Bu5hm4nn a8e710f790 feat: use day's low price for margin call evaluation ...

- 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.

2026-04-04 23:06:15 +02:00

..

api

Initial commit: Vault Dashboard for options hedging

2026-03-21 19:21:40 +01:00

backtesting

feat: use day's low price for margin call evaluation

2026-04-04 23:06:15 +02:00

components

fix: pin black to 26.3.1 across all environments

2026-04-01 13:58:49 +02:00

core

fix(lint): remove unused imports and reformat with black

2026-03-30 08:42:07 +02:00

domain

fix(backtest): remove BT-001A exact window restriction now that full data access is available

2026-03-30 08:57:15 +02:00

models

fix(review): address PR review findings for CORE-003

2026-03-30 00:39:02 +02:00

pages

fix: also catch RuntimeError in derive_entry_spot exception handler

2026-04-04 22:53:06 +02:00

services

feat: use day's low price for margin call evaluation

2026-04-04 23:06:15 +02:00

strategies

feat(PRICING-003): use true GLD backing for hedge contract count

2026-03-28 09:18:26 +01:00

__init__.py

Initial commit: Vault Dashboard for options hedging

2026-03-21 19:21:40 +01:00

main.py

feat(DATA-004): add underlying instrument selector

2026-03-28 16:40:18 +01:00