feat: strategy builder

backend/services/option_chain.py

@@ -48,7 +48,18 @@ def get_chain_slice(
             " — ajoutez-le à la watchlist (Config → Saxo) et attendez le prochain cycle de snapshot (~5 min)."
         )
 
-    spot = next((r["spot"] for r in flat_rows if r.get("spot") is not None), None)
+    # Every accumulated row carries its OWN spot proxy (MidStrikePrice at the moment THAT
+    # contract's price last changed — see saxo_client.snapshot_options_chain). Rows here
+    # can span many expiries/strikes with very different last-changed times (dedup skips
+    # inserting when a contract's price is unchanged, so a quiet far-dated contract can
+    # sit on a stale row for days) — picking an arbitrary one is picking an arbitrary
+    # moment, not "the spot for this chain." Sort by created_at first so the freshest
+    # available proxy wins, deterministically.
+    spot_rows = sorted(
+        (r for r in flat_rows if r.get("spot") is not None and r.get("created_at")),
+        key=lambda r: r["created_at"], reverse=True,
+    )
+    spot = spot_rows[0]["spot"] if spot_rows else next((r["spot"] for r in flat_rows if r.get("spot") is not None), None)
     snapshot_as_of = max((r["created_at"] for r in flat_rows if r.get("created_at")), default=None)
     reference_date = datetime.strptime(as_of[:10], "%Y-%m-%d").date() if as_of else date.today()