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fix(CORE-001D): close boundary review gaps

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Bu5hm4nn
2026-03-26 17:34:09 +01:00
parent 94f3c1ef83
commit bdf56ecebe
4 changed files with 70 additions and 12 deletions
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23
app/services/event_comparison_ui.py
View File

@@ -117,13 +117,18 @@ class EventComparisonPageService:
) -> BacktestScenario:
if not template_slugs:
raise ValueError("Select at least one strategy template.")
normalized_inputs = normalize_historical_scenario_inputs(
underlying_units=underlying_units,
loan_amount=loan_amount,
margin_call_ltv=margin_call_ltv,
)
try:
scenario = self.comparison_service.preview_scenario_from_inputs(
preset_slug=preset_slug,
template_slugs=template_slugs,
underlying_units=underlying_units,
loan_amount=loan_amount,
margin_call_ltv=margin_call_ltv,
underlying_units=normalized_inputs.underlying_units,
loan_amount=normalized_inputs.loan_amount,
margin_call_ltv=normalized_inputs.margin_call_ltv,
)
except ValueError as exc:
if str(exc) == "loan_amount must be less than initial collateral value":
@@ -134,9 +139,17 @@ class EventComparisonPageService:
preset.window_end,
)
if preview:
_validate_initial_collateral(underlying_units, preview[0].close, loan_amount)
_validate_initial_collateral(
normalized_inputs.underlying_units,
preview[0].close,
normalized_inputs.loan_amount,
)
raise
_validate_initial_collateral(underlying_units, scenario.initial_portfolio.entry_spot, loan_amount)
_validate_initial_collateral(
normalized_inputs.underlying_units,
scenario.initial_portfolio.entry_spot,
normalized_inputs.loan_amount,
)
return scenario
def run_read_only_comparison(

20
app/services/price_feed.py
View File

@@ -52,38 +52,44 @@ class PriceFeed:
self._cache = get_cache()
@staticmethod
def _normalize_cached_price_payload(payload: object, *, expected_symbol: str) -> PriceData:
def _required_payload_value(payload: Mapping[str, object], key: str, *, context: str) -> object:
if key not in payload:
raise TypeError(f"{context} is missing required field: {key}")
return payload[key]
@classmethod
def _normalize_cached_price_payload(cls, payload: object, *, expected_symbol: str) -> PriceData:
if not isinstance(payload, Mapping):
raise TypeError("cached price payload must be an object")
payload_symbol = str(payload.get("symbol", expected_symbol)).strip().upper()
normalized_symbol = expected_symbol.strip().upper()
if payload_symbol != normalized_symbol:
raise ValueError(f"cached symbol mismatch: {payload_symbol} != {normalized_symbol}")
timestamp = payload.get("timestamp")
timestamp = cls._required_payload_value(payload, "timestamp", context="cached price payload")
if not isinstance(timestamp, str) or not timestamp.strip():
raise TypeError("cached timestamp must be a non-empty ISO string")
return PriceData(
symbol=payload_symbol,
price=float(payload["price"]),
price=float(cls._required_payload_value(payload, "price", context="cached price payload")),
currency=str(payload.get("currency", "USD")),
timestamp=datetime.fromisoformat(timestamp),
source=str(payload.get("source", "yfinance")),
)
@staticmethod
def _normalize_provider_price_payload(payload: object, *, expected_symbol: str) -> PriceData:
@classmethod
def _normalize_provider_price_payload(cls, payload: object, *, expected_symbol: str) -> PriceData:
if not isinstance(payload, Mapping):
raise TypeError("provider price payload must be an object")
payload_symbol = str(payload.get("symbol", expected_symbol)).strip().upper()
normalized_symbol = expected_symbol.strip().upper()
if payload_symbol != normalized_symbol:
raise ValueError(f"provider symbol mismatch: {payload_symbol} != {normalized_symbol}")
timestamp = payload.get("timestamp")
timestamp = cls._required_payload_value(payload, "timestamp", context="provider price payload")
if not isinstance(timestamp, datetime):
raise TypeError("provider timestamp must be a datetime")
return PriceData(
symbol=payload_symbol,
price=float(payload["price"]),
price=float(cls._required_payload_value(payload, "price", context="provider price payload")),
currency=str(payload.get("currency", "USD")),
timestamp=timestamp,
source=str(payload.get("source", "yfinance")),

10
tests/test_event_comparison_ui.py
View File

@@ -11,6 +11,13 @@ from app.services.event_comparison_ui import EventComparisonFixtureHistoricalPri
def test_event_comparison_page_service_accepts_string_and_decimal_boundary_values() -> None:
service = EventComparisonPageService()
preview = service.preview_scenario(
preset_slug="gld-jan-2024-selloff",
template_slugs=("protective-put-atm-12m",),
underlying_units="1000.0",
loan_amount=Decimal("68000.0"),
margin_call_ltv="0.75",
)
report = service.run_read_only_comparison(
preset_slug="gld-jan-2024-selloff",
template_slugs=("protective-put-atm-12m", "protective-put-95pct-12m"),
@@ -19,6 +26,9 @@ def test_event_comparison_page_service_accepts_string_and_decimal_boundary_value
margin_call_ltv="0.75",
)
assert preview.initial_portfolio.underlying_units == 1000.0
assert preview.initial_portfolio.loan_amount == 68000.0
assert preview.initial_portfolio.margin_call_ltv == 0.75
assert report.scenario.initial_portfolio.underlying_units == 1000.0
assert report.scenario.initial_portfolio.loan_amount == 68000.0
assert report.scenario.initial_portfolio.margin_call_ltv == 0.75

29
tests/test_price_feed.py
View File

@@ -75,6 +75,35 @@ async def test_price_feed_discards_malformed_cached_payload_and_refetches(monkey
assert feed._cache.writes[0][0] == "price:GLD"
@pytest.mark.asyncio
async def test_price_feed_discards_cached_payload_missing_required_price_and_refetches(
monkeypatch: pytest.MonkeyPatch,
) -> None:
feed = PriceFeed()
feed._cache = _CacheStub({"price:GLD": {"symbol": "GLD", "timestamp": "2026-03-26T12:00:00+00:00"}})
async def fake_fetch(symbol: str):
return {
"symbol": symbol,
"price": 205.0,
"currency": "USD",
"timestamp": datetime(2026, 3, 26, 12, 3, tzinfo=timezone.utc),
"source": "yfinance",
}
monkeypatch.setattr(feed, "_fetch_yfinance", fake_fetch)
data = await feed.get_price("GLD")
assert data == PriceData(
symbol="GLD",
price=205.0,
currency="USD",
timestamp=datetime(2026, 3, 26, 12, 3, tzinfo=timezone.utc),
source="yfinance",
)
@pytest.mark.asyncio
async def test_price_feed_rejects_invalid_provider_payload() -> None:
feed = PriceFeed()