- 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
- 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.
- 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
