fix: reject non-finite backtest cost assumptions

src/analysis/backtest_cost_guard.py

@@ -3,6 +3,7 @@
 from __future__ import annotations
 
 from dataclasses import dataclass
+import math
 
 
 @dataclass(frozen=True)
@@ -19,7 +20,11 @@ def validate_backtest_cost_model(
     required_sessions: list[str],
 ) -> None:
     """Raise ValueError when required cost assumptions are missing/invalid."""
-    if model.commission_bps is None or model.commission_bps < 0:
+    if (
+        model.commission_bps is None
+        or not math.isfinite(model.commission_bps)
+        or model.commission_bps < 0
+    ):
         raise ValueError("commission_bps must be provided and >= 0")
     if not model.unfavorable_fill_required:
         raise ValueError("unfavorable_fill_required must be True")
@@ -40,8 +45,8 @@ def validate_backtest_cost_model(
         )
 
     for sess, bps in slippage.items():
-        if bps < 0:
+        if not math.isfinite(bps) or bps < 0:
             raise ValueError(f"slippage bps must be >= 0 for session={sess}")
     for sess, rate in failure.items():
-        if rate < 0 or rate > 1:
+        if not math.isfinite(rate) or rate < 0 or rate > 1:
             raise ValueError(f"failure rate must be within [0,1] for session={sess}")

tests/test_backtest_cost_guard.py

@@ -57,3 +57,27 @@ def test_unfavorable_fill_requirement_cannot_be_disabled() -> None:
     )
     with pytest.raises(ValueError, match="unfavorable_fill_required must be True"):
         validate_backtest_cost_model(model=model, required_sessions=["KRX_REG"])
+
+
+@pytest.mark.parametrize("bad_commission", [float("nan"), float("inf"), float("-inf")])
+def test_non_finite_commission_rejected(bad_commission: float) -> None:
+    model = BacktestCostModel(
+        commission_bps=bad_commission,
+        slippage_bps_by_session={"KRX_REG": 10.0},
+        failure_rate_by_session={"KRX_REG": 0.02},
+        unfavorable_fill_required=True,
+    )
+    with pytest.raises(ValueError, match="commission_bps"):
+        validate_backtest_cost_model(model=model, required_sessions=["KRX_REG"])
+
+
+@pytest.mark.parametrize("bad_slippage", [float("nan"), float("inf"), float("-inf")])
+def test_non_finite_slippage_rejected(bad_slippage: float) -> None:
+    model = BacktestCostModel(
+        commission_bps=5.0,
+        slippage_bps_by_session={"KRX_REG": bad_slippage},
+        failure_rate_by_session={"KRX_REG": 0.02},
+        unfavorable_fill_required=True,
+    )
+    with pytest.raises(ValueError, match="slippage bps"):
+        validate_backtest_cost_model(model=model, required_sessions=["KRX_REG"])