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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
View File

@@ -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())

48
app/pages/event_comparison.py
View File

@@ -13,6 +13,18 @@ from app.services.event_comparison_ui import EventComparisonPageService
logger = logging.getLogger(__name__)
def validate_and_calculate_units(initial_value: float, entry_spot: float) -> tuple[float, str | None]:
"""Validate inputs and calculate underlying units.
Returns (units, error_message). If error_message is not None, units is 0.0.
"""
if initial_value <= 0:
return 0.0, "Initial portfolio value must be positive."
if entry_spot <= 0:
return 0.0, "Cannot calculate units: entry spot is invalid. Please select a valid preset."
return initial_value / entry_spot, None
def _chart_options(dates: tuple[str, ...], series: tuple[dict[str, object], ...]) -> dict:
return {
"tooltip": {"trigger": "axis"},
@@ -143,10 +155,13 @@ def _render_event_comparison_page(workspace_id: str | None = None) -> None:
selected_summary.clear()
with selected_summary:
ui.label("Scenario Summary").classes("text-lg font-semibold text-slate-900 dark:text-slate-100")
# Calculate underlying units from initial value and entry spot
computed_units = 0.0
if entry_spot is not None and entry_spot > 0:
computed_units = float(initial_value_input.value or 0.0) / entry_spot
# Calculate underlying units with validation
initial_value = float(initial_value_input.value or 0.0)
computed_units, units_error = (
validate_and_calculate_units(initial_value, entry_spot)
if entry_spot is not None
else (0.0, "Entry spot unavailable.")
)
with ui.grid(columns=1).classes("w-full gap-4 sm:grid-cols-2 lg:grid-cols-1 xl:grid-cols-2"):
cards = [
(
@@ -165,8 +180,11 @@ def _render_event_comparison_page(workspace_id: str | None = None) -> None:
):
ui.label(label).classes("text-sm text-slate-500 dark:text-slate-400")
ui.label(value).classes("text-xl font-bold text-slate-900 dark:text-slate-100")
if entry_spot_error:
ui.label(entry_spot_error).classes("text-sm text-amber-700 dark:text-amber-300")
# Show validation errors (units_error takes priority, then entry_spot_error)
display_error = units_error or entry_spot_error
if display_error:
tone_class = "text-rose-600 dark:text-rose-300" if "must be positive" in display_error else "text-amber-700 dark:text-amber-300"
ui.label(display_error).classes(f"text-sm {tone_class}")
def render_result_state(title: str, message: str, *, tone: str = "info") -> None:
tone_classes = {
@@ -218,8 +236,13 @@ def _render_event_comparison_page(workspace_id: str | None = None) -> None:
preset_slug=str(option["slug"]),
template_slugs=template_slugs,
)
# Calculate underlying units from initial value and entry spot
preview_units = preview_initial_value / preview_entry_spot if preview_entry_spot > 0 else 0.0
# Validate and calculate underlying units
preview_units, units_error = validate_and_calculate_units(preview_initial_value, preview_entry_spot)
if units_error:
metadata_label.set_text(f"Preset: {option['label']} — {option['description']}")
scenario_label.set_text(units_error)
render_selected_summary(entry_spot=preview_entry_spot, entry_spot_error=units_error)
return units_error
if workspace_id and config is not None and reseed_units:
# Recalculate from workspace config
@@ -282,7 +305,7 @@ def _render_event_comparison_page(workspace_id: str | None = None) -> None:
result_panel.clear()
template_slugs = selected_template_slugs()
try:
# Get initial portfolio value and calculate underlying units
# Get initial portfolio value and calculate underlying units with validation
initial_value = float(initial_value_input.value or 0.0)
# Get entry spot from preview
option = preset_lookup.get(str(preset_select.value or ""))
@@ -293,7 +316,12 @@ def _render_event_comparison_page(workspace_id: str | None = None) -> None:
preset_slug=str(option["slug"]),
template_slugs=template_slugs,
)
underlying_units = initial_value / entry_spot if entry_spot > 0 else 0.0
# Validate and calculate underlying units
underlying_units, units_error = validate_and_calculate_units(initial_value, entry_spot)
if units_error:
validation_label.set_text(units_error)
render_result_state("Input validation failed", units_error, tone="warning")
return
report = service.run_read_only_comparison(
preset_slug=str(preset_select.value or ""),

