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

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This commit is contained in:
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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29
app/services/backtesting/ui_service.py
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@@ -18,6 +18,7 @@ from app.services.backtesting.historical_provider import (
SyntheticHistoricalProvider,
SyntheticOptionQuote,
)
from app.services.backtesting.input_normalization import normalize_historical_scenario_inputs
from app.services.backtesting.service import BacktestService
from app.services.strategy_templates import StrategyTemplateService
@@ -149,12 +150,11 @@ class BacktestPageService:
raise ValueError("BT-001A backtests are currently limited to GLD on this page")
if start_date > end_date:
raise ValueError("Start date must be on or before end date")
if underlying_units <= 0:
raise ValueError("Underlying units must be positive")
if loan_amount < 0:
raise ValueError("Loan amount must be non-negative")
if not 0 < margin_call_ltv < 1:
raise ValueError("Margin call LTV must be between 0 and 1")
normalized_inputs = normalize_historical_scenario_inputs(
underlying_units=underlying_units,
loan_amount=loan_amount,
margin_call_ltv=margin_call_ltv,
)
if not template_slug:
raise ValueError("Template selection is required")
@@ -169,7 +169,11 @@ class BacktestPageService:
raise ValueError(
f"Supplied entry spot ${entry_spot:,.2f} does not match derived historical entry spot ${derived_entry_spot:,.2f}"
)
_validate_initial_collateral(underlying_units, derived_entry_spot, loan_amount)
_validate_initial_collateral(
normalized_inputs.underlying_units,
derived_entry_spot,
normalized_inputs.loan_amount,
)
return derived_entry_spot
def run_read_only_scenario(
@@ -193,13 +197,18 @@ class BacktestPageService:
loan_amount=loan_amount,
margin_call_ltv=margin_call_ltv,
)
normalized_inputs = normalize_historical_scenario_inputs(
underlying_units=underlying_units,
loan_amount=loan_amount,
margin_call_ltv=margin_call_ltv,
)
template = self.template_service.get_template(template_slug)
initial_portfolio = materialize_backtest_portfolio_state(
symbol=normalized_symbol,
underlying_units=underlying_units,
underlying_units=normalized_inputs.underlying_units,
entry_spot=entry_spot,
loan_amount=loan_amount,
margin_call_ltv=margin_call_ltv,
loan_amount=normalized_inputs.loan_amount,
margin_call_ltv=normalized_inputs.margin_call_ltv,
)
scenario = BacktestScenario(
scenario_id=(