feat: strategy builder

backend/services/strategy_engine.py

@@ -18,6 +18,24 @@ from services.vol_surface import Surface, ScenarioSurface
 DEFAULT_SPREAD_PCT = 0.05  # fallback relative bid/ask spread when no live quote is found
 
 
+def to_native(obj: Any) -> Any:
+    """Recursively converts numpy scalars (bool_, int64, float64, ...) to native Python
+    types. Comparisons/aggregations over numpy-typed inputs (e.g. bid/ask sourced from a
+    DB row that came back as a numpy type, or scipy's norm.cdf) can leave a stray
+    numpy.bool_/numpy.float64 buried in a nested result — FastAPI's default JSON encoder
+    doesn't know those types and fails ('X object is not iterable', then a secondary
+    'vars() argument must have __dict__ attribute' from its own fallback). Applied once
+    at the API boundary (price_combo/payoff_curves/optimizer results) rather than chasing
+    the exact field through the whole pricing pipeline."""
+    if isinstance(obj, dict):
+        return {k: to_native(v) for k, v in obj.items()}
+    if isinstance(obj, (list, tuple)):
+        return [to_native(v) for v in obj]
+    if isinstance(obj, np.generic):
+        return obj.item()
+    return obj
+
+
 def _sign(leg: Dict[str, Any]) -> int:
     return 1 if leg.get("position", "long") == "long" else -1
 
@@ -131,7 +149,7 @@ def price_combo(
     delta_now = greeks_at(legs, spot_now, 0, surface_now, r)["delta"]
     delta_scenario = greeks_at(legs, spot_scenario, horizon_days, surface_scenario, r)["delta"]
 
-    return {
+    return to_native({
         "entry_cost": round(entry_ref, 2),
         "entry_cost_mid": round(entry_ref_mid, 2),
         "scenario_value": round(scenario_exec, 2),
@@ -145,7 +163,7 @@ def price_combo(
         "greeks_scenario": greeks_at(legs, spot_scenario, horizon_days, surface_scenario, r),
         "net_delta_now": delta_now,
         "net_delta_scenario": delta_scenario,
-    }
+    })
 
 
 def check_bounded_risk(legs: List[Dict[str, Any]], entry_ref: float, surface: Any, spot: float) -> Dict[str, Any]:

backend/services/strategy_optimizer.py

@@ -10,7 +10,7 @@ from typing import Any, Dict, List, Optional
 
 from services.option_chain import get_chain_slice
 from services.vol_surface import Surface, ScenarioSurface, build_surface, apply_scenario
-from services.strategy_engine import price_combo, expected_pnl_scenario
+from services.strategy_engine import price_combo, expected_pnl_scenario, to_native
 from services.strategy_templates import generate_all, strikes_for
 
 MAX_SEEDS_FOR_RESIDUAL_SEARCH = 40
@@ -168,4 +168,4 @@ def optimize(
     scored.extend(refined)
 
     scored.sort(key=lambda c: c["score"], reverse=True)
-    return _dedup_top_n(scored, top_n)
+    return to_native(_dedup_top_n(scored, top_n))

frontend/src/pages/StrategyBuilder.tsx

@@ -97,9 +97,9 @@ function GreeksTile({ label, now, scenario }: { label: string; now: number; scen
 // ── Scenario panel ────────────────────────────────────────────────────────────
 
 function ScenarioPanel({
-  symbol, setSymbol, horizonDays, setHorizonDays, scenario, setScenario, watchlistTickers,
+  symbol, setSymbol, onCommitSymbol, horizonDays, setHorizonDays, scenario, setScenario, watchlistTickers,
 }: {
-  symbol: string; setSymbol: (v: string) => void
+  symbol: string; setSymbol: (v: string) => void; onCommitSymbol: (v?: string) => void
   horizonDays: number; setHorizonDays: (v: number) => void
   scenario: StrategyScenario; setScenario: (v: StrategyScenario) => void
   watchlistTickers: string[]
@@ -128,7 +128,15 @@ function ScenarioPanel({
           <label className="stat-label block mb-1">Symbole</label>
           <input
             value={symbol}
-            onChange={(e) => setSymbol(e.target.value.toUpperCase())}
+            onChange={(e) => {
+              const v = e.target.value.toUpperCase()
+              setSymbol(v)
+              // Native datalist pick lands here as a single onChange with the full value —
+              // commit immediately rather than waiting for a blur that may not follow.
+              if (watchlistTickers.includes(v)) onCommitSymbol(v)
+            }}
+            onBlur={() => onCommitSymbol()}
+            onKeyDown={(e) => e.key === 'Enter' && onCommitSymbol()}
             className="w-full bg-dark-700 border border-slate-700/50 rounded px-2 py-1.5 text-sm text-white"
             placeholder="SPY, QQQ, GLD…"
             list="strategy-builder-watchlist"
@@ -573,10 +581,12 @@ export default function StrategyBuilder() {
     symbol: '', horizon_days: 8, spot_shock_pct: 0, iv_level_shift: 0, skew_tilt: 0, term_shift: 0, manual_grid: [],
   })
 
-  useEffect(() => {
-    const t = setTimeout(() => setDebouncedSymbol(symbol.trim()), 500)
-    return () => clearTimeout(t)
-  }, [symbol])
+  // Chain lookup only commits on blur/Enter/datalist-pick, never mid-keystroke — typing
+  // "EUU" while aiming for "EUU:XCME" must never flash a "ticker not found" error. Takes
+  // an optional explicit value so the datalist-pick path (which calls this synchronously
+  // right after setSymbol in the same onChange) doesn't read a stale pre-update closure.
+  const commitSymbol = (v?: string) => setDebouncedSymbol((v ?? symbol).trim())
+
   const [legs, setLegs] = useState<StrategyLeg[]>([])
   const [constraints, setConstraints] = useState<OptimizeConstraints>({
     max_legs: 4, delta_threshold: 0.15, max_loss_cap: null, objective: 'net_pnl', top_n: 20,
@@ -691,7 +701,7 @@ export default function StrategyBuilder() {
         </div>
       )}
 
-      <ScenarioPanel symbol={symbol} setSymbol={setSymbol} horizonDays={horizonDays} setHorizonDays={setHorizonDays}
+      <ScenarioPanel symbol={symbol} setSymbol={setSymbol} onCommitSymbol={commitSymbol} horizonDays={horizonDays} setHorizonDays={setHorizonDays}
         scenario={scenario} setScenario={setScenario} watchlistTickers={watchlistTickers} />
 
       <ScenarioLibrary symbol={debouncedSymbol} scenario={scenario} onLoad={handleLoadScenario} />