ({'USDJPY': '151.37',
     'EURUSD': '1.0835',
     'GBPUSD': '1.2650',
     'USDCHF': '0.8801',
     'AUDUSD': '0.6612',
     'JPYUSD': '0.006610'},
    'EURJPY'),
   '164.009395'),
  ('control: euro yen',
   ({'USDJPY': '151.37', 'EURUSD': '1.0835', 'GBPUSD': '1.2650', 'USDCHF': '0.8801', 'AUDUSD': '0.6612'}, 'EURJPY'),
   '164.009395'),
  ('control: sterling euro',
   ({'USDJPY': '151.37', 'EURUSD': '1.0835', 'GBPUSD': '1.2650', 'USDCHF': '0.8801', 'AUDUSD': '0.6612'}, 'GBPEUR'),
   '1.167513'),
  ('control: direct usd base',
   ({'USDJPY': '151.37', 'EURUSD': '1.0835', 'GBPUSD': '1.2650', 'USDCHF': '0.8801', 'AUDUSD': '0.6612'}, 'USDJPY'),
   '151.370000'),
  ('control: usd quote',
   ({'USDJPY': '151.37', 'EURUSD': '1.0835', 'GBPUSD': '1.2650', 'USDCHF': '0.8801', 'AUDUSD': '0.6612'}, 'JPYUSD'),
   '0.006606')],
 [('regression orientation-precedence 1',
   ({'USDJPY': '151.37',
     'EURUSD': '1.0835',
     'GBPUSD': '1.2650',
     'USDCHF': '0.8801',
     'AUDUSD': '0.6612',
     'USDCAD': '1.3577',
     'JPYUSD': '0.006610',
     'USDEUR': '0.9231'},
    'JPYCAD'),
   '0.008969'),
  ('regression orientation-precedence 2',
   ({'EURUSD': '1.0835',
     'GBPUSD': '1.2650',
     'USDCHF': '0.8801',
     'AUDUSD': '0.6612',
     'USDCAD': '1.3577',
     'JPYUSD': '0.006610',
     'USDEUR': '0.9231'},
    'EURUSD'),
   '1.083306'),
  ('control: usd quote',
   ({'USDJPY': '151.37', 'EURUSD': '1.0835', 'GBPUSD': '1.2650', 'USDCHF': '0.8801', 'AUDUSD': '0.6612'}, 'JPYUSD'),
   '0.006606'),
  ('control: missing leg',
   ({'USDJPY': '151.37', 'EURUSD': '1.0835', 'GBPUSD': '1.2650', 'USDCHF': '0.8801', 'AUDUSD': '0.6612'}, 'EURSEK'),
   'ERR:no-quote'),
  ('control: franc aussie',
   ({'USDJPY': '151.37', 'EURUSD': '1.0835', 'GBPUSD': '1.2650', 'USDCHF': '0.8801', 'AUDUSD': '0.6612'}, 'CHFAUD'),
   '1.718443'),
  ('control: both orientations',
   ({'USDJPY': '151.37',
     'EURUSD': '1.0835',
     'GBPUSD': '1.2650',
     'USDCHF': '0.8801',
     'AUDUSD': '0.6612',
     'USDEUR': '0.9231'},
    'EURCHF'),
   '0.953418')],
 [('regression orientation-precedence 1',
   ({'USDJPY': '151.37',
     'EURUSD': '1.0835',
     'GBPUSD': '1.2650',
     'USDCHF': '0.8801',
     'AUDUSD': '0.6612',
     'USDCAD': '1.3577',
     'JPYUSD': '0.006610',
     'USDEUR': '0.9231'},
    'GBPEUR'),
   '1.167722'),
  ('regression orientation-precedence 2',
   ({'USDJPY': '151.37',
     'EURUSD': '1.0835',
     'GBPUSD': '1.2650',
     'USDCHF': '0.8801',
     'AUDUSD': '0.6612',
     'USDCAD': '1.3577',
     'JPYUSD': '0.006610',
     'USDEUR': '0.9231'},
    'JPYGBP'),
   '0.005222'),
  ('control: both orientations',
