feat: strategy builder

backend/services/scenario_path.py

@@ -0,0 +1,31 @@
+"""
+Time-path scenario support: lets a scenario describe an evolving trajectory (bell, range/
+oscillation, exponential, step, custom points...) for spot shock / IV level / skew tilt /
+term slope across the days between entry and the scenario horizon, instead of only a single
+point-in-time shock. The frontend is responsible for turning a shape+params choice into a
+plain list of {day, value} anchor points (services/lib/scenarioPath.ts) — this module only
+interpolates whatever anchor points it's given, so it has no notion of "bell" or
+"oscillation" itself and stays reusable across spot/IV/skew/term alike.
+
+A path is optional everywhere it's accepted: when None/empty, every call site here falls
+back to the scalar shock value it already had (unchanged behavior from before paths existed).
+"""
+from typing import Any, Dict, List, Optional
+
+
+def interpolate_path(path: Optional[List[Dict[str, Any]]], day: float, default: float) -> float:
+    """Linear interpolation between anchor points {day, value}, clamped flat beyond the
+    first/last anchor. Falls back to `default` when no path is given at all."""
+    if not path:
+        return default
+    pts = sorted(path, key=lambda p: p["day"])
+    if day <= pts[0]["day"]:
+        return pts[0]["value"]
+    if day >= pts[-1]["day"]:
+        return pts[-1]["value"]
+    for p0, p1 in zip(pts, pts[1:]):
+        if p0["day"] <= day <= p1["day"]:
+            span = p1["day"] - p0["day"]
+            w = (day - p0["day"]) / span if span > 1e-9 else 0.0
+            return p0["value"] + (p1["value"] - p0["value"]) * w
+    return pts[-1]["value"]