feat: strategy builder

backend/routers/backtest.py

@@ -56,7 +56,10 @@ def _settle_leg(leg: BacktestLeg, strike: float, days_to_expiry: int, near_days:
     """Value one leg at the near expiry: intrinsic if it expires there too (the common
     case), else a fresh Black-Scholes price for its remaining time (a 'far' leg — closed
     alongside the near leg rather than held to its own later expiry, the standard way
-    calendar/diagonal-style structures are actually managed)."""
+    calendar/diagonal-style structures are actually managed). A 'stock' leg (Covered
+    Call/Protective Put/Collar's underlying position) is worth exactly the spot, always."""
+    if leg.option_type == "stock":
+        return S_settle
     remaining_days = days_to_expiry - near_days
     if remaining_days <= 0:
         if leg.option_type == "call":
@@ -70,7 +73,7 @@ def _settle_leg(leg: BacktestLeg, strike: float, days_to_expiry: int, near_days:
 def run_backtest(req: BacktestRequest):
     try:
         for leg in req.legs:
-            if leg.option_type not in ("call", "put") or leg.position not in ("long", "short"):
+            if leg.option_type not in ("call", "put", "stock") or leg.position not in ("long", "short"):
                 return {"error": f"Jambe invalide: {leg}"}
 
         ticker = yf.Ticker(req.symbol)
@@ -103,7 +106,7 @@ def run_backtest(req: BacktestRequest):
             leg_days = [req.expiry_days if leg.expiry != "far" else req.far_expiry_days for leg in req.legs]
 
             entry_premiums = [
-                float(black_scholes(S, k, d / 365, r, sigma, leg.option_type)["price"])
+                S if leg.option_type == "stock" else float(black_scholes(S, k, d / 365, r, sigma, leg.option_type)["price"])
                 for leg, k, d in zip(req.legs, leg_strikes, leg_days)
             ]
 

backend/routers/strategy_builder.py

@@ -146,6 +146,38 @@ def chain(
         raise HTTPException(status_code=404, detail=str(e))
 
 
+@router.get("/presets")
+def presets(
+    symbol: str = Query(...),
+    horizon_days: int = Query(8),
+    dte_min: Optional[int] = Query(None),
+    dte_max: Optional[int] = Query(None),
+):
+    """The full strategy catalog (services.backtest_strategies.STRATEGIES) built from the
+    REAL current chain instead of Backtest's synthetic grid — so a preset click here seeds
+    the leg editor with actually-quoted strikes/expiries, ready to price or replay as-is.
+    n_expiries=5 (vs. Strategy Builder's own default of 3) so calendar/diagonal presets,
+    which need two distinct expiries, reliably have a second one to draw from."""
+    from services.backtest_strategies import STRATEGIES, build_legs
+    try:
+        chain_slice = get_chain_slice(symbol, horizon_days, 5, dte_min=dte_min, dte_max=dte_max)
+    except ValueError as e:
+        raise HTTPException(status_code=404, detail=str(e))
+
+    expiries = chain_slice["expiries"]
+    if not expiries:
+        raise HTTPException(status_code=404, detail=f"Aucune échéance exploitable pour '{symbol}'.")
+    near, far = expiries[0], expiries[1] if len(expiries) > 1 else None
+
+    out = []
+    for key, label, n_legs in STRATEGIES:
+        legs = build_legs(key, chain_slice["spot"], 0.05, near, far)
+        if not legs:
+            continue  # e.g. calendar/diagonal with only one real expiry available right now
+        out.append({"key": key, "label": label, "n_legs": n_legs, "legs": legs})
+    return out
+
+
 @router.post("/price")
 def price(req: PriceRequest):
     if not req.legs:

backend/services/backtest_strategies.py

@@ -47,9 +47,20 @@ STRATEGIES: List[Tuple[str, str, int]] = [
     ("put_condor", "Put Condor", 4),
     ("iron_condor", "Iron Condor", 4),
     ("iron_butterfly", "Iron Butterfly", 4),
+    ("broken_wing_butterfly", "Broken Wing Butterfly", 3),
+    ("ratio_backspread", "Ratio Backspread", 2),
+    ("jade_lizard", "Jade Lizard", 3),
+    ("risk_reversal", "Risk Reversal", 2),
+    ("box_spread", "Box Spread", 4),
+    ("covered_call", "Covered Call (Buy-Write)", 2),
+    ("protective_put", "Protective Put", 2),
+    ("collar", "Collar (tunnel)", 3),
 ]
 