   ({'USDJPY': '151.37',
     'EURUSD': '1.0835',
     'GBPUSD': '1.2650',
     'USDCHF': '0.8801',
     'AUDUSD': '0.6612',
     'USDEUR': '0.9231'},
    'EURCHF'),
   '0.953418'),
  ('control: usd to euro',
   ({'USDJPY': '151.37', 'EURUSD': '1.0835', 'GBPUSD': '1.2650', 'USDCHF': '0.8801', 'AUDUSD': '0.6612'}, 'USDEUR'),
   '0.922935'),
  ('control: euro yen',
   ({'USDJPY': '151.37', 'EURUSD': '1.0835', 'GBPUSD': '1.2650', 'USDCHF': '0.8801', 'AUDUSD': '0.6612'}, 'EURJPY'),
   '164.009395'),
  ('control: sterling euro',
   ({'USDJPY': '151.37', 'EURUSD': '1.0835', 'GBPUSD': '1.2650', 'USDCHF': '0.8801', 'AUDUSD': '0.6612'}, 'GBPEUR'),
   '1.167513')],
 [('regression orientation-precedence 1',
   ({'USDJPY': '151.37',
     'EURUSD': '1.0835',
     'USDCHF': '0.8801',
     'AUDUSD': '0.6612',
     'USDCAD': '1.3577',
     'JPYUSD': '0.006610'},
    'CADJPY'),
   '111.490020'),
  ('regression orientation-precedence 2',
   ({'USDJPY': '151.37',
     'EURUSD': '1.0835',
     'GBPUSD': '1.2650',
     'USDCHF': '0.8801',
     'AUDUSD': '0.6612',
     'USDCAD': '1.3577',
     'USDEUR': '0.9231'},
    'USDEUR'),
   '0.923100'),
  ('control: sterling euro',
   ({'USDJPY': '151.37', 'EURUSD': '1.0835', 'GBPUSD': '1.2650', 'USDCHF': '0.8801', 'AUDUSD': '0.6612'}, 'GBPEUR'),
   '1.167513'),
  ('control: direct usd base',
   ({'USDJPY': '151.37', 'EURUSD': '1.0835', 'GBPUSD': '1.2650', 'USDCHF': '0.8801', 'AUDUSD': '0.6612'}, 'USDJPY'),
   '151.370000'),
  ('control: usd quote',
   ({'USDJPY': '151.37', 'EURUSD': '1.0835', 'GBPUSD': '1.2650', 'USDCHF': '0.8801', 'AUDUSD': '0.6612'}, 'JPYUSD'),
   '0.006606'),
  ('control: missing leg',
   ({'USDJPY': '151.37', 'EURUSD': '1.0835', 'GBPUSD': '1.2650', 'USDCHF': '0.8801', 'AUDUSD': '0.6612'}, 'EURSEK'),
   'ERR:no-quote')],
 [('regression orientation-precedence 1',
   ({'USDJPY': '151.37',
     'EURUSD': '1.0835',
     'GBPUSD': '1.2650',
     'USDCHF': '0.8801',
     'AUDUSD': '0.6612',
     'USDCAD': '1.3577',
     'JPYUSD': '0.006610'},
    'JPYAUD'),
   '0.009991'),
  ('regression orientation-precedence 2',
   ({'USDJPY': '151.37', 'EURUSD': '1.0835', 'AUDUSD': '0.6612', 'USDCAD': '1.3577', 'JPYUSD': '0.006610'}, 'JPYUSD'),
   '0.006606'),
  ('control: missing leg',
   ({'USDJPY': '151.37', 'EURUSD': '1.0835', 'GBPUSD': '1.2650', 'USDCHF': '0.8801', 'AUDUSD': '0.6612'}, 'EURSEK'),
   'ERR:no-quote'),
  ('control: franc aussie',
   ({'USDJPY': '151.37', 'EURUSD': '1.0835', 'GBPUSD': '1.2650', 'USDCHF': '0.8801', 'AUDUSD': '0.6612'}, 'CHFAUD'),
   '1.718443'),
  ('control: both orientations',
   ({'USDJPY': '151.37',
     'EURUSD': '1.0835',
