fix: align from_dict() defaults with dataclass defaults - #6
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from_dict({}) previously defaulted to same_bar/close/snapshot, diverging
from BacktestConfig() defaults of next_bar/open/incremental. This could
silently enable look-ahead-biased mode in YAML/dict config workflows.
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Pull request overview
Aligns BacktestConfig.from_dict() fallback values with the BacktestConfig() dataclass defaults to prevent unintended execution behavior (including potential look-ahead-biased modes) when configs are loaded from YAML/dicts.
Changes:
- Updated
from_dict()fallbacks forexecution_price,execution_mode, andrebalance_modeto match dataclass defaults. - Added a parity test to ensure
from_dict({})produces the same defaults as the constructor.
Reviewed changes
Copilot reviewed 2 out of 2 changed files in this pull request and generated 4 comments.
| File | Description |
|---|---|
src/ml4t/backtest/config.py |
Fixes from_dict() fallback defaults to match BacktestConfig constructor defaults. |
tests/test_config_wiring.py |
Adds a regression test intended to prevent default drift between constructor and from_dict({}). |
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Summary
from_dict({})previously defaulted tosame_bar/close/snapshot, diverging fromBacktestConfig()defaults ofnext_bar/open/incrementalChanges
config.py: Fixed 3 fallback values infrom_dict()to match dataclass defaultstest_config_wiring.py: AddedTestFromDictDefaultParitytest class