docs: move DATA-DB-001 to in-progress, update roadmap

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2026-03-29 09:58:11 +02:00
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id: DATA-DB-001
title: Databento Historical Price Source
status: backlog
priority: high
dependencies: []
estimated_effort: 2-3 days
created: 2026-03-28
updated: 2026-03-28
description: |
Integrate Databento historical API as a data source for backtesting and scenario
comparison pages. This replaces yfinance for historical data on backtest pages
and provides reliable, high-quality market data.
acceptance_criteria:
- DatabentoHistoricalPriceSource implements HistoricalPriceSource protocol
- Cache layer prevents redundant downloads when parameters unchanged
- Environment variable DATABENTO_API_KEY used for authentication
- Cost estimation available before data fetch
- GLD symbol resolved to XNAS.BASIC dataset
- GC=F symbol resolved to GLBX.MDP3 dataset
- Unit tests with mocked Databento responses pass
implementation_notes: |
Key files:
- app/services/backtesting/databento_source.py (new)
- tests/test_databento_source.py (new)
Uses ohlcv-1d schema for daily bars. The cache key includes dataset, symbol,
schema, start_date, and end_date. Cache files are Parquet format for fast
loading. Metadata includes download_date for age validation.
dependencies_detail:
- None - this is the foundation for Databento integration