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6 changes: 2 additions & 4 deletions src/ml4t/backtest/config.py
Original file line number Diff line number Diff line change
Expand Up @@ -312,11 +312,9 @@ def _margin_schedule_to_dict(


def _serialize_invalid_margin_schedule_value(value: Any) -> Any:
try:
values = list(value)
except TypeError:
if not isinstance(value, list | tuple):
return _serialize_invalid_margin_scalar(value)
return [_serialize_invalid_margin_scalar(item) for item in values]
return [_serialize_invalid_margin_scalar(item) for item in value]


def _serialize_invalid_margin_scalar(value: Any) -> Any:
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20 changes: 20 additions & 0 deletions tests/test_config_wiring.py
Original file line number Diff line number Diff line change
Expand Up @@ -1020,6 +1020,26 @@ 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_invalid_margin_pct_schedule_export_keeps_non_sequences_scalar(self):
def values():
yield "initial"
yield "maintenance"
yield "extra"

config = BacktestConfig(
margin_pct_schedule={
"DICT": {"initial": 0.05, "maintenance": 0.035}, # type: ignore[dict-item]
"GEN": values(), # type: ignore[dict-item]
"STR": "im", # type: ignore[dict-item]
}
)

data = config.to_dict()

assert isinstance(data["account"]["margin_pct_schedule"]["DICT"], str)
assert isinstance(data["account"]["margin_pct_schedule"]["GEN"], str)
assert data["account"]["margin_pct_schedule"]["STR"] == "im"
Comment thread
stefan-jansen marked this conversation as resolved.

def test_margin_pct_schedule_float_overflow_is_reported(self, tmp_path):
class OverflowFloat:
def __float__(self):
Expand Down