fix: handle margin schedule float overflow

src/ml4t/backtest/config.py

@@ -291,7 +291,7 @@ def _coerce_margin_schedule(
         try:
             initial, maintenance = value
             coerced[asset] = (float(initial), float(maintenance))
-        except (TypeError, ValueError):
+        except (OverflowError, TypeError, ValueError):
             coerced[asset] = value
     return coerced
 
@@ -306,11 +306,26 @@ def _margin_schedule_to_dict(
         try:
             initial, maintenance = value
             serialized[asset] = [float(initial), float(maintenance)]
-        except (TypeError, ValueError):
-            serialized[asset] = serialize_artifact_value(value)
+        except (OverflowError, TypeError, ValueError):
+            serialized[asset] = _serialize_invalid_margin_schedule_value(value)
     return serialized
 
 
+def _serialize_invalid_margin_schedule_value(value: Any) -> Any:
+    try:
+        values = list(value)
+    except TypeError:
+        return _serialize_invalid_margin_scalar(value)
+    return [_serialize_invalid_margin_scalar(item) for item in values]
+
+
+def _serialize_invalid_margin_scalar(value: Any) -> Any:
+    serialized = serialize_artifact_value(value)
+    if isinstance(serialized, str | int | float | bool) or serialized is None:
+        return serialized
+    return repr(serialized)
+
+
 def _validate_margin_pct_schedule(
     schedule: dict[str, tuple[float, float]] | None,
 ) -> list[str]:
@@ -328,7 +343,7 @@ def _validate_margin_pct_schedule(
         try:
             initial = float(initial)
             maintenance = float(maintenance)
-        except (TypeError, ValueError):
+        except (OverflowError, TypeError, ValueError):
             issues.append(f"margin_pct_schedule[{asset!r}] values must be numeric")
             continue
         if not 0.0 < initial <= 1.0:

tests/test_config_wiring.py

@@ -1020,6 +1020,22 @@ def test_invalid_margin_pct_schedule_export_does_not_raise(self):
         data = config.to_dict()
         assert data["account"]["margin_pct_schedule"] == {"ES": [0.05]}
 
+    def test_margin_pct_schedule_float_overflow_is_reported(self, tmp_path):
+        class OverflowFloat:
+            def __float__(self):
+                raise OverflowError("too large")
+
+        config = BacktestConfig(
+            margin_pct_schedule={"ES": (OverflowFloat(), 0.05)}  # type: ignore[dict-item]
+        )
+
+        issues = config.validate(warn=False)
+        data = config.to_dict()
+
+        assert any("values must be numeric" in issue for issue in issues)
+        assert isinstance(data["account"]["margin_pct_schedule"]["ES"][0], str)
+        config.to_yaml(tmp_path / "invalid.yaml")
+
     def test_validate_rejects_invalid_margin_pct_rates(self):
         config = BacktestConfig(margin_pct_schedule={"ES": (0.03, 0.05)})
         issues = config.validate(warn=False)