Repository navigation
Match basket marginals to the correlation market pools - #2
Merged
Merged
Conversation
|
The latest updates on your projects. Learn more about Vercel for GitHub.
|
This branch was successfully deployed
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.This suggestion is invalid because no changes were made to the code.Suggestions cannot be applied while the pull request is closed.Suggestions cannot be applied while viewing a subset of changes.Only one suggestion per line can be applied in a batch.Add this suggestion to a batch that can be applied as a single commit.Applying suggestions on deleted lines is not supported.You must change the existing code in this line in order to create a valid suggestion.Outdated suggestions cannot be applied.This suggestion has been applied or marked resolved.Suggestions cannot be applied from pending reviews.Suggestions cannot be applied on multi-line comments.Suggestions cannot be applied while the pull request is queued to merge.Suggestion cannot be applied right now. Please check back later.
Finding
An explicit interval can include several distinct market pools. The basket previously chose the first priced pool at that interval, then applied a correlation snapshot from another pool. A same-interval match does not guarantee the same event identity.
Fix
Prefer the correlation snapshot's priced pool within the requested interval. When its pool is absent from the priced sentiment snapshot, report the independent estimate and withhold the adjusted probability. Document this boundary.
Verification
Two regressions failed before the fix.
npm test: 37/37 pass.git diff --checkpasses. Independent scoped review found no important issue. No live-feed availability or profitability claim.