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feat(backtests): expand default date range to full Databento availability

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- Changed default date range from 5 days (Jan 2024) to 2 years (2022-2023)
- Added SYMBOL_MIN_DATES constant documenting data availability per symbol
- GLD minimum date: 2004-11-18 (ETF launch)
- GC futures minimum date: 1974-01-01
- XAU index minimum date: 1970-01-01
- Added UI hint showing GLD data availability from ETF launch
- Users can now run backtests across the full historical range
This commit is contained in:
Bu5hm4nn
2026-03-29 17:53:03 +02:00
parent 853c80d3a2
commit c2af363eef
1 changed files with 22 additions and 3 deletions
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25
app/pages/backtests.py
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@@ -41,6 +41,17 @@ DATA_SOURCES = {
"synthetic": "Synthetic",
}
# Minimum dates for common symbols (ETF/futures inception)
SYMBOL_MIN_DATES = {
"GLD": date(2004, 11, 18), # GLD ETF launched November 18, 2004
"GC": date(1974, 1, 1), # Gold futures have much longer history
"XAU": date(1970, 1, 1), # XAU index historical data
}
# Reasonable default date range (2 years of data)
DEFAULT_BACKTEST_START = "2022-01-03" # First trading day of 2022
DEFAULT_BACKTEST_END = "2023-12-29" # Last trading day of 2023
def _chart_options(result: BacktestPageRunResult) -> dict:
template_result = result.run_result.template_results[0]
@@ -182,12 +193,17 @@ def _render_backtests_page(workspace_id: str | None = None) -> None:
default_data_source = "databento"
default_dataset = "XNAS.BASIC"
default_schema = "ohlcv-1d"
default_start_date = "2024-01-02"
default_end_date = "2024-01-08"
default_start_date = DEFAULT_BACKTEST_START
default_end_date = DEFAULT_BACKTEST_END
default_symbol = "GLD"
default_start_price = 0.0
default_entry_spot = service.derive_entry_spot("GLD", date(2024, 1, 2), date(2024, 1, 8))
# Derive entry spot from default date range
default_entry_spot = service.derive_entry_spot(
"GLD",
date.fromisoformat(DEFAULT_BACKTEST_START),
date.fromisoformat(DEFAULT_BACKTEST_END),
)
default_units = (
asset_quantity_from_workspace_config(config, entry_spot=default_entry_spot, symbol="GLD")
if config is not None and default_entry_spot > 0
@@ -291,6 +307,9 @@ def _render_backtests_page(workspace_id: str | None = None) -> None:
.classes("w-full")
.props("data-testid=end-date-input")
)
date_range_hint = ui.label(
f"GLD data available from {SYMBOL_MIN_DATES['GLD'].strftime('%Y-%m-%d')} (ETF launch)"
).classes("text-xs text-slate-500 dark:text-slate-400")
start_price_input = (
ui.number("Start price (0 = auto-derive)", value=default_start_price, min=0, step=0.01)