feat: builder strategy

2026-07-19 11:08:17 +02:00
parent 67952e01fa
commit 8eb9cc1c05
2 changed files with 119 additions and 18 deletions
--- a/backend/services/instrument_service.py
+++ b/backend/services/instrument_service.py
@@ -167,6 +167,21 @@ def _compute_indicators(df: pd.DataFrame, config: Dict) -> Dict[str, Any]:
        result["bb_lower"] = []
        result["bb_mid"] = []

+    # Realized volatility (annualized %, rolling 20d stddev of log returns) — a "how
+    # turbulent has price action actually been" overlay, distinct from the market-implied
+    # vol computed elsewhere (vol_surface.py) for the options Strategy Builder.
+    vol_window = chart_cfg.get("volatility_window", 20)
+    if len(close) >= vol_window + 1:
+        log_ret = np.log(close / close.shift(1))
+        realized_vol = log_ret.rolling(vol_window).std() * np.sqrt(252) * 100
+        valid_vol = realized_vol.dropna()
+        result["volatility"] = [
+            {"time": idx.strftime("%Y-%m-%d"), "value": _round(val, 2)}
+            for idx, val in valid_vol.items()
+        ]
+    else:
+        result["volatility"] = []
+
    # RSI 14
    if len(close) >= 15:
        delta = close.diff()
--- a/frontend/src/components/InstrumentChart.tsx
+++ b/frontend/src/components/InstrumentChart.tsx
@@ -1,4 +1,4 @@
-import { useRef, useEffect } from 'react'
+import { useRef, useEffect, useState } from 'react'

 interface PriceCandle {
  time: string
@@ -51,6 +51,20 @@ const MA_COLORS: Record<string, string> = {
  ma200: '#a855f7',
 }

+// Every overlay a user can show/hide independently. 'bb' toggles the upper+lower band pair
+// together (they're one visual concept); 'volatility' gets its own price scale since
+// annualized % lives on a totally different axis than the price series.
+type OverlayKey = 'ma20' | 'ma50' | 'ma100' | 'ma200' | 'bb' | 'volatility'
+const OVERLAY_KEYS: OverlayKey[] = ['ma20', 'ma50', 'ma100', 'ma200', 'bb', 'volatility']
+const OVERLAY_META: Record<OverlayKey, { label: string; color: string; dashed?: boolean; defaultVisible: boolean }> = {
+  ma20:       { label: 'MA20',       color: MA_COLORS.ma20,  defaultVisible: true },
+  ma50:       { label: 'MA50',       color: MