feat: wavelets simulation

frontend/src/lib/waveletTrade.ts

@@ -481,6 +481,8 @@ export function runOptimizationGrid(
 // lookback x wavelet combo) sequentially — deliberately not parallel, so the
 // backend isn't hammered with concurrent CPU-heavy CWT requests. The cheap part
 // (grid of trigger configs per fetched series) runs entirely in-browser.
+export type WaveletDateRange = { startDate: string; endDate?: string } | null
+
 export async function runFullOptimization(
   instruments: string[], lookbacks: number[], wavelets: string[], period: string, levels: number,
   bandsToTest: number[], kindsToTest: WaveletTriggerKind[], modesToTest: WaveletPositionMode[],
@@ -489,6 +491,7 @@ export async function runFullOptimization(
   onBatchResults: (results: WaveletOptimizationResult[]) => void,
   method: 'cwt' | 'ssq' = 'cwt',
   filterBandIndex: number | null = null,
+  dateRange: WaveletDateRange = null,
 ): Promise<void> {
   const combos: { symbol: string; lookback: number; wavelet: string }[] = []
   for (const symbol of instruments) {
@@ -504,7 +507,10 @@ export async function runFullOptimization(
     onProgress(i, combos.length, `${symbol} @ ${lookback}j (${wavelet})`, failures)
     try {
       const { data: rolling } = await api.get('/wavelet/rolling', {
-        params: { symbol, period, levels, wavelet, lookback, step: 1, method },
+        params: {
+          symbol, levels, wavelet, lookback, step: 1, method,
+          ...(dateRange ? { start_date: dateRange.startDate, end_date: dateRange.endDate } : { period }),
+        },
       })
       onBatchResults(runOptimizationGrid(symbol, lookback, wavelet, rolling, bandsToTest, kindsToTest, modesToTest, exitVariants, filterBandIndex))
     } catch (error) {

frontend/src/pages/WaveletsSimulation.tsx

@@ -4,7 +4,7 @@ import { Waves, Play, Save, Trash2, X } from 'lucide-react'
 import clsx from 'clsx'
 import { api } from '../hooks/useApi'
 import {
-  WaveletTriggerKind, WaveletPositionMode, WaveletExitVariant, WaveletOptimizationResult,
+  WaveletTriggerKind, WaveletPositionMode, WaveletExitVariant, WaveletOptimizationResult, WaveletDateRange,
   WAVELET_TRIGGER_KINDS, runFullOptimization, formatBandIndex,
 } from '../lib/waveletTrade'
 
@@ -57,6 +57,9 @@ export default function WaveletsSimulation() {
   // ── Form state ──────────────────────────────────────────────────────────────
   const [selectedInstruments, setSelectedInstruments] = useState<Set<string>>(new Set())
   const [period, setPeriod] = useState('2y')
+  const [useCustomRange, setUseCustomRange] = useState(false)
+  const [customStart, setCustomStart] = useState('2013-01-01')
+  const [customEnd, setCustomEnd] = useState('2019-12-31')
   const [levels, setLevels] = useState(4)
   const [lookbacks, setLookbacks] = useState<number[]>([90, 130])
   const [wavelets, setWavelets] = useState<Set<string>>(new Set(['gmw']))
@@ -94,17 +97,21 @@ export default function WaveletsSimulation() {
 
   const runOptimization = async () => {
     if (selectedInstruments.size === 0 || lookbacks.length === 0 || wavelets.size === 0 || kinds.size === 0) return
+    if (useCustomRange && !customStart) return
     setRunning(true)
     setFailures([])
     setResults([])
     setExpandedRow(null)
 
+    const dateRange: WaveletDateRange = useCustomRange ? { startDate: customStart, endDate: customEnd || undefined } : null
+
     // Create the persisted run up-front so results can be appended incrementally —
     // a run spanning many combos shouldn't lose progress to a refresh/interruption.
     const form = {
       instruments: [...selectedInstruments], period, levels, wavelets: [...wavelets],
       lookbacks, bands: [...bands], kinds: [...kinds], modes: [...modes],
       takeProfits, stopLosses, method, filterBand,
+      customRange: dateRange,
     }
     const created = await api.post('/wavelet/simulations', { name: simName, form, results: [] }).then(r => r.data)
     setActiveSimId(created.id)
@@ -126,6 +133,7 @@ export default function WaveletsSimulation() {
       },
       method,
       filterBand,
+      dateRange,
     )
     setRunning(false)
     qc.invalidateQueries({ queryKey: ['wavelet-simulations'] })
@@ -212,11 +220,26 @@ export default function WaveletsSimulation() {
 
             <div className="grid grid-cols-4 gap-4 text-xs">
               <div>
-                <div className="text-slate-500 mb-1">Période</div>
-                <select value={period} onChange={e => setPeriod(e.target.value)}
-                  className="bg-dark-900 border border-slate-700/40 rounded px-2 py-1 text-white w-full">
-                  {['6mo', '1y', '2y', '5y'].map(p => <option key={p} value={p}>{p}</option>)}
-                </select>
+                <div className="flex items-center justify-between mb-1">
+                  <span className="text-slate-500">Période</span>
+                  <label className="flex items-center gap-1 cursor-pointer text-slate-500">
+                    <input type="checkbox" checked={useCustomRange} onChange={e => setUseCustomRange(e.target.checked)} /> Personnalisée
+                  </label>
+                </div>
+                {useCustomRange ? (
+                  <div className="flex items-center gap-1">
+                    <input type="date" value={customStart} onChange={e => setCustomStart(e.target.value)}
+                      className="bg-dark-900 border border-slate-700/40 rounded px-1.5 py-1 text-white w-full" />
+                    <span className="text-slate-600">→</span>
+                    <input type="date" value={customEnd} onChange={e => setCustomEnd(e.target.value)}
+                      className="bg-dark-900 border border-slate-700/40 rounded px-1.5 py-1 text-white w-full" />
+                  </div>
+                ) : (
+                  <select value={period} onChange={e => setPeriod(e.target.value)}
+                    className="bg-dark-900 border border-slate-700/40 rounded px-2 py-1 text-white w-full">
+                    {['6mo', '1y', '2y', '5y'].map(p => <option key={p} value={p}>{p}</option>)}
+                  </select>
+                )}
               </div>
               <div>
                 <div className="text-slate-500 mb-1">Niveaux</div>
@@ -316,7 +339,7 @@ export default function WaveletsSimulation() {
               </div>
             </div>
 
-            <button onClick={runOptimization} disabled={running || selectedInstruments.size === 0}
+            <button onClick={runOptimization} disabled={running || selectedInstruments.size === 0 || (useCustomRange && !customStart)}
               className="flex items-center gap-1.5 px-4 py-2 rounded bg-blue-600 hover:bg-blue-500 text-white text-sm font-medium disabled:opacity-40 transition-colors">
               <Play className="w-4 h-4" /> {running ? 'Optimisation en cours…' : "Lancer l'optimisation"}
             </button>