34 lines
1.2 KiB
YAML
34 lines
1.2 KiB
YAML
id: DATA-DB-001
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title: Databento Historical Price Source
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status: backlog
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priority: high
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dependencies: []
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estimated_effort: 2-3 days
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created: 2026-03-28
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updated: 2026-03-28
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description: |
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Integrate Databento historical API as a data source for backtesting and scenario
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comparison pages. This replaces yfinance for historical data on backtest pages
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and provides reliable, high-quality market data.
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acceptance_criteria:
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- DatabentoHistoricalPriceSource implements HistoricalPriceSource protocol
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- Cache layer prevents redundant downloads when parameters unchanged
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- Environment variable DATABENTO_API_KEY used for authentication
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- Cost estimation available before data fetch
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- GLD symbol resolved to XNAS.BASIC dataset
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- GC=F symbol resolved to GLBX.MDP3 dataset
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- Unit tests with mocked Databento responses pass
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implementation_notes: |
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Key files:
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- app/services/backtesting/databento_source.py (new)
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- tests/test_databento_source.py (new)
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Uses ohlcv-1d schema for daily bars. The cache key includes dataset, symbol,
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schema, start_date, and end_date. Cache files are Parquet format for fast
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loading. Metadata includes download_date for age validation.
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dependencies_detail:
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- None - this is the foundation for Databento integration |