fix: IV rank fallback to history when live options fetch fails + Entrée date from cycle logs

- iv_engine/options_vol: when get_atm_iv() returns None (yfinance chain unavailable),
  fall back to most recent iv_history row so IV Rank is always computable from
  bootstrapped data; live vs history source tagged as iv_source field
- Dashboard: build mtmMap from tradeMtmData.trades (trade_entry_prices, cycle auto-log)
  keyed by pattern_id; getAddedInfo() falls back to mtmMap so Entrée/Durée columns
  populate automatically after each AI cycle without manual portfolio add
- OptionsLab: show '~' prefix and 'IV estimée' label when IV comes from history fallback;
  fix near-invisible text-slate-700 on 'Sans historique' section header

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
OpenSquared
2026-06-18 11:55:57 +02:00
parent 592918c230
commit 3b4e035819
4 changed files with 43 additions and 9 deletions

View File

@@ -69,7 +69,7 @@ def get_iv_watchlist():
Returns a summary list sorted by IV Rank descending. Returns a summary list sorted by IV Rank descending.
""" """
from services.iv_engine import IV_WATCHLIST, get_atm_iv, _resolve_ticker from services.iv_engine import IV_WATCHLIST, get_atm_iv, _resolve_ticker
from services.database import get_iv_rank_percentile, save_iv_snapshot from services.database import get_iv_rank_percentile, save_iv_snapshot, get_iv_history
from datetime import date from datetime import date
results = [] results = []
@@ -81,12 +81,21 @@ def get_iv_watchlist():
results.append(_iv_cache[key]["data"]) results.append(_iv_cache[key]["data"])
continue continue
proxy = _resolve_ticker(ticker)
iv = get_atm_iv(ticker, 30) iv = get_atm_iv(ticker, 30)
live_iv = iv is not None
# Fallback: use most recent historical IV when live options chain fails
if iv is None:
recent = get_iv_history(proxy, days=5)
if recent:
iv = recent[0]["iv_current"]
if not iv: if not iv:
continue continue
proxy = _resolve_ticker(ticker) if live_iv:
save_iv_snapshot(proxy, today, iv) save_iv_snapshot(proxy, today, iv)
rank_data = get_iv_rank_percentile(proxy, iv) rank_data = get_iv_rank_percentile(proxy, iv)
item = { item = {
@@ -95,6 +104,7 @@ def get_iv_watchlist():
"iv_rank": rank_data.get("iv_rank"), "iv_rank": rank_data.get("iv_rank"),
"iv_percentile": rank_data.get("iv_percentile"), "iv_percentile": rank_data.get("iv_percentile"),
"history_days": rank_data.get("history_days", 0), "history_days": rank_data.get("history_days", 0),
"iv_source": "live" if live_iv else "history",
"signal": ( "signal": (
"sell_vol" if (rank_data.get("iv_rank") or 0) > 80 "sell_vol" if (rank_data.get("iv_rank") or 0) > 80
else "buy_vol" if (rank_data.get("iv_rank") or 100) < 20 else "buy_vol" if (rank_data.get("iv_rank") or 100) < 20

View File

@@ -396,10 +396,19 @@ def get_full_iv_snapshot(ticker: str) -> Dict[str, Any]:
skew = get_skew(ticker, target_days=30) skew = get_skew(ticker, target_days=30)
flow = get_options_flow(ticker) flow = get_options_flow(ticker)
live_iv = iv_current is not None
# Fallback: use most recent historical IV when live options fetch fails
if iv_current is None:
from services.database import get_iv_history
recent = get_iv_history(proxy, days=5)
if recent:
iv_current = recent[0]["iv_current"]
rank_data: Dict[str, Any] = {} rank_data: Dict[str, Any] = {}
if iv_current: if iv_current:
# Save to history first, then calculate rank if live_iv:
save_iv_snapshot(proxy, today, iv_current, term.get("iv_30d"), term.get("iv_60d"), term.get("iv_90d")) # Only persist to history when we have a fresh live IV
save_iv_snapshot(proxy, today, iv_current, term.get("iv_30d"), term.get("iv_60d"), term.get("iv_90d"))
rank_data = get_iv_rank_percentile(proxy, iv_current) rank_data = get_iv_rank_percentile(proxy, iv_current)
return { return {
@@ -415,6 +424,7 @@ def get_full_iv_snapshot(ticker: str) -> Dict[str, Any]:
"skew": skew, "skew": skew,
"options_flow": flow, "options_flow": flow,
"fetched_at": datetime.utcnow().isoformat(), "fetched_at": datetime.utcnow().isoformat(),
"iv_source": "live" if live_iv else ("history" if iv_current else "none"),
} }

