glenn schrooyenandClaude Opus 5
7f2c4e20e1
checks / unit (pull_request) Failing after 2s
`_Series.at()` asked `s <= u < s + 1 h` of every point IN LIST ORDER and
returned the FIRST match. On the hourly shape every fixture in this
repository carried before TARIFF-08 that is right by accident. Belgium
moved to a 15-minute MTU on 2025-10-01 and the live day-ahead feed
returns 96 points at 900 s, where it is wrong twice over - measured
against the shipped code at 5059e28:
series: 02:00=0.10 02:15=0.11 02:30=0.12 02:45=0.13 03:00=0.14
ask +15min -> 02:00 0.10 <-- WRONG (wanted 02:15)
ask +60min -> 02:15 0.11 <-- WRONG (wanted 03:00)
ask +75min -> 02:30 0.12 <-- WRONG (wanted 03:15)
Inside the first hour the :00 point wins because its hour has not run
out. From the second hour on the answer is not even the top of the hour
- the first point still inside its own hour wins - so the error
compounds with depth into the series.
`arbitrage._act()` tests `here.start == v.cheapest.start` /
`== v.dearest.start` to decide whether this interval is the buy one or
the sell one. That identity almost never held, so the strategy idled
through exactly the interval it exists to trade, and read §8.3's
`here.provisional` and §17's `price < 0` off the same wrong point.
`static_tariff.py` emits hourly points, so static sites were never
affected; this is reachable only down the dynamic path TARIFF-08/09
made work.
THE RULE: a point covers from its own start until the next point's
start, and never more than one hour. Quarter-hourly takes 900 s,
hourly is unchanged, and a MIXED series - FCST-04's carry-forward puts
hourly carried points beside quarter-hourly firm ones, spacing
[900, 3600] in 70 % of soak samples - takes each point's OWN gap.
The one-hour cap is load-bearing: FCST-04 leaves an hour OUT when
nothing published it and yesterday has no value, and `at()` raising
Absence for it is what sends the caller to the static profile (§11.4).
Uncapped, "until the next point's start" would stretch the point before
a three-hour hole across the whole hole and answer every instant in it
with a stale price.
THE LAST POINT is given the same span as the point before it (one hour
when it is the only point). A flat one-hour tail would answer 00:30
TOMORROW with today's 23:45 price. The cost - a mixed series ending at
the firm/carried seam loses its last 45 minutes to Absence - is argued
in DECISIONS/TARIFF-14-the-window-a-point-covers.md §2 rather than
buried; the direction is the safe one.
`at()` now reads a point's NEIGHBOURS, so it would depend on
sortedness. It establishes that itself: the lookup index is sorted by
UTC start once, at construction, so no caller's list order reaches it.
A series handed its 96 points in reverse answers identically, and that
is a check. `covers()` shared the defect exactly - it has no rule of
its own, it asks `at()` - and is fixed by the same change; `window()`
did not, and its docstring now says why.
Nothing about §9.3 or a point's `start` changed. PricePoint still has
three fields; the span is derived from the neighbours, never stored.
Graded by test_price.py section 13 (900 s, 3600 s, mixed, holes, the
tail, caller order, duplicate starts, covers()/window(), the no-data
contract) and end to end by test_arbitrage.py section 10, which drives
decide() over a 96-point quarter-hourly day whose cheapest and dearest
quarters are deliberately NOT on a whole hour, plus §17, §8.3 and the
mixed series. Eight mutations, all red, including a ZERO-BYTE one on
the tail rule; byte deltas and what the arbitrage file could not see
are in the decision note §6. All 29 test files green.
Co-Authored-By: Claude Opus 5 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01BwRLw7eKYj2byVdwB6kbjU