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: