feat: options technical agent — IV/skew/term structure validation per trade
- New options_technical_agent.py: rule engine (IVR, skew, term structure, flow)
+ GPT-4o narrative per trade; verdict OK/WARN/ALERT + fit_score
- options_trade_assessments table in DB for Journal badge persistence
- auto_cycle.py step 5.2: assess newly logged trades after log_trade_entries;
results embedded in cycle report
- suggest_patterns_from_market_context: +iv_context param + explicit IV→strategy
rules in prompt (IVR<30%→Long, 30-60%→Spread, >60%→no naked long, >80%→short)
- Pre-fetch iv_context at step 1.9 so suggestion step gets strategy rules
- reports.py: /api/reports/assessments/latest + /assessments/{run_id} endpoints
- RapportIA.tsx: "Validation Technique Options" section with per-trade IVBar,
VerdictBadge, issues list, GPT-4o analysis, optimal strategy suggestion
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
OpenSquared
@@ -4,6 +4,7 @@ import clsx from 'clsx'
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import {
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Brain, TrendingUp, TrendingDown, RefreshCw, ShieldAlert,
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GitCompare, Layers, Zap, BookOpen, Clock, ChevronRight,
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CheckCircle2, AlertTriangle, XCircle, BarChart2,
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} from 'lucide-react'
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const SCENARIO_META: Record<string, { label: string; color: string; emoji: string }> = {
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@@ -43,6 +44,37 @@ function Section({ icon, title, children }: { icon: React.ReactNode; title: stri
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)
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}
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const VERDICT_META = {
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OK: { color: 'text-emerald-400', bg: 'bg-emerald-900/10 border-emerald-700/30', icon: CheckCircle2 },
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WARN: { color: 'text-yellow-400', bg: 'bg-yellow-900/10 border-yellow-700/30', icon: AlertTriangle },
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ALERT: { color: 'text-red-400', bg: 'bg-red-900/10 border-red-700/30', icon: XCircle },
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}
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function VerdictBadge({ verdict }: { verdict: 'OK' | 'WARN' | 'ALERT' }) {
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const m = VERDICT_META[verdict] ?? VERDICT_META.WARN
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const Icon = m.icon
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return (
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<span className={clsx('inline-flex items-center gap-1 rounded px-1.5 py-0.5 text-[10px] font-bold border', m.bg, m.color)}>
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<Icon className="w-2.5 h-2.5" /> {verdict}
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</span>
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)
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}
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function IVBar({ ivRank }: { ivRank?: number | null }) {
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if (ivRank == null) return <span className="text-slate-600 text-[10px]">IVR —</span>
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const color = ivRank >= 60 ? 'bg-red-500' : ivRank >= 30 ? 'bg-yellow-500' : 'bg-emerald-500'
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return (
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<div className="flex items-center gap-1.5">
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<div className="w-16 h-1 bg-slate-700 rounded-full overflow-hidden">
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<div className={clsx('h-full rounded-full', color)} style={{ width: `${Math.min(ivRank, 100)}%` }} />
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</div>
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<span className={clsx('text-[10px] font-mono', ivRank >= 60 ? 'text-red-400' : ivRank >= 30 ? 'text-yellow-400' : 'text-emerald-400')}>
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IVR {ivRank.toFixed(0)}%
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</span>
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</div>
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)
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}
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function DeltaRow({ emoji, label, count, items, colorClass }: {
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emoji: string; label: string; count: number;
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items: any[]; colorClass: string;
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@@ -412,6 +444,123 @@ export default function RapportCycle() {
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</Section>
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)}
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{/* Options Technical Agent */}
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{report.options_technical && (report.options_technical.assessments?.length > 0 || report.options_technical.global_assessment) && (
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<Section icon={<BarChart2 className="w-4 h-4" />} title="Validation Technique Options">
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{/* Global score + summary */}
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<div className="flex items-start gap-3 mb-4">
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{report.options_technical.global_score != null && (
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<div className="shrink-0 text-center">
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<div className={clsx('text-2xl font-bold font-mono',
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report.options_technical.global_score >= 70 ? 'text-emerald-400'
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: report.options_technical.global_score >= 45 ? 'text-yellow-400'
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: 'text-red-400'
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)}>
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{report.options_technical.global_score}
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</div>
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<div className="text-[9px] text-slate-600">Score vol</div>
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</div>
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)}
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<div className="flex-1 min-w-0">
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{report.options_technical.global_assessment && (
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<p className="text-xs text-slate-300 leading-relaxed">
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{report.options_technical.global_assessment}
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</p>
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)}
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<div className="flex gap-3 mt-2 text-[10px]">
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{report.options_technical.n_ok > 0 && (
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<span className="text-emerald-400 flex items-center gap-0.5">
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<CheckCircle2 className="w-3 h-3" /> {report.options_technical.n_ok} OK
