Summary

This PR hardens the backtest system by adding validation at critical boundaries and enforcing domain invariants more strictly. The changes close two latent holes: zero-size ticks that could poison metrics with NaN values, and partial timestamp updates that could leave journal entries in an inconsistent state.

Key Changes

• Reject zero-size ticks at parse time (engine/src/tick.rs):

  • Added positive_size serde field validator that rejects size == 0 when the tape is deserialized
  • Prevents windows with zero total volume, which would cause OFI and VWAP to divide by zero
  • Updated MetricsBucket::ofi documentation to reflect that the denominator is now guaranteed non-zero
  • Added tests for zero and negative size rejection

• Enforce time ordering on partial PATCH updates (backtest/src/backtest/journal.py):

  • Added InvalidEntryUpdate exception for time-ordering violations
  • Refactored update_entry to fetch the stored row, merge updates with current values, and validate the merged result before writing
  • Ensures exited_at_ns >= entered_at_ns even when only one timestamp is in the request body
  • API endpoint now catches InvalidEntryUpdate and returns 422 with descriptive error message
  • Added comprehensive tests covering partial updates that would violate ordering

• Consolidate INSERT statement (backtest/src/backtest/journal.py):

  • Extracted _INSERT_SQL constant used by both insert_entry and import_csv
  • Changed bulk import to stamp each row with its own time.time_ns() instead of sharing a batch timestamp, matching single-insert behavior

• Dependency constraint (backtest/pyproject.toml):

  • Capped anthropic below major version 1.0 (>=0.117,<1) to protect against breaking changes in recent SDK surface (structured output parsing, adaptive thinking)
  • Removed stale uv.lock entry from .gitattributes (project doesn't use uv)

Implementation Details

The time-ordering validation in update_entry uses a new _check_times_ordered helper that:

• Takes the merged state (updated values + stored values for unmodified fields)
• Allows open positions (when exited_at_ns is None)
• Raises InvalidEntryUpdate only when the effective exit would be before the entry
• Runs before any database write, ensuring atomicity

This approach keeps the pydantic validator as a fast path for requests with both timestamps, while the database layer enforces the rule against the actual stored state.