bu5hm4nn/vault-dash
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

refactor(BT-001C): share historical fixture provider

Browse Source
This commit is contained in:
Bu5hm4nn
2026-03-27 21:41:50 +01:00
parent 477514f838
commit 554a41a060
8 changed files with 236 additions and 110 deletions
Download Patch File Download Diff File Expand all files Collapse all files

36
app/services/event_comparison_ui.py
View File

@@ -1,11 +1,11 @@
from __future__ import annotations
from dataclasses import dataclass
from datetime import date
from app.models.backtest import BacktestScenario, EventComparisonRanking, EventComparisonReport
from app.services.backtesting.comparison import EventComparisonService
from app.services.backtesting.historical_provider import DailyClosePoint, SyntheticHistoricalProvider
from app.services.backtesting.fixture_source import bind_fixture_source, build_event_comparison_fixture_source
from app.services.backtesting.historical_provider import SyntheticHistoricalProvider
from app.services.backtesting.input_normalization import normalize_historical_scenario_inputs
from app.services.event_presets import EventPresetService
from app.services.strategy_templates import StrategyTemplateService
@@ -23,32 +23,7 @@ def _validate_initial_collateral(underlying_units: float, entry_spot: float, loa
)
DETERMINISTIC_EVENT_COMPARISON_FIXTURE_HISTORY: tuple[DailyClosePoint, ...] = (
DailyClosePoint(date=date(2024, 1, 2), close=100.0),
DailyClosePoint(date=date(2024, 1, 3), close=96.0),
DailyClosePoint(date=date(2024, 1, 4), close=92.0),
DailyClosePoint(date=date(2024, 1, 5), close=88.0),
DailyClosePoint(date=date(2024, 1, 8), close=85.0),
)
FIXTURE_HISTORY_START = DETERMINISTIC_EVENT_COMPARISON_FIXTURE_HISTORY[0].date
FIXTURE_HISTORY_END = DETERMINISTIC_EVENT_COMPARISON_FIXTURE_HISTORY[-1].date
class EventComparisonFixtureHistoricalPriceSource:
def load_daily_closes(self, symbol: str, start_date: date, end_date: date) -> list[DailyClosePoint]:
normalized_symbol = symbol.strip().upper()
if normalized_symbol != SUPPORTED_EVENT_COMPARISON_SYMBOL:
raise ValueError(
"BT-003A deterministic fixture data only supports GLD event-comparison presets on this page"
)
if start_date < FIXTURE_HISTORY_START or end_date > FIXTURE_HISTORY_END:
raise ValueError(
"BT-003A deterministic fixture data only supports the seeded 2024-01-02 through 2024-01-08 window"
)
return [
point for point in DETERMINISTIC_EVENT_COMPARISON_FIXTURE_HISTORY if start_date <= point.date <= end_date
]
EventComparisonFixtureHistoricalPriceSource = build_event_comparison_fixture_source
@dataclass(frozen=True)
@@ -102,7 +77,10 @@ class EventComparisonPageService:
self.event_preset_service = event_preset_service or EventPresetService()
self.template_service = template_service or StrategyTemplateService()
if comparison_service is None:
provider = SyntheticHistoricalProvider(source=EventComparisonFixtureHistoricalPriceSource())
provider = bind_fixture_source(
SyntheticHistoricalProvider(),
build_event_comparison_fixture_source(),
)
comparison_service = EventComparisonService(
provider=provider,
event_preset_service=self.event_preset_service,