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

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- 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
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Bu5hm4nn
2026-03-29 09:58:02 +02:00
parent c02159481d
commit bf13ab5b46
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requirements.txt
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@@ -8,4 +8,5 @@ pandas>=2.0.0
pydantic>=2.5.0
pyyaml>=6.0
redis>=5.0.0
databento>=0.30.0
# QuantLib>=1.31 is optional - installed separately if needed