fix(pre-alpha): preserve injected backtest services
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@@ -2,6 +2,7 @@ from __future__ import annotations
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from dataclasses import dataclass
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from datetime import date
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from math import isclose
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from app.domain.backtesting_math import materialize_backtest_portfolio_state
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from app.models.backtest import (
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@@ -10,7 +11,7 @@ from app.models.backtest import (
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ProviderRef,
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TemplateRef,
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)
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from app.services.backtesting.historical_provider import DailyClosePoint
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from app.services.backtesting.historical_provider import DailyClosePoint, SyntheticHistoricalProvider
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from app.services.backtesting.service import BacktestService
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from app.services.strategy_templates import StrategyTemplateService
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@@ -64,12 +65,19 @@ class BacktestPageService:
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template_service: StrategyTemplateService | None = None,
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) -> None:
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self.template_service = template_service or StrategyTemplateService()
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self.backtest_service = backtest_service or BacktestService(
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base_service = backtest_service or BacktestService(
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template_service=self.template_service,
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provider=None,
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)
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provider = self.backtest_service.provider
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provider.source = DeterministicBacktestFixtureSource()
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fixture_provider = SyntheticHistoricalProvider(
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source=DeterministicBacktestFixtureSource(),
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implied_volatility=base_service.provider.implied_volatility,
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risk_free_rate=base_service.provider.risk_free_rate,
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)
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self.backtest_service = BacktestService(
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provider=fixture_provider,
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template_service=self.template_service,
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)
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def template_options(self, symbol: str = "GLD") -> list[dict[str, str | int]]:
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return [
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@@ -122,7 +130,12 @@ class BacktestPageService:
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self.template_service.get_template(template_slug)
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derived_entry_spot = self.derive_entry_spot(normalized_symbol, start_date, end_date)
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if entry_spot is not None and entry_spot != derived_entry_spot:
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if entry_spot is not None and not isclose(
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entry_spot,
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derived_entry_spot,
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rel_tol=BacktestService.ENTRY_SPOT_REL_TOLERANCE,
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abs_tol=BacktestService.ENTRY_SPOT_ABS_TOLERANCE,
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):
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raise ValueError(
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f"Supplied entry spot ${entry_spot:,.2f} does not match derived historical entry spot ${derived_entry_spot:,.2f}"
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)
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