feat(backtest): add dataset-specific date validation and better error handling
- Add DATABENTO_DATASET_MIN_DATES for XNAS.BASIC (2024-07-01) and GLBX.MDP3 (2010-01-01) - Validate start date against dataset minimum before running backtest - Parse Databento API errors and show user-friendly messages - Update date range hint to show dataset-specific availability - Catch BentoClientError and show appropriate warning tone
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Bu5hm4nn
@@ -48,6 +48,12 @@ SYMBOL_MIN_DATES = {
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"XAU": date(1970, 1, 1), # XAU index historical data
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}
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# Minimum dates for Databento datasets (when data became available)
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DATABENTO_DATASET_MIN_DATES = {
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"XNAS.BASIC": date(2024, 7, 1), # XNAS.BASIC data available from July 2024
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"GLBX.MDP3": date(2010, 1, 1), # GLBX.MDP3 futures data from 2010
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}
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def get_default_backtest_dates() -> tuple[date, date]:
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"""Get default backtest date range (~2 years ending on most recent Friday or earlier).
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@@ -446,8 +452,21 @@ def _render_backtests_page(workspace_id: str | None = None) -> None:
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return "GLD" # Default for XNAS.BASIC
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def update_date_range_hint() -> None:
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"""Update the date range hint based on selected symbol."""
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"""Update the date range hint based on selected symbol and data source."""
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symbol = get_symbol_from_dataset()
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data_source = str(data_source_select.value)
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# Use dataset-specific minimum for Databento
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if data_source == "databento":
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dataset = str(dataset_select.value)
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min_date = DATABENTO_DATASET_MIN_DATES.get(dataset)
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if min_date:
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date_range_hint.set_text(
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f"{dataset} data available from {min_date.strftime('%Y-%m-%d')}"
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)
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return
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# Fall back to symbol minimum
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min_date = SYMBOL_MIN_DATES.get(symbol)
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if min_date:
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date_range_hint.set_text(
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@@ -805,6 +824,20 @@ def _render_backtests_page(workspace_id: str | None = None) -> None:
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start_date = parse_iso_date(start_input.value, "Start date")
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end_date = parse_iso_date(end_input.value, "End date")
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symbol = get_symbol_from_dataset()
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# Validate dataset-specific minimum dates for Databento
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data_source = str(data_source_select.value)
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if data_source == "databento":
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dataset = str(dataset_select.value)
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dataset_min = DATABENTO_DATASET_MIN_DATES.get(dataset)
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if dataset_min and start_date < dataset_min:
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validation_label.set_text(
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f"Start date must be on or after {dataset_min.strftime('%Y-%m-%d')} for {dataset} dataset. "
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f"Selected start date {start_date.strftime('%Y-%m-%d')} is before available data."
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)
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render_result_state("Invalid start date", validation_label.text, tone="warning")
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return
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date_range_error = validate_date_range_for_symbol(start_date, end_date, symbol)
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if date_range_error:
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validation_label.set_text(date_range_error)
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@@ -845,25 +878,46 @@ def _render_backtests_page(workspace_id: str | None = None) -> None:
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validation_label.set_text(str(exc))
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render_result_state("Scenario validation failed", str(exc), tone="warning")
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return
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except Exception:
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except Exception as exc:
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entry_spot, entry_error = derive_entry_spot()
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render_seeded_summary(entry_spot=entry_spot, entry_spot_error=entry_error)
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if entry_spot is None:
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entry_spot_hint.set_text("Entry spot unavailable until the scenario dates are valid.")
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message = "Backtest failed. Please verify the scenario inputs and try again."
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logger.exception(
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"Backtest page run failed for workspace=%s symbol=%s start=%s end=%s template=%s units=%s loan=%s margin_call_ltv=%s",
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workspace_id,
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symbol_select.value,
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start_input.value,
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end_input.value,
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template_select.value,
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units_input.value,
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loan_input.value,
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ltv_input.value,
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)
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validation_label.set_text(message)
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render_result_state("Backtest failed", message, tone="error")
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# Check for Databento API errors
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error_msg = str(exc)
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if "data_start_before_available_start" in error_msg:
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# Extract the available start date from the error message
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import re
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match = re.search(r"available start of dataset [^(]+\('([^']+)'\)", error_msg)
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if match:
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available_start = match.group(1).split()[0] # Extract date part
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validation_label.set_text(
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f"Data not available before {available_start}. Please set start date to {available_start} or later."
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)
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else:
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validation_label.set_text(
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"Selected start date is before data is available for this dataset. Please choose a later date."
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)
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render_result_state("Invalid start date", validation_label.text, tone="warning")
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elif "BentoClientError" in error_msg or "422" in error_msg:
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validation_label.set_text(f"Data source error: {error_msg}")
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render_result_state("Data unavailable", validation_label.text, tone="warning")
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else:
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message = "Backtest failed. Please verify the scenario inputs and try again."
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logger.exception(
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"Backtest page run failed for workspace=%s symbol=%s start=%s end=%s template=%s units=%s loan=%s margin_call_ltv=%s",
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workspace_id,
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symbol_select.value,
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start_input.value,
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end_input.value,
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template_select.value,
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units_input.value,
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loan_input.value,
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ltv_input.value,
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)
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validation_label.set_text(message)
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render_result_state("Backtest failed", message, tone="error")
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return
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render_result(result)
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