feat: complete matrix-native backtest engine

Unify strategy execution across backtest, screener, and monitoring; isolate backtest workloads in spawn workers; and add shared matrix caching plus valid-bar indicator acceleration.

backend/tests/test_strategy_saved_params.py

@@ -2,12 +2,12 @@ from datetime import date
 
 import polars as pl
 
-from app.strategy.engine import StrategyDef, StrategyEngine
+from app.strategy.engine import StrategyDataContext, StrategyDef, StrategyEngine
 
 
-def _make_engine() -> StrategyEngine:
+def _make_engine() -> tuple[StrategyEngine, StrategyDataContext]:
     df = pl.DataFrame({"symbol": ["A", "B", "C"], "value": [1, 2, 3]})
-    engine = StrategyEngine(enriched_loader=lambda _as_of: df)
+    engine = StrategyEngine(strategy_dirs=[])
     engine._strategies["saved_params"] = StrategyDef(
         meta={"id": "saved_params", "scoring": {}, "limit": 100},
         basic_filter={"enabled": False},
@@ -24,13 +24,19 @@ def _make_engine() -> StrategyEngine:
         lookback_days=1,
         source="custom",
     )
-    return engine
+    return engine, StrategyDataContext(
+        asset_type="stock",
+        timeframe="1d",
+        as_of=date(2026, 7, 15),
+        current=df,
+    )
 
 
 def test_run_applies_saved_strategy_params():
-    result = _make_engine().run(
+    engine, context = _make_engine()
+    result = engine.run(
         "saved_params",
-        date(2026, 7, 15),
+        context,
         overrides={"params": {"min_value": 2}},
     )
 
@@ -38,9 +44,10 @@ def test_run_applies_saved_strategy_params():
 
 
 def test_explicit_params_override_saved_strategy_params():
-    result = _make_engine().run(
+    engine, context = _make_engine()
+    result = engine.run(
         "saved_params",
-        date(2026, 7, 15),
+        context,
         params={"min_value": 3},
         overrides={"params": {"min_value": 2}},
     )