refactor(pre-alpha): fail closed on historical fixture bounds

app/services/backtesting/comparison.py

@@ -121,7 +121,9 @@ class EventComparisonService:
         provider_ref: ProviderRef | None = None,
         history: list[DailyClosePoint] | None = None,
     ) -> BacktestScenario:
-        selected_template_slugs = tuple(template_slugs or preset.scenario_overrides.default_template_slugs)
+        selected_template_slugs = (
+            tuple(preset.scenario_overrides.default_template_slugs) if template_slugs is None else tuple(template_slugs)
+        )
         if not selected_template_slugs:
             raise ValueError("Event comparison requires at least one template slug")
 

app/services/backtesting/ui_service.py

@@ -10,11 +10,7 @@ from app.models.backtest import (
     ProviderRef,
     TemplateRef,
 )
-from app.services.backtesting.historical_provider import (
-    DailyClosePoint,
-    HistoricalPriceSource,
-    YFinanceHistoricalPriceSource,
-)
+from app.services.backtesting.historical_provider import DailyClosePoint
 from app.services.backtesting.service import BacktestService
 from app.services.strategy_templates import StrategyTemplateService
 
@@ -40,19 +36,18 @@ DETERMINISTIC_UI_FIXTURE_HISTORY: tuple[DailyClosePoint, ...] = (
 )
 
 
-class FixtureFallbackHistoricalPriceSource:
-    def __init__(self, fallback: HistoricalPriceSource | None = None) -> None:
-        self.fallback = fallback or YFinanceHistoricalPriceSource()
-
+class DeterministicBacktestFixtureSource:
     def load_daily_closes(self, symbol: str, start_date: date, end_date: date) -> list[DailyClosePoint]:
         normalized_symbol = symbol.strip().upper()
         if (
-            normalized_symbol == SUPPORTED_BACKTEST_PAGE_SYMBOL
-            and start_date == date(2024, 1, 2)
-            and end_date == date(2024, 1, 8)
+            normalized_symbol != SUPPORTED_BACKTEST_PAGE_SYMBOL
+            or start_date != date(2024, 1, 2)
+            or end_date != date(2024, 1, 8)
         ):
-            return list(DETERMINISTIC_UI_FIXTURE_HISTORY)
-        return self.fallback.load_daily_closes(normalized_symbol, start_date, end_date)
+            raise ValueError(
+                "BT-001A deterministic fixture data only supports GLD on the seeded 2024-01-02 through 2024-01-08 window"
+            )
+        return list(DETERMINISTIC_UI_FIXTURE_HISTORY)
 
 
 @dataclass(frozen=True)
@@ -75,7 +70,7 @@ class BacktestPageService:
         )
         if backtest_service is None:
             provider = self.backtest_service.provider
-            provider.source = FixtureFallbackHistoricalPriceSource(provider.source)
+            provider.source = DeterministicBacktestFixtureSource()
 
     def template_options(self, symbol: str = "GLD") -> list[dict[str, str | int]]:
         return [

docs/roadmap/ROADMAP.yaml

@@ -1,5 +1,5 @@
 version: 1
-updated_at: 2026-03-25
+updated_at: 2026-03-26
 structure:
   backlog_dir: docs/roadmap/backlog
   in_progress_dir: docs/roadmap/in-progress

tests/test_backtest_ui.py

@@ -150,3 +150,38 @@ def test_backtest_page_service_validation_errors_are_user_facing(kwargs: dict[st
 
     with pytest.raises(ValueError, match=message):
         service.run_read_only_scenario(**kwargs)
+
+
+def test_backtest_page_service_fails_closed_outside_seeded_fixture_window() -> None:
+    service = BacktestPageService()
+
+    with pytest.raises(ValueError, match="deterministic fixture data only supports GLD"):
+        service.derive_entry_spot("GLD", date(2024, 1, 3), date(2024, 1, 8))
+
+    with pytest.raises(ValueError, match="deterministic fixture data only supports GLD"):
+        service.run_read_only_scenario(
+            symbol="GLD",
+            start_date=date(2024, 1, 3),
+            end_date=date(2024, 1, 8),
+            template_slug="protective-put-atm-12m",
+            underlying_units=1000.0,
+            loan_amount=68000.0,
+            margin_call_ltv=0.75,
+        )
+
+
+def test_backtest_preview_validation_reuses_supplied_entry_spot() -> None:
+    service = BacktestPageService()
+
+    entry_spot = service.validate_preview_inputs(
+        symbol="GLD",
+        start_date=date(2024, 1, 2),
+        end_date=date(2024, 1, 8),
+        template_slug="protective-put-atm-12m",
+        underlying_units=1000.0,
+        loan_amount=68000.0,
+        margin_call_ltv=0.75,
+        entry_spot=100.0,
+    )
+
+    assert entry_spot == 100.0

tests/test_event_comparison.py

@@ -281,4 +281,37 @@ def test_event_comparison_requires_template_selection() -> None:
                 loan_amount=68_000.0,
                 margin_call_ltv=0.75,
             ),
+            template_slugs=(),
         )
+
+
+def test_event_comparison_uses_preset_defaults_only_when_template_slugs_are_omitted() -> None:
+    provider = SyntheticHistoricalProvider(
+        source=FakeHistorySource(FIXTURE_HISTORY),
+        implied_volatility=0.35,
+        risk_free_rate=0.0,
+    )
+    service = EventComparisonService(
+        provider=provider,
+        template_service=StrategyTemplateService(),
+        event_preset_service=EventPresetService(repository=FileEventPresetRepository()),
+    )
+
+    scenario = service.materialize_scenario(
+        service.event_preset_service.get_preset("gld-jan-2024-selloff"),
+        initial_portfolio=BacktestPortfolioState(
+            currency="USD",
+            underlying_units=1000.0,
+            entry_spot=100.0,
+            loan_amount=68_000.0,
+            margin_call_ltv=0.75,
+        ),
+        template_slugs=None,
+    )
+
+    assert [ref.slug for ref in scenario.template_refs] == [
+        "protective-put-atm-12m",
+        "protective-put-95pct-12m",
+        "protective-put-90pct-12m",
+        "ladder-50-50-atm-95pct-12m",
+    ]