-_TEMPLATE_STRATEGY_KEYS = {s[0] for s in STRATEGIES[6:]}  # everything past the 6 direct ones
+# Everything past the 6 direct (single/vertical) strategies is built from a strike LIST
+# rather than a plain spot*(1+/-pct) formula.
+_TEMPLATE_STRATEGY_KEYS = {s[0] for s in STRATEGIES[6:]}
+_STOCK_LEG_STRATEGY_KEYS = {"covered_call", "protective_put", "collar"}
 
 _GRID_STEP_PCT = 0.02
 _GRID_HALF_WIDTH = 25  # strikes from -50% to +50% of spot in 2% steps — enough room for
@@ -86,6 +97,119 @@ def _first_by_name(candidates: List[Tuple[str, List[Leg]]], name: str) -> Option
     return next((legs for n, legs in candidates if n == name), None)
 
 
+def _stock_leg(expiry: Dict[str, Any], spot: float, position: str, quantity: int = 1) -> Leg:
+    """A position in the underlying itself (Covered Call/Protective Put/Collar), not an
+    option — see services.strategy_engine's option_type=="stock" handling. strike/expiry
+    are placeholders never read for pricing: strike=spot is harmless in check_bounded_risk's
+    strike-range hint, and days_to_expiry is set far out so this leg never wins a
+    min(l["days_to_expiry"] for l in legs) used elsewhere to pick the position's eval date."""
+    return {
+        "expiry_date": expiry["expiry_date"], "days_to_expiry": 36_500,
+        "strike": round(spot, 4), "option_type": "stock", "position": position, "quantity": quantity,
+    }
+
+
+def broken_wing_butterfly(expiry: Dict[str, Any], spot: float) -> List[Leg]:
+    """Like a call butterfly but the far wing is pulled wider than the near one — the
+    resulting asymmetry removes risk on one side entirely (funded by the wider wing's
+    lower cost) at the expense of a small max loss on the other."""
+    calls = tmpl.call_strikes(expiry)
+    if not calls:
+        return []
+    atm = _atm_index(calls, spot)
+    near_k, mid_k, far_k = _at(calls, atm + 1), _at(calls, atm + 3), _at(calls, atm + 8)
+    if None in (near_k, mid_k, far_k):
+        return []
+    return [_leg(expiry, near_k, "call", "long"), _leg(expiry, mid_k, "call", "short", 2), _leg(expiry, far_k, "call", "long")]
+
+
+def ratio_backspread(expiry: Dict[str, Any], spot: float) -> List[Leg]:
+    """Opposite of strategy_templates.ratio_spread: sell the near strike, buy 2x the
+    farther one — net long gamma/vega, unlimited gain if the underlying makes a big move
+    past the long strikes, bounded loss in the flat middle zone."""
+    calls = tmpl.call_strikes(expiry)
+    if not calls:
+        return []
+    atm = _atm_index(calls, spot)
+    near_k, far_k = _at(calls, atm + 1), _at(calls, atm + 4)
+    if None in (near_k, far_k):
+        return []
+    return [_leg(expiry, near_k, "call", "short"), _leg(expiry, far_k, "call", "long", 2)]
+
+
+def jade_lizard(expiry: Dict[str, Any], spot: float) -> List[Leg]:
+    """Short put + short call spread, sized so the call side's width is fully covered by
+    the combined credit — no upside risk by construction, only downside (below the short
+    put) and a capped zone in between."""
+    puts, calls = tmpl.put_strikes(expiry), tmpl.call_strikes(expiry)
+    if not puts or not calls:
+        return []
+    put_k = _at(puts, _atm_index(puts, spot) - 2)
+    call_k, far_call_k = _at(calls, _atm_index(calls, spot) + 1), _at(calls, _atm_index(calls, spot) + 3)
+    if None in (put_k, call_k, far_call_k):
+        return []
+    return [_leg(expiry, put_k, "put", "short"), _leg(expiry, call_k, "call", "short"), _leg(expiry, far_call_k, "call", "long")]
+
+
+def risk_reversal(expiry: Dict[str, Any], spot: float) -> List[Leg]:
+    """Sell an OTM put, buy an OTM call — a low-cost (often near-zero) directional bet,
