Hedge Infrastructure — Bar Cache, Data Hierarchy, Chart Updates (2026-02-22)

HEDGE PLATFORM INFRASTRUCTURE UPDATES (2026-02-22)

DATA PROVIDER HIERARCHY (Henry-corrected):
Schwab FIRST for ALL data (daily AND intraday) → Alpaca secondary → yfinance last resort.
Unified provider: backend/app/services/data_provider.py
Schwab intraday: 1m=freq1, 5m=freq5, 15m=freq15.

HISTORICAL BAR CACHE (Postgres):
Table: market_bars_2m (symbol, timestamp, OHLCV, source, unique on symbol+timestamp)
Service: backend/app/services/bar_cache.py
Smart fetch: DB first → Alpaca backfill in weekly chunks → store in Postgres
24 tickers cached: ~1.97M 2m bars, 270 trading days (Feb 2025-Feb 2026)
5 momentum tickers: 30 months (Aug 2023-Feb 2026): NVDA 293K, TSLA 297K, AVGO 208K, GOOG 228K, AMZN 261K
APIs: GET /bar-cache/stats, POST /bar-cache/fetch

CHART UPDATES:

• Replaced 1m/3m/5m with single 2m chart (3 days of 1m Schwab data, client-side aggregation)
• period=3 days needed because period=1 expires on weekends
• Default indicators: SMA20 + SMA200 (was SMA20+SMA50)
• Timestamps in Pacific Time (epochToTimestamp shifts UTC→PT, handles DST)

FRONTEND:

• /strategy/opening-power page with Scanner, Backtester, Rules tabs
• sidebar nav updated under Strategy section