The first pass guarded the replay loop but not the portfolio-simulation block,
which re-fetches price columns and loads the benchmark and the live exit policy
from the same session much later. A failure in any of those swallows the
exception without clearing the transaction — the identical failure mode, with
the identical symptom: the report write is the first unguarded statement and
takes the blame.
The outer handler is the backstop for the price_columns loop, which has no
handler of its own; rolling back a session an inner handler already cleared is
a no-op.
Co-Authored-By: Claude Opus 5 <noreply@anthropic.com>
dennisthiessenandClaude Opus 5
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