- Add LTV unhedged column before LTV hedged column
- Update both render_result and render_job_result tables
- Show both hedged and unhedged LTV for comparison
- Create separate portfolio stacked bar chart (underlying + option value)
- Place portfolio chart above candle chart with same X axis alignment
- Make candle chart double height (h-[48rem] vs h-48 for portfolio)
- Portfolio chart shows underlying (gray) + option value (blue) as stacked bars
- Charts now render above the daily results table
- Add spot_open field to BacktestDailyPoint for complete OHLC data
- Replace line chart with candlestick chart showing price OHLC
- Add portfolio value line on secondary Y-axis
- Add _chart_options_from_dict for rendering job results
- Update both render_result and render_job_result to use new chart
- Remove async refresh_workspace_seeded_units from date change handlers
- Date changes now only call on_form_change() (updates cost estimates, marks results stale)
- Entry spot is derived only when user clicks Run button
- Form remains responsive during configuration
- No more API errors when changing dates while configuring other fields
- Move option contracts from daily results table to overview cards (constant throughout backtest)
- Fix default dates to March 2026 (2026-03-02 to 2026-03-25)
- Add BT-004 backlog item: candlestick chart with portfolio value line on secondary axis
- Add BT-005 backlog item: defer entry spot derivation to backtest run (not on every date change)
- Add option_contracts field to BacktestDailyPoint (number of contracts held)
- Update engine to calculate total option contracts from positions
- Update job serialization to include underlying_value, option_market_value, net_portfolio_value, option_contracts
- Update both render_result and render_job_result tables to show:
- Low, High, Close (from previous commit)
- Portfolio value (net_portfolio_value)
- Option value (option_market_value)
- Contracts (option_contracts)
- LTV hedged
- Margin call status
- Fix return type of _load_from_cache and _df_to_daily_points to return list[DailyClosePoint]
- Import DailyClosePoint from historical_provider
- Use TYPE_CHECKING pattern for optional databento/pandas imports
- Add back clear_cache method that was accidentally removed
- Add file_count and total_size_bytes to get_cache_stats return value
- Update tests for fixed March 2026 default dates
- Change default backtest date range to 2026-03-02 through 2026-03-25
- Add spot_low and spot_high to BacktestDailyPoint for intraday range
- Update engine to populate low/high from DailyClosePoint
- Update daily results table to show Low, High, Close columns instead of just Spot
- Update job serialization to include spot_low and spot_high
- 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.
Databento can raise RuntimeError for API key issues, but derive_entry_spot
only caught ValueError and KeyError. This ensures Databento errors are
properly caught and displayed to the user.
The job serialization was fixed to use new field names, but the UI render
function was still using old field names (total_pnl, hedging_cost, etc.)
which don't exist anymore. Now uses:
- start_value, end_value_hedged_net, total_hedge_cost from summary_metrics
- template_results[0].daily_path for daily results table
- Added margin call metrics display
- Move conftest_playwright.py to tests/e2e/conftest.py for proper pytest discovery
- Move test_playwright_server.py to tests/e2e/
- Server fixture starts FastAPI with uvicorn for isolated E2E testing
- Fix BacktestPageRunResult serialization in jobs.py to correctly access
nested fields from scenario and run_result objects
- Add test_backtest_job.py with comprehensive tests for job execution
- Add conftest_playwright.py with ServerManager that starts FastAPI server
for Playwright tests using uvicorn
- Add test_playwright_server.py with E2E tests using the server fixture
The job serialization bug was causing backtest results to fail silently
because it was trying to access non-existent fields on BacktestPageRunResult.
The backtest engine was always using fixture data (limited to 2024-01-02
through 2024-01-08) regardless of the data_source selection. The fix
fetches historical prices using the specified data source (Databento,
Yahoo Finance, or synthetic) and passes them directly to the engine.
