fix: keep invalid margin schedules scalar#33
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Pull request overview
This PR adjusts BacktestConfig.to_dict() export behavior for invalid margin_pct_schedule entries so that only list/tuple invalid values are serialized element-wise, while strings, mappings, and iterators are preserved as scalars to avoid corrupting exports or consuming arbitrary iterables.
Changes:
- Update invalid margin schedule serialization to only expand
list/tuplevalues element-wise. - Keep non-
list/tupleinvalid values (e.g.,str,dict, generators) scalar via_serialize_invalid_margin_scalar. - Add regression coverage for invalid schedule values that are non-sequences (string, dict, generator).
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 |
Changes invalid margin schedule serialization to only iterate list/tuple values. |
tests/test_config_wiring.py |
Adds a regression test for exporting invalid schedule values that are non-sequence types. |
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Summary
Verification
uv run pytest tests/test_config_wiring.py::TestImmediateFill::test_invalid_margin_pct_schedule_export_keeps_non_sequences_scalar 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