feat: strategy builder

backend/services/option_chain.py

@@ -10,13 +10,22 @@ from datetime import date, datetime
 from typing import Any, Dict, List, Optional
 
 
-def get_chain_slice(symbol: str, target_days: int = 8, n_expiries: int = 3) -> Dict[str, Any]:
+def get_chain_slice(
+    symbol: str, target_days: int = 8, n_expiries: int = 3,
+    dte_min: Optional[int] = None, dte_max: Optional[int] = None,
+) -> Dict[str, Any]:
     """
     Builds a chain slice from the latest accumulated Saxo snapshot rows for `symbol`
     (services/database.get_latest_saxo_snapshot_rows). Returns the `n_expiries`
     expirations closest to target_days, each with calls/puts rows shaped
     {strike, bid, ask, mid, last, iv, open_interest, volume} — same shape regardless
     of source, so vol_surface.py/strategy_engine.py need no changes.
+
+    `dte_min`/`dte_max`, when given, restrict the candidate expiries to that DTE window
+    before picking the `n_expiries` closest to target_days — lets a caller evaluate a
+    scenario at a short horizon (e.g. target_days=8) while still building legs from
+    longer-dated options (e.g. dte_min=20, dte_max=60), which target_days alone can't
+    express since it drives both the evaluation date and (until now) the expiry pick.
     """
     from services.database import get_latest_saxo_snapshot_rows
 
@@ -39,7 +48,18 @@ def get_chain_slice(symbol: str, target_days: int = 8, n_expiries: int = 3) -> D
     def _days_to(expiry_date: str) -> int:
         return (datetime.strptime(expiry_date[:10], "%Y-%m-%d").date() - today).days
 
-    selected = sorted(by_expiry.keys(), key=lambda e: abs(_days_to(e) - target_days))[:max(1, n_expiries)]
+    candidates = list(by_expiry.keys())
+    if dte_min is not None or dte_max is not None:
+        lo = dte_min if dte_min is not None else 0
+        hi = dte_max if dte_max is not None else 10 ** 6
+        candidates = [e for e in candidates if lo <= _days_to(e) <= hi]
+        if not candidates:
+            raise ValueError(
+                f"Aucune échéance Saxo entre {dte_min}j et {dte_max}j pour '{symbol}' "
+                f"— élargissez la fenêtre DTE ou laissez-la vide."
+            )
+
+    selected = sorted(candidates, key=lambda e: abs(_days_to(e) - target_days))[:max(1, n_expiries)]
 
     def _row_shape(r: Dict[str, Any]) -> Dict[str, Any]:
         bid = r.get("bid") or 0.0