From 5578851d853c495bc04e1fed278d84b7c5b33d6a Mon Sep 17 00:00:00 2001
From: ao gong <41768719+ageorge156@users.noreply.github.com>
Date: Fri, 21 Aug 2026 21:25:27 +0800
Subject: [PATCH] fix: enforce chronological rebalance scores

---
 src/quant_engine/portfolio_construction.py | 2 ++
 1 file changed, 2 insertions(+)

diff --git a/src/quant_engine/portfolio_construction.py b/src/quant_engine/portfolio_construction.py
index 88487de..a58cad4 100644
--- a/src/quant_engine/portfolio_construction.py
+++ b/src/quant_engine/portfolio_construction.py
@@ -83,6 +83,8 @@ def scores_to_weight_table(
     _validate_gross_exposure(gross_exposure)
     if not scores.index.is_unique:
         raise ValueError("scores must contain unique rebalance dates")
+    if not scores.index.is_monotonic_increasing:
+        raise ValueError("scores rebalance dates must be in chronological order")
     if not scores.columns.is_unique:
         raise ValueError("scores must contain unique asset labels")
     if not all(is_numeric_dtype(dtype) for dtype in scores.dtypes):