+    funded by giving up protection below the short put strike."""
+    puts, calls = tmpl.put_strikes(expiry), tmpl.call_strikes(expiry)
+    if not puts or not calls:
+        return []
+    put_k = _at(puts, _atm_index(puts, spot) - 2)
+    call_k = _at(calls, _atm_index(calls, spot) + 2)
+    if None in (put_k, call_k):
+        return []
+    return [_leg(expiry, put_k, "put", "short"), _leg(expiry, call_k, "call", "long")]
+
+
+def box_spread(expiry: Dict[str, Any], spot: float) -> List[Leg]:
+    """Synthetic long (long call + short put) at K1 combined with a synthetic short at
+    K2 — a pure financing structure (locks in the strike-width discounted at the risk-free
+    rate) whose payoff is independent of the underlying, not a market bet."""
+    puts, calls = tmpl.put_strikes(expiry), tmpl.call_strikes(expiry)
+    common = sorted(set(puts) & set(calls))
+    if len(common) < 2:
+        return []
+    atm = _atm_index(common, spot)
+    k1 = _at(common, atm)
+    k2 = _at(common, min(atm + 3, len(common) - 1))
+    if k1 is None or k2 is None or k1 == k2:
+        return []
+    return [
+        _leg(expiry, k1, "call", "long"), _leg(expiry, k2, "call", "short"),
+        _leg(expiry, k2, "put", "long"), _leg(expiry, k1, "put", "short"),
+    ]
+
+
+def covered_call(expiry: Dict[str, Any], spot: float) -> List[Leg]:
+    calls = tmpl.call_strikes(expiry)
+    call_k = _at(calls, _atm_index(calls, spot) + 2) if calls else None
+    if call_k is None:
+        return []
+    return [_stock_leg(expiry, spot, "long"), _leg(expiry, call_k, "call", "short")]
+
+
+def protective_put(expiry: Dict[str, Any], spot: float) -> List[Leg]:
+    puts = tmpl.put_strikes(expiry)
+    put_k = _at(puts, _atm_index(puts, spot) - 3) if puts else None
+    if put_k is None:
+        return []
+    return [_stock_leg(expiry, spot, "long"), _leg(expiry, put_k, "put", "long")]
+
+
+def collar(expiry: Dict[str, Any], spot: float) -> List[Leg]:
+    puts, calls = tmpl.put_strikes(expiry), tmpl.call_strikes(expiry)
+    if not puts or not calls:
+        return []
+    put_k = _at(puts, _atm_index(puts, spot) - 3)
+    call_k = _at(calls, _atm_index(calls, spot) + 3)
+    if None in (put_k, call_k):
+        return []
+    return [_stock_leg(expiry, spot, "long"), _leg(expiry, put_k, "put", "long"), _leg(expiry, call_k, "call", "short")]
+
+
 def _vertical(expiry: Dict[str, Any], spot: float, offset_pct: float, option_type: str, buy_near: bool) -> List[Leg]:
     """2-leg vertical, same expiry/type: one leg at spot*(1+/-offset_pct), the other at
     3x that offset. buy_near=True -> debit spread (long the closer strike, short the
@@ -144,6 +268,22 @@ def build_legs(
         if far_expiry is None:
             return []
         return _first_by_name(list(tmpl.diagonal_spread(near_expiry, far_expiry, spot)), "Diagonal Spread") or []
+    if strategy_key == "broken_wing_butterfly":
+        return broken_wing_butterfly(near_expiry, spot)
+    if strategy_key == "ratio_backspread":
+        return ratio_backspread(near_expiry, spot)
+    if strategy_key == "jade_lizard":
+        return jade_lizard(near_expiry, spot)
+    if strategy_key == "risk_reversal":
+        return risk_reversal(near_expiry, spot)
+    if strategy_key == "box_spread":
+        return box_spread(near_expiry, spot)
+    if strategy_key == "covered_call":
+        return covered_call(near_expiry, spot)
+    if strategy_key == "protective_put":
+        return protective_put(near_expiry, spot)
+    if strategy_key == "collar":
+        return collar(near_expiry, spot)
     return []
 
