PRICE-02 round 2: require now, undo the test loosening, analyse ties
- TariffPlan.arbitrage(now=...) is required (keyword-only, no default); so are homeview.trade_verdict/refusal_key's now. Existing test calls pass one. - test_arbitrage.py: no module-level decide wrapper. Fixtures that probed a one-day plan after its extremes now hold two days (as a site does); the flap day gets a unique cheapest and dearest hour; the replay breaks its ties without direction. The flap bound is <= 4 and the replay check is len(_trades) < 365 again. 228 checks pass on the old and the new code. - test_price02.py part 6: ties (equal quarters, a real 15-minute day, alternating hourly prices) and the required now. - Identity pins: the masked digest is only for the older-tree comparison; this tree's own digests are pinned with nothing hidden. - DECISIONS: the tie analysis with numbers. Co-Authored-By: Claude <noreply@anthropic.com>
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@@ -17,7 +17,9 @@ ended (`end <= now`, the span `price._cover_table()` gives, as
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still used at 03:20, and the Home chart keeps the day's earlier bars.
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- An hourly point that is still current stays in, so hourly feeds and the
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static day/night plan give the same verdict as before.
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- `now=None` keeps the old reach (the whole series); only tests leave it out.
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- `now` is required: keyword-only, no default, like the other three arguments. A
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caller that could leave it out would get the elapsed periods back and the
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defect with them. A test that wants the whole series passes an instant before it.
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- The sentences of this verdict in `arbitrage.py` (status row and action log,
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English only) say "price period" where they said "hour": the idle one now
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reads "now is not the cheapest or the dearest price period". The UI texts
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@@ -30,3 +32,38 @@ the same too; only a sale's sentence quotes a smaller "above the cheapest"
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figure once the first cheap period is over. The identity pins in
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`test_modes_p3.py` and `test_price_run_fixes.py` hide just that figure and the
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word change (`opt11p3_identity.trade_digest()`).
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## Ties (round 2)
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The verdict takes `min`/`max` over the points still ahead and the first one wins
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a tie, so with equal prices it is the first period still ahead, which is the
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current one. Before, it was the first of the whole plan, often one that had
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ended. Two effects follow, and both are the card's intent, not a side effect:
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- Equal quarters (hour-constant data, or a feed that prints the same price in
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several quarters) now act in every quarter of the cheap (or dear) block,
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not in the first only. Test: `test_price02.py` part 6.
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- After the cheapest period has passed, the next cheapest still ahead is the
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target, if its spread still clears the cost. A hourly plan did this at every
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refresh already (it started at the current hour); a 15-minute plan did it
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only from the next hour on, because it kept the elapsed quarters of this one.
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Measured with `scratch/PRICE-02/dev/tiesim.py` (refresh every 30 min from the
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floored hour, verdict at 7 min into each period, threshold 0.05, old = the
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verdict over the whole plan, new = this card):
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| data | days | acting periods old -> new | action changes old -> new |
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|---|---|---|---|
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| real 15-minute day, energy-charts 2026-09-09 | 1 | 4 -> 5 | 6 -> 6 |
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| real 15-minute days 2026-09-09 and -10 | 2 | 14 -> 26 | 24 -> 24 |
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| EPEX 2025-26 hourly prices as four equal quarters | 12 | 18 -> 72 | 36 -> 20 |
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| the same with random +-0.002 noise per quarter (no ties) | 12 | 18 -> 33 | 36 -> 48 |
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So a real 15-minute day does not switch more often (24 -> 24), and a day of
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equal quarters switches less. A synthetic day of noisy, tie-free quarters does
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(3.0 -> 4.0 changes a day): each period that passes hands the target to the
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next cheapest one ahead. Every change is still at a period edge, never within
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one. The replay in `test_arbitrage.py` (synthetic year, hourly) gives the same
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ledger on the old and the new code once its ties are broken (280 round trips,
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85 held, both): it printed one maximum twice per day, and the old fixture
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tested the first of them only because its plan began at midnight.
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