add backtest harness (Phase 1): historical replay + hit-rate & calibration reports

Replays the price-derived engine over stored OHLCV: at each weekly as-of date,
rebuild the setup from bars <= D (no lookahead) and walk the actual forward bars
for the realized outcome. Reports realized hit-rate/expectancy of qualified
setups (and all setups, by direction) plus a probability calibration curve
(predicted target prob vs realized hit rate).

Reuses pure functions throughout; extracted compute_technical_from_arrays /
compute_momentum_from_closes from scoring_service so live and backtest stay in
sync. Runs as a weekly/triggerable 'backtest' job caching the report in a
SystemSetting; GET /backtest/report serves it. Sentiment/fundamentals held
neutral (no point-in-time history) — calibrates the price/S-R/probability machinery.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>

app/routers/market.py

@@ -6,6 +6,7 @@ from sqlalchemy.ext.asyncio import AsyncSession
 from app.dependencies import get_db, require_access
 from app.models.user import User
 from app.schemas.common import APIEnvelope
+from app.services.backtest_service import get_backtest_report
 from app.services.market_regime_service import get_market_regime
 
 router = APIRouter(tags=["market"])
@@ -19,3 +20,13 @@ async def market_regime(
     """Current benchmark (SPY) trend regime: bullish / bearish / neutral."""
     data = await get_market_regime(db)
     return APIEnvelope(status="success", data=data)
+
+
+@router.get("/backtest/report", response_model=APIEnvelope)
+async def backtest_report(
+    _user: User = Depends(require_access),
+    db: AsyncSession = Depends(get_db),
+) -> APIEnvelope:
+    """Latest cached historical backtest report (None until the job runs)."""
+    data = await get_backtest_report(db)
+    return APIEnvelope(status="success", data=data)