Commit Graph

4 Commits

Author SHA1 Message Date
Bu5hm4nn
a8e710f790 feat: use day's low price for margin call evaluation
- 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.
2026-04-04 23:06:15 +02:00
Bu5hm4nn
477514f838 feat(BT-002): add historical snapshot provider 2026-03-27 18:31:28 +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