2026-08-23 — event-study engine and backtest readiness gate

Plan status

Deterministic event-study engine: complete.
Verified code commit: 0b47a06 — [verified] add event-study readiness gate.
Cost-aware window calculations: complete.
Point-in-time vintage sufficiency gate: complete.
Market-price provider and real backtest: blocked by design until independent releases and a point-in-time daily price series exist.

Changed files

backend/app/event_study.py — readiness gate, event-window returns, weighted portfolio returns, benchmark comparison, turnover cost and hit-rate calculations.
backend/app/__init__.py — /api/v1/backtest/tourism readiness endpoint and API version 0.4.0.
backend/tests/test_event_study.py — sufficiency, window/cost and missing-price tests.
backend/tests/test_api.py — blocked and invalid-query endpoint tests.
frontend/src/App.vue — Backtest gate KPI that accepts HTTP 409 as a truthful blocked state instead of treating it as a dashboard failure.
README.md — engine contract and readiness behavior.

Contract

The engine accepts point-in-time events, daily symbol prices, an optional benchmark, event windows, and cost assumptions. It does not fetch prices, infer missing closes, or convert current revised historical data into past knowledge.

When fewer than the configured minimum events exist, the API returns:

{
  "status": "blocked",
  "reason": "insufficient_vintages",
  "available_events": 1,
  "required_events": 12,
  "price_series_required": true
}

Live evidence

GET /api/v1/backtest/tourism?min_events=12
HTTP 409
status: blocked
available_events: 1
required_events: 12
next_action: collect independent published vintages before running event study

The dashboard served source includes fetchBacktestReadiness, Backtest gate, and the blocked-vintage count. HTTP 409 is handled as an expected research state, not a page error.

Verification

PYTHONPATH=backend .venv/bin/python -W error -m unittest discover -s backend/tests -v — 30 tests passed.
npm run build — passed.
Live API readiness gate — passed with truthful 409 blocked result.
Invalid min_events — HTTP 400.
Pure event-study fixture — window return, benchmark and cost calculation passed.

Independent review

passed: true
security_concerns: []
logic_errors: []

Non-blocking backlog: add API boundary cases for zero/negative min_events and multi-vintage benchmark/window gaps.

Risks and exact next action

There is only one independent BOT release. No investment backtest result exists. Continue collecting releases and add a point-in-time daily price adapter before raising the readiness threshold or interpreting event-study output.

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