Task: ORE export drops required elements from 17 example documents
Table of Contents
This page documents a task in the Close the credit loose ends story. It captures the goal, current status, acceptance, and any notes or results.
1. Goal
The import to export round trip over
external/ore/examples/Products/Example_Trades is lossy for 17 of the
132 documents. The walk writes all 132 and reports no skips, but the
exported document is missing a child element the schema requires, so it
cannot be read back. One trade per affected document is lost.
The failures are not scattered. They cluster in the Commodity, Credit, FX worst-of and Exotic product mappers, and each one drops a different required element:
| Document | Missing element | Line |
|---|---|---|
Commodity_APO_Strip_NYMEX_CSX.xml |
Quantity |
27 |
Commodity_Basis_Swap_NYMEX_CL.xml |
Quantity |
38 |
Commodity_Option_Strip_NYMEX_NG.xml |
Quantity |
27 |
Commodity_Swap_LME_AL_AVG_ALT.xml |
Quantity |
38 |
Commodity_Swap_NYMEX_A7Q.xml |
Quantity |
38 |
Commodity_Swaption_NYMEX_NG.xml |
Quantity |
26 |
Exotic_EquityAccumulator_single_name.xml |
RangeBound |
31 |
Exotic_EquityTaRF.xml |
BarrierData |
30 |
Exotic_EquityWorstOfBasketSwap.xml |
InitialPrice |
26 |
Exotic_FXWorstOfBasketSwap.xml |
InitialPrice |
26 |
Exotic_FxAccumulator.xml |
RangeBound |
31 |
Exotic_KnockOutSwap.xml |
LegData |
20 |
Exotic_PerformanceOption_01_COM.xml |
StrikePrice |
27 |
Exotic_PerformanceOption_01_FX.xml |
StrikePrice |
35 |
FX_WorstOfBasketSwap.xml |
InitialPrice |
26 |
The two risk participation agreement documents were listed here. The credit rework fixed them: the agreement now stores and exports its protection fee, its underlying and its participation rate, and both documents re-read.
Run of 2026-09-26 over the 132 documents:
| Measure | Value |
|---|---|
| XML files walked | 132 |
| Skipped | 0 |
| Written | 132 |
| Trades mapped | 182 |
| Trades passthrough | 0 |
| Outputs that re-read | 115 |
| Trades recovered | 165 |
2. Status
| Field | Value |
|---|---|
| State | DONE |
| Parent story | Close the credit loose ends |
| Now | Nothing. |
| Waiting on | Nothing. |
| Next | Nothing. |
| Last touched | 2026-10-15 |
3. Acceptance
- Every document the walk writes under
external/ore/examples/Products/Example_Tradeswhose dropped element has a field in the domain instrument can be read back, soknown_export_gaps()inxml_exporter_directory_roundtrip_tests.cppshrinks to the five documents whose value the domain does not hold. - A value the export now writes comes from the domain instrument and is not invented: what the reverse mapper writes, the forward mapper reads.
- No document that already re-read stops re-reading.
4. Plan
(Implementation strategy. Written when work starts; key decisions
are distilled into the parent story's * Decisions at close, but the
plan itself stays — it is the historical record of what we did.)
5. Measurements
Every number this task claims about a tree, with the command that produced it
and the commit it was measured at. A number without both is not a measurement,
because a clean-up record describes a tree and trunk moves under a branch: a
consumer count, a gate's component count and a suite's size all change with no
code changing, and the reader of a bare number cannot tell which tree it came
from. Where the raw output matters, put it in an evidence/ file beside the
task and name that file in the Command column.
| What | Value | Command | Commit |
|---|---|---|---|
| Documents that re-read | 127 of 132, up from 118 | compass test run -- -R ores.ore.core.tests (the case "roundtrip mirrors every portfolio in the ORE example corpus") |
04d150a501 |
| Documents that still fail to re-read | 5, down from 14 | the same case; known_export_gaps() names them |
04d150a501 |
| ORE core suite | 667 cases, 0 failures | compass test run -- -R ores.ore.core.tests |
04d150a501 |
| Local check gate | 18 of 18 checks passed | compass check |
04d150a501 |
6. Notes
7. Test Scenarios
Manual QA scenarios (scaffolded via compass add test_scenario)
that verify this task. Link
new ones here as they're created; the scenario doc itself links back
via its "Verifies task" field.
