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feat(BT-002): add historical snapshot provider

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Bu5hm4nn
2026-03-27 18:31:28 +01:00
parent 1a6760bee3
commit 477514f838
15 changed files with 822 additions and 82 deletions
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8
app/services/backtesting/ui_service.py
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@@ -15,6 +15,8 @@ from app.models.backtest import (
)
from app.services.backtesting.historical_provider import (
DailyClosePoint,
HistoricalOptionMark,
HistoricalOptionPosition,
SyntheticHistoricalProvider,
SyntheticOptionQuote,
)
@@ -88,6 +90,12 @@ class FixtureBoundHistoricalProvider:
def price_option(self, **kwargs: object) -> SyntheticOptionQuote:
return self.base_provider.price_option(**kwargs)
def open_position(self, **kwargs: object) -> HistoricalOptionPosition:
return self.base_provider.open_position(**kwargs)
def mark_position(self, position: HistoricalOptionPosition, **kwargs: object) -> HistoricalOptionMark:
return self.base_provider.mark_position(position, **kwargs)
@staticmethod
def intrinsic_value(*, option_type: str, spot: float, strike: float) -> float:
return SyntheticHistoricalProvider.intrinsic_value(option_type=option_type, spot=spot, strike=strike)