feat: strategy builder

frontend/src/hooks/useApi.ts

@@ -1677,11 +1677,14 @@ export type StrategyScenario = {
   spot_shock_pct: number
   iv_level_shift: number
   skew_tilt: number
-  term_shift: number
+  term_slope_shift: number
+  rate_shock_bps?: number
   manual_grid?: ManualGridCell[]
   rate?: number
   n_expiries?: number
   contract_size?: number
+  dte_min?: number | null
+  dte_max?: number | null
 }
 
 export type StrategyLeg = {
@@ -1693,7 +1696,14 @@ export type StrategyLeg = {
   quantity: number
 }
 
-export type Greeks = { delta: number; gamma: number; theta: number; vega: number }
+export type Greeks = {
+  delta: number; gamma: number; theta: number; vega: number; rho: number
+  vanna: number; charm: number; vomma: number; veta: number; speed: number; color: number; zomma: number
+}
+export type VannaSimulation = {
+  spot_shock_pct: number; iv_shock_pts: number
+  delta_before: number; delta_after: number; delta_change: number
+}
 export type PayoffPoint = { underlying: number; pnl: number }
 
 export type PriceCombo = {
@@ -1710,6 +1720,7 @@ export type PriceCombo = {
   greeks_scenario: Greeks
   net_delta_now: number
   net_delta_scenario: number
+  vanna_simulation: VannaSimulation | null
   at_expiry: PayoffPoint[]
   at_scenario: PayoffPoint[]
   spot: number
@@ -1722,12 +1733,30 @@ export type StrategyCandidate = {
   legs: StrategyLeg[]
   score: number
   objective: string
+  greek_match_score?: number
+  final_rank_score?: number
 } & PriceCombo
 
-export const useOptionChainSlice = (symbol: string, horizonDays: number, nExpiries = 3, enabled = true) =>
+export type GreekState = 'strong_negative' | 'negative' | 'neutral' | 'positive' | 'strong_positive' | 'free'
+export type GreekTolerance = 'etroite' | 'normale' | 'large'
+export type GreekTarget = { state: GreekState; tolerance: GreekTolerance; weight: number }
+export type GreekProfile = { delta: GreekTarget; gamma: GreekTarget; theta: GreekTarget; vega: GreekTarget; rho: GreekTarget }
+
+export const FREE_GREEK_TARGET: GreekTarget = { state: 'free', tolerance: 'normale', weight: 50 }
+export const DEFAULT_GREEK_PROFILE: GreekProfile = {
+  delta: { ...FREE_GREEK_TARGET }, gamma: { ...FREE_GREEK_TARGET }, theta: { ...FREE_GREEK_TARGET },
+  vega: { ...FREE_GREEK_TARGET }, rho: { ...FREE_GREEK_TARGET },
+}
+
+export const useOptionChainSlice = (
+  symbol: string, horizonDays: number, nExpiries = 3, enabled = true,
+  dteMin?: number | null, dteMax?: number | null,
+) =>
   useQuery<ChainSlice>({
-    queryKey: ['strategy-builder-chain', symbol, horizonDays, nExpiries],
-    queryFn: () => api.get('/strategy-builder/chain', { params: { symbol, horizon_days: horizonDays, n_expiries: nExpiries } }).then(r => r.data),
+    queryKey: ['strategy-builder-chain', symbol, horizonDays, nExpiries, dteMin, dteMax],
+    queryFn: () => api.get('/strategy-builder/chain', {
+      params: { symbol, horizon_days: horizonDays, n_expiries: nExpiries, dte_min: dteMin ?? undefined, dte_max: dteMax ?? undefined },
+    }).then(r => r.data),
     enabled: enabled && !!symbol,
     staleTime: 30_000,
     retry: 1,
@@ -1747,15 +1776,35 @@ export type OptimizeConstraints = {
   top_n?: number
 }
 
+export type OptimizeResponse = { candidates: StrategyCandidate[]; warnings: string[] }
+
 export const useOptimizeStrategy = () =>
   useMutation({
-    mutationFn: (body: { scenario: StrategyScenario; constraints: OptimizeConstraints }) =>
-      api.post<StrategyCandidate[]>('/strategy-builder/optimize', body).then(r => r.data),
+    mutationFn: (body: { scenario: StrategyScenario; constraints: OptimizeConstraints; greek_profile?: GreekProfile }) =>
+      api.post<OptimizeResponse>('/strategy-builder/optimize', body).then(r => r.data),
+  })
+
+// Mode 1 of the scenario/profile/constraints split — what Greek behavior the scenario
+// alone already implies, before the user sets any explicit target (project memory:
+// Strategy Builder Greeks plan, Phase 4).
+export type SuggestedProfile = {
+  delta: GreekState; gamma: GreekState; theta: GreekState; vega: GreekState; rho: GreekState
+  rationale: string[]
+  reading: { spot_direction: string; spot_speed: string; iv_bucket: string }
+}
+
+export const useSuggestedProfile = (scenario: StrategyScenario, enabled: boolean) =>
+  useQuery<SuggestedProfile>({
+    queryKey: ['strategy-suggested-profile', scenario.symbol, scenario.spot_shock_pct, scenario.iv_level_shift, scenario.horizon_days],
+    queryFn: () => api.post('/strategy-builder/suggested-profile', scenario).then(r => r.data),
+    enabled: enabled && !!scenario.symbol,
+    staleTime: 30_000,
   })
 
 export type SavedScenario = {
   id: string; symbol: string; label: string; horizon_days: number
-  spot_shock_pct: number; iv_level_shift: number; skew_tilt: number; term_shift: number
+  spot_shock_pct: number; iv_level_shift: number; skew_tilt: number; term_slope_shift: number
+  rate_shock_bps: number; dte_min: number | null; dte_max: number | null
   manual_grid: ManualGridCell[]; created_at: string
 }