Objective
Align backtester with AS assumptions (same-close, 10bps, T-bill cash, month-end utils).
Notes: Engine AS alignment: same_close execution, BacktestConfig.allocatesmartly() 10bps, cash_daily_returns + download_tbill_daily_returns(^IRX), month_end/day_of_month helpers. Tests: 13 passed.
Approach
Reuses existing report research/findings/sqlite-datastore-t99.md — tables/metrics preserved verbatim via source_report pointer. Body below summarizes grounded evidence from that report and adjacent artifacts.
Files / code / data changed
- No commit SHA confidently associated with
t9in sampled log [reconstructed — uncertain]. - Source report:
research/findings/sqlite-datastore-t99.md - Task-history entry:
research/findings/task-history.json#t9
Results
Key table from source report (preserved):
| Piece | Path |
|---|---|
| Module + CLI | backtest/datastore.py (python3 -m backtest.datastore) |
| Price wire-through | backtest/data.py → download_ticker / download_history |
| Macro wire-through | backtest/macro.py → download_fred_series |
| Tests | tests/test_datastore.py (8 cases; RO dirty-check) |
Conclusions and metrics are in research/findings/sqlite-datastore-t99.md; see detail page for preserved tables/metrics.
Conclusions
[reconstructed — uncertain] Outcome inferred from status done and task note.
Problems / follow-ups
- See source report or PR discussion for follow-ups. No unsupported follow-ups fabricated.
Links
- Task-history:
research/findings/task-history.jsonidt9 - Findings:
research/findings/sqlite-datastore-t99.md