feat: compare legacy and live ranking universes

tests/unit/test_backtest_service.py

@@ -1166,12 +1166,29 @@ def test_slim_replay_can_retain_shorts_for_ranking_universe(monkeypatch):
     full_ranking_universe = bt._replay_candidates_for_period(
         "AAA", columns, {}, {}, None, date.min, "daily", True
     )
+    dual_ranking_replay = bt._replay_candidates_for_period(
+        "AAA", columns, {}, {}, None, date.min, "daily", True, True
+    )
 
     assert [row["direction"] for row in long_only] == ["long"]
     assert {row["direction"] for row in full_ranking_universe} == {
         "long",
         "short",
     }
+    assert len(dual_ranking_replay) == 2
+    assert sum(
+        bool(row.get("_universe_rank_observation"))
+        for row in dual_ranking_replay
+    ) == 1
+
+    monkeypatch.setattr(bt, "_window_setups", lambda *_args, **_kwargs: [])
+    rank_only = bt._replay_candidates_for_period(
+        "AAA", columns, {}, {}, None, date.min, "daily", True, True
+    )
+    assert len(rank_only) == 1
+    assert rank_only[0]["direction"] == "rank_only"
+    assert rank_only[0]["_rank_only"] is True
+    assert rank_only[0]["_universe_rank_observation"] is True
 
 
 def test_daily_replay_uses_exact_date_ranking_periods():