feat: strategy builder

2026-07-19 10:23:02 +02:00
parent 0cf6a68d2d
commit 5d8bfa3371
3 changed files with 68 additions and 16 deletions
--- a/backend/services/strategy_optimizer.py
+++ b/backend/services/strategy_optimizer.py
@@ -51,7 +51,10 @@ def _evaluate(
    if len(legs) > constraints["max_legs"] or len(legs) == 0:
        return None
    try:
-        priced = price_combo(legs, chain_slice, surface_now, surface_scenario, horizon_days, r, contract_size)
+        # precise=False: skips the dense near-strike refinement (see check_bounded_risk) —
+        # ranking/filtering hundreds of candidates only needs relative ordering, not the
+        # exact peak height. The single loaded candidate gets refined precision via /price.
+        priced = price_combo(legs, chain_slice, surface_now, surface_scenario, horizon_days, r, contract_size, precise=False)
    except Exception:
        return None
    if not _passes_constraints(legs, priced, constraints):