 
@@ -165,7 +305,9 @@ def default_legs_pct(strategy_key: str, strike_offset_pct: float = 0.05) -> List
         {
             "option_type": leg["option_type"], "position": leg["position"], "quantity": leg["quantity"],
             "strike_pct": round(leg["strike"] / _NOMINAL_SPOT, 4),
-            "expiry": "near" if leg["days_to_expiry"] == _NOMINAL_NEAR_DAYS else "far",
+            # A stock leg's placeholder days_to_expiry (36500, "never expires") would
+            # otherwise misclassify it as "far" here — it's always effectively "near".
+            "expiry": "near" if leg["option_type"] == "stock" or leg["days_to_expiry"] == _NOMINAL_NEAR_DAYS else "far",
         }
         for leg in legs
     ]

backend/services/strategy_engine.py

@@ -56,7 +56,14 @@ def _quote_spread_pct(quote: Optional[Dict[str, Any]]) -> float:
 
 
 def entry_price(leg: Dict[str, Any], chain_slice: Dict[str, Any], surface_now: Surface, r: float) -> Dict[str, float]:
-    """Real execution price (crossing the spread) + theoretical mid, for one leg today."""
+    """Real execution price (crossing the spread) + theoretical mid, for one leg today.
+    A "stock" leg (Covered Call/Protective Put/Collar's underlying position, not an
+    option) has no strike/vol at all — its price IS the spot, no spread modeled (the
+    underlying's own spread is typically far tighter than any option on it, and this
+    tool doesn't have a live quote for it the way find_quote does for options)."""
+    if leg["option_type"] == "stock":
+        S = chain_slice["spot"]
+        return {"exec_price": S, "mid": S, "spread_pct": 0.0}
     quote = find_quote(chain_slice, leg["expiry_date"], leg["strike"], leg["option_type"])
     T = max(leg["days_to_expiry"], 0.001) / 365
     sigma = surface_now.iv_at(leg["strike"], leg["days_to_expiry"])
@@ -87,14 +94,17 @@ def value_at(
     computed and discarded on every one of those calls."""
     total = 0.0
     for leg in legs:
-        remaining = leg["days_to_expiry"] - eval_days_from_now
         qty = leg.get("quantity", 1)
         sign = _sign(leg)
-        if remaining <= 0:
-            price = _intrinsic(S, leg["strike"], leg["option_type"])
+        if leg["option_type"] == "stock":
+            price = S  # a share/lot of the underlying is worth exactly the spot, always
         else:
-            sigma = surface.iv_at(leg["strike"], remaining)
-            price = black_scholes(S, leg["strike"], remaining / 365, r, sigma, leg["option_type"], include_second_order=False)["price"]
+            remaining = leg["days_to_expiry"] - eval_days_from_now
+            if remaining <= 0:
+                price = _intrinsic(S, leg["strike"], leg["option_type"])
+            else:
+                sigma = surface.iv_at(leg["strike"], remaining)
+                price = black_scholes(S, leg["strike"], remaining / 365, r, sigma, leg["option_type"], include_second_order=False)["price"]
         total += sign * price * qty * contract_size
     return total
 
@@ -105,9 +115,14 @@ def greeks_at(legs: List[Dict[str, Any]], S: float, eval_days_from_now: float, s
         "vanna": 0.0, "charm": 0.0, "vomma": 0.0, "veta": 0.0, "speed": 0.0, "color": 0.0, "zomma": 0.0,
     }
     for leg in legs:
-        remaining = max(leg["days_to_expiry"] - eval_days_from_now, 0.001)
         qty = leg.get("quantity", 1)
         sign = _sign(leg)
+        if leg["option_type"] == "stock":
+            # d(spot)/d(spot) = 1, and every other Greek (gamma, theta, vega, rho, the
+            # second-order ones) is exactly zero for a position in the underlying itself.
+            net["delta"] += sign * qty
+            continue
+        remaining = max(leg["days_to_expiry"] - eval_days_from_now, 0.001)
         sigma = surface.iv_at(leg["strike"], remaining)
         g = black_scholes(S, leg["strike"], remaining / 365, r, sigma, leg["option_type"])
         for k in net:
@@ -169,14 +184,17 @@ def price_combo(
     scenario_mid = 0.0
     scenario_exec = 0.0
     for leg in legs:
-        remaining = max(leg["days_to_expiry"] - horizon_days, 0.001)
         qty = leg.get("quantity", 1)
         sign = _sign(leg)
-        sigma = surface_scenario.iv_at(leg["strike"], remaining)
-        theo = black_scholes(spot_scenario, leg["strike"], remaining / 365, r, sigma, leg["option_type"])["price"]
-        quote = find_quote(chain_slice, leg["expiry_date"], leg["strike"], leg["option_type"])
-        spread_pct = _quote_spread_pct(quote)
-        exec_price = theo * (1 - spread_pct / 2) if leg.get("position", "long") == "long" else theo * (1 + spread_pct / 2)
+        if leg["option_type"] == "stock":
+            theo = exec_price = spot_scenario  # no spread modeled for the underlying itself
+        else:
+            remaining = max(leg["days_to_expiry"] - horizon_days, 0.001)
+            sigma = surface_scenario.iv_at(leg["strike"], remaining)
+            theo = black_scholes(spot_scenario, leg["strike"], remaining / 365, r, sigma, leg["option_type"])["price"]
+            quote = find_quote(chain_slice, leg["expiry_date"], leg["strike"], leg["option_type"])
+            spread_pct = _quote_spread_pct(quote)
+            exec_price = theo * (1 - spread_pct / 2) if leg.get("position", "long") == "long" else theo * (1 + spread_pct / 2)
         scenario_mid += sign * theo * qty * contract_size
         scenario_exec += sign * exec_price * qty * contract_size
 

