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feat: strategy builder

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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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5
backend/services/iv_engine.py
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@@ -404,7 +404,7 @@ def get_full_iv_snapshot(ticker: str) -> Dict[str, Any]:
Full IV snapshot for a ticker: current IV, rank/percentile, term structure, skew, flow.
Calls DB for historical rank/percentile.
"""
from services.database import get_iv_rank_percentile, save_iv_snapshot
from services.database import get_iv_rank_percentile, save_iv_snapshot, get_iv_change_1d
proxy = _resolve_ticker(ticker)
today = date.today().isoformat()
@@ -423,16 +423,19 @@ def get_full_iv_snapshot(ticker: str) -> Dict[str, Any]:
iv_current = recent[0]["iv_current"]
rank_data: Dict[str, Any] = {}
iv_change_1d = None
if iv_current:
if live_iv and date.today().weekday() < 5:
# Only persist weekday IV — weekend premium inflates IV and corrupts history
save_iv_snapshot(proxy, today, iv_current, term.get("iv_30d"), term.get("iv_60d"), term.get("iv_90d"))
rank_data = get_iv_rank_percentile(proxy, iv_current)
iv_change_1d = get_iv_change_1d(proxy, iv_current)
return {
"ticker": ticker,
"proxy": proxy,
"iv_current_pct": round(iv_current * 100, 1) if iv_current else None,
"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),