Bu5hm4nn
43067bb275
feat(DATA-DB-002): add BacktestSettings model and repository
...
- BacktestSettings dataclass with all configuration fields
- BacktestSettingsRepository for persistence per workspace
- Settings independent of portfolio configuration
- Full validation for dates, symbols, LTV, etc.
- 16 comprehensive tests
Fields:
- settings_id, name: identification
- data_source: databento|yfinance|synthetic
- dataset, schema: Databento configuration
- start_date, end_date: date range
- underlying_symbol, start_price, underlying_units: position config
- loan_amount, margin_call_ltv: LTV analysis
- template_slugs: strategies to test
- cache_key, data_cost_usd: caching metadata
- provider_ref: provider configuration
2026-03-29 10:46:25 +02:00
Bu5hm4nn
f4c3cee91d
docs: move DATA-DB-001 to in-progress, update roadmap
2026-03-29 09:58:11 +02:00
Bu5hm4nn
bf13ab5b46
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
2026-03-29 09:58:02 +02:00
Bu5hm4nn
c02159481d
docs: add Databento integration plan and roadmap items
2026-03-29 09:52:06 +02:00
Bu5hm4nn
8079ca58e7
docs: mark PORTFOLIO-002 and PORTFOLIO-003 done, update roadmap
2026-03-28 23:54:05 +01:00
Bu5hm4nn
bb06fa7e80
feat(PORTFOLIO-003): add premium and spread for physical gold positions
2026-03-28 23:53:46 +01:00
Bu5hm4nn
0e972e9dd6
feat(PORTFOLIO-002): add position storage costs
2026-03-28 23:48:41 +01:00
Bu5hm4nn
e148d55cda
docs: mark DISPLAY-001 and DISPLAY-002 done, update roadmap
2026-03-28 21:59:52 +01:00
Bu5hm4nn
63a8482753
feat(DISPLAY-002): GLD mode shows real share prices
2026-03-28 21:59:15 +01:00
Bu5hm4nn
dac0463d55
feat(DISPLAY-002): GLD mode shows real share prices
2026-03-28 21:45:00 +01:00
Bu5hm4nn
20f5086507
feat(DISPLAY-001): add underlying mode switching
2026-03-28 21:44:32 +01:00
Bu5hm4nn
24c74cacbd
docs: mark PORTFOLIO-001 done, update roadmap
2026-03-28 21:30:02 +01:00
Bu5hm4nn
1a39956757
feat(PORTFOLIO-001): add position-level portfolio entries
2026-03-28 21:29:30 +01:00
Bu5hm4nn
447f4bbd0d
docs: add PORTFOLIO and DISPLAY roadmap items for multi-position mode switching
2026-03-28 20:59:29 +01:00
Bu5hm4nn
fd51f1e204
docs: mark DATA-004 done, update roadmap
2026-03-28 16:40:59 +01:00
Bu5hm4nn
3b98ebae69
feat(DATA-004): add underlying instrument selector
2026-03-28 16:40:18 +01:00
Bu5hm4nn
cdd091a468
docs: mark PRICING-002 and PRICING-003 done, update roadmap
2026-03-28 09:18:53 +01:00
Bu5hm4nn
3bf3774191
Merge branch 'feature/PRICING-002-basis-display'
2026-03-28 09:18:29 +01:00
Bu5hm4nn
de789f591e
Merge branch 'feature/PRICING-003-hedge-correction'
2026-03-28 09:18:29 +01:00
Bu5hm4nn
9d06313480
feat(PRICING-002): add GLD/GC=F basis display on overview
2026-03-28 09:18:26 +01:00
Bu5hm4nn
966cee7963
feat(PRICING-003): use true GLD backing for hedge contract count
2026-03-28 09:18:26 +01:00
Bu5hm4nn
b30cfd7470
docs: mark PRICING-001 done, update roadmap