     'GBPUSD': '1.2650',
     'USDCHF': '0.8801',
     'AUDUSD': '0.6612',
     'USDEUR': '0.9231'},
    'EURCHF'),
   '0.953418'),
  ('control: usd to euro',
   ({'USDJPY': '151.37', 'EURUSD': '1.0835', 'GBPUSD': '1.2650', 'USDCHF': '0.8801', 'AUDUSD': '0.6612'}, 'USDEUR'),
   '0.922935')]]
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 orientation-precedence 1	`0.953503`	`0.953418`	Failed
regression orientation-precedence 2	`163.963850`	`164.009395`	Failed
control: euro yen	`164.009395`	`164.009395`	Passed
control: sterling euro	`1.167513`	`1.167513`	Passed
control: direct usd base	`151.370000`	`151.370000`	Passed
control: usd quote	`0.006606`	`0.006606`	Passed

SHA-256 / 10011fbff2e333e77092bb9c8098fa5c0f060acb50c5495f6a738a95ce6834cb

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(quotes, target):
    def per_usd(c):
        if c == 'USD': return Decimal(1)
        if 'USD' + c in quotes: return Decimal(quotes['USD' + c])
        if c + 'USD' in quotes: return 1 / Decimal(quotes[c + 'USD'])
        return None
    b, q = target[:3], target[3:]
    pb, pq = per_usd(b), per_usd(q)
    if pb is None or pq is None: return 'ERR:no-quote'
    return format((pq / pb).quantize(Decimal('0.000001'), rounding=ROUND_HALF_EVEN), 'f')
def check(label, actual, expected):
    observations.append({"check": label, "actual": actual, "expected": expected, "passed": actual == expected})
cases = [[('regression orientation-precedence 1',
   ({'USDJPY': '151.37',
     'EURUSD': '1.0835',
     'GBPUSD': '1.2650',
     'USDCHF': '0.8801',
     'AUDUSD': '0.6612',
     'USDEUR': '0.9231'},
    'EURCHF'),
   '0.953418'),
  ('regression orientation-precedence 2',
   ({'USDJPY': '151.37',
     'EURUSD': '1.0835',
     'GBPUSD': '1.2650',
     'USDCHF': '0.8801',
     'AUDUSD': '0.6612',
     'JPYUSD': '0.006610'},
    'EURJPY'),
   '164.009395'),
  ('control: euro yen',
   ({'USDJPY': '151.37', 'EURUSD': '1.0835', 'GBPUSD': '1.2650', 'USDCHF': '0.8801', 'AUDUSD': '0.6612'}, 'EURJPY'),
   '164.009395'),
  ('control: sterling euro',
   ({'USDJPY': '151.37', 'EURUSD': '1.0835', 'GBPUSD': '1.2650', 'USDCHF': '0.8801', 'AUDUSD': '0.6612'}, 'GBPEUR'),
   '1.167513'),
  ('control: direct usd base',
   ({'USDJPY': '151.37', 'EURUSD': '1.0835', 'GBPUSD': '1.2650', 'USDCHF': '0.8801', 'AUDUSD': '0.6612'}, 'USDJPY'),
   '151.370000'),
  ('control: usd quote',
   ({'USDJPY': '151.37', 'EURUSD': '1.0835', 'GBPUSD': '1.2650', 'USDCHF': '0.8801', 'AUDUSD': '0.6612'}, 'JPYUSD'),
   '0.006606')],
 [('regression orientation-precedence 1',
   ({'USDJPY': '151.37',
     'EURUSD': '1.0835',
     'GBPUSD': '1.2650',