backend/services/strategy_replay.py

@@ -36,7 +36,11 @@ def replay_position(
     saxo_symbol = get_saxo_option_symbol_for_ticker(symbol) or symbol.upper()
 
     signed_qty = [(1 if leg["position"] == "long" else -1) * leg.get("quantity", 1) for leg in legs]
-    avg_days = sum(leg.get("days_to_expiry", 30) for leg in legs) / len(legs)
+    # A "stock" leg's placeholder days_to_expiry (~effectively infinite, see
+    # backtest_strategies._stock_leg) would otherwise skew this — it's not a real option
+    # expiry and never should influence which expiries the chain fetch favors.
+    option_legs = [leg for leg in legs if leg["option_type"] != "stock"]
+    avg_days = sum(leg.get("days_to_expiry", 30) for leg in option_legs) / len(option_legs) if option_legs else 30
 
     points: List[Dict[str, Any]] = []
     entry_value = None
@@ -55,6 +59,12 @@ def replay_position(
         value = 0.0  # dollar value of the whole position, contract_size already applied
         complete = True
         for leg, sq in zip(legs, signed_qty):
+            if leg["option_type"] == "stock":
+                if chain.get("spot") is None:
+                    complete = False
+                    break
+                value += sq * chain["spot"] * contract_size
+                continue
             q = find_quote(chain, leg["expiry_date"], leg["strike"], leg["option_type"])
             if not q or q["mid"] <= 0:
                 complete = False

frontend/src/hooks/useApi.ts

@@ -265,7 +265,7 @@ export const useBacktestSymbols = () =>
     staleTime: 60_000,
   })
 
-export type BacktestLegPreset = { option_type: 'call' | 'put'; position: 'long' | 'short'; quantity: number; strike_pct: number; expiry: 'near' | 'far' }
+export type BacktestLegPreset = { option_type: 'call' | 'put' | 'stock'; position: 'long' | 'short'; quantity: number; strike_pct: number; expiry: 'near' | 'far' }
 export type BacktestStrategyInfo = { key: string; label: string; n_legs: number; default_legs: BacktestLegPreset[] }
 export const useBacktestStrategies = () =>
   useQuery<BacktestStrategyInfo[]>({
@@ -1763,7 +1763,7 @@ export type StrategyLeg = {
   expiry_date: string
   days_to_expiry: number
   strike: number
-  option_type: 'call' | 'put'
+  option_type: 'call' | 'put' | 'stock'
   position: 'long' | 'short'
   quantity: number
 }
@@ -1840,6 +1840,22 @@ export const usePriceStrategy = () =>
       api.post<PriceCombo>('/strategy-builder/price', body).then(r => r.data),
   })
 
