feat: backtest

backend/services/backtest_strategies.py

@@ -145,3 +145,27 @@ def build_legs(
             return []
         return _first_by_name(list(tmpl.diagonal_spread(near_expiry, far_expiry, spot)), "Diagonal Spread") or []
     return []
+
+
+_NOMINAL_SPOT = 100.0
+_NOMINAL_NEAR_DAYS = 90
+_NOMINAL_FAR_DAYS = 180
+
+
+def default_legs_pct(strategy_key: str, strike_offset_pct: float = 0.05) -> List[Dict[str, Any]]:
+    """A preset's legs expressed relative to spot (strike_pct = strike/spot, e.g. 1.05 =
+    5% OTM call) instead of the absolute strikes build_legs() returns — this is what
+    seeds the frontend's editable leg editor when a preset is picked. Computed once at a
+    nominal spot=100, not per simulated date (routers/backtest.py's /run instead takes
+    the user-edited legs directly and reapplies strike_pct * spot at each entry date)."""
+    near = synthetic_expiry("near", _NOMINAL_NEAR_DAYS, _NOMINAL_SPOT)
+    far = synthetic_expiry("far", _NOMINAL_FAR_DAYS, _NOMINAL_SPOT)
+    legs = build_legs(strategy_key, _NOMINAL_SPOT, strike_offset_pct, near, far)
+    return [
+        {
+            "option_type": leg["option_type"], "position": leg["position"], "quantity": leg["quantity"],
+            "strike_pct": round(leg["strike"] / _NOMINAL_SPOT, 4),
+            "expiry": "near" if leg["days_to_expiry"] == _NOMINAL_NEAR_DAYS else "far",
+        }
+        for leg in legs
+    ]