deepen OHLCV history + make the factor-IC pass honest about overlap/regime
Two changes so the cross-sectional signal results can actually be trusted. (a) History depth — the binding constraint. Ingestion defaulted to 365 days, so long-lookback factors (12-month momentum, 52-week high) were only computable on a handful of weeks at the tail, and every IC reflected a single market regime. - New `settings.ohlcv_history_days` (default 1825 ≈ 5y); new tickers backfill this far instead of 1 year. - New manual "data_backfill" job (Admin → Jobs) re-fetches the full window for every ticker, ignoring incremental resume — run once to deepen existing 1-year histories. Idempotent (upsert); resumes after rate limits. (b) Factor-IC honesty. The IC was averaged over weekly rebalances whose 30-day forward windows overlap, inflating the t-stat ~sqrt(6)x. - IC now measured on NON-OVERLAPPING windows (weeks thinned to ~HORIZON apart). - Each signal carries a `reliable` flag (>= 12 independent windows); BacktestPanel greys out and de-stars thin signals so a lucky 9-week IC of 0.3 can't masquerade as an edge. 332 backend tests pass; frontend build clean. No migration (config + job + an added JSON field on the cached backtest report). Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
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@@ -538,6 +538,7 @@ async def get_pipeline_readiness(db: AsyncSession) -> list[dict]:
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VALID_JOB_NAMES = {
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"data_collector",
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"data_backfill",
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"sentiment_collector",
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"fundamental_collector",
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"rr_scanner",
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@@ -552,6 +553,7 @@ VALID_JOB_NAMES = {
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JOB_LABELS = {
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"data_collector": "Data Collector (OHLCV)",
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"data_backfill": "Data Backfill (deep history)",
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"sentiment_collector": "Sentiment Collector",
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"fundamental_collector": "Fundamental Collector",
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"rr_scanner": "R:R Scanner",
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