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fix: use selected data source for backtest historical prices

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The backtest engine was always using fixture data (limited to 2024-01-02
through 2024-01-08) regardless of the data_source selection. The fix
fetches historical prices using the specified data source (Databento,
Yahoo Finance, or synthetic) and passes them directly to the engine.
This commit is contained in:
Bu5hm4nn
2026-04-03 20:34:21 +02:00
parent 99c7911b78
commit 6c35efde0f
1 changed files with 17 additions and 7 deletions
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24
app/services/backtesting/ui_service.py
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@@ -323,15 +323,20 @@ class BacktestPageService:
margin_call_ltv=normalized_inputs.margin_call_ltv,
)
# CRITICAL: The backtest engine uses a fixture provider (synthetic_v1),
# regardless of the data_source used for price fetching.
# We must use the fixture provider's ID for the scenario, not the data source's ID.
# The data_source parameter only affects price data fetching, not the backtest engine.
# Fetch historical prices using the specified data source
history = self.get_historical_prices(normalized_symbol, start_date, end_date, data_source)
if not history:
raise ValueError("No historical prices found for scenario window")
if history[0].date != start_date:
raise ValueError(
"Scenario start date must match the first available historical close for entry-at-start backtests"
)
# Use the fixture provider's ID for the scenario (for pricing mode)
# The actual price data comes from the specified data_source
provider_id = self.backtest_service.provider.provider_id
pricing_mode = self.backtest_service.provider.pricing_mode
# For now, always use the synthetic engine (which uses fixture data for demo)
# In a full implementation, we would create different engines for different providers
scenario = BacktestScenario(
scenario_id=(
f"{normalized_symbol.lower()}-{start_date.isoformat()}-{end_date.isoformat()}-{template.slug}"
@@ -353,9 +358,14 @@ class BacktestPageService:
if data_source == "databento":
data_cost_usd = self.get_cost_estimate(normalized_symbol, start_date, end_date, data_source)
# Run the backtest engine directly with pre-fetched history
# This bypasses the fixture provider in BacktestService.run_scenario
template_result = self.backtest_service.engine.run_template(scenario, template, history)
run_result = BacktestRunResult(scenario_id=scenario.scenario_id, template_results=(template_result,))
return BacktestPageRunResult(
scenario=scenario,
run_result=self.backtest_service.run_scenario(scenario),
run_result=run_result,
entry_spot=entry_spot,
data_source=data_source,
data_cost_usd=data_cost_usd,