- 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.
20 KiB
20 KiB