     'USDCHF': '0.8801',
     'AUDUSD': '0.6612',
     'USDCAD': '1.3577',
     'JPYUSD': '0.006610',
     'USDEUR': '0.9231'},
    'JPYCAD'),
   '0.008969'),
  ('regression orientation-precedence 2',
   ({'EURUSD': '1.0835',
     'GBPUSD': '1.2650',
     'USDCHF': '0.8801',
     'AUDUSD': '0.6612',
     'USDCAD': '1.3577',
     'JPYUSD': '0.006610',
     'USDEUR': '0.9231'},
    'EURUSD'),
   '1.083306'),
  ('control: usd quote',
   ({'USDJPY': '151.37', 'EURUSD': '1.0835', 'GBPUSD': '1.2650', 'USDCHF': '0.8801', 'AUDUSD': '0.6612'}, 'JPYUSD'),
   '0.006606'),
  ('control: missing leg',
   ({'USDJPY': '151.37', 'EURUSD': '1.0835', 'GBPUSD': '1.2650', 'USDCHF': '0.8801', 'AUDUSD': '0.6612'}, 'EURSEK'),
   'ERR:no-quote'),
  ('control: franc aussie',
   ({'USDJPY': '151.37', 'EURUSD': '1.0835', 'GBPUSD': '1.2650', 'USDCHF': '0.8801', 'AUDUSD': '0.6612'}, 'CHFAUD'),
   '1.718443'),
  ('control: both orientations',
   ({'USDJPY': '151.37',
     'EURUSD': '1.0835',
     'GBPUSD': '1.2650',
     'USDCHF': '0.8801',
     'AUDUSD': '0.6612',
     'USDEUR': '0.9231'},
    'EURCHF'),
   '0.953418')],
 [('regression orientation-precedence 1',
   ({'USDJPY': '151.37',
     'EURUSD': '1.0835',
     'GBPUSD': '1.2650',
     'USDCHF': '0.8801',
     'AUDUSD': '0.6612',
     'USDCAD': '1.3577',
     'JPYUSD': '0.006610',
     'USDEUR': '0.9231'},
    'GBPEUR'),
   '1.167722'),
  ('regression orientation-precedence 2',
   ({'USDJPY': '151.37',
     'EURUSD': '1.0835',
     'GBPUSD': '1.2650',
     'USDCHF': '0.8801',
     'AUDUSD': '0.6612',
     'USDCAD': '1.3577',
     'JPYUSD': '0.006610',
     'USDEUR': '0.9231'},
    'JPYGBP'),
   '0.005222'),
  ('control: both orientations',
   ({'USDJPY': '151.37',
     'EURUSD': '1.0835',
     'GBPUSD': '1.2650',
     'USDCHF': '0.8801',
     'AUDUSD': '0.6612',
     'USDEUR': '0.9231'},
    'EURCHF'),
   '0.953418'),
  ('control: usd to euro',
   ({'USDJPY': '151.37', 'EURUSD': '1.0835', 'GBPUSD': '1.2650', 'USDCHF': '0.8801', 'AUDUSD': '0.6612'}, 'USDEUR'),
   '0.922935'),
  ('control: euro yen',
   ({'USDJPY': '151.37', 'EURUSD': '1.0835', 'GBPUSD': '1.2650', 'USDCHF': '0.8801', 'AUDUSD': '0.6612'}, 'EURJPY'),
   '164.009395'),
  ('control: sterling euro',
   ({'USDJPY': '151.37', 'EURUSD': '1.0835', 'GBPUSD': '1.2650', 'USDCHF': '0.8801', 'AUDUSD': '0.6612'}, 'GBPEUR'),
   '1.167513')],
 [('regression orientation-precedence 1',
   ({'USDJPY': '151.37',
     'EURUSD': '1.0835',
     'USDCHF': '0.8801',
     'AUDUSD': '0.6612',
     'USDCAD': '1.3577',
     'JPYUSD': '0.006610'},
    'CADJPY'),
   '111.490020'),
  ('regression orientation-precedence 2',
