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Align backtester with AS assumptions (same-close, 10bps, T-bill cash, month-end utils)

2026-07-22T17:41:37Z Research done Engine AS alignment: same_close execution, BacktestConfig
t9

Source report: research/findings/sqlite-datastore-t99.md

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

Results

Key table from source report (preserved):

PiecePath
Module + CLIbacktest/datastore.py (python3 -m backtest.datastore)
Price wire-throughbacktest/data.py → download_ticker / download_history
Macro wire-throughbacktest/macro.py → download_fred_series
Teststests/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

Links

Source artifact: research/results/t9.md