- Pin black version in requirements-dev.txt (was >=24.0.0)
- Update pre-commit to use black 26.3.1 with Python 3.12
- Add language_version: python3.12 to pre-commit black hook
- Reformat files with new black version for consistency
- Remove app/components/ and app/pages/ from ruff/black excludes
- Pre-commit reformatted multi-line strings for consistency
- All files now follow the same code style
- Add .pre-commit-config.yaml with ruff and black hooks
- Add pre-commit git hook script as fallback
- Add pre-commit to requirements-dev.txt
Running 'pre-commit install' will auto-lint on every commit.
- Changed all jobs from 'runs-on: docker' to 'runs-on: [linux, docker]'
to match ci.yaml pattern and runner labels configuration
- Removed unnecessary docker.io package from deploy job since Docker
commands run on remote SSH host, not inside CI container
- Aligned with Forgejo runner config having both 'linux' and 'docker' labels
Forgejo Actions requires env to be under container: block, not at job level.
This fixes:
- Unknown Property env
- Unknown Property steps
- Unknown Variable Access env
The backtest engine uses a fixture provider (synthetic_v1) regardless of
the data_source used for price fetching. We must use the fixture provider's
ID for the scenario, not the data source's ID.
This fixes 'Unsupported provider/pricing combination' error when running
backtests with data_source='databento'.
BREAKING CHANGE: Complete redesign of backtest execution
- Add BacktestJob system with progress stages (validating, fetching_prices, calculating)
- Run backtests in background threads, UI polls for status
- Show progress label with current stage during execution
- Remove synchronous Databento API calls from page load
- Use static default entry spot for initial render (defers API call)
- Make refresh_workspace_seeded_units async with run.io_bound
This fixes:
- 'Connection lost' WebSocket timeout errors
- Slow page load (30s initial load)
- Backtest never completing
The job system provides:
- Non-blocking execution
- Progress tracking with stages
- Error handling with user-friendly messages
- Result caching for retrieval after completion
- Use run.io_bound() from NiceGUI to run Databento API calls in background thread
- Add loading state to Run Backtest button
- Show notification when backtest starts and completes
- Remove loading state on completion/error
This prevents 'Connection lost' errors when the backtest takes longer than the WebSocket timeout.
- on_form_change: Only update cost estimate, skip expensive derive_entry_spot
- Only call derive_entry_spot on date changes (start/end inputs)
- Other inputs (template, units, loan, LTV) just mark results stale
- This reduces lag from constant API polling
- test_backtest_page_loads_with_valid_databento_dates: Verifies page loads with valid default dates
- test_backtest_page_handles_invalid_dates_gracefully: Ensures validation errors instead of 500
These tests catch regressions where:
- Default dates are before dataset availability
- Databento API errors cause 500 instead of validation
- Date validation is missing or broken
- Set default dates to 2024-07-01 to 2024-12-31 (valid for XNAS.BASIC)
- Catch all exceptions during entry spot derivation, not just ValueError
- Don't auto-run backtest on page load - let user configure first
- Use recent GLD price (~30) as fallback
- Add DATABENTO_DATASET_MIN_DATES for XNAS.BASIC (2024-07-01) and GLBX.MDP3 (2010-01-01)
- Validate start date against dataset minimum before running backtest
- Parse Databento API errors and show user-friendly messages
- Update date range hint to show dataset-specific availability
- Catch BentoClientError and show appropriate warning tone
- Pass data_source to derive_entry_spot in backtests.py
- Remove default 'synthetic' value for data_source in derive_entry_spot and validate_preview_inputs
- Update all tests to explicitly pass data_source parameter
- Improve error message with helpful suggestion for Databento/Yahoo Finance
- Change WindowPolicy from EXACT to BOUNDED for backtest fixture
- Pass data_source to run_read_only_scenario so real data can be used
- Fix injected provider identity preservation in BacktestPageService
- Add type: ignore for BacktestHistoricalProvider protocol assignment
- Revert TypedDict change to avoid cascading type issues in pages/
- Update tests to reflect new BOUNDED policy behavior
