4 Commits

Include renames

Author	SHA1	Message	Date
dennisthiessenandClaude Opus 4.8	20a1c143f3	fix: surface empty OHLCV fetch as a warning, not success ... Fetching a symbol the provider doesn't cover (e.g. RHM/Rheinmetall — Alpaca serves US listings only) returned 0 bars but reported "complete · Successfully ingested 0 records", which the UI showed as green success. fetch_and_ingest now returns a distinct `no_data` status when the provider returns nothing AND the ticker has no history (vs. "already up to date" when bars exist). The fetch endpoint maps it to a `warning` source status, and the fetch toast renders it as ⚠ with the provider message instead of success. Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>	2026-06-28 19:27:41 +02:00
dennisthiessenandClaude Opus 4.8	099846513b	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>	2026-06-23 18:20:59 +02:00
Dennis Thiessen	0a011d4ce9	Big refactoring	2026-03-03 15:20:18 +01:00
Dennis Thiessen	61ab24490d	first commit	2026-02-20 17:31:01 +01:00