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fix: pick price rates by date across both pair directions - #1760
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Pull request overview
This PR fixes BQL convert()/value() price selection so the most recent applicable rate is chosen by date recency across both pair directions, matching Python beancount’s build_price_map semantics (issue #1759). It introduces a dedicated conversion index in PriceDatabase built from raw price observations (including transaction-derived implicit prices) so that inverse-declared newer rates can supersede older direct rates deterministically.
Changes:
- Refactors
PriceDatabaseto keep a raw provenance store and build a direction-blind lookup index via a port of beancount’sbuild_price_mapmerge/swallow/tie-break logic. - Updates TLA spec/config and behavior-derivation tooling to model “one timeline per pair” with inverse clearing and corresponding invariants.
- Extends unit/property tests and TLA behavior replay to assert bidirectional consistency (including reciprocal rates) and ensure lookups go through the rebuilt index.
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Show a summary per file
| File | Description |
|---|---|
| spec/tla/PriceDB.tla | Updates the formal model so setting a rate clears the opposite direction and adds a pair-direction invariant. |
| spec/tla/PriceDB.cfg | Enables the new OneDirectionPerPair invariant in TLC runs. |
| scripts/tla-behaviors.py | Adjusts behavior derivation to account for inverse clearing and identify the nonzero “authoritative” write. |
| crates/rustledger-query/tests/tla_proptest.rs | Finalizes the DB via sort_prices() so tests exercise the new lookup index. |
| crates/rustledger-query/tests/tla_behavior_replay.rs | Rebuilds before reads and asserts reciprocal behavior with bounded precision. |
| crates/rustledger-query/src/price.rs | Implements raw-sequence tracking + beancount-like merge into a bidirectional conversion index; updates lookups/tests accordingly. |
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✅ Compatibility Test Results
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BQL convert()/value() preferred any direct (base, quote) entry over the inverse direction, so an OLDER direct rate silently shadowed a NEWER rate declared the other way round (-18.68 GBP @ 1.2655 USD). Python beancount's build_price_map materializes both directions of every price and picks purely by date recency; its tie-breaks (which direction survives a merge, which same-date rate wins) are emergent from the build algorithm and cannot be reproduced by per-lookup rules, so this ports the algorithm instead of simulating it: - PriceDatabase now holds two structures: the raw provenance store (unchanged — feeds the #prices table, len(), and the #1006 dedup gating) and a conversion index built by a line-by-line port of build_price_map's merge: group per pair in ledger order, swallow the direction with fewer rates into the other (inverting, zero rates dropped), stable date sort + one rate per date keeping the last, then materialize all inverses. - get_price/get_latest_price read the index; the chained lookup's four per-leg inverse branches collapse to direct legs (every pair is bidirectional by construction) and intermediates are tried in sorted order so multi-path results are deterministic. - PriceDB.tla modeled the old directed-independent semantics; the spec now clears the opposite direction on every SetPrice (one rate timeline per pair), with a OneDirectionPerPair invariant, a regenerated behavior corpus, and the replay asserting both the held rate and its derived reciprocal (at 20 dp — the build may invert a swallowed rate twice, exactly like Python, leaving last-digit artifacts). The issue's ledger now matches bean-query on all five rows (rustledger previously diverged on four). Closes #1759 Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
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What
convert()/value()in BQL preferred any direct(base, quote)price entry over the inverse direction, so an older direct rate silently shadowed a newer rate declared the other way round (-18.68 GBP @ 1.2655 USD). On the issue's ledger, four of fiveconvert(sum(position), 'GBP')rows diverged from bean-query; all five now match exactly.Why a build-time port, not a lookup-time fix
Python beancount's
build_price_mapmaterializes both directions of every price and picks purely by date recency. Its tie-breaks are emergent from the build algorithm and unanswerable per-lookup:sorted_uniquify(..., last=True)).Simulating that at lookup time is exactly the re-derivation anti-pattern from the Phase-3 canonical-function discipline. So
PriceDatabasenow holds two structures: the raw provenance store (unchanged —#pricestable,len(), the #1006 dedup gating all read it) and a conversion index built by a line-by-line port ofbuild_price_map's merge, auditable by diffing against the Python source. The transaction-derived extension prices (#567/#593) feed the same merge, making them behave exactly as ifimplicit_priceshad materialized them.Bonus: the chained lookup's four per-leg inverse branches collapse to direct legs (every pair is bidirectional by construction), and intermediates are tried in sorted order, making multi-path chains deterministic.
Spec update
PriceDB.tlamodeled the old directed-independent semantics, so the model itself needed the fix:SetPricenow clears the opposite direction (one rate timeline per pair), aOneDirectionPerPairinvariant pins it, the behavior corpus is regenerated (330 behaviors, TLC clean), and the replay asserts both the held rate and its derived reciprocal at 20 dp — the build may invert a swallowed rate twice, exactly like Python, leaving last-digit artifacts on both sides.Testing
from_directiveswith the issue's Format C/D transactions (asserts the 79.02 GBP conversion), chained-leg recency.rustledger-querysuite: 12 suites green (TLA replay + proptests updated to honor the documentedsort_prices()contract — they previously read the raw store incidentally).-D warnings, fmt, rustdoc-D warningsclean.Closes #1759
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