feat: add option contracts to overview, fix default dates, add roadmap items

- Move option contracts from daily results table to overview cards (constant throughout backtest)
- Fix default dates to March 2026 (2026-03-02 to 2026-03-25)
- Add BT-004 backlog item: candlestick chart with portfolio value line on secondary axis
- Add BT-005 backlog item: defer entry spot derivation to backtest run (not on every date change)

app/pages/backtests.py

@@ -255,9 +255,9 @@ def _render_backtests_page(workspace_id: str | None = None) -> None:
         default_data_source = "databento"
         default_dataset = "XNAS.BASIC"
         default_schema = "ohlcv-1d"
-        # Use a start date that's valid for the default dataset (XNAS.BASIC starts 2024-07-01)
+        # Default to March 2026 for testing
-        default_start_date = date(2024, 7, 1).isoformat()
+        default_start_date = date(2026, 3, 2).isoformat()
-        default_end_date = date(2024, 12, 31).isoformat()
+        default_end_date = date(2026, 3, 25).isoformat()
         default_symbol = "GLD"
         default_start_price = 0.0
 
@@ -621,12 +621,17 @@ def _render_backtests_page(workspace_id: str | None = None) -> None:
                     ui.label(f"Template: {template_result.template_name}").classes(
                         "text-sm text-slate-500 dark:text-slate-400"
                     )
+                    # Get option contracts from first day (constant throughout backtest)
+                    option_contracts = (
+                        template_result.daily_path[0].option_contracts if template_result.daily_path else 0.0
+                    )
                     with ui.grid(columns=4).classes("w-full gap-4 max-lg:grid-cols-2 max-sm:grid-cols-1"):
                         cards = [
                             ("Start value", f"${summary.start_value:,.0f}"),
                             ("End value hedged", f"${summary.end_value_hedged_net:,.0f}"),
                             ("Max LTV hedged", f"{summary.max_ltv_hedged:.1%}"),
                             ("Hedge cost", f"${summary.total_hedge_cost:,.0f}"),
+                            ("Option contracts", f"{option_contracts:,.0f}"),
                             ("Margin call days hedged", str(summary.margin_call_days_hedged)),
                             ("Margin call days unhedged", str(summary.margin_call_days_unhedged)),
                             (
@@ -671,12 +676,6 @@ def _render_backtests_page(workspace_id: str | None = None) -> None:
                                 "field": "option_value",
                                 "align": "right",
                             },
-                            {
-                                "name": "contracts",
-                                "label": "Contracts",
-                                "field": "contracts",
-                                "align": "right",
-                            },
                             {
                                 "name": "ltv_hedged",
                                 "label": "LTV hedged",
@@ -698,7 +697,6 @@ def _render_backtests_page(workspace_id: str | None = None) -> None:
                                 "close": f"${point.spot_close:,.2f}",
                                 "portfolio_value": f"${point.net_portfolio_value:,.0f}",
                                 "option_value": f"${point.option_market_value:,.0f}",
-                                "contracts": f"{point.option_contracts:,.0f}",
                                 "ltv_hedged": f"{point.ltv_hedged:.1%}",
                                 "margin_call": "Yes" if point.margin_call_hedged else "No",
                             }
@@ -982,10 +980,16 @@ def _render_backtests_page(workspace_id: str | None = None) -> None:
                                 ui.label(label).classes("text-sm text-slate-500 dark:text-slate-400")
                                 ui.label(value).classes("text-2xl font-bold text-slate-900 dark:text-slate-100")
 
+                    # Get option contracts from first day (constant throughout backtest)
+                    daily_path = first_template.get("daily_path", [])
+                    first_day = daily_path[0] if daily_path else {}
+                    option_contracts = first_day.get("option_contracts", 0)
+
                     # Additional metrics row
                     with ui.grid(columns=4).classes("w-full gap-4 max-lg:grid-cols-2 max-sm:grid-cols-1"):
                         extra_data = [
                             ("Max LTV hedged", f"{max_ltv_hedged:.1%}"),
+                            ("Option contracts", f"{option_contracts:,.0f}"),
                             ("Margin call days hedged", str(margin_days_hedged)),
                             ("Margin call days unhedged", str(margin_days_unhedged)),
                             ("Breached threshold", "No" if margin_days_hedged == 0 else "Yes"),
@@ -998,7 +1002,6 @@ def _render_backtests_page(workspace_id: str | None = None) -> None:
                                 ui.label(value).classes("text-2xl font-bold text-slate-900 dark:text-slate-100")
 
