rebuild(screener): add controlled formulas and rolling backtests

next/backend/features/screener/repository.py

@@ -88,6 +88,28 @@ class ScreenerRepository:
             (snapshot_id,),
         ).fetchone()
 
+    def factor_snapshots_through(
+        self, connection: sqlite3.Connection, through: str, limit: int
+    ) -> tuple[sqlite3.Row, ...]:
+        return tuple(
+            connection.execute(
+                """
+                SELECT * FROM (
+                    SELECT snapshots.*,
+                        ROW_NUMBER() OVER (
+                            PARTITION BY trade_date ORDER BY id DESC
+                        ) AS revision_rank
+                    FROM screener_factor_snapshots AS snapshots
+                    WHERE trade_date <= ?
+                )
+                WHERE revision_rank = 1
+                ORDER BY trade_date DESC, id DESC
+                LIMIT ?
+                """,
+                (through, limit),
+            ).fetchall()
+        )
+
     def factor_rows(self, connection: sqlite3.Connection, snapshot_id: int) -> list[dict[str, Any]]:
         return [
             json.loads(str(row["payload_json"]))
@@ -180,6 +202,30 @@ class ScreenerRepository:
             ),
         )
 
+    def save_backtest(
+        self,
+        connection: sqlite3.Connection,
+        run_id: int,
+        payload: dict[str, Any],
+    ) -> None:
+        connection.execute(
+            """
+            INSERT OR IGNORE INTO screener_run_backtests (
+                run_id, payload_json, created_at
+            ) VALUES (?, ?, ?)
+            """,
+            (run_id, _json(payload), _now()),
+        )
+
+    def backtest(
+        self, connection: sqlite3.Connection, run_id: int
+    ) -> dict[str, Any] | None:
+        row = connection.execute(
+            "SELECT payload_json FROM screener_run_backtests WHERE run_id = ?",
+            (run_id,),
+        ).fetchone()
+        return json.loads(str(row["payload_json"])) if row else None
+
     def latest_runs(
         self,
         connection: sqlite3.Connection,