174
tests/test_page_validation.py Normal file
View File

@@ -0,0 +1,174 @@
"""Tests for page validation functions and constants."""
from __future__ import annotations
from datetime import date, timedelta
from app.pages.backtests import (
SYMBOL_MIN_DATES,
get_default_backtest_dates,
validate_date_range_for_symbol,
)
from app.pages.event_comparison import validate_and_calculate_units
class TestValidateAndCalculateUnits:
"""Tests for validate_and_calculate_units from event_comparison.py."""
def test_positive_values_returns_correct_units(self) -> None:
"""Test positive initial_value and entry_spot returns correct units."""
units, error = validate_and_calculate_units(1000.0, 50.0)
assert error is None
assert units == 20.0
def test_large_values_returns_correct_units(self) -> None:
"""Test large portfolio values calculate correctly."""
units, error = validate_and_calculate_units(1_000_000.0, 100.0)
assert error is None
assert units == 10_000.0
def test_decimal_values_returns_correct_units(self) -> None:
"""Test decimal inputs calculate correctly."""
units, error = validate_and_calculate_units(1500.0, 3.0)
assert error is None
assert units == 500.0
def test_zero_initial_value_returns_error(self) -> None:
"""Test zero initial_value returns error message."""
units, error = validate_and_calculate_units(0.0, 100.0)
assert error is not None
assert "positive" in error.lower()
assert units == 0.0
def test_negative_initial_value_returns_error(self) -> None:
"""Test negative initial_value returns error message."""
units, error = validate_and_calculate_units(-1000.0, 100.0)
assert error is not None
assert "positive" in error.lower()
assert units == 0.0
def test_zero_entry_spot_returns_error(self) -> None:
"""Test zero entry_spot returns error message."""
units, error = validate_and_calculate_units(1000.0, 0.0)
assert error is not None
assert "entry spot" in error.lower()
assert units == 0.0
def test_negative_entry_spot_returns_error(self) -> None:
"""Test negative entry_spot returns error message."""
units, error = validate_and_calculate_units(1000.0, -100.0)
assert error is not None
assert "entry spot" in error.lower()
assert units == 0.0
class TestValidateDateRangeForSymbol:
"""Tests for validate_date_range_for_symbol from backtests.py."""
def test_valid_date_range_returns_none(self) -> None:
"""Test valid date range returns None (no error)."""
start = date(2020, 1, 1)
end = date(2022, 1, 1)
error = validate_date_range_for_symbol(start, end, "GLD")
assert error is None
def test_start_date_before_symbol_min_returns_error(self) -> None:
"""Test start_date before SYMBOL_MIN_DATES returns error."""
# GLD min date is 2004-11-18
start = date(2000, 1, 1)
end = date(2002, 1, 1)
error = validate_date_range_for_symbol(start, end, "GLD")
assert error is not None
assert "2004-11-18" in error
assert "GLD" in error
def test_end_date_in_future_returns_error(self) -> None:
"""Test end_date in the future returns error."""
today = date.today()
start = today - timedelta(days=30)
end = today + timedelta(days=30)
error = validate_date_range_for_symbol(start, end, "GLD")
assert error is not None
assert "future" in error.lower()
def test_start_after_end_returns_error(self) -> None:
"""Test start_date > end_date returns error."""
start = date(2022, 1, 1)
end = date(2020, 1, 1)
error = validate_date_range_for_symbol(start, end, "GLD")
assert error is not None
assert "before" in error.lower() or "equal to" in error.lower()
def test_unknown_symbol_returns_none(self) -> None:
"""Test unknown symbol returns None (no validation)."""
start = date(2020, 1, 1)
end = date(2022, 1, 1)
error = validate_date_range_for_symbol(start, end, "UNKNOWN_SYMBOL")
assert error is None
def test_gc_symbol_with_valid_range(self) -> None:
"""Test GC (futures) with valid historical range."""
# GC has min date of 1974-01-01
start = date(1980, 1, 1)
end = date(2020, 1, 1)
error = validate_date_range_for_symbol(start, end, "GC")
assert error is None
def test_xau_symbol_with_valid_range(self) -> None:
"""Test XAU with valid historical range."""
# XAU has min date of 1970-01-01
start = date(1980, 1, 1)
end = date(2020, 1, 1)
error = validate_date_range_for_symbol(start, end, "XAU")
assert error is None
class TestGetDefaultBacktestDates:
"""Tests for get_default_backtest_dates from backtests.py."""
def test_start_before_end(self) -> None:
"""Test that start date is before end date."""
start, end = get_default_backtest_dates()
assert start < end
def test_dates_approximately_two_years_apart(self) -> None:
"""Test that dates are approximately 2 years apart."""
start, end = get_default_backtest_dates()
delta = end - start
# Should be approximately 730 days (2 years), allow small variance
assert 700 <= delta.days <= 760, f"Delta is {delta.days} days"
def test_end_not_in_future(self) -> None:
"""Test that end date is not in the future."""
start, end = get_default_backtest_dates()
today = date.today()
assert end <= today
def test_end_is_friday_or_before(self) -> None:
"""Test that end date is a Friday or earlier in the week."""
start, end = get_default_backtest_dates()
# End should be on or before the most recent Friday at least a week old
# (implementation allows for flexible Friday calculation)
assert end.weekday() == 4 or end < date.today() # Friday == 4
class TestSymbolMinDates:
"""Tests for SYMBOL_MIN_DATES constant values."""
def test_gld_is_2004_11_18(self) -> None:
"""Test GLD min date is November 18, 2004 (ETF launch)."""
assert SYMBOL_MIN_DATES["GLD"] == date(2004, 11, 18)
def test_all_symbols_have_valid_date_objects(self) -> None:
"""Test all symbols in SYMBOL_MIN_DATES have valid date objects."""
for symbol, min_date in SYMBOL_MIN_DATES.items():
assert isinstance(min_date, date), f"{symbol} has invalid date type: {type(min_date)}"
assert min_date.year >= 1900, f"{symbol} has suspicious date: {min_date}"
def test_symbol_min_dates_are_chronological(self) -> None:
"""Test that min dates are reasonable for each symbol type."""
# GLD (ETF launched 2004)
assert SYMBOL_MIN_DATES["GLD"].year == 2004
# GC (futures have longer history)
assert SYMBOL_MIN_DATES["GC"].year <= 1980
# XAU (index historical)
assert SYMBOL_MIN_DATES["XAU"].year <= 1980