fix(pre-alpha): preserve injected provider identity

This commit is contained in:
Bu5hm4nn
2026-03-26 12:32:52 +01:00
parent 52d943e614
commit 91f67cd414
2 changed files with 34 additions and 5 deletions

View File

@@ -1,9 +1,11 @@
from __future__ import annotations
from copy import copy
from dataclasses import dataclass
from datetime import date
from math import isclose
from app.backtesting.engine import SyntheticBacktestEngine
from app.domain.backtesting_math import materialize_backtest_portfolio_state
from app.models.backtest import (
BacktestRunResult,
@@ -102,10 +104,10 @@ class BacktestPageService:
)
self.template_service = template_service or base_service.template_service
fixture_provider = FixtureBoundHistoricalProvider(base_service.provider)
self.backtest_service = BacktestService(
provider=fixture_provider,
template_service=self.template_service,
)
self.backtest_service = copy(base_service)
self.backtest_service.provider = fixture_provider
self.backtest_service.template_service = self.template_service
self.backtest_service.engine = SyntheticBacktestEngine(fixture_provider)
def template_options(self, symbol: str = "GLD") -> list[dict[str, str | int]]:
return [
@@ -209,7 +211,10 @@ class BacktestPageService:
end_date=end_date,
initial_portfolio=initial_portfolio,
template_refs=(TemplateRef(slug=template.slug, version=template.version),),
provider_ref=ProviderRef(provider_id="synthetic_v1", pricing_mode="synthetic_bs_mid"),
provider_ref=ProviderRef(
provider_id=self.backtest_service.provider.provider_id,
pricing_mode=self.backtest_service.provider.pricing_mode,
),
)
return BacktestPageRunResult(
scenario=scenario,

View File

@@ -235,7 +235,31 @@ def test_backtest_page_service_does_not_mutate_injected_backtest_service() -> No
history = injected_service.provider.load_history("GLD", date(2024, 1, 3), date(2024, 1, 3))
assert history[0].close == 123.0
assert page_service.template_service is injected_service.template_service
assert page_service.backtest_service is not injected_service
assert page_service.backtest_service.provider.implied_volatility == 0.2
assert page_service.backtest_service.provider.risk_free_rate == 0.01
seeded_history = page_service.backtest_service.provider.load_history("GLD", date(2024, 1, 2), date(2024, 1, 8))
assert seeded_history[0].close == 100.0
def test_backtest_page_service_uses_injected_provider_identity_in_provider_ref() -> None:
class CustomProvider(SyntheticHistoricalProvider):
provider_id = "custom_v1"
pricing_mode = "custom_mode"
provider = CustomProvider(source=StaticBacktestSource(), implied_volatility=0.2, risk_free_rate=0.01)
injected_service = BacktestService(provider=provider)
page_service = BacktestPageService(backtest_service=injected_service)
result = page_service.run_read_only_scenario(
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,
)
assert result.scenario.provider_ref.provider_id == "custom_v1"
assert result.scenario.provider_ref.pricing_mode == "custom_mode"