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</span>
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)}
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{report.options_technical.n_warn > 0 && (
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<span className="text-yellow-400 flex items-center gap-0.5">
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<AlertTriangle className="w-3 h-3" /> {report.options_technical.n_warn} WARN
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</span>
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)}
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{report.options_technical.n_alert > 0 && (
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<span className="text-red-400 flex items-center gap-0.5">
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<XCircle className="w-3 h-3" /> {report.options_technical.n_alert} ALERT
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</span>
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)}
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</div>
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</div>
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</div>
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{/* Per-trade assessments */}
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<div className="space-y-3">
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{(report.options_technical.assessments as any[]).map((a: any, i: number) => (
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<div key={i} className={clsx(
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'rounded border px-3 py-2.5',
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VERDICT_META[a.verdict as 'OK' | 'WARN' | 'ALERT']?.bg ?? 'border-slate-700/30 bg-dark-700/40'
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)}>
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{/* Trade header */}
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<div className="flex items-center gap-2 mb-2">
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<VerdictBadge verdict={a.verdict} />
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<span className="text-xs font-semibold text-slate-200">{a.ticker}</span>
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<span className="text-[10px] text-slate-500">{a.strategy}</span>
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<div className="ml-auto">
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<IVBar ivRank={a.iv_rank} />
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</div>
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</div>
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{/* IV data row */}
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<div className="flex gap-3 text-[10px] text-slate-500 mb-2">
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{a.skew_pct != null && (
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<span>Skew: <span className={clsx('font-mono', a.skew_pct > 5 ? 'text-orange-400' : 'text-slate-400')}>
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{a.skew_pct > 0 ? '+' : ''}{a.skew_pct.toFixed(1)}pts
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</span></span>
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)}
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{a.term_structure && (
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<span>Structure: <span className={clsx('font-mono',
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a.term_structure === 'backwardation' ? 'text-red-400'
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: a.term_structure === 'contango' ? 'text-emerald-400' : 'text-slate-400'
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)}>{a.term_structure}</span></span>
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)}
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{a.flow_bias && (
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<span>Flow: <span className="font-mono text-slate-400">{a.flow_bias}</span></span>
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)}
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<span className="ml-auto text-slate-600">Score: <span className="font-mono text-slate-400">{a.fit_score}</span></span>
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</div>
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{/* Issues + positives */}
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{((a.issues ?? []).length > 0 || (a.positives ?? []).length > 0) && (
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<div className="space-y-0.5 mb-2">
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{(a.issues as string[]).map((issue: string, j: number) => (
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<div key={j} className="flex items-start gap-1.5 text-[10px] text-orange-300">
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<span className="shrink-0 mt-0.5">⚠</span> {issue}
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</div>
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))}
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{(a.positives as string[]).map((pos: string, j: number) => (
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<div key={j} className="flex items-start gap-1.5 text-[10px] text-emerald-400">
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<span className="shrink-0 mt-0.5">✓</span> {pos}
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</div>
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))}
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</div>
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)}
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{/* GPT-4o analysis */}
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{a.analysis && (
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<p className="text-[11px] text-slate-400 leading-relaxed mb-1">{a.analysis}</p>
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)}
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{/* Optimal strategy + when to enter */}
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<div className="flex items-start gap-3 mt-1.5 pt-1.5 border-t border-slate-700/20 text-[10px]">
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{a.optimal_strategy && a.optimal_strategy !== a.strategy && (
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<span className="text-slate-500">
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Stratégie optimale: <span className="text-blue-400 font-medium">{a.optimal_strategy}</span>
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</span>
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)}
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{a.when_to_enter && (
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<span className="text-slate-600 italic">{a.when_to_enter}</span>
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)}
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</div>
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</div>
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))}
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</div>
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</Section>
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)}
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{/* Risk / portfolio monitor */}
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{report.portfolio_monitor && (
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<Section icon={<ShieldAlert className="w-4 h-4" />} title="Risque & Alertes portefeuille">
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