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Test for detecting discrepancies between native prices and ucp#140

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harisang merged 8 commits intomainfrom
test_for_detecting_discrepancies_between_native_prices_and_ucp
Apr 24, 2025
Merged

Test for detecting discrepancies between native prices and ucp#140
harisang merged 8 commits intomainfrom
test_for_detecting_discrepancies_between_native_prices_and_ucp

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@harisang
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This PR adds a test that compares the exchange rate provided by the winning solver on a trade against the exchange rate suggested by the native prices. It is meant to capture cases where:

  • there is surplus shift, or
  • some native price is very off

@harisang harisang requested a review from fhenneke April 23, 2025 09:57
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Looks reasonable.

harisang and others added 3 commits April 24, 2025 13:33
Co-authored-by: Felix Henneke <felix.henneke@protonmail.com>
Co-authored-by: Felix Henneke <felix.henneke@protonmail.com>
@harisang harisang merged commit 187e791 into main Apr 24, 2025
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@harisang harisang deleted the test_for_detecting_discrepancies_between_native_prices_and_ucp branch April 24, 2025 12:28
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2 participants