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feat: strategy builder

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OpenSquared
2026-07-27 18:58:02 +02:00
parent ce09159bfb
commit 568414ca0c
18 changed files with 1315 additions and 63 deletions
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20
backend/services/database.py
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@@ -94,7 +94,10 @@ def init_db():
spot_shock_pct REAL NOT NULL,
iv_level_shift REAL NOT NULL,
skew_tilt REAL NOT NULL,
term_shift REAL NOT NULL,
term_slope_shift REAL NOT NULL,
rate_shock_bps REAL DEFAULT 0,
dte_min INTEGER,
dte_max INTEGER,
manual_grid TEXT,
created_at TEXT DEFAULT (datetime('now'))
)""")
@@ -324,6 +327,11 @@ def init_db():
profile_json TEXT,
has_options_data INTEGER DEFAULT 0
)""",
# Strategy Builder — Greeks scenario plan Phase 1 (2026-07-27)
"ALTER TABLE strategy_scenarios RENAME COLUMN term_shift TO term_slope_shift",
"ALTER TABLE strategy_scenarios ADD COLUMN rate_shock_bps REAL DEFAULT 0",
"ALTER TABLE strategy_scenarios ADD COLUMN dte_min INTEGER",
"ALTER TABLE strategy_scenarios ADD COLUMN dte_max INTEGER",
]:
try:
c.execute(_sql)
@@ -6351,8 +6359,9 @@ def save_scenario(scenario: Dict[str, Any]) -> str:
scenario_id = scenario.get("id") or f"SCN-{uuid.uuid4().hex[:8].upper()}"
conn = get_conn()
conn.execute("""INSERT INTO strategy_scenarios (
id, symbol, label, horizon_days, spot_shock_pct, iv_level_shift, skew_tilt, term_shift, manual_grid
) VALUES (?,?,?,?,?,?,?,?,?)""", (
id, symbol, label, horizon_days, spot_shock_pct, iv_level_shift, skew_tilt, term_slope_shift,
rate_shock_bps, dte_min, dte_max, manual_grid
) VALUES (?,?,?,?,?,?,?,?,?,?,?,?)""", (
scenario_id,
scenario["symbol"],
scenario.get("label", ""),
@@ -6360,7 +6369,10 @@ def save_scenario(scenario: Dict[str, Any]) -> str:
scenario["spot_shock_pct"],
scenario["iv_level_shift"],
scenario["skew_tilt"],
scenario["term_shift"],
scenario["term_slope_shift"],
scenario.get("rate_shock_bps", 0.0),
scenario.get("dte_min"),
scenario.get("dte_max"),
json.dumps(scenario.get("manual_grid") or []),
))
conn.commit()