fix: normalize inverse-vol weights in float64 - #184
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Co-Authored-By: Codex <noreply@openai.com>
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Problem
Downcast research inputs can leave
vol20asfloat32. Inverse-vol normalization then rounds a fully invested target vector above the strictsum <= 1 + 1e-12guard (for example,1.0000001192092896), causing the producer export to fail closed.Change
Convert
vol20tofloat64at the inverse-vol weight calculation boundary before normalization. Existing finite, non-negative, no-leverage validation and missing-volatility filtering remain unchanged.Validation
clean_numeric_frame -> select_portfolio -> run_single_backtest.python -m pytest -q tests/test_backtest_accounting.py: 29 passed, 20 subtests passed.ruff check src/portfolio.py tests/test_backtest_accounting.py: passed.git diff --check: passed.The real producer recovery run
34753427333remains failed and is not represented as recovered by this local synthetic regression.