View File

@@ -651,6 +651,19 @@ export default function Dashboard() {
return map return map
}, [positions]) }, [positions])
// Fallback map from cycle-auto-logged trades (trade_entry_prices), keyed by pattern_id
const mtmMap = useMemo(() => {
const map: Record<string, { entry_date: string; expiry_days?: number }> = {}
for (const t of ((tradeMtmData as any)?.trades ?? [])) {
const pid = t.pattern_id as string
if (!pid) continue
const entry_date = (t.entry_date as string) ?? ''
const expiry_days = (t.horizon_days as number) ?? undefined
if (!map[pid] || entry_date > map[pid].entry_date) map[pid] = { entry_date, expiry_days }
}
return map
}, [tradeMtmData])
const macroInfo = useMemo(() => { const macroInfo = useMemo(() => {
if (!macroData?.scenarios) return null if (!macroData?.scenarios) return null
const sc = macroData.scenarios const sc = macroData.scenarios
@@ -778,6 +791,7 @@ export default function Dashboard() {
return ( return (
addedMap[`trigger:${trigger}:${strategy}`] ?? addedMap[`trigger:${trigger}:${strategy}`] ??
addedMap[`ticker:${underly}:${strategy}`] ?? addedMap[`ticker:${underly}:${strategy}`] ??
mtmMap[item.patternId] ??
null null
) )
} }

View File

@@ -200,9 +200,9 @@ function WatchlistRow({ item }: { item: any }) {
<div className="w-16 shrink-0"> <div className="w-16 shrink-0">
<span className={clsx('text-sm font-bold font-mono', ivRankColor(item.iv_rank))}> <span className={clsx('text-sm font-bold font-mono', ivRankColor(item.iv_rank))}>
{item.iv_current_pct != null ? `${item.iv_current_pct}%` : '—'} {item.iv_current_pct != null ? `${item.iv_source === 'history' ? '~' : ''}${item.iv_current_pct}%` : '—'}
</span> </span>
<div className="text-[8px] text-slate-600">IV actuelle</div> <div className="text-[8px] text-slate-600">{item.iv_source === 'history' ? 'IV estimée' : 'IV actuelle'}</div>
</div> </div>
<div className="flex-1 min-w-0 space-y-1"> <div className="flex-1 min-w-0 space-y-1">
@@ -229,7 +229,7 @@ function WatchlistRow({ item }: { item: any }) {
</div> </div>
)} )}
{item.history_days > 0 && ( {item.history_days > 0 && (
<div className="text-[8px] text-slate-700">{item.history_days}j historique</div> <div className="text-[8px] text-slate-500">{item.history_days}j historique</div>
)} )}
</div> </div>
@@ -384,7 +384,7 @@ export default function OptionsLab() {
)} )}
{noData.length > 0 && ( {noData.length > 0 && (
<div> <div>
<div className="text-xs text-slate-700 uppercase tracking-wide mb-2">Sans historique ({noData.length})</div> <div className="text-xs text-slate-500 uppercase tracking-wide mb-2">Sans historique ({noData.length})</div>
<div className="space-y-1.5">{noData.map(item => <WatchlistRow key={item.ticker} item={item} />)}</div> <div className="space-y-1.5">{noData.map(item => <WatchlistRow key={item.ticker} item={item} />)}</div>
</div> </div>
)} )}