Files
vault-dash/app/services/backtesting/databento_source.py
Bu5hm4nn bf13ab5b46 feat(DATA-DB-001): add Databento historical price source for backtesting
- 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
2026-03-29 09:58:02 +02:00

12 KiB