20ee340cef
Track 1 — VBT Candle-Frequency Pipeline: - backtests/vbt_validator.py: VBTValidator with 11 checks — timestamp monotonicity, duplicates, NaN, data gaps, lookahead bias, signal alignment, density, coincident entry/exit, min trade count, fee application, benchmark comparison. ValidationReport dataclass with errors/warnings/stats. Validates VBT results or raw signal arrays. - backtests/vbt_viz.py: VBTVisualizer with 10+ Plotly chart methods — equity curve with benchmark, drawdown, rolling Sharpe/Sortino/vol, trade markers, returns distribution with normal fit, monthly PnL heatmap, gross vs net, holding periods, parameter sensitivity heatmaps, dashboard compositor, HTML save (self-contained, CDN Plotly). All methods handle empty/null inputs. - backtests/vbt_report.py: Markdown + HTML report generator — structured sections for implementation summary, performance metrics, cost analysis, validation results, signal analysis, known limitations, next steps. batch_report() for mass report generation from results directory. - backtests/vbt_runner.py: Added run_benchmark() (buy-and-hold VBT portfolio), validate() (integrated VBTValidator), run_with_report() (fetch→validate→ backtest→visualize→save in one call). Track 2 — HFT Tick Pipeline: - backtests/tick_viz.py: 9-panel HFT dashboard — price+trade markers, spread dynamics, top-of-book depth, microprice vs mid, OBI/OFI panel, VPIN toxicity with thresholds, event timeline (PnL from tick_runner), markout curves at 6 horizons. Parquet→pandas→Plotly pipeline. Dark-themed HTML output for microstructure review. - data/duckdb_load.py: Parquet→DuckDB loader — creates l2_snapshots, trades, funding tables with schema. Pre-computed 1s rollup views for microprice, OFI, trade imbalance. Markout queries directly in SQL. Incremental loading with load_state tracking. CLI Integration: - cli.py: Added 'report' (full VBT report), 'validate' (check existing results), 'hft' (tick dashboard generation) commands. Fixed argparse help string escaping. 355 tests passing (34 new).