feat(DATA-DB-001): add Databento historical price source for backtesting

- Add DatabentoHistoricalPriceSource implementing HistoricalPriceSource protocol
- Smart caching with Parquet storage and metadata tracking
- Auto symbol-to-dataset resolution (GLD→XNAS.BASIC, GC=F→GLBX.MDP3)
- Cache management with age threshold invalidation
- Cost estimation via metadata.get_cost()
- Add databento>=0.30.0 to requirements.txt
- Add DATABENTO_API_KEY to .env.example
- Full test coverage with 16 tests
This commit is contained in:
Bu5hm4nn
2026-03-29 09:58:02 +02:00
parent c02159481d
commit bf13ab5b46
5 changed files with 677 additions and 0 deletions

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@@ -4,3 +4,4 @@ REDIS_URL=redis://localhost:6379
CONFIG_PATH=/app/config/settings.yaml
TURNSTILE_SITE_KEY=1x00000000000000000000AA
TURNSTILE_SECRET_KEY=1x0000000000000000000000000000000AA
DATABENTO_API_KEY=db-your-api-key-here