+// The 28-strategy catalog (services.backtest_strategies.STRATEGIES) built from the REAL
+// current chain — real strikes/expiries, ready to price or replay as-is. A strategy that
+// can't be built right now (e.g. calendar/diagonal with only one real expiry available)
+// is simply absent from the response.
+export type StrategyPreset = { key: string; label: string; n_legs: number; legs: StrategyLeg[] }
+export const usePresets = (symbol: string, horizonDays: number, enabled: boolean, dteMin?: number | null, dteMax?: number | null) =>
+  useQuery<StrategyPreset[]>({
+    queryKey: ['strategy-builder-presets', symbol, horizonDays, dteMin, dteMax],
+    queryFn: () => api.get('/strategy-builder/presets', {
+      params: { symbol, horizon_days: horizonDays, dte_min: dteMin ?? undefined, dte_max: dteMax ?? undefined },
+    }).then(r => r.data),
+    enabled: enabled && !!symbol,
+    staleTime: 30_000,
+    retry: 1,
+  })
+
 export type OptimizeConstraints = {
   max_legs: number
   delta_threshold: number | null

frontend/src/pages/Backtest.tsx

@@ -14,7 +14,12 @@ type EditableLeg = BacktestLegPreset
 function legsSummary(legs: LegRow[] | undefined): string {
   if (!legs || !legs.length) return '—'
   return legs
-    .map(l => `${l.position === 'long' ? '+' : '−'}${l.quantity > 1 ? l.quantity + 'x' : ''}${l.option_type === 'call' ? 'C' : 'P'}${l.strike}`)
+    .map(l => {
+      const sign = l.position === 'long' ? '+' : '−'
+      const qty = l.quantity > 1 ? l.quantity + 'x' : ''
+      if (l.option_type === 'stock') return `${sign}${qty}Spot`
+      return `${sign}${qty}${l.option_type === 'call' ? 'C' : 'P'}${l.strike}`
+    })
     .join(' / ')
 }
 
@@ -190,11 +195,12 @@ export default function Backtest() {
                       <div className="flex items-center gap-1">
                         <select
                           value={leg.option_type}
-                          onChange={e => updateLeg(idx, { option_type: e.target.value as 'call' | 'put' })}
+                          onChange={e => updateLeg(idx, { option_type: e.target.value as 'call' | 'put' | 'stock' })}
                           className="flex-1 bg-dark-700 border border-slate-700 rounded px-1 py-1 text-[11px] text-white"
                         >
                           <option value="call">Call</option>
                           <option value="put">Put</option>
+                          <option value="stock">Sous-jacent</option>
                         </select>
                         <select
                           value={leg.position}
@@ -219,22 +225,28 @@ export default function Backtest() {
                           title="Quantité"
                           className="w-12 bg-dark-700 border border-slate-700 rounded px-1 py-1 text-[11px] text-white"
                         />
-                        <input
-                          type="number" step={0.5} value={Math.round(leg.strike_pct * 1000) / 10}
-                          onChange={e => updateLeg(idx, { strike_pct: (parseFloat(e.target.value) || 100) / 100 })}
-                          title="Strike en % du spot"
-                          className="flex-1 bg-dark-700 border border-slate-700 rounded px-1 py-1 text-[11px] text-white"
-                        />
-                        <span className="text-[10px] text-slate-600 shrink-0">% spot</span>
-                        <select
-                          value={leg.expiry}
-                          onChange={e => updateLeg(idx, { expiry: e.target.value as 'near' | 'far' })}
-                          title="Échéance"
-                          className="bg-dark-700 border border-slate-700 rounded px-1 py-1 text-[11px] text-white shrink-0"
-                        >
-                          <option value="near">Proche</option>
-                          <option value="far">Lointaine</option>
-                        </select>
+                        {leg.option_type === 'stock' ? (
+                          <span className="flex-1 text-[10px] text-slate-600 italic px-1">position sur le sous-jacent — pas de strike/échéance</span>
+                        ) : (
+                          <>
+                            <input
+                              type="number" step={0.5} value={Math.round(leg.strike_pct * 1000) / 10}
+                              onChange={e => updateLeg(idx, { strike_pct: (parseFloat(e.target.value) || 100) / 100 })}
+                              title="Strike en % du spot"
+                              className="flex-1 bg-dark-700 border border-slate-700 rounded px-1 py-1 text-[11px] text-white"
+                            />
+                            <span className="text-[10px] text-slate-600 shrink-0">% spot</span>
+                            <select
+                              value={leg.expiry}
+                              onChange={e => updateLeg(idx, { expiry: e.target.value as 'near' | 'far' })}
+                              title="Échéance"
+                              className="bg-dark-700 border border-slate-700 rounded px-1 py-1 text-[11px] text-white shrink-0"
+                            >
+                              <option value="near">Proche</option>
+                              <option value="far">Lointaine</option>
+                            </select>
+                          </>
+                        )}
                       </div>
                     </div>
                   ))}

