Comment by iterance

I'll admit this may be naive, but I don't see the problem based on your description. Split each step into its own private function, pass the context by reference / as a struct, unit test each function to ensure its behavior is correct. Write one public orchestrator function which calls each step in the appropriate sequence and test that, too. Pull logic into helper functions whenever necessary, that's fine.

I do not work in finance, but I've written some exceptionally complex business logic this way. With a single public orchestrator function you can just leave the private functions in place next to it. Readability and testability are enhanced by chunking out each step and making logic obvious. Obviously this is a little reductive, but what am I missing?