feat(BT-002): add historical snapshot provider

This commit is contained in:
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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@@ -700,7 +700,8 @@ If this changes later, it must be a scenario-level parameter.
## 5. Continuous-vs-listed quantity must be explicit
MVP synthetic runs may use `continuous_units`.
BT-002 listed snapshot runs should support `listed_contracts` with contract-size rounding.
The shipped BT-002 provider slice also remains `continuous_units`-only.
`listed_contracts` with contract-size rounding is deferred to follow-up slice `BT-002A`.
Do not hide rounding rules inside providers.
They belong in the position sizing logic and must be recorded in the result.
@@ -714,9 +715,9 @@ Do not collapse the entire hedge economics into end-of-period payoff only.
Any missing snapshot/mark fallback must add:
- a run warning
- a run or template warning
- a template validation note
- a deterministic result status if the template becomes incomplete
- and, in a fuller follow-up slice, a deterministic result status if the template becomes incomplete
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