   ({'USDJPY': '151.37',
     'EURUSD': '1.0835',
     'GBPUSD': '1.2650',
     'USDCHF': '0.8801',
     'AUDUSD': '0.6612',
     'USDCAD': '1.3577',
     'USDEUR': '0.9231'},
    'USDEUR'),
   '0.923100'),
  ('control: sterling euro',
   ({'USDJPY': '151.37', 'EURUSD': '1.0835', 'GBPUSD': '1.2650', 'USDCHF': '0.8801', 'AUDUSD': '0.6612'}, 'GBPEUR'),
   '1.167513'),
  ('control: direct usd base',
   ({'USDJPY': '151.37', 'EURUSD': '1.0835', 'GBPUSD': '1.2650', 'USDCHF': '0.8801', 'AUDUSD': '0.6612'}, 'USDJPY'),
   '151.370000'),
  ('control: usd quote',
   ({'USDJPY': '151.37', 'EURUSD': '1.0835', 'GBPUSD': '1.2650', 'USDCHF': '0.8801', 'AUDUSD': '0.6612'}, 'JPYUSD'),
   '0.006606'),
  ('control: missing leg',
   ({'USDJPY': '151.37', 'EURUSD': '1.0835', 'GBPUSD': '1.2650', 'USDCHF': '0.8801', 'AUDUSD': '0.6612'}, 'EURSEK'),
   'ERR:no-quote')],
 [('regression orientation-precedence 1',
   ({'USDJPY': '151.37',
     'EURUSD': '1.0835',
     'GBPUSD': '1.2650',
     'USDCHF': '0.8801',
     'AUDUSD': '0.6612',
     'USDCAD': '1.3577',
     'JPYUSD': '0.006610'},
    'JPYAUD'),
   '0.009991'),
  ('regression orientation-precedence 2',
   ({'USDJPY': '151.37', 'EURUSD': '1.0835', 'AUDUSD': '0.6612', 'USDCAD': '1.3577', 'JPYUSD': '0.006610'}, 'JPYUSD'),
   '0.006606'),
  ('control: missing leg',
   ({'USDJPY': '151.37', 'EURUSD': '1.0835', 'GBPUSD': '1.2650', 'USDCHF': '0.8801', 'AUDUSD': '0.6612'}, 'EURSEK'),
   'ERR:no-quote'),
  ('control: franc aussie',
   ({'USDJPY': '151.37', 'EURUSD': '1.0835', 'GBPUSD': '1.2650', 'USDCHF': '0.8801', 'AUDUSD': '0.6612'}, 'CHFAUD'),
   '1.718443'),
  ('control: both orientations',
   ({'USDJPY': '151.37',
     'EURUSD': '1.0835',
     'GBPUSD': '1.2650',
     'USDCHF': '0.8801',
     'AUDUSD': '0.6612',
     'USDEUR': '0.9231'},
    'EURCHF'),
   '0.953418'),
  ('control: usd to euro',
   ({'USDJPY': '151.37', 'EURUSD': '1.0835', 'GBPUSD': '1.2650', 'USDCHF': '0.8801', 'AUDUSD': '0.6612'}, 'USDEUR'),
   '0.922935')]]
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 orientation-precedence 1	`0.953418`	`0.953418`	Passed
regression orientation-precedence 2	`164.009395`	`164.009395`	Passed
control: euro yen	`164.009395`	`164.009395`	Passed
control: sterling euro	`1.167513`	`1.167513`	Passed
control: direct usd base	`151.370000`	`151.370000`	Passed
control: usd quote	`0.006606`	`0.006606`	Passed

SHA-256 / 0b0ef2417fdafd4be808f466090417771af49d6b4bcd69abed698ee3cacfe0db

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 2026-09-29T14:47:03.105029+00:00.

Case digest / 0399e67595e623f170d6d570888d584ced08f3d5b51e39be020ead03d74585fe