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feat: option lab

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OpenSquared
2026-07-28 11:46:48 +02:00
parent d2c393b8e5
commit 06db653c46
2 changed files with 18 additions and 2 deletions
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17
backend/services/database.py
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@@ -6645,8 +6645,21 @@ def get_snapshot_rows_asof(symbol: Optional[str] = None, as_of: Optional[str] =
"""One row per (symbol, expiry_date, strike, option_type) — the freshest capture at or """One row per (symbol, expiry_date, strike, option_type) — the freshest capture at or
before `as_of` (an ISO datetime string), or simply the freshest capture overall when before `as_of` (an ISO datetime string), or simply the freshest capture overall when
as_of is omitted. Powers the Saxo History page's default 'current chain' view and its as_of is omitted. Powers the Saxo History page's default 'current chain' view and its
'replay a past moment' filter — the full granular history stays in the table underneath 'replay a past moment' filter, and services.option_chain.get_chain_slice's `as_of`
for later backtest use, this just picks one row per contract.""" historical reconstruction (Portfolio retrospective comparison, Options Lab pricing
check) — the full granular history stays in the table underneath for later backtest
use, this just picks one row per contract.
A bare date (no time component, e.g. "2026-07-21") is treated as the END of that day,
not the start. `created_at` is always a real capture timestamp like
"2026-07-21 13:59:43" — comparing that against the bare string "2026-07-21" with SQL's
`<=` is a plain string comparison, and a 19-char timestamp always sorts AFTER its own
10-char date prefix, so every row captured that day would be silently excluded and a
date that genuinely has data would look like it has none (this was a real bug: querying
`as_of="2026-07-21"` against a symbol with rows *starting* on 2026-07-21 returned empty).
"""
if as_of and len(as_of) <= 10:
as_of = as_of + "T23:59:59"
conn = get_conn() conn = get_conn()
where_symbol = "AND symbol = ?" if symbol else "" where_symbol = "AND symbol = ?" if symbol else ""
where_asof = "AND created_at <= ?" if as_of else "" where_asof = "AND created_at <= ?" if as_of else ""

3
backend/services/option_chain.py
View File

@@ -35,6 +35,9 @@ def get_chain_slice(
really was on a position's entry_date, not today's. Every days-to-expiry figure is really was on a position's entry_date, not today's. Every days-to-expiry figure is
computed relative to `as_of` in that case, not date.today() — using today's date to computed relative to `as_of` in that case, not date.today() — using today's date to
size a historical chain would silently misdate every contract in it. size a historical chain would silently misdate every contract in it.
A bare date (no time component) in `as_of` is handled by get_snapshot_rows_asof itself
(treated as end-of-day, not start — see its docstring for why that matters).
""" """
from services.database import get_latest_saxo_snapshot_rows, get_snapshot_rows_asof from services.database import get_latest_saxo_snapshot_rows, get_snapshot_rows_asof