feat: cockpit command center + skipped trades journal

Dashboard: insert 2 rows of 4 mini-cards between top row and trade ideas
- Row 1: PnL Simulé, Risque Simulé, Dernier Cycle, Régime Macro
- Row 2: Super Contexte, Signaux Géo, Meilleur Pattern, Patterns Actifs
- All cards link to underlying pages via react-router Link

Journal: add 'Non loggés' tab exposing trades suggested by cycle
but skipped because no risk profile was matched
- New skipped_trades table (auto-created on backend restart)
- log_trade_entries() persists each skip with score/gain/asset_class
- GET /api/journal/skipped-trades + useSkippedTrades hook

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

backend/routers/journal.py

@@ -6,7 +6,7 @@ from services.database import (
     get_macro_regime_history, get_geo_alert_history, get_trade_entry_prices,
     get_closed_trades, close_trade, update_trade_exit_params,
     get_trade_entry_by_id, get_config, set_config, reset_journal_history,
-    _fetch_live_prices, _trade_maturity,
+    _fetch_live_prices, _trade_maturity, get_skipped_trades,
 )
 import json
 
@@ -253,6 +253,13 @@ def trade_check(body: TradeCheckRequest):
     return check_new_trade(body.underlying, body.strategy, body.asset_class)
 
 
+@router.get("/skipped-trades")
+def skipped_trades_endpoint(days: int = 30):
+    """Trades suggested by cycle that didn't pass any risk profile threshold."""
+    trades = get_skipped_trades(days)
+    return _sanitize({"trades": trades, "days": days, "count": len(trades)})
+
+
 @router.delete("/reset")
 def reset_journal():
     """Truncate all journal history (trades, macro, geo, cycles). Irreversible."""

backend/services/database.py

@@ -379,6 +379,25 @@ def init_db():
         details TEXT
     )""")
 
+    c.execute("""CREATE TABLE IF NOT EXISTS skipped_trades (
+        id INTEGER PRIMARY KEY AUTOINCREMENT,
+        run_id TEXT,
+        pattern_id TEXT,
+        pattern_name TEXT,
+        underlying TEXT,
+        strategy TEXT,
+        score INTEGER DEFAULT 0,
+        expected_move_pct REAL,
+        skip_reason TEXT DEFAULT 'no_profile',
+        skip_detail TEXT,
+        asset_class TEXT,
+        created_at TEXT DEFAULT (strftime('%Y-%m-%dT%H:%M:%S', 'now'))
+    )""")
+    try:
+        c.execute("CREATE INDEX IF NOT EXISTS idx_skipped_date ON skipped_trades(created_at DESC)")
+    except Exception:
+        pass
+
     try:
         c.execute("CREATE INDEX IF NOT EXISTS idx_kb_category ON knowledge_base(category, status)")
         c.execute("CREATE INDEX IF NOT EXISTS idx_rs_version ON reasoning_state(version DESC)")
@@ -1014,6 +1033,17 @@ def log_trade_entries(run_id: str, scored_patterns: List[Dict[str, Any]], quotes
             if matched is None:
                 skipped_no_profile += 1
                 _log.debug(f"[TradeLog] SKIP {underlying} score={eff_score} gain={exp_move:.0f}% — no profile match")
+                _trade_ac = trade.get("asset_class") or sp.get("asset_class") or _orig.get("asset_class") or ""
+                try:
+                    log_skipped_trade(
+                        run_id=run_id, pattern_id=pid, pattern_name=pattern_name,
+                        underlying=underlying, strategy=strategy, score=eff_score,
+                        expected_move_pct=exp_move,
+                        skip_detail=f"profiles checked: {len(profiles)}, best: score>={eff_score} gain>={exp_move:.0f}%",
+                        asset_class=_trade_ac,
+                    )
+                except Exception:
+                    pass
                 continue
 
             ev_gross, ev_net, trade_score = _compute_trade_score(eff_score, exp_move)
@@ -1205,6 +1235,35 @@ def get_closed_trades(days: int = 180) -> List[Dict[str, Any]]:
     return [dict(r) for r in rows]
 
 
+def get_skipped_trades(days: int = 30) -> List[Dict[str, Any]]:
+    conn = get_conn()
+    rows = conn.execute(
+        """SELECT * FROM skipped_trades
+           WHERE created_at >= date('now', ?)
+           ORDER BY created_at DESC, score DESC""",
+        (f"-{days} days",)
+    ).fetchall()
+    conn.close()
+    return [dict(r) for r in rows]
+
+
+def log_skipped_trade(run_id: str, pattern_id: str, pattern_name: str,
+                      underlying: str, strategy: str, score: int,
+                      expected_move_pct: float, skip_reason: str = "no_profile",
+                      skip_detail: str = "", asset_class: str = "") -> None:
+    conn = get_conn()
+    conn.execute(
+        """INSERT INTO skipped_trades
+           (run_id, pattern_id, pattern_name, underlying, strategy, score,
+            expected_move_pct, skip_reason, skip_detail, asset_class)
+           VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?)""",
+        (run_id, pattern_id, pattern_name, underlying, strategy, score,
+         expected_move_pct, skip_reason, skip_detail, asset_class)
+    )
+    conn.commit()
+    conn.close()
+
+
 def close_trade(trade_id: int, close_price: float, pnl_realized: float,
                 close_reason: str, close_note: str = "") -> bool:
     conn = get_conn()