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fix(backtest): reject missing CN held and execution prices - #253

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Pigbibi merged 1 commit into
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fix/qsl-boundaries-20260908
Sep 8, 2026
Merged

fix(backtest): reject missing CN held and execution prices#253
Pigbibi merged 1 commit into
mainfrom
fix/qsl-boundaries-20260908

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@Pigbibi Pigbibi commented Sep 8, 2026

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Summary

  • Preserve missing quotes and in-window trading-day gaps instead of forward-filling executable marks.
  • Reject incomplete held/execution prices while allowing legitimate cash or unheld-asset gaps.
  • Keep catalog path assertion worktree-safe without loosening business checks.

Test plan

  • Local proxy/catalog regressions previously green in worktree (118 passed)
  • Required CI on this PR
  • No OOS rerun or live data claims in this PR

Made with Cursor

Preserve missing quotes and trading-day gaps instead of forward-filling marks, and cover held/execution/cash edge cases so incomplete prices cannot fake valuations.

Co-authored-by: Cursor <cursoragent@cursor.com>
@Pigbibi
Pigbibi merged commit 83060e1 into main Sep 8, 2026
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Pigbibi deleted the fix/qsl-boundaries-20260908 branch September 8, 2026 11:49
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