| Scenario | State | Notes |
|---|---|---|
8. PRs
| PR | Title |
|---|---|
| #3368 | [ore] Close nine of the fourteen ORE export fidelity gaps |
9. Review
| Comment summary | File | Decision | Notes |
|---|---|---|---|
10. Result
The documents that fail to re-read fell from fourteen to five. Nine now round trip: the six commodity documents, the equity TaRF, and the two performance options. Each fix carries a value the domain holds — a commodity leg's quantity, the swaption's fixed price, the TaRF's knock-out level, and the performance option's strike prices.
The five that remain each need a value the domain instrument does not hold, so closing them means changing the domain, not the mapper. That work has its own task, which the story now carries.
Acceptance met: the nine documents whose dropped element has a domain field re-read, every value written comes from the instrument, and no document that already re-read stopped re-reading.
11. Promoted from capture
Captured 2026-09-26 in the product backlog; promoted preserving the UUID.
11.1. What
The import to export round trip over
external/ore/examples/Products/Example_Trades is lossy for 17 of the
132 documents. The walk writes all 132 and reports no skips, but the
exported document is missing a child element the schema requires, so it
cannot be read back. One trade per affected document is lost.
The failures are not scattered. They cluster in the Commodity, Credit, FX worst-of and Exotic product mappers, and each one drops a different required element:
| Document | Missing element | Line |
|---|---|---|
Commodity_APO_Strip_NYMEX_CSX.xml |
Quantity |
27 |
Commodity_Basis_Swap_NYMEX_CL.xml |
Quantity |
38 |
Commodity_Option_Strip_NYMEX_NG.xml |
Quantity |
27 |
Commodity_Swap_LME_AL_AVG_ALT.xml |
Quantity |
38 |
Commodity_Swap_NYMEX_A7Q.xml |
Quantity |
38 |
Commodity_Swaption_NYMEX_NG.xml |
Quantity |
26 |
Exotic_EquityAccumulator_single_name.xml |
RangeBound |
31 |
Exotic_EquityTaRF.xml |
BarrierData |
30 |
Exotic_EquityWorstOfBasketSwap.xml |
InitialPrice |
26 |
Exotic_FXWorstOfBasketSwap.xml |
InitialPrice |
26 |
Exotic_FxAccumulator.xml |
RangeBound |
31 |
Exotic_KnockOutSwap.xml |
LegData |
20 |
Exotic_PerformanceOption_01_COM.xml |
StrikePrice |
27 |
Exotic_PerformanceOption_01_FX.xml |
StrikePrice |
35 |
FX_WorstOfBasketSwap.xml |
InitialPrice |
26 |
The two risk participation agreement documents were listed here. The credit rework fixed them: the agreement now stores and exports its protection fee, its underlying and its participation rate, and both documents re-read.
Run of 2026-09-26 over the 132 documents:
| Measure | Value |
|---|---|
| XML files walked | 132 |
| Skipped | 0 |
| Written | 132 |
| Trades mapped | 182 |
| Trades passthrough | 0 |
| Outputs that re-read | 115 |
| Trades recovered | 165 |
11.2. Why
A round trip that silently drops a required element is worse than one that refuses the document: the walk reports success and writes a file that no longer satisfies the schema. Nothing caught this before, because the per-document suites assert field fidelity for the products they name, and the CLI-era checker compared document trees without re-reading them through the domain loader.
The gap is now visible. The test that found it,
xml_exporter_directory_roundtrip_tests.cpp, records these 17 names and
fails if the set changes in either direction, so a new regression fails
and a fix has to shrink the list.
11.3. Reproduce
./build/output/linux-clang-debug-make/publish/bin/ores.ore.core.tests "[exporter][external]"
11.4. References
projects/ores.ore/core/tests/xml_exporter_directory_roundtrip_tests.cpp, the test that found it.projects/ores.ore/core/src/xml/exporter.cpp, the directory walk and the export it calls.projects/ores.ore/core/src/domain/, the per-product mappers that build the exported document.external/ore/examples/Products/Example_Trades/, the corpus.
11.5. See also
- Cover the ORE directory round trip with a test over external/ore data — the task that added the test.