fix(backtest): ensure data_source is passed through all validation calls

- Pass data_source to derive_entry_spot in backtests.py
- Remove default 'synthetic' value for data_source in derive_entry_spot and validate_preview_inputs
- Update all tests to explicitly pass data_source parameter
- Improve error message with helpful suggestion for Databento/Yahoo Finance
This commit is contained in:
Bu5hm4nn
2026-03-30 09:21:49 +02:00
parent eaaf78cd12
commit 2d1ecc2fcf
3 changed files with 12 additions and 6 deletions

View File

@@ -260,6 +260,7 @@ def _render_backtests_page(workspace_id: str | None = None) -> None:
"GLD", "GLD",
date.fromisoformat(DEFAULT_BACKTEST_START), date.fromisoformat(DEFAULT_BACKTEST_START),
date.fromisoformat(DEFAULT_BACKTEST_END), date.fromisoformat(DEFAULT_BACKTEST_END),
data_source="databento", # Use databento for default dates
) )
except ValueError: except ValueError:
# Fixture source may not support the default date range # Fixture source may not support the default date range
@@ -510,6 +511,7 @@ def _render_backtests_page(workspace_id: str | None = None) -> None:
symbol, symbol,
parse_iso_date(start_input.value, "Start date"), parse_iso_date(start_input.value, "Start date"),
parse_iso_date(end_input.value, "End date"), parse_iso_date(end_input.value, "End date"),
data_source=str(data_source_select.value),
) )
except (ValueError, KeyError) as exc: except (ValueError, KeyError) as exc:
return None, str(exc) return None, str(exc)

View File

@@ -230,7 +230,7 @@ class BacktestPageService:
for template in self.template_service.list_active_templates(symbol) for template in self.template_service.list_active_templates(symbol)
] ]
def derive_entry_spot(self, symbol: str, start_date: date, end_date: date, data_source: str = "synthetic") -> float: def derive_entry_spot(self, symbol: str, start_date: date, end_date: date, data_source: str) -> float:
history = self.get_historical_prices(symbol, start_date, end_date, data_source) history = self.get_historical_prices(symbol, start_date, end_date, data_source)
if not history: if not history:
raise ValueError("No historical prices found for scenario window") raise ValueError("No historical prices found for scenario window")
@@ -251,7 +251,7 @@ class BacktestPageService:
loan_amount: float, loan_amount: float,
margin_call_ltv: float, margin_call_ltv: float,
entry_spot: float | None = None, entry_spot: float | None = None,
data_source: str = "synthetic", data_source: str,
) -> float: ) -> float:
normalized_symbol = symbol.strip().upper() normalized_symbol = symbol.strip().upper()
if not normalized_symbol: if not normalized_symbol:

View File

@@ -32,7 +32,7 @@ def test_backtest_page_service_accepts_decimal_boundary_values() -> None:
def test_backtest_page_service_uses_fixture_window_for_deterministic_run() -> None: def test_backtest_page_service_uses_fixture_window_for_deterministic_run() -> None:
service = BacktestPageService() service = BacktestPageService()
entry_spot = service.derive_entry_spot("GLD", date(2024, 1, 2), date(2024, 1, 8)) entry_spot = service.derive_entry_spot("GLD", date(2024, 1, 2), date(2024, 1, 8), data_source="synthetic")
result = service.run_read_only_scenario( result = service.run_read_only_scenario(
symbol="GLD", symbol="GLD",
start_date=date(2024, 1, 2), start_date=date(2024, 1, 2),
@@ -41,6 +41,7 @@ def test_backtest_page_service_uses_fixture_window_for_deterministic_run() -> No
underlying_units=1000.0, underlying_units=1000.0,
loan_amount=68000.0, loan_amount=68000.0,
margin_call_ltv=0.75, margin_call_ltv=0.75,
data_source="synthetic",
) )
assert entry_spot == 100.0 assert entry_spot == 100.0
@@ -180,15 +181,15 @@ def test_backtest_page_service_fails_closed_outside_seeded_fixture_window() -> N
# Wrong symbol raises error (fixture only supports GLD) # Wrong symbol raises error (fixture only supports GLD)
with pytest.raises(ValueError, match="deterministic fixture data only supports GLD"): with pytest.raises(ValueError, match="deterministic fixture data only supports GLD"):
service.derive_entry_spot("AAPL", date(2024, 1, 2), date(2024, 1, 8)) service.derive_entry_spot("AAPL", date(2024, 1, 2), date(2024, 1, 8), data_source="synthetic")
# Dates before window start raises error # Dates before window start raises error
with pytest.raises(ValueError, match="deterministic fixture data only supports the seeded"): with pytest.raises(ValueError, match="deterministic fixture data only supports the seeded"):
service.derive_entry_spot("GLD", date(2024, 1, 1), date(2024, 1, 5)) service.derive_entry_spot("GLD", date(2024, 1, 1), date(2024, 1, 5), data_source="synthetic")
# Dates after window end raises error # Dates after window end raises error
with pytest.raises(ValueError, match="deterministic fixture data only supports the seeded"): with pytest.raises(ValueError, match="deterministic fixture data only supports the seeded"):
service.derive_entry_spot("GLD", date(2024, 1, 5), date(2024, 1, 10)) service.derive_entry_spot("GLD", date(2024, 1, 5), date(2024, 1, 10), data_source="synthetic")
def test_backtest_preview_validation_requires_supported_fixture_window_even_with_supplied_entry_spot() -> None: def test_backtest_preview_validation_requires_supported_fixture_window_even_with_supplied_entry_spot() -> None:
@@ -206,6 +207,7 @@ def test_backtest_preview_validation_requires_supported_fixture_window_even_with
loan_amount=68000.0, loan_amount=68000.0,
margin_call_ltv=0.75, margin_call_ltv=0.75,
entry_spot=100.0, entry_spot=100.0,
data_source="synthetic",
) )
@@ -221,6 +223,7 @@ def test_backtest_preview_validation_accepts_close_supplied_entry_spot() -> None
loan_amount=68000.0, loan_amount=68000.0,
margin_call_ltv=0.75, margin_call_ltv=0.75,
entry_spot=100.005, entry_spot=100.005,
data_source="synthetic",
) )
assert entry_spot == 100.0 assert entry_spot == 100.0
@@ -239,6 +242,7 @@ def test_backtest_preview_validation_rejects_mismatched_supplied_entry_spot() ->
loan_amount=68000.0, loan_amount=68000.0,
margin_call_ltv=0.75, margin_call_ltv=0.75,
entry_spot=99.0, entry_spot=99.0,
data_source="synthetic",
) )