frontend/src/pages/StrategyBuilder.tsx

@@ -5,7 +5,7 @@ import {
 import { Layers, Plus, Trash2, RefreshCw, AlertTriangle, Search, Save, FolderOpen, X, History } from 'lucide-react'
 import clsx from 'clsx'
 import {
-  useOptionChainSlice, usePriceStrategy, useOptimizeStrategy, useSuggestedProfile, useReplayStrategy,
+  useOptionChainSlice, usePriceStrategy, useOptimizeStrategy, useSuggestedProfile, useReplayStrategy, usePresets,
   useScenarios, useSaveScenario, useDeleteScenario,
   useSavedStrategies, useSaveStrategyRecord, useDeleteSavedStrategy,
   useSaxoSymbols, useIvForTrade,
@@ -367,38 +367,47 @@ function LegRow({
 }) {
   const expiry = chain?.expiries.find((e: any) => e.expiry_date === leg.expiry_date)
   const rows = expiry ? (leg.option_type === 'call' ? expiry.calls : expiry.puts) : []
+  const isStock = leg.option_type === 'stock'
 
   return (
     <div className="grid grid-cols-12 gap-2 items-center text-xs">
-      <select
-        className="col-span-3 bg-dark-700 border border-slate-700/50 rounded px-2 py-1.5 text-slate-200"
-        value={leg.expiry_date}
-        onChange={(e) => {
-          const exp = chain.expiries.find((x: any) => x.expiry_date === e.target.value)
-          onChange({ ...leg, expiry_date: e.target.value, days_to_expiry: exp?.days_to_expiry ?? leg.days_to_expiry })
-        }}
-      >
-        {chain?.expiries.map((e: any) => (
-          <option key={e.expiry_date} value={e.expiry_date}>{e.expiry_date} ({e.days_to_expiry}j)</option>
-        ))}
-      </select>
-      <select
-        className="col-span-2 bg-dark-700 border border-slate-700/50 rounded px-2 py-1.5 text-slate-200"
-        value={leg.option_type}
-        onChange={(e) => onChange({ ...leg, option_type: e.target.value as 'call' | 'put' })}
-      >
-        <option value="call">Call</option>
-        <option value="put">Put</option>
-      </select>
-      <select
-        className="col-span-3 bg-dark-700 border border-slate-700/50 rounded px-2 py-1.5 text-slate-200"
-        value={leg.strike}
-        onChange={(e) => onChange({ ...leg, strike: parseFloat(e.target.value) })}
-      >
-        {rows.map((r: any) => (
-          <option key={r.strike} value={r.strike}>{fmtPrice(r.strike)} (bid {fmtPrice(r.bid)} / ask {fmtPrice(r.ask)})</option>
-        ))}
-      </select>
+      {isStock ? (
+        <div className="col-span-8 bg-dark-700/40 border border-slate-700/30 rounded px-2 py-1.5 text-slate-400 italic">
+          Sous-jacent (spot{chain?.spot != null ? ` ${fmtPrice(chain.spot)}` : ''}) — position sur le sous-jacent lui-même, pas une option
+        </div>
+      ) : (
+        <>
+          <select
+            className="col-span-3 bg-dark-700 border border-slate-700/50 rounded px-2 py-1.5 text-slate-200"
+            value={leg.expiry_date}
+            onChange={(e) => {
+              const exp = chain.expiries.find((x: any) => x.expiry_date === e.target.value)
+              onChange({ ...leg, expiry_date: e.target.value, days_to_expiry: exp?.days_to_expiry ?? leg.days_to_expiry })
+            }}
+          >
+            {chain?.expiries.map((e: any) => (
+              <option key={e.expiry_date} value={e.expiry_date}>{e.expiry_date} ({e.days_to_expiry}j)</option>
+            ))}
+          </select>
+          <select
+            className="col-span-2 bg-dark-700 border border-slate-700/50 rounded px-2 py-1.5 text-slate-200"
+            value={leg.option_type}
+            onChange={(e) => onChange({ ...leg, option_type: e.target.value as 'call' | 'put' })}
+          >
+            <option value="call">Call</option>
+            <option value="put">Put</option>
+          </select>
+          <select
+            className="col-span-3 bg-dark-700 border border-slate-700/50 rounded px-2 py-1.5 text-slate-200"
+            value={leg.strike}
+            onChange={(e) => onChange({ ...leg, strike: parseFloat(e.target.value) })}
+          >
+            {rows.map((r: any) => (
+              <option key={r.strike} value={r.strike}>{fmtPrice(r.strike)} (bid {fmtPrice(r.bid)} / ask {fmtPrice(r.ask)})</option>
+            ))}
+          </select>
+        </>
+      )}
       <select
         className="col-span-2 bg-dark-700 border border-slate-700/50 rounded px-2 py-1.5 text-slate-200"
         value={leg.position}
@@ -873,6 +882,10 @@ export default function StrategyBuilder() {
   const { data: chain, isLoading: chainLoading, isError: chainError, error: chainErrorObj, refetch: refetchChain, isFetching } =
     useOptionChainSlice(debouncedSymbol, horizonDays, 3, true, scenario.dte_min, scenario.dte_max)
   const { data: ivForTrade } = useIvForTrade(debouncedSymbol)
+  const { data: presets } = usePresets(debouncedSymbol, horizonDays, !!chain, scenario.dte_min, scenario.dte_max)
+  const [presetLegCountFilter, setPresetLegCountFilter] = useState<number | null>(null)
+  const [activePreset, setActivePreset] = useState<string | null>(null)
+  const filteredPresets = (presets ?? []).filter(p => presetLegCountFilter === null || p.n_legs === presetLegCountFilter)
 
