feat: strategy builder

This commit is contained in:
OpenSquared
2026-07-19 10:55:56 +02:00
parent 5d8bfa3371
commit 67952e01fa
5 changed files with 35 additions and 26 deletions

View File

@@ -1594,7 +1594,7 @@ export const usePriceStrategy = () =>
export type OptimizeConstraints = {
max_legs: number
delta_threshold: number
delta_threshold: number | null
max_loss_cap?: number | null
objective: 'net_pnl' | 'return_on_risk' | 'prob_weighted'
top_n?: number

View File

@@ -427,10 +427,11 @@ function OptimizerPanel({
</select>
</div>
<div>
<label className="text-slate-400 block mb-1">Seuil neutralité Δ</label>
<label className="text-slate-400 block mb-1">Seuil neutralité Δ (optionnel)</label>
<input
type="number" step={0.01} min={0} value={constraints.delta_threshold}
onChange={(e) => setConstraints({ ...constraints, delta_threshold: parseFloat(e.target.value) || 0 })}
type="number" step={0.01} min={0} placeholder="illimité"
value={constraints.delta_threshold ?? ''}
onChange={(e) => setConstraints({ ...constraints, delta_threshold: e.target.value === '' ? null : parseFloat(e.target.value) })}
className="w-full bg-dark-700 border border-slate-700/50 rounded px-2 py-1.5 text-slate-200"
/>
</div>