fix(backtest): correct internal combo weight rounding overflow - #237
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Co-Authored-By: Codex <noreply@openai.com>
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Problem and change
Valid ETF/dividend allocations can produce a combined target sum of 1.0000000000000002 after floating-point arithmetic, causing lifecycle preflight to reject the portfolio. Correct only a one-ULP overflow introduced internally by subtracting the excess from the largest target; the final sum must still be at most one.
Reject invalid or over-budget leg allocations before combination. Preserve rejection of negative, non-finite, and over-budget signal weights.
Validation