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feat: strategy builder

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OpenSquared
2026-07-19 00:14:03 +02:00
parent 0d437922c9
commit 85f48bb374
3 changed files with 40 additions and 12 deletions
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4
backend/services/strategy_optimizer.py
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@@ -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))