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feat: strategy builder

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This commit is contained in:
OpenSquared
2026-07-21 10:18:15 +02:00
parent 52890f4d1d
commit 6c22b3f552
11 changed files with 129 additions and 16 deletions
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4
backend/routers/options_vol.py
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@@ -69,7 +69,7 @@ def get_iv_watchlist():
Returns a summary list sorted by IV Rank descending.
"""
from services.iv_engine import get_atm_iv, _resolve_ticker
from services.database import get_iv_rank_percentile, save_iv_snapshot, get_iv_history, get_watchlist_tickers
from services.database import get_iv_rank_percentile, save_iv_snapshot, get_iv_history, get_watchlist_tickers, get_iv_change_1d
from datetime import date
results = []
@@ -97,10 +97,12 @@ def get_iv_watchlist():
if live_iv:
save_iv_snapshot(proxy, today, iv)
rank_data = get_iv_rank_percentile(proxy, iv)
iv_change_1d = get_iv_change_1d(proxy, iv)
item = {
"ticker": ticker,
"iv_current_pct": round(iv * 100, 1),
"iv_change_1d_pct": round(iv_change_1d * 100, 1) if iv_change_1d is not None else None,
"iv_rank": rank_data.get("iv_rank"),
"iv_percentile": rank_data.get("iv_percentile"),
"history_days": rank_data.get("history_days", 0),