feat: use day's low price for margin call evaluation

- Extend DailyClosePoint to include low, high, open (optional)
- Update Databento source to extract OHLC data from ohlcv-1d schema
- Update YFinance source to extract Low, High, Open from history
- Modify backtest engine to use worst-case (low) price for margin call detection

This ensures margin calls are evaluated at the day's worst price,
not just the closing price, providing more realistic risk assessment.

app/services/backtesting/historical_provider.py

@@ -20,10 +20,19 @@ from app.models.strategy_template import TemplateLeg
 class DailyClosePoint:
     date: date
     close: float
+    low: float | None = None  # Day's low for margin call evaluation
+    high: float | None = None  # Day's high
+    open: float | None = None  # Day's open
 
     def __post_init__(self) -> None:
         if self.close <= 0:
             raise ValueError("close must be positive")
+        if self.low is not None and self.low <= 0:
+            raise ValueError("low must be positive")
+        if self.high is not None and self.high <= 0:
+            raise ValueError("high must be positive")
+        if self.open is not None and self.open <= 0:
+            raise ValueError("open must be positive")
 
 
 @dataclass(frozen=True)
@@ -181,7 +190,9 @@ class BacktestHistoricalProvider(Protocol):
 
 class YFinanceHistoricalPriceSource:
     @staticmethod
-    def _normalize_daily_close_row(*, row_date: object, close: object) -> DailyClosePoint | None:
+    def _normalize_daily_close_row(
+        *, row_date: object, close: object, low: object = None, high: object = None, open_price: object = None
+    ) -> DailyClosePoint | None:
         if close is None:
             return None
         if not hasattr(row_date, "date"):
@@ -192,7 +203,23 @@ class YFinanceHistoricalPriceSource:
             raise TypeError(f"close must be numeric, got {type(close)!r}")
         if not isfinite(normalized_close):
             raise ValueError("historical close must be finite")
-        return DailyClosePoint(date=row_date.date(), close=normalized_close)
+
+        # Parse optional OHLC fields
+        def parse_optional(val: object) -> float | None:
+            if val is None:
+                return None
+            if isinstance(val, (int, float)):
+                result = float(val)
+                return result if isfinite(result) and result > 0 else None
+            return None
+
+        return DailyClosePoint(
+            date=row_date.date(),
+            close=normalized_close,
+            low=parse_optional(low),
+            high=parse_optional(high),
+            open=parse_optional(open_price),
+        )
 
     def load_daily_closes(self, symbol: str, start_date: date, end_date: date) -> list[DailyClosePoint]:
         if yf is None:
@@ -202,7 +229,13 @@ class YFinanceHistoricalPriceSource:
         history = ticker.history(start=start_date.isoformat(), end=inclusive_end_date.isoformat(), interval="1d")
         rows: list[DailyClosePoint] = []
         for index, row in history.iterrows():
-            point = self._normalize_daily_close_row(row_date=index, close=row.get("Close"))
+            point = self._normalize_daily_close_row(
+                row_date=index,
+                close=row.get("Close"),
+                low=row.get("Low"),
+                high=row.get("High"),
+                open_price=row.get("Open"),
+            )
             if point is not None:
                 rows.append(point)
         return rows