2026-03-28 09:05:28 +01:00
Bu5hm4nn
894d88f72f
feat(PRICING-001): add GLD expense ratio decay correction
2026-03-28 09:04:35 +01:00
Bu5hm4nn
ff251b5ace
docs: add GLD pricing and underlying selector roadmap items
2026-03-28 08:53:02 +01:00
Bu5hm4nn
e70e677612
Add GLD vs gold futures basis research for dashboard implementation
2026-03-28 08:48:49 +01:00
Bu5hm4nn
4620234967
feat(EXEC-001): add hedge strategy builder
2026-03-27 22:33:20 +01:00
Bu5hm4nn
554a41a060
refactor(BT-001C): share historical fixture provider
2026-03-27 21:41:50 +01:00
Bu5hm4nn
477514f838
feat(BT-002): add historical snapshot provider
2026-03-27 18:31:28 +01:00
Bu5hm4nn
1a6760bee3
feat(PORT-003): add historical ltv charts
2026-03-27 16:39:33 +01:00
Bu5hm4nn
b3418eed2e
docs(BT-003B): record completed drilldown validation
2026-03-27 11:12:18 +01:00
Bu5hm4nn
3c9ff201e1
feat(BT-003B): add event comparison drilldown
2026-03-26 22:05:31 +01:00
Bu5hm4nn
bdf56ecebe
fix(CORE-001D): close boundary review gaps
2026-03-26 17:34:09 +01:00
Bu5hm4nn
94f3c1ef83
feat(CORE-001D): close remaining boundary cleanup slices
2026-03-26 17:27:44 +01:00
Bu5hm4nn
99d22302ee
fix(CORE-001D3B): validate alert history entry types
2026-03-26 15:19:42 +01:00
Bu5hm4nn
65da5b8f1d
fix(CORE-001D3B): reject malformed alert history entries
2026-03-26 15:16:21 +01:00
Bu5hm4nn
ff76e326b1
feat(CORE-001D3B): surface alert history degraded state
2026-03-26 15:12:04 +01:00
Bu5hm4nn
09e03f96a8
chore(settings): drop unused last-saved helper
2026-03-26 15:05:28 +01:00
Bu5hm4nn
38d244356c
refactor(settings): separate preview validation from internal failures
2026-03-26 15:00:53 +01:00
Bu5hm4nn
e860c40567
fix(settings): reject fractional refresh intervals
2026-03-26 14:05:49 +01:00
Bu5hm4nn
2759d9a36f
fix(settings): track dirty state across all inputs
2026-03-26 13:59:56 +01:00
Bu5hm4nn
cfa3cfcc08
fix(settings): clarify last-saved status state
2026-03-26 13:54:56 +01:00
Bu5hm4nn
f7c134a709
fix(settings): preserve whole-dollar loan formatting
2026-03-26 13:34:34 +01:00
Bu5hm4nn
ea3b384103
fix(settings): fail closed on blank loan input
2026-03-26 13:28:30 +01:00
Bu5hm4nn
753e9d3146
fix(CORE-001D3A): accept decimal boundary inputs
2026-03-26 13:19:18 +01:00
Bu5hm4nn
bb557009c7
feat(CORE-001D3A): normalize alerts and settings service boundaries
2026-03-26 13:10:30 +01:00
Bu5hm4nn
91f67cd414
fix(pre-alpha): preserve injected provider identity
2026-03-26 12:32:52 +01:00
Bu5hm4nn
52d943e614
fix(pre-alpha): preserve injected template services
2026-03-26 12:26:38 +01:00
Bu5hm4nn
d7117bb6a3
fix(pre-alpha): preserve injected backtest services
2026-03-26 12:18:39 +01:00
Bu5hm4nn
18fd0681ca
refactor(pre-alpha): align preview and runtime fixture validation
2026-03-26 12:11:45 +01:00
Bu5hm4nn
68275c4d18
refactor(pre-alpha): fail closed on historical fixture bounds
2026-03-26 12:04:42 +01:00
