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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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3
app/models/backtest.py
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@@ -97,6 +97,9 @@ class BacktestDailyPoint:
ltv_hedged: float
margin_call_unhedged: bool
margin_call_hedged: bool
# Optional OHLC fields for worst-case margin call evaluation
spot_low: float | None = None # Day's low for margin call evaluation
spot_high: float | None = None # Day's high
active_position_ids: tuple[str, ...] = field(default_factory=tuple)