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fix(CORE-002C): explain undercollateralized historical seeds

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This commit is contained in:
Bu5hm4nn
2026-03-25 21:44:30 +01:00
parent 87900b01bf
commit 695f3d07ed
4 changed files with 97 additions and 7 deletions
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12
app/services/backtesting/ui_service.py
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@@ -20,6 +20,17 @@ from app.services.strategy_templates import StrategyTemplateService
SUPPORTED_BACKTEST_PAGE_SYMBOL = "GLD"
def _validate_initial_collateral(underlying_units: float, entry_spot: float, loan_amount: float) -> None:
initial_collateral_value = underlying_units * entry_spot
if loan_amount >= initial_collateral_value:
raise ValueError(
"Historical scenario starts undercollateralized: "
f"loan ${loan_amount:,.0f} exceeds initial collateral ${initial_collateral_value:,.0f} "
f"at entry spot ${entry_spot:,.2f}. Reduce loan amount or increase underlying units."
)
DETERMINISTIC_UI_FIXTURE_HISTORY: tuple[DailyClosePoint, ...] = (
DailyClosePoint(date=date(2024, 1, 2), close=100.0),
DailyClosePoint(date=date(2024, 1, 3), close=96.0),
@@ -116,6 +127,7 @@ class BacktestPageService:
template = self.template_service.get_template(template_slug)
entry_spot = self.derive_entry_spot(normalized_symbol, start_date, end_date)
_validate_initial_collateral(underlying_units, entry_spot, loan_amount)
initial_portfolio = materialize_backtest_portfolio_state(
symbol=normalized_symbol,
underlying_units=underlying_units,