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fix: address PR review issues for event comparison and backtests

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Critical fixes:
- Add validate_and_calculate_units() helper with proper error handling
- Handle division by zero for entry_spot in refresh_preview() and render_report()
- Add server-side validation for initial_value > 0
- Add try/except for derive_entry_spot() to handle fixture source limitations

Important improvements:
- Add dynamic default dates with get_default_backtest_dates()
- Add validate_date_range_for_symbol() for symbol-specific date bounds
- Add SYMBOL_MIN_DATES validation for backtests
- Update date_range_hint based on selected symbol

Tests:
- Add test_page_validation.py with 21 tests for:
  - validate_and_calculate_units edge cases
  - validate_date_range_for_symbol bounds checking
  - get_default_backtest_dates dynamic generation
  - SYMBOL_MIN_DATES constant verification
This commit is contained in:
Bu5hm4nn
2026-03-29 18:45:29 +02:00
parent c2af363eef
commit f9ea7f0b67
3 changed files with 291 additions and 24 deletions
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93
app/pages/backtests.py
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@@ -1,7 +1,7 @@
from __future__ import annotations
import logging
from datetime import date, datetime
from datetime import date, datetime, timedelta
from typing import Any
from fastapi.responses import RedirectResponse
@@ -48,9 +48,36 @@ SYMBOL_MIN_DATES = {
"XAU": date(1970, 1, 1), # XAU index historical data
}
# Reasonable default date range (2 years of data)
DEFAULT_BACKTEST_START = "2022-01-03" # First trading day of 2022
DEFAULT_BACKTEST_END = "2023-12-29" # Last trading day of 2023
def get_default_backtest_dates() -> tuple[date, date]:
"""Get default backtest date range (last 2 years excluding current week)."""
today = date.today()
# Find the most recent Friday that's at least a week old
days_since_friday = (today.weekday() - 4) % 7
if days_since_friday == 0 and today.weekday() != 4:
# Not Friday yet, go back to previous Friday
days_since_friday = 7
end = today - timedelta(days=days_since_friday)
start = end - timedelta(days=730) # ~2 years
return start, end
DEFAULT_BACKTEST_START = get_default_backtest_dates()[0].isoformat()
DEFAULT_BACKTEST_END = get_default_backtest_dates()[1].isoformat()
def validate_date_range_for_symbol(start_date: date, end_date: date, symbol: str) -> str | None:
"""Validate date range is within available data for symbol.
Returns error message if invalid, None if valid.
"""
min_date = SYMBOL_MIN_DATES.get(symbol)
if min_date and start_date < min_date:
return f"Start date must be on or after {min_date.strftime('%Y-%m-%d')} for {symbol} (data availability)."
if end_date > date.today():
return "End date cannot be in the future."
if start_date > end_date:
return "Start date must be before or equal to end date."
return None
def _chart_options(result: BacktestPageRunResult) -> dict:
@@ -199,11 +226,17 @@ def _render_backtests_page(workspace_id: str | None = None) -> None:
default_start_price = 0.0
# Derive entry spot from default date range
default_entry_spot = service.derive_entry_spot(
"GLD",
date.fromisoformat(DEFAULT_BACKTEST_START),
date.fromisoformat(DEFAULT_BACKTEST_END),
)
# Fall back to a reasonable default if fixture source doesn't support the date range
try:
default_entry_spot = service.derive_entry_spot(
"GLD",
date.fromisoformat(DEFAULT_BACKTEST_START),
date.fromisoformat(DEFAULT_BACKTEST_END),
)
except ValueError:
# Fixture source may not support the default date range
# Fall back to a reasonable GLD price
default_entry_spot = 185.0
default_units = (
asset_quantity_from_workspace_config(config, entry_spot=default_entry_spot, symbol="GLD")
if config is not None and default_entry_spot > 0
@@ -311,6 +344,9 @@ def _render_backtests_page(workspace_id: str | None = None) -> None:
f"GLD data available from {SYMBOL_MIN_DATES['GLD'].strftime('%Y-%m-%d')} (ETF launch)"
).classes("text-xs text-slate-500 dark:text-slate-400")
# Note: date_range_hint will be updated when symbol changes via on_value_change
# The get_symbol_from_dataset function is defined later and referenced in the callback
start_price_input = (
ui.number("Start price (0 = auto-derive)", value=default_start_price, min=0, step=0.01)
.classes("w-full")
@@ -380,6 +416,17 @@ def _render_backtests_page(workspace_id: str | None = None) -> None:
return "GC"
return "GLD" # Default for XNAS.BASIC
def update_date_range_hint() -> None:
"""Update the date range hint based on selected symbol."""
symbol = get_symbol_from_dataset()
min_date = SYMBOL_MIN_DATES.get(symbol)
if min_date:
date_range_hint.set_text(
f"{symbol} data available from {min_date.strftime('%Y-%m-%d')}"
)
else:
date_range_hint.set_text(f"{symbol} data availability unknown")
def update_cost_estimate() -> None:
"""Update cost estimate display based on current settings."""
current_data_source = str(data_source_select.value)
@@ -607,9 +654,17 @@ def _render_backtests_page(workspace_id: str | None = None) -> None:
).classes("w-full")
def validate_current_scenario(*, entry_spot: float | None = None) -> str | None:
# Validate date range against symbol data availability
start_date = parse_iso_date(start_input.value, "Start date")
end_date = parse_iso_date(end_input.value, "End date")
symbol = get_symbol_from_dataset()
date_range_error = validate_date_range_for_symbol(start_date, end_date, symbol)
if date_range_error:
return date_range_error
try:
service.validate_preview_inputs(
symbol=get_symbol_from_dataset(),
symbol=symbol,
start_date=parse_iso_date(start_input.value, "Start date"),
end_date=parse_iso_date(end_input.value, "End date"),
template_slug=str(template_select.value or ""),
@@ -716,13 +771,23 @@ def _render_backtests_page(workspace_id: str | None = None) -> None:
def run_backtest() -> None:
validation_label.set_text("")
try:
# Validate date range for symbol
start_date = parse_iso_date(start_input.value, "Start date")
end_date = parse_iso_date(end_input.value, "End date")
symbol = get_symbol_from_dataset()
date_range_error = validate_date_range_for_symbol(start_date, end_date, symbol)
if date_range_error:
validation_label.set_text(date_range_error)
render_result_state("Scenario validation failed", date_range_error, tone="warning")
return
# Save settings before running
save_backtest_settings()
result = service.run_read_only_scenario(
symbol=get_symbol_from_dataset(),
start_date=parse_iso_date(start_input.value, "Start date"),
end_date=parse_iso_date(end_input.value, "End date"),
symbol=symbol,
start_date=start_date,
end_date=end_date,
template_slug=str(template_select.value or ""),
underlying_units=float(units_input.value or 0.0),
loan_amount=float(loan_input.value or 0.0),
@@ -765,7 +830,7 @@ def _render_backtests_page(workspace_id: str | None = None) -> None:
data_source_select.on_value_change(lambda e: on_form_change())
dataset_select.on_value_change(lambda e: on_form_change())
schema_select.on_value_change(lambda e: on_form_change())
symbol_select.on_value_change(lambda e: on_form_change())
symbol_select.on_value_change(lambda e: (update_date_range_hint(), on_form_change()))
start_input.on_value_change(lambda e: refresh_workspace_seeded_units())
end_input.on_value_change(lambda e: refresh_workspace_seeded_units())
start_price_input.on_value_change(lambda e: on_form_change())