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/scheduler.py

@@ -35,6 +35,7 @@ from app.providers.fundamentals_chain import build_fundamental_provider_chain
 from app.providers.protocol import SentimentData
 from app.services import fundamental_service, ingestion_service, sentiment_service
 from app.services.alert_service import dispatch_alerts
+from app.services.backtest_service import run_and_store as run_backtest_and_store
 from app.services.market_regime_service import update_market_regime
 from app.services.outcome_service import evaluate_pending_setups
 from app.services.rr_scanner_service import scan_all_tickers
@@ -145,6 +146,17 @@ _job_runtime: dict[str, dict[str, object]] = {
         "finished_at": None,
         "message": None,
     },
+    "backtest": {
+        "running": False,
+        "status": "idle",
+        "processed": 0,
+        "total": None,
+        "progress_pct": None,
+        "current_ticker": None,
+        "started_at": None,
+        "finished_at": None,
+        "message": None,
+    },
 }
 
 
@@ -851,6 +863,45 @@ async def compute_market_regime() -> None:
         }))
 
 
+# ---------------------------------------------------------------------------
+# Job: Backtest
+# ---------------------------------------------------------------------------
+
+
+async def run_backtest_job() -> None:
+    """Replay the price-derived engine over history and cache the report."""
+    job_name = "backtest"
+    logger.info(json.dumps({"event": "job_start", "job": job_name}))
+    _runtime_start(job_name)
+
+    def _on_progress(done: int, count: int, symbol: str) -> None:
+        _runtime_progress(job_name, processed=done, total=count, current_ticker=symbol or None)
+
+    try:
+        async with async_session_factory() as db:
+            if not await _is_job_enabled(db, job_name):
+                logger.info(json.dumps({"event": "job_skipped", "job": job_name, "reason": "disabled"}))
+                _runtime_finish(job_name, "skipped", processed=0, total=0, message="Disabled")
+                return
+
+            report = await run_backtest_and_store(db, _on_progress)
+
+        _runtime_finish(
+            job_name, "completed",
+            processed=report.get("tickers", 0), total=report.get("tickers", 0),
+            message=f"{report.get('candidates', 0)} setups, {report.get('qualified', 0)} qualified",
+        )
+        logger.info(json.dumps({"event": "job_complete", "job": job_name, "candidates": report.get("candidates")}))
+    except Exception as exc:
+        _runtime_finish(job_name, "error", processed=0, total=None, message=str(exc))
+        logger.error(json.dumps({
+            "event": "job_error",
+            "job": job_name,
+            "error_type": type(exc).__name__,
+            "message": str(exc),
+        }))
+
+
 # ---------------------------------------------------------------------------
 # Job: Ticker Universe Sync
 # ---------------------------------------------------------------------------
@@ -1010,6 +1061,16 @@ def configure_scheduler() -> None:
         replace_existing=True,
     )
 
+    # Backtest — weekly historical replay (expensive; mostly run on demand)
+    scheduler.add_job(
+        run_backtest_job,
+        "interval",
+        hours=168,
+        id="backtest",
+        name="Backtest",
+        replace_existing=True,
+    )
+
     logger.info(
         json.dumps({
             "event": "scheduler_configured",