- Add spot_open field to BacktestDailyPoint for complete OHLC data
- Replace line chart with candlestick chart showing price OHLC
- Add portfolio value line on secondary Y-axis
- Add _chart_options_from_dict for rendering job results
- Update both render_result and render_job_result to use new chart
- Add option_contracts field to BacktestDailyPoint (number of contracts held)
- Update engine to calculate total option contracts from positions
- Update job serialization to include underlying_value, option_market_value, net_portfolio_value, option_contracts
- Update both render_result and render_job_result tables to show:
- Low, High, Close (from previous commit)
- Portfolio value (net_portfolio_value)
- Option value (option_market_value)
- Contracts (option_contracts)
- LTV hedged
- Margin call status
- Fix return type of _load_from_cache and _df_to_daily_points to return list[DailyClosePoint]
- Import DailyClosePoint from historical_provider
- Use TYPE_CHECKING pattern for optional databento/pandas imports
- Add back clear_cache method that was accidentally removed
- Add file_count and total_size_bytes to get_cache_stats return value
- Update tests for fixed March 2026 default dates
- Change default backtest date range to 2026-03-02 through 2026-03-25
- Add spot_low and spot_high to BacktestDailyPoint for intraday range
- Update engine to populate low/high from DailyClosePoint
- Update daily results table to show Low, High, Close columns instead of just Spot
- Update job serialization to include spot_low and spot_high
- 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.
- Fix BacktestPageRunResult serialization in jobs.py to correctly access
nested fields from scenario and run_result objects
- Add test_backtest_job.py with comprehensive tests for job execution
- Add conftest_playwright.py with ServerManager that starts FastAPI server
for Playwright tests using uvicorn
- Add test_playwright_server.py with E2E tests using the server fixture
The job serialization bug was causing backtest results to fail silently
because it was trying to access non-existent fields on BacktestPageRunResult.
The backtest engine was always using fixture data (limited to 2024-01-02
through 2024-01-08) regardless of the data_source selection. The fix
fetches historical prices using the specified data source (Databento,
Yahoo Finance, or synthetic) and passes them directly to the engine.
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'.
BREAKING CHANGE: Complete redesign of backtest execution
- Add BacktestJob system with progress stages (validating, fetching_prices, calculating)
- Run backtests in background threads, UI polls for status
- Show progress label with current stage during execution
- Remove synchronous Databento API calls from page load
- Use static default entry spot for initial render (defers API call)
- Make refresh_workspace_seeded_units async with run.io_bound
This fixes:
- 'Connection lost' WebSocket timeout errors
- Slow page load (30s initial load)
- Backtest never completing
The job system provides:
- Non-blocking execution
- Progress tracking with stages
- Error handling with user-friendly messages
- Result caching for retrieval after completion
- 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
- 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
- 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.
- 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
