diff --git a/backend/services/strategy_engine.py b/backend/services/strategy_engine.py
index 1cc1686..17c6cf8 100644
--- a/backend/services/strategy_engine.py
+++ b/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]:
diff --git a/backend/services/strategy_optimizer.py b/backend/services/strategy_optimizer.py
index 7807001..40f6220 100644
--- a/backend/services/strategy_optimizer.py
+++ b/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))
diff --git a/frontend/src/pages/StrategyBuilder.tsx b/frontend/src/pages/StrategyBuilder.tsx
index 681a288..9941907 100644
--- a/frontend/src/pages/StrategyBuilder.tsx
+++ b/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({
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([])
const [constraints, setConstraints] = useState({
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() {
)}
-