- New 'intraday_bars' endpoint in PolygonMarketAdapter: fetches hourly
bars for today using range_bars URL with timespan=hour, sort=asc
- Scheduler expands intraday_bars global source into per-ticker jobs
for all active companies (every 15 minutes via polling_interval)
- Migration 025 inserts the intraday source with 900s cadence
- Frontend price matching uses closest-timestamp instead of date-string
matching, with 2h tolerance for intraday and 36h for daily windows
- Bumped market price fetch limit to 200 for intraday granularity
Two tiers of market data:
1. Per-ticker prev bars (existing 50 sources, 15-min cadence) for
watchlist detail — trading decisions, stop-loss, position sizing
2. Grouped daily (new single source, once per day) for broad market
context — correlation analysis, sector rotation, competitive intel
Changes:
- Add grouped_daily endpoint to PolygonMarketAdapter with auto date
calculation (previous trading day, skip weekends)
- Add fetch_global_market_sources() to scheduler for sources without
company_id, scheduled once daily (86400s cadence)
- Update _persist_market_items to use item-level ticker from T field
and look up company_id dynamically for grouped daily bars
- Migration 020: make company_id nullable on sources and
market_snapshots tables, add grouped daily source row
- Fix backtest replay to query market_snapshots data->>'c' for prices
- Increase market_api polling cadence from 60s to 900s (15 min).
The prev-day bar endpoint returns the same data all day, so polling
every minute wastes API quota. 50 tickers at 15-min cadence = ~3.3
req/min, well within the 5/min rate limit.
- Reduce market_api rate limit from 30/min to 5/min to match.
- Fix backtest replay to query market_snapshots with data->>'c' for
close prices instead of nonexistent market_data.close_price column.
- Enrich backtest recommendations with prices from market_snapshots
and sectors from companies table.
Celes Renata