- 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
- 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.