                     # Daily path table
-                    daily_path = first_template.get("daily_path", [])
                     if daily_path:
                         with ui.card().classes(
                             "w-full mt-4 rounded-xl border border-slate-200 bg-slate-50 p-4 shadow-none dark:border-slate-800 dark:bg-slate-950"
@@ -1024,12 +1027,6 @@ def _render_backtests_page(workspace_id: str | None = None) -> None:
                                         "field": "option_value",
                                         "align": "right",
                                     },
-                                    {
-                                        "name": "contracts",
-                                        "label": "Contracts",
-                                        "field": "contracts",
-                                        "align": "right",
-                                    },
                                     {
                                         "name": "ltv_hedged",
                                         "label": "LTV hedged",
@@ -1051,7 +1048,6 @@ def _render_backtests_page(workspace_id: str | None = None) -> None:
                                         "close": f"${dp.get('spot_close', 0):,.2f}",
                                         "portfolio_value": f"${dp.get('net_portfolio_value', 0):,.0f}",
                                         "option_value": f"${dp.get('option_market_value', 0):,.0f}",
-                                        "contracts": f"{dp.get('option_contracts', 0):,.0f}",
                                         "ltv_hedged": f"{dp.get('ltv_hedged', 0):.1%}",
                                         "margin_call": "Yes" if dp.get("margin_call_hedged") else "No",
                                     }

docs/roadmap/ROADMAP.yaml

@@ -13,6 +13,8 @@ notes:
   - Pre-alpha policy: we may cut or replace old features without backward compatibility until alpha is declared.
   - Alpha migration policy: once alpha is declared, compatibility only needs to move forward; backward migrations are not required.
 priority_queue:
+  - BT-005
+  - BT-004
   - EXEC-002
   - DATA-DB-005
   - DATA-002A
@@ -48,6 +50,8 @@ recently_completed:
   - CORE-002B
 states:
   backlog:
+    - BT-005
+    - BT-004
     - DATA-DB-005
     - DATA-DB-006
     - EXEC-002

docs/roadmap/backlog/BT-004-backtest-visualization-chart.yaml

@@ -0,0 +1,19 @@
+id: BT-004
+title: Backtest Visualization Chart
+status: backlog
+priority: P1
+effort: M
+depends_on:
+  - BT-001
+tags: [backtesting, visualization, charts]
+summary: Add interactive candlestick chart showing price OHLC with portfolio value line overlay.
+acceptance_criteria:
+  - Candlestick chart displays OHLC data (open, high, low, close) for each day.
+  - Portfolio value (underlying + option) shown as line on secondary Y-axis.
+  - Chart updates when backtest results change.
+  - Chart is responsive and readable on mobile/tablet viewports.
+  - Chart library matches existing app styling (dark mode support).
+notes: |
+  Consider using a lightweight charting library that integrates well with NiceGUI.
+  Portfolio value line should be clearly distinguishable from candlesticks.
+  May want to add toggle for showing/hiding different series.

docs/roadmap/backlog/BT-005-defer-entry-spot-derivation.yaml

@@ -0,0 +1,22 @@
+id: BT-005
+title: Defer Entry Spot Derivation to Backtest Run
+status: backlog
+priority: P1
+effort: S
+depends_on: []
+tags: [backtesting, ux, performance]
+summary: Only derive entry spot from historical data when user clicks Run, not on every form change.
+acceptance_criteria:
+  - Entry spot is NOT fetched when user changes start/end dates.
+  - Entry spot is NOT fetched when user changes other form fields.
+  - Entry spot IS derived when user clicks the Run button.
+  - Form remains responsive during date/field changes (no API calls blocking).
+  - Clear loading indicator shows when entry spot is being fetched during run.
+  - Previous entry spot value is retained until new one is derived.
+notes:
+  Current behavior calls derive_entry_spot on every date change which causes
+  API errors if user is still configuring other fields.
+  
+  The refresh_workspace_seeded_units function should not be called on date changes.
+  Entry spot derivation should happen inside start_backtest or as a separate
+  explicit "fetch spot" button if user wants to preview.