fidc-backtest-engine/crates/fidc-core/src/finite_serialization.rs

//! Check typed pending intent numbers before JSON could replace NaN/Inf with null.
//! This traverses the original Serialize representation without materializing it.
use serde::{Serialize, Serializer, ser};

#[derive(Clone, Copy)]
struct Finite;

pub(crate) fn validate(value: &impl Serialize) -> Result<(), serde_json::Error> {
    value.serialize(Finite)
}

macro_rules! scalar {
    ($($method:ident: $ty:ty),* $(,)?) => {$(
        fn $method(self, _: $ty) -> Result<(), Self::Error> { Ok(()) }
    )*};
}

impl Serializer for Finite {
    type Ok = ();
    type Error = serde_json::Error;
    type SerializeSeq = Self;
    type SerializeTuple = Self;
    type SerializeTupleStruct = Self;
    type SerializeTupleVariant = Self;
    type SerializeMap = Self;
    type SerializeStruct = Self;
    type SerializeStructVariant = Self;

    scalar!(serialize_bool: bool, serialize_i8: i8, serialize_i16: i16,
        serialize_i32: i32, serialize_i64: i64, serialize_i128: i128,
        serialize_u8: u8, serialize_u16: u16, serialize_u32: u32,
        serialize_u64: u64, serialize_u128: u128, serialize_char: char,
        serialize_str: &str, serialize_bytes: &[u8]);
    fn serialize_f32(self, value: f32) -> Result<(), Self::Error> {
        self.serialize_f64(f64::from(value))
    }
    fn serialize_f64(self, value: f64) -> Result<(), Self::Error> {
        if value.is_finite() {
            Ok(())
        } else {
            Err(ser::Error::custom(
                "pending strategy intent contains a non-finite number",
            ))
        }
    }
    fn serialize_none(self) -> Result<(), Self::Error> {
        Ok(())
    }
    fn serialize_some<T: ?Sized + Serialize>(self, value: &T) -> Result<(), Self::Error> {
        value.serialize(self)
    }
    fn serialize_unit(self) -> Result<(), Self::Error> {
        Ok(())
    }
    fn serialize_unit_struct(self, _: &'static str) -> Result<(), Self::Error> {
        Ok(())
    }
    fn serialize_unit_variant(
        self,
        _: &'static str,
        _: u32,
        _: &'static str,
    ) -> Result<(), Self::Error> {
        Ok(())
    }
    fn serialize_newtype_struct<T: ?Sized + Serialize>(
        self,
        _: &'static str,
        value: &T,
    ) -> Result<(), Self::Error> {
        value.serialize(self)
    }
    fn serialize_newtype_variant<T: ?Sized + Serialize>(
        self,
        _: &'static str,
        _: u32,
        _: &'static str,
        value: &T,
    ) -> Result<(), Self::Error> {
        value.serialize(self)
    }
    fn serialize_seq(self, _: Option<usize>) -> Result<Self, Self::Error> {
        Ok(self)
    }
    fn serialize_tuple(self, _: usize) -> Result<Self, Self::Error> {
        Ok(self)
    }
    fn serialize_tuple_struct(self, _: &'static str, _: usize) -> Result<Self, Self::Error> {
        Ok(self)
    }
    fn serialize_tuple_variant(
        self,
        _: &'static str,
        _: u32,
        _: &'static str,
        _: usize,
    ) -> Result<Self, Self::Error> {
        Ok(self)
    }
    fn serialize_map(self, _: Option<usize>) -> Result<Self, Self::Error> {
        Ok(self)
    }
    fn serialize_struct(self, _: &'static str, _: usize) -> Result<Self, Self::Error> {
        Ok(self)
    }
    fn serialize_struct_variant(
        self,
        _: &'static str,
        _: u32,
        _: &'static str,
        _: usize,
    ) -> Result<Self, Self::Error> {
        Ok(self)
    }
}

macro_rules! sequence {
    ($trait:ident, $method:ident) => {
        impl ser::$trait for Finite {
            type Ok = ();
            type Error = serde_json::Error;
            fn $method<T: ?Sized + Serialize>(&mut self, value: &T) -> Result<(), Self::Error> {
                value.serialize(*self)
            }
            fn end(self) -> Result<(), Self::Error> {
                Ok(())
            }
        }
    };
}
sequence!(SerializeSeq, serialize_element);
sequence!(SerializeTuple, serialize_element);
sequence!(SerializeTupleStruct, serialize_field);
sequence!(SerializeTupleVariant, serialize_field);

impl ser::SerializeMap for Finite {
    type Ok = ();
    type Error = serde_json::Error;
    fn serialize_key<T: ?Sized + Serialize>(&mut self, value: &T) -> Result<(), Self::Error> {
        value.serialize(*self)
    }
    fn serialize_value<T: ?Sized + Serialize>(&mut self, value: &T) -> Result<(), Self::Error> {
        value.serialize(*self)
    }
    fn end(self) -> Result<(), Self::Error> {
        Ok(())
    }
}

macro_rules! structure {
    ($trait:ident) => {
        impl ser::$trait for Finite {
            type Ok = ();
            type Error = serde_json::Error;
            fn serialize_field<T: ?Sized + Serialize>(
                &mut self,
                _: &'static str,
                value: &T,
            ) -> Result<(), Self::Error> {
                value.serialize(*self)
            }
            fn end(self) -> Result<(), Self::Error> {
                Ok(())
            }
        }
    };
}
structure!(SerializeStruct);
structure!(SerializeStructVariant);

#[cfg(test)]
mod tests {
    use super::*;
    use crate::strategy::{OrderIntent, StrategyDecision};

    #[test]
    fn pending_numbers_cannot_be_silently_serialized_as_optional_nulls() {
        for value in [f64::NAN, f64::INFINITY, f64::NEG_INFINITY] {
            let decision = StrategyDecision {
                order_intents: vec![
                    OrderIntent::LimitTargetPercent {
                        symbol: "000001.SZ".into(),
                        target_percent: 0.5,
                        limit_price: value,
                        reason: "test".into(),
                    }
                    .with_time_in_force(crate::strategy::OrderTimeInForce::Day),
                ],
                ..Default::default()
            };
            assert!(validate(&decision).is_err());
            assert!(validate(&vec![Some(value)]).is_err());
        }
        assert!(validate(&(None::<f64>, vec![0., -0., 0.123456789], "NaN")).is_ok());
    }
}