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

app/services/backtesting/historical_provider.py

@@ -2,6 +2,7 @@ from __future__ import annotations
 
 from dataclasses import dataclass
 from datetime import date, timedelta
+from math import isfinite
 from typing import Protocol
 
 from app.models.backtest import ProviderRef
@@ -35,6 +36,24 @@ class SyntheticOptionQuote:
     quantity: float
     mark: float
 
+    def __post_init__(self) -> None:
+        for field_name in ("position_id", "leg_id"):
+            value = getattr(self, field_name)
+            if not isinstance(value, str) or not value:
+                raise ValueError(f"{field_name} is required")
+        for field_name in ("spot", "strike", "quantity", "mark"):
+            value = getattr(self, field_name)
+            if not isinstance(value, (int, float)) or isinstance(value, bool) or not isfinite(float(value)):
+                raise TypeError(f"{field_name} must be a finite number")
+        if self.spot <= 0:
+            raise ValueError("spot must be positive")
+        if self.strike <= 0:
+            raise ValueError("strike must be positive")
+        if self.quantity <= 0:
+            raise ValueError("quantity must be positive")
+        if self.mark < 0:
+            raise ValueError("mark must be non-negative")
+
 
 class HistoricalPriceSource(Protocol):
     def load_daily_closes(self, symbol: str, start_date: date, end_date: date) -> list[DailyClosePoint]:
@@ -42,6 +61,17 @@ class HistoricalPriceSource(Protocol):
 
 
 class YFinanceHistoricalPriceSource:
+    @staticmethod
+    def _normalize_daily_close_row(*, row_date: object, close: object) -> DailyClosePoint | None:
+        if close is None:
+            return None
+        if not hasattr(row_date, "date"):
+            raise TypeError(f"historical row date must support .date(), got {type(row_date)!r}")
+        normalized_close = float(close)
+        if not isfinite(normalized_close):
+            raise ValueError("historical close must be finite")
+        return DailyClosePoint(date=row_date.date(), close=normalized_close)
+
     def load_daily_closes(self, symbol: str, start_date: date, end_date: date) -> list[DailyClosePoint]:
         if yf is None:
             raise RuntimeError("yfinance is required to load historical backtest prices")
@@ -50,10 +80,9 @@ class YFinanceHistoricalPriceSource:
         history = ticker.history(start=start_date.isoformat(), end=inclusive_end_date.isoformat(), interval="1d")
         rows: list[DailyClosePoint] = []
         for index, row in history.iterrows():
-            close = row.get("Close")
-            if close is None:
-                continue
-            rows.append(DailyClosePoint(date=index.date(), close=float(close)))
+            point = self._normalize_daily_close_row(row_date=index, close=row.get("Close"))
+            if point is not None:
+                rows.append(point)
         return rows