feat(BT-002): add historical snapshot provider

docs/roadmap/backlog/BT-002-historical-options-snapshots.yaml

@@ -1,14 +0,0 @@
-id: BT-002
-title: Historical Daily Options Snapshot Provider
-status: backlog
-priority: P2
-effort: L
-depends_on:
-  - BT-001
-tags: [backtesting, data]
-summary: Support real daily historical options premiums in backtests.
-acceptance_criteria:
-  - Historical provider abstraction supports point-in-time daily option snapshots.
-  - Backtests can swap synthetic pricing for observed historical premiums.
-  - Contract selection avoids lookahead bias.
-  - Provider/data-quality tradeoffs are documented.

docs/roadmap/backlog/BT-002A-snapshot-ingestion-and-listed-sizing.yaml

@@ -0,0 +1,16 @@
+id: BT-002A
+title: Snapshot Ingestion and Listed Contract Sizing
+status: backlog
+priority: P3
+effort: M
+depends_on:
+  - BT-002
+tags:
+  - backtesting
+  - data
+summary: Extend BT-002 from provider support to file-backed/external snapshot ingestion and listed-contract sizing semantics.
+acceptance_criteria:
+  - Historical snapshot data can be loaded from a documented file-backed or external source, not only injected in-memory fixtures.
+  - Snapshot-backed runs can size positions in listed contract units with explicit contract-size rounding rules.
+  - Snapshot data-quality warnings and incomplete-run behavior are persisted/reportable, not only template-local warnings.
+  - Provider configuration and snapshot-source assumptions are documented for reproducible runs.