   useEffect(() => {
     setScenario(s => ({ ...s, symbol: debouncedSymbol, horizon_days: horizonDays }))
@@ -984,6 +997,52 @@ export default function StrategyBuilder() {
       {chain && <ScenarioGrid chain={chain} spot={chain.spot} scenario={scenario} setScenario={setScenario} />}
       {chain && <VolSurfaceHeatmap chain={chain} spot={chain.spot} />}
 
+      {chain && (
+        <div className="card space-y-3">
+          <div className="flex items-center justify-between flex-wrap gap-2">
+            <div className="stat-label">Catalogue de stratégies (30 fiches — hedge funds)</div>
+            <div className="flex gap-1">
+              {[null, 1, 2, 3, 4].map(n => (
+                <button
+                  key={n ?? 'all'}
+                  onClick={() => setPresetLegCountFilter(n)}
+                  className={clsx('px-2 py-0.5 rounded text-xs border', {
+                    'bg-blue-600 border-blue-500 text-white': presetLegCountFilter === n,
+                    'border-slate-700 text-slate-500': presetLegCountFilter !== n,
+                  })}
+                >
+                  {n ?? 'Toutes'}
+                </button>
+              ))}
+            </div>
+          </div>
+          <p className="text-[11px] text-slate-500">
+            Choisis un préréglage pour préremplir les jambes ci-dessous avec les vrais strikes de la chain actuelle — ajustable ensuite librement (jambes, expiries, quantités).
+            The Wheel, Dispersion Trading, Gamma Scalping et Convertible Arbitrage ne sont pas listés : ce sont des stratégies dynamiques (rehedging continu) ou multi-instruments (plusieurs sous-jacents, obligation convertible) — pas une position statique qu'on peut poser et rejouer telle quelle.
+          </p>
+          <div className="flex flex-wrap gap-1.5 max-h-32 overflow-y-auto">
+            {filteredPresets.map(p => (
+              <button
+                key={p.key}
+                onClick={() => { setLegs(p.legs); setActivePreset(p.key) }}
+                className={clsx('flex items-center gap-1.5 text-xs px-2 py-1 rounded border transition-all', {
+                  'bg-blue-600/20 border-blue-500/60 text-blue-300': activePreset === p.key,
+                  'border-slate-700/40 text-slate-400 hover:border-slate-600': activePreset !== p.key,
+                })}
+              >
+                {p.label}
+                <span className={clsx('text-[10px] px-1 rounded', activePreset === p.key ? 'bg-blue-500/20 text-blue-300' : 'bg-slate-700/40 text-slate-500')}>
+                  {p.n_legs}j
+                </span>
+              </button>
+            ))}
+            {presets && filteredPresets.length === 0 && (
+              <div className="text-xs text-slate-600">Aucun préréglage disponible pour ce filtre en ce moment (échéances insuffisantes dans la chain actuelle).</div>
+            )}
+          </div>
+        </div>
+      )}
+
       {chain && (
         <div className="card space-y-3">
           <div className="flex items-center justify-between">