Add an arg to config how to handle missing price info

CHANGELOG.md

@@ -7,6 +7,9 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 
 ## [Unreleased]
 
+### Added
+- `on_missing_price` config option - control behavior when `get_price()` cannot find data: `"raise"` (default), `"warn"`, or `"ignore"`
+
 ### Changed
 - Replaced `Make` with `just` for development commands
 

alphaflow/__init__.py

@@ -308,8 +308,19 @@ def read_event(self, event: Event) -> None:
 class AlphaFlow:
     """Event-driven backtesting engine for trading strategies."""
 
-    def __init__(self) -> None:
-        """Initialize the AlphaFlow backtest engine."""
+    def __init__(self, *, on_missing_price: str = "raise") -> None:
+        """Initialize the AlphaFlow backtest engine.
+
+        Args:
+            on_missing_price: Behavior when price data is missing. Options are:
+                - "raise": Raise an error (default)
+                - "warn": Log a warning and return zero price
+                - "ignore": Silently return zero price
+
+        """
+        if on_missing_price not in ("raise", "warn", "ignore"):
+            raise ValueError("on_missing_price must be 'raise', 'warn', or 'ignore'")
+        self.on_missing_price = on_missing_price
         self.event_bus = EventBus()
         self.portfolio = Portfolio(self)
         self.strategies: list[Strategy] = []
@@ -525,4 +536,8 @@ def get_price(self, symbol: str, timestamp: datetime) -> float:
         for event in self._data[symbol]:
             if event.timestamp >= timestamp:
                 return event.close
-        raise ValueError(f"No price data for symbol {symbol} after timestamp {timestamp}")
+        if self.on_missing_price == "raise":
+            raise ValueError(f"No price data for symbol {symbol} after timestamp {timestamp}")
+        elif self.on_missing_price == "warn":
+            logger.warning(f"No price data for symbol {symbol} after timestamp {timestamp}")
+        return 0.0

alphaflow/brokers/simple_broker.py

@@ -90,6 +90,8 @@ def _can_execute_order(self, event: OrderEvent) -> bool:
 
         # For buys, calculate total cost including slippage and commission
         market_price = self._get_price(event.symbol, event.timestamp)
+        if market_price == 0:
+            return False
 
         # Calculate expected fill price (with slippage if model provided)
         if self.slippage_model is not None:

alphaflow/tests/test_alphaflow.py

@@ -1,5 +1,6 @@
 """Tests for AlphaFlow core functionality."""
 
+import logging
 from datetime import datetime
 
 import pytest
@@ -218,6 +219,43 @@ def test_alphaflow_get_price_raises_error_for_missing_data() -> None:
         af.get_price("AAPL", datetime(2030, 1, 1))
 
 
+def test_alphaflow_on_missing_price_warn(caplog: pytest.LogCaptureFixture) -> None:
+    """Test that on_missing_price='warn' logs a warning and returns 0.0."""
+    af = AlphaFlow(on_missing_price="warn")
+    af.set_data_feed(CSVDataFeed("alphaflow/tests/data/AAPL.csv"))
+    af.add_equity("AAPL")
+    af.set_cash(10000)
+    af.set_data_start_timestamp(datetime(1980, 12, 25))
+    af.set_backtest_end_timestamp(datetime(1980, 12, 31))
+    af.run()
+
+    with caplog.at_level(logging.WARNING):
+        price = af.get_price("AAPL", datetime(2030, 1, 1))
+
+    assert price == 0.0
+    assert "No price data for symbol AAPL" in caplog.text
+
+
+def test_alphaflow_on_missing_price_ignore() -> None:
+    """Test that on_missing_price='ignore' silently returns 0.0."""
+    af = AlphaFlow(on_missing_price="ignore")
+    af.set_data_feed(CSVDataFeed("alphaflow/tests/data/AAPL.csv"))
+    af.add_equity("AAPL")
+    af.set_cash(10000)
+    af.set_data_start_timestamp(datetime(1980, 12, 25))
+    af.set_backtest_end_timestamp(datetime(1980, 12, 31))
+    af.run()
+
+    price = af.get_price("AAPL", datetime(2030, 1, 1))
+    assert price == 0.0
+
+
+def test_alphaflow_on_missing_price_invalid_value() -> None:
+    """Test that invalid on_missing_price value raises ValueError."""
+    with pytest.raises(ValueError, match="on_missing_price must be 'raise', 'warn', or 'ignore'"):
+        AlphaFlow(on_missing_price="invalid")
+
+
 def test_alphaflow_run_raises_error_without_data_feed() -> None:
     """Test run raises error when data feed is not set."""
     af = AlphaFlow()