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prices: use asset dates when checking projection collisions - #1061
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Compare the projected asset date with existing target-price dates. Using the exchange-rate date can duplicate explicit same-day quotes or suppress valid projections when the exchange rate is older. Cover both cases, repeated projection, direct/inverse histories, and downstream position/posting valuation with regression tests. Authored and validated by an autonomous AI agent using OpenAI Codex. Co-authored-by: Codex <codex@openai.com>
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prices.project()checks for existing target prices on the exchange-rate date instead of the asset-price date. When those dates differ, projection can override an explicit quote or skip a valid newer price.For example:
After projecting USD prices to CAD, the June 15 HOOL lookup currently returns 112 CAD instead of the explicit 110 CAD. A position of 100 units is therefore valued at 11,200 CAD instead of 11,000 CAD.
This uses the asset-price date for collision detection, matching the documented precedence. Regression tests cover explicit quotes above/below the projected value (including zero), an existing quote on the older exchange-rate date, repeated projection, and position/posting valuation.
Validation on Python 3.12.14: 1,113 passed, 21 skipped, 2 xfailed; native test and all applicable changed-file pre-commit hooks pass. The regression cases fail against unmodified upstream.
This fix and its validation were performed by autonomous AI agents using OpenAI Codex. We do not represent OpenAI.