feat: option lab

backend/services/pricing_check.py

@@ -77,9 +77,21 @@ def analyze_option_pricing(ticker: str, date_a: str, date_b: str, target_dte: Op
     expiry = chain_a["expiries"][0]
     expiry_date = expiry["expiry_date"]
     spot_a = chain_a["spot"]
-    strikes_a = sorted({row["strike"] for row in expiry["calls"]} | {row["strike"] for row in expiry["puts"]})
-    if not strikes_a or spot_a is None:
-        return {"available": False, "reason": "Aucun strike/spot exploitable dans le chain à cette date."}
+    if spot_a is None:
+        return {"available": False, "reason": "Spot manquant dans l'historique Saxo à la date de départ."}
+
+    # Many rows in the accumulated history are spot-tracking placeholders with no real
+    # bid/ask (Saxo doesn't actively quote every strike) — only strikes with an actual
+    # tradeable mid (call OR put) are candidates for the hindsight pick below, otherwise
+    # the "closest to the outcome" strike could be one that was never really quoted at all.
+    strikes_a = sorted({
+        row["strike"] for row in (expiry["calls"] + expiry["puts"]) if row.get("mid", 0) > 0
+    })
+    if not strikes_a:
+        return {
+            "available": False,
+            "reason": f"Aucun strike avec une cotation réelle (bid/ask) dans l'historique Saxo au {date_a} pour l'échéance {expiry_date} — essayez un autre DTE cible ou une autre date.",
+        }
 
     rows_b = get_snapshot_rows_asof(saxo_symbol, date_b)
     if not rows_b: