Feat/backtest stock pool selection - #442
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Summary
This PR expands the backtesting system with reproducible US stock-pool selection and a minute-level market-data execution pipeline. Alpaca backtests now use 5-minute source bars aggregated into completed hourly decision bars, while agents continue making decisions once per hour. Orders are filled at the open of the exact next 5-minute bar, and portfolios are marked to market every five minutes.
With 5-minute data, agents can better capture intrahour market movements, making the input granularity more appropriate for an hourly trading cadence. The finer-grained price and volume data also helps distinguish different sources of market flow and identify patterns associated with institutional and retail order activity. Because agents still make decisions and invoke the model only once per hour, this improvement does not increase model calls or inference costs.