feat(backtest): Tier-1 backtest index + iaf index/list/rank CLI (epic #540 phases 1-2)#543
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Closes the remaining Phase 2 gaps for epic #540: - Backtest.scalar_summary() alias (canonical Phase 1 naming). - SqliteBacktestIndex tracks bundle_mtime_ns + bundle_size (schema v2); is_up_to_date() lets the indexer skip unchanged bundles. - build_index(..., incremental=True) skips up-to-date bundles by default; 'iaf index --rebuild' forces a full reindex. - 4 new tests covering skip, re-ingest on mtime bump, --rebuild, and the scalar_summary alias. - scripts/bench_540_phase2.py: acceptance benchmark. At 12,500 bundles: cold build 86s, incremental 536ms, list top-20 in 8.3ms (12x under the 100ms target), index footprint 2.5 MiB. - examples/storage_layer_demo/: end-to-end walkthrough of write -> index -> list -> rank -> open-with-summary-only, plus inline backtest report.
This was referenced May 11, 2026
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Closes the remaining Phase 1 + Phase 2 gaps for epic #540 — promotes scalar summary metrics out of every
.iafbtbundle into a queryable SQLite index, makes the indexer incremental, and ships the CLI to build / query it.What's in this commit
Phase 1 — naming gap
Backtest.scalar_summary() -> BacktestSummaryMetrics— canonical spec alias forget_backtest_summary().Phase 2 — incremental indexing
SqliteBacktestIndexschema bumped to v2 with two new identity columns:bundle_mtime_ns,bundle_size.SqliteBacktestIndex.is_up_to_date(bundle_path, mtime_ns, size)— single-row lookup keyed on the bundle path.build_index(..., incremental=True)(default) skips bundles whose mtime+size match the existing row.iaf index --rebuildforces a full reindex (passesincremental=False).Phase 2 — acceptance benchmark
scripts/bench_540_phase2.pygenerates synthetic bundles and times the hot paths. Measured on a 2024 MacBook Pro:build_index(cold)build_index(incremental, all unchanged)list --sort sharpe_ratio --limit 20list --sort sharpe_ratio(full scan)Index footprint at 12,500 bundles: 2.5 MiB (~0.21 KiB / bundle).
The headline ranking workload (
list --limit 20) returns in 8 ms over 12.5k rows — 12× under the 100 ms acceptance target and constant in bundle count.Storage-layer demo
examples/storage_layer_demo/is an end-to-end walkthrough: write bundles → build index →iaf list/iaf rank→Backtest.open(summary_only=True)→ inline backtest report. Runnable withpython demo.py.Tests
tests/cli/test_index_command.py: incremental skip, re-ingest on mtime bump,--rebuilddisables incremental,scalar_summary()alias parity.Out of scope (Phase 3, follow-up PRs)
BacktestStoreProtocol +LocalDirStore+LocalTieredStore(Tier-2 Parquet datasets + Tier-3 content-addressed chunks) and theFinterionStoreadapter are tracked separately under #540. They will land as a stacked series on top of #537.