feat: instrument model

backend/services/instrument_models.py

@@ -1077,6 +1077,28 @@ def simulate_timeline(
     structural_pips = round(float(vals_struct.get(output_id, 0.0)), 1)
     fundamental_level_base = round(price_intercept + structural_pips * pip_to_price, 6)
 
+    # Auto-anchor : caler le niveau fondamental sur le prix réel au début de la fenêtre.
+    # start_offset = prix_réel_début - niveau_fondamental_machine
+    # → synthetic_price(t) = prix_réel_début + event_pips(t) * pip_to_price
+    start_offset = 0.0
+    try:
+        ph_row = conn.execute(
+            """SELECT close FROM price_history_cache
+               WHERE instrument=? AND date>=? ORDER BY date ASC LIMIT 1""",
+            (inst_upper, str(date_from))
+        ).fetchone()
+        if ph_row is None:
+            # Weekends/jours fériés : on remonte jusqu'à 7 jours avant
+            ph_row = conn.execute(
+                """SELECT close FROM price_history_cache
+                   WHERE instrument=? AND date>=? ORDER BY date ASC LIMIT 1""",
+                (inst_upper, str(date_from - timedelta(days=7)))
+            ).fetchone()
+        if ph_row:
+            start_offset = round(float(ph_row["close"]) - fundamental_level_base, 6)
+    except Exception:
+        pass
+
     timeline = []
     cur = date_from
     while cur <= today:
@@ -1111,8 +1133,8 @@ def simulate_timeline(
             "net_pips":          net,
             "structural_pips":   structural_pips,
             "event_pips":        round(net - structural_pips, 1),
-            "fundamental_level": fundamental_level_base,
-            "synthetic_price":   round(price_intercept + net * pip_to_price, 6),
+            "fundamental_level": round(fundamental_level_base + start_offset, 6),
+            "synthetic_price":   round(price_intercept + start_offset + net * pip_to_price, 6),
             "regime":            regime_label,
             "nodes":             {k: round(float(v), 1) for k, v in vals.items()},
         })