id: BT-002
title: Historical Daily Options Snapshot Provider
status: done
priority: P2
effort: L
depends_on:
  - BT-001
tags:
  - backtesting
  - data
summary: Backtests can now use a point-in-time historical options snapshot provider with exact-contract mark-to-market instead of synthetic-only option pricing.
completed_notes:
  - Added shared historical position/mark provider hooks in `app/services/backtesting/historical_provider.py` so `BacktestService` can swap provider implementations while preserving the backtest engine flow.
  - Snapshot-backed runs still fail closed on `listed_contracts`; BT-002 ships observed snapshot pricing for `continuous_units` only, with listed-contract sizing explicitly deferred to `BT-002A`.
  - Added `DailyOptionsSnapshotProvider` with deterministic entry-day contract selection, exact-contract mark-to-market, and explicit carry-forward warnings when later marks are missing.
  - Updated `app/backtesting/engine.py` and `app/services/backtesting/service.py` so snapshot-backed runs and synthetic runs share the same scenario execution path.
  - Added focused regression coverage in `tests/test_backtesting_snapshots.py` for entry-day-only selection, observed snapshot marks, and no-substitution missing-mark fallback behavior.
  - Added provider/data-quality documentation in `docs/BT-002_HISTORICAL_OPTIONS_SNAPSHOT_PROVIDER.md`, including current limitations around precomputed mids, continuous-units sizing, and follow-up ingestion work.
  - Docker-served browser validation still passed on the affected historical routes after the engine/provider seam changes: `/health` returned OK and `tests/test_e2e_playwright.py` passed against the local Docker app.
  - While closing that browser loop, `/{workspace_id}/event-comparison` preset changes were corrected to preserve user-edited underlying units and only reset preset-driven template selection, matching the UI copy and stale-state behavior.