fix: handle margin schedule float overflow#32
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Pull request overview
This PR hardens BacktestConfig margin percentage schedule handling against OverflowError during float(...) coercion/validation/serialization, ensuring invalid values can still be exported safely for diagnostics.
Changes:
- Catch
OverflowErrorwhile coercing and validatingmargin_pct_schedulevalues. - Adjust margin schedule serialization to keep invalid values YAML-safe during
to_dict()/to_yaml(). - Add regression tests covering overflow during
float(...)conversion and YAML export safety.
Reviewed changes
Copilot reviewed 2 out of 2 changed files in this pull request and generated 1 comment.
| File | Description |
|---|---|
src/ml4t/backtest/config.py |
Adds OverflowError handling for margin schedule coercion/validation and introduces helpers for YAML-safe serialization of invalid margin schedule values. |
tests/test_config_wiring.py |
Adds regression coverage ensuring overflow in __float__ is reported via validation and does not break YAML export. |
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Summary
OverflowErrorwhile coercing, serializing, and validating margin percentage schedulesfloat(...)conversionVerification
uv run pytest tests/test_config_wiring.py::TestImmediateFill::test_margin_pct_schedule_float_overflow_is_reported tests/test_config_wiring.py::TestImmediateFill::test_invalid_margin_pct_schedule_export_does_not_raise -qpre-commit run --files src/ml4t/backtest/config.py tests/test_config_wiring.py