fix: avoid iterating invalid margin schedules#34
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stefan-jansen merged 1 commit intoJul 11, 2026
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Pull request overview
This PR updates BacktestConfig margin schedule coercion/serialization/validation to avoid accidentally iterating arbitrary iterables (e.g., generators/iterators) when handling invalid margin_pct_schedule values, preserving them as scalars during export and tightening regression coverage.
Changes:
- Treat only
list/tuplevalues as(initial, maintenance)schedule pairs during coercion and validation. - Serialize non-
list/tupleinvalid schedule values as scalars without consuming them. - Add a regression test using a counting iterator to ensure export does not read invalid iterables.
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 |
Tightens margin schedule coercion/serialization/validation to avoid consuming arbitrary iterables. |
tests/test_config_wiring.py |
Adds regression coverage ensuring invalid iterable values are not consumed during to_dict() export. |
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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 tests/test_config_wiring.py::TestImmediateFill::test_validate_rejects_non_numeric_margin_pct_schedule -qpre-commit run --files src/ml4t/backtest/config.py tests/test_config_wiring.py