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feat(CORE-001D): close remaining boundary cleanup slices

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Bu5hm4nn
2026-03-26 17:27:44 +01:00
parent 99d22302ee
commit 94f3c1ef83
16 changed files with 552 additions and 107 deletions
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37
app/services/backtesting/comparison.py
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@@ -13,6 +13,7 @@ from app.models.backtest import (
)
from app.models.event_preset import EventPreset
from app.services.backtesting.historical_provider import DailyClosePoint, SyntheticHistoricalProvider
from app.services.backtesting.input_normalization import normalize_historical_scenario_inputs
from app.services.backtesting.service import BacktestService
from app.services.event_presets import EventPresetService
from app.services.strategy_templates import StrategyTemplateService
@@ -64,16 +65,24 @@ class EventComparisonService:
financing_rate: float = 0.0,
provider_ref: ProviderRef | None = None,
) -> EventComparisonReport:
preset = self.event_preset_service.get_preset(preset_slug)
scenario = self.preview_scenario_from_inputs(
preset_slug=preset_slug,
normalized_inputs = normalize_historical_scenario_inputs(
underlying_units=underlying_units,
loan_amount=loan_amount,
margin_call_ltv=margin_call_ltv,
template_slugs=template_slugs,
currency=currency,
cash_balance=cash_balance,
financing_rate=financing_rate,
)
preset = self.event_preset_service.get_preset(preset_slug)
scenario = self.preview_scenario_from_inputs(
preset_slug=preset_slug,
underlying_units=normalized_inputs.underlying_units,
loan_amount=normalized_inputs.loan_amount,
margin_call_ltv=normalized_inputs.margin_call_ltv,
template_slugs=template_slugs,
currency=normalized_inputs.currency,
cash_balance=normalized_inputs.cash_balance,
financing_rate=normalized_inputs.financing_rate,
provider_ref=provider_ref,
)
return self._compare_materialized_event(preset=preset, scenario=scenario)
@@ -91,19 +100,27 @@ class EventComparisonService:
financing_rate: float = 0.0,
provider_ref: ProviderRef | None = None,
) -> BacktestScenario:
preset = self.event_preset_service.get_preset(preset_slug)
history = self._load_preset_history(preset)
entry_spot = history[0].close
initial_portfolio = materialize_backtest_portfolio_state(
symbol=preset.symbol,
normalized_inputs = normalize_historical_scenario_inputs(
underlying_units=underlying_units,
entry_spot=entry_spot,
loan_amount=loan_amount,
margin_call_ltv=margin_call_ltv,
currency=currency,
cash_balance=cash_balance,
financing_rate=financing_rate,
)
preset = self.event_preset_service.get_preset(preset_slug)
history = self._load_preset_history(preset)
entry_spot = history[0].close
initial_portfolio = materialize_backtest_portfolio_state(
symbol=preset.symbol,
underlying_units=normalized_inputs.underlying_units,
entry_spot=entry_spot,
loan_amount=normalized_inputs.loan_amount,
margin_call_ltv=normalized_inputs.margin_call_ltv,
currency=normalized_inputs.currency,
cash_balance=normalized_inputs.cash_balance,
financing_rate=normalized_inputs.financing_rate,
)
return self.materialize_scenario(
preset,
initial_portfolio=initial_portfolio,