fix(pre-alpha): preserve injected provider identity
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@@ -1,9 +1,11 @@
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from __future__ import annotations
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from copy import copy
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from dataclasses import dataclass
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from datetime import date
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from math import isclose
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from app.backtesting.engine import SyntheticBacktestEngine
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from app.domain.backtesting_math import materialize_backtest_portfolio_state
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from app.models.backtest import (
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BacktestRunResult,
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@@ -102,10 +104,10 @@ class BacktestPageService:
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)
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self.template_service = template_service or base_service.template_service
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fixture_provider = FixtureBoundHistoricalProvider(base_service.provider)
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self.backtest_service = BacktestService(
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provider=fixture_provider,
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template_service=self.template_service,
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)
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self.backtest_service = copy(base_service)
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self.backtest_service.provider = fixture_provider
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self.backtest_service.template_service = self.template_service
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self.backtest_service.engine = SyntheticBacktestEngine(fixture_provider)
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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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@@ -209,7 +211,10 @@ class BacktestPageService:
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end_date=end_date,
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initial_portfolio=initial_portfolio,
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template_refs=(TemplateRef(slug=template.slug, version=template.version),),
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provider_ref=ProviderRef(provider_id="synthetic_v1", pricing_mode="synthetic_bs_mid"),
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provider_ref=ProviderRef(
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provider_id=self.backtest_service.provider.provider_id,
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pricing_mode=self.backtest_service.provider.pricing_mode,
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),
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)
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return BacktestPageRunResult(
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scenario=scenario,
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@@ -235,7 +235,31 @@ def test_backtest_page_service_does_not_mutate_injected_backtest_service() -> No
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history = injected_service.provider.load_history("GLD", date(2024, 1, 3), date(2024, 1, 3))
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assert history[0].close == 123.0
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assert page_service.template_service is injected_service.template_service
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assert page_service.backtest_service is not injected_service
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assert page_service.backtest_service.provider.implied_volatility == 0.2
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assert page_service.backtest_service.provider.risk_free_rate == 0.01
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seeded_history = page_service.backtest_service.provider.load_history("GLD", date(2024, 1, 2), date(2024, 1, 8))
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assert seeded_history[0].close == 100.0
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def test_backtest_page_service_uses_injected_provider_identity_in_provider_ref() -> None:
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class CustomProvider(SyntheticHistoricalProvider):
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provider_id = "custom_v1"
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pricing_mode = "custom_mode"
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provider = CustomProvider(source=StaticBacktestSource(), implied_volatility=0.2, risk_free_rate=0.01)
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injected_service = BacktestService(provider=provider)
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page_service = BacktestPageService(backtest_service=injected_service)
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result = page_service.run_read_only_scenario(
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symbol="GLD",
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start_date=date(2024, 1, 2),
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end_date=date(2024, 1, 8),
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template_slug="protective-put-atm-12m",
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underlying_units=1000.0,
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loan_amount=68000.0,
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margin_call_ltv=0.75,
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)
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assert result.scenario.provider_ref.provider_id == "custom_v1"
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assert result.scenario.provider_ref.pricing_mode == "custom_mode"
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