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feat: default to March 2026 dates and show Low/High/Close in results

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- Change default backtest date range to 2026-03-02 through 2026-03-25
- Add spot_low and spot_high to BacktestDailyPoint for intraday range
- Update engine to populate low/high from DailyClosePoint
- Update daily results table to show Low, High, Close columns instead of just Spot
- Update job serialization to include spot_low and spot_high
This commit is contained in:
Bu5hm4nn
2026-04-04 23:18:01 +02:00
parent a8e710f790
commit 063ccb6781
4 changed files with 33 additions and 35 deletions
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2
app/backtesting/engine.py
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@@ -91,6 +91,8 @@ class SyntheticBacktestEngine:
BacktestDailyPoint(
date=day.date,
spot_close=day.close,
spot_low=day.low if day.low is not None else day.close,
spot_high=day.high if day.high is not None else day.close,
underlying_value=underlying_value_close,
option_market_value=option_market_value,
premium_cashflow=premium_cashflow,