Snapshots can be in data/parquet/ or data/datasets/snapshots/.
Now tries default parquet_dir first, falls back to data/datasets/snapshots/
if the snapshot exists there instead.
Fixes FileNotFoundError when running multi-strategy paper backtest with
configs that reference snapshots in the alternate directory.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
run_backtest changed from async to sync function. Pipeline refresh
(async) runs via asyncio.run() before the sync BacktestRunner,
avoiding nested event loop when SnapshotStore.load() calls asyncio.run().
CLI updated to call run_backtest() directly (no asyncio.run wrapper).
Tested: `fithia2 paper backtest --config v6new.24 --start 2025-03-23 --end 2026-03-23` works.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
When `fithia2 paper backtest --end <date>` requests a date beyond the
snapshot's latest event, automatically runs the pipeline:
1. Filing poller (discover new 8-Ks)
2. Filing fetcher (download exhibits)
3. Event parser (parse events)
4. Feature builder (compute features)
5. Label generator (compute labels)
6. Dataset export (re-generate Parquet snapshot)
Staleness check: snapshot is stale if its latest event_date is >14 days
before the requested end_date, or if the manifest is >7 days old.
If refresh fails, falls back to existing snapshot data gracefully.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
Major refactor: `fithia2 paper backtest` now uses the exact same
BacktestRunner + SnapshotStore pipeline as `apps/backtester/run.py`.
Before: PaperTradingEngine + EventDetector + MockBroker
- Different scoring (compute_entry_score vs config scoring_model)
- Different data source (DB + Oracle vs Parquet snapshot)
- Different feature computation (real-time vs pipeline)
→ Config gate changes didn't take effect in paper backtest
After: BacktestRunner + SnapshotStore (Parquet)
- Identical scoring, engine matching, position sizing
- Same Parquet data as research backtester
- Config changes work identically in both systems
Trade output format preserved for reporter.py compatibility.
PaperTradingEngine still used for live Alpaca trading (unchanged).
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
I Luk Kim