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feat: use live Aave rates in backtests#16

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MiaMakesItHappen wants to merge 1 commit into
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feat/live-aave-rates-backtest
Open

feat: use live Aave rates in backtests#16
MiaMakesItHappen wants to merge 1 commit into
mainfrom
feat/live-aave-rates-backtest

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Summary

  • fix Aave borrow-rate collection by matching lendBorrow rows by pool id
  • inject latest saved Aave rates into backtests automatically
  • add a BTC daily dataset builder and checked-in sample dataset for reproducible runs

Testing

  • .venv/bin/python3 scripts/get_latest_rates.py
  • PYTHONPATH=. .venv/bin/python3 worker/run_backtest.py --strategy examples/strategies/crypto_yield_arb.py --dataset examples/datasets/btc_daily --dataset-version v1

Result

Backtests now use real saved Aave supply/borrow rates instead of hardcoded assumptions.

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