bu5hm4nn/vault-dash
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887565be74aea3ba1879dafa4e632401ef4cffe8
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19 Commits

Author SHA1 Message Date
Bu5hm4nn
887565be74 fix(types): resolve all mypy type errors (CORE-003) 
- Fix return type annotation for get_default_premium_for_product
- Add type narrowing for Weight|Money union using _as_money helper
- Add isinstance checks before float() calls for object types
- Add type guard for Decimal.exponent comparison
- Use _unit_typed and _currency_typed properties for type narrowing
- Cast option_type to OptionType Literal after validation
- Fix provider type hierarchy in backtesting services
- Add types-requests to dev dependencies
- Remove '|| true' from CI type-check job

All 36 mypy errors resolved across 15 files.
 2026-03-30 00:05:09 +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
9a3b835c95 feat(DATA-DB-004): add Databento settings UI and independent scenario config 
- Updated backtests page with Data Source card
  - Data source selector (databento/yfinance/synthetic)
  - Dataset dropdown (XNAS.BASIC, GLBX.MDP3)
  - Resolution dropdown (ohlcv-1d, ohlcv-1h)
  - Cost estimate display (placeholder for now)

- Added Scenario Configuration card
  - Underlying symbol selector (GLD/GC/XAU)
  - Start/end date inputs
  - Start price input (0 = auto-derive)
  - Underlying units, loan amount, margin call LTV

- BacktestPageService updates:
  - get_historical_prices() with data_source parameter
  - get_cost_estimate() for Databento cost estimation
  - get_cache_stats() for cache status display
  - Support for injected custom provider identity
  - DataSourceInfo for provider metadata

- BacktestSettingsRepository integration:
  - Load/save settings per workspace
  - Default values from BacktestSettings.create_default()

- Test update: TLT validation message changed to reflect
  new multi-symbol support (GLD, GC, XAU)
 2026-03-29 11:12:11 +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
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
94f3c1ef83 feat(CORE-001D): close remaining boundary cleanup slices 2026-03-26 17:27:44 +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
Bu5hm4nn
f38d0a53a9 refactor(pre-alpha): fail closed on historical preview fallbacks 2026-03-26 11:55:45 +01:00
Bu5hm4nn
695f3d07ed fix(CORE-002C): explain undercollateralized historical seeds 2026-03-25 21:44:30 +01:00
Bu5hm4nn
c7c8654be7 feat(CORE-001C): type historical unit materialization 2026-03-24 22:30:36 +01:00
Bu5hm4nn
ff4e565ee6 feat(BT-003A): add event comparison page 2026-03-24 19:20:35 +01:00
Bu5hm4nn
d2d85bccdb feat(BT-001A): add backtest scenario runner page 2026-03-24 19:00:22 +01:00
Bu5hm4nn
8566cc203f feat(BT-003): add event preset backtest comparison 2026-03-24 17:49:58 +01:00
Bu5hm4nn
d4dc34d5ab feat(BT-001): add synthetic historical backtesting engine 2026-03-24 16:14:51 +01:00