refactor(pre-alpha): fail closed on historical fixture bounds
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@@ -121,7 +121,9 @@ class EventComparisonService:
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provider_ref: ProviderRef | None = None,
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history: list[DailyClosePoint] | None = None,
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) -> BacktestScenario:
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selected_template_slugs = tuple(template_slugs or preset.scenario_overrides.default_template_slugs)
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selected_template_slugs = (
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tuple(preset.scenario_overrides.default_template_slugs) if template_slugs is None else tuple(template_slugs)
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)
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if not selected_template_slugs:
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raise ValueError("Event comparison requires at least one template slug")
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@@ -10,11 +10,7 @@ from app.models.backtest import (
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ProviderRef,
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TemplateRef,
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)
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from app.services.backtesting.historical_provider import (
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DailyClosePoint,
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HistoricalPriceSource,
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YFinanceHistoricalPriceSource,
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)
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from app.services.backtesting.historical_provider import DailyClosePoint
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from app.services.backtesting.service import BacktestService
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from app.services.strategy_templates import StrategyTemplateService
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@@ -40,19 +36,18 @@ DETERMINISTIC_UI_FIXTURE_HISTORY: tuple[DailyClosePoint, ...] = (
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)
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class FixtureFallbackHistoricalPriceSource:
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def __init__(self, fallback: HistoricalPriceSource | None = None) -> None:
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self.fallback = fallback or YFinanceHistoricalPriceSource()
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class DeterministicBacktestFixtureSource:
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def load_daily_closes(self, symbol: str, start_date: date, end_date: date) -> list[DailyClosePoint]:
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normalized_symbol = symbol.strip().upper()
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if (
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normalized_symbol == SUPPORTED_BACKTEST_PAGE_SYMBOL
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and start_date == date(2024, 1, 2)
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and end_date == date(2024, 1, 8)
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normalized_symbol != SUPPORTED_BACKTEST_PAGE_SYMBOL
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or start_date != date(2024, 1, 2)
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or end_date != date(2024, 1, 8)
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):
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return list(DETERMINISTIC_UI_FIXTURE_HISTORY)
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return self.fallback.load_daily_closes(normalized_symbol, start_date, end_date)
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raise ValueError(
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"BT-001A deterministic fixture data only supports GLD on the seeded 2024-01-02 through 2024-01-08 window"
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)
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return list(DETERMINISTIC_UI_FIXTURE_HISTORY)
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@dataclass(frozen=True)
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@@ -75,7 +70,7 @@ class BacktestPageService:
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)
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if backtest_service is None:
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provider = self.backtest_service.provider
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provider.source = FixtureFallbackHistoricalPriceSource(provider.source)
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provider.source = DeterministicBacktestFixtureSource()
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def template_options(self, symbol: str = "GLD") -> list[dict[str, str | int]]:
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return [
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