bu5hm4nn/vault-dash
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity
237 Commits 4 Branches 0 Tags
52f883fa8f266d5c30b6584cbac0e8080342127f
Commit Graph

3 Commits

Author SHA1 Message Date
Bu5hm4nn
b2bc4db41a Improve backtest lazy loading and test automation 2026-04-07 12:18:50 +02:00
Bu5hm4nn
dc4ee1f261 feat(CONV-001): add GLD launch date validation, feat(DATA-DB-003): add cache CLI 
CONV-001:
- Add GLD_LAUNCH_DATE constant (November 18, 2004)
- Validate reference_date in gld_ounces_per_share()
- Raise ValueError for dates before GLD launch
- Update docstring with valid date range
- Add comprehensive test coverage for edge cases

DATA-DB-003:
- Create scripts/cache_cli.py with three commands:
  - vault-dash cache stats: Show cache statistics
  - vault-dash cache list: List cached entries
  - vault-dash cache clear: Clear all cache files
- Add Makefile targets: cache-stats, cache-list, cache-clear
- Integrate with DatabentoHistoricalPriceSource methods
 2026-03-29 12:00:30 +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