Commit Graph

20 Commits

Author SHA1 Message Date
Bu5hm4nn
a2a816cc79 fix(backtest): use fixture provider ID for backtest scenario
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'.
2026-04-01 09:42:23 +02:00
Bu5hm4nn
f31b83668e fix(backtest): remove default data_source from get_historical_prices 2026-03-30 14:28:07 +02:00
Bu5hm4nn
2d1ecc2fcf fix(backtest): ensure data_source is passed through all validation calls
- 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
2026-03-30 09:21:49 +02:00
Bu5hm4nn
70b09cbf0b fix(backtest): remove BT-001A exact window restriction now that full data access is available
- 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
2026-03-30 08:57:15 +02:00
Bu5hm4nn
8e1aa4ad26 fix(lint): remove unused imports and reformat with black 2026-03-30 08:42:07 +02:00
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
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
d2d85bccdb feat(BT-001A): add backtest scenario runner page 2026-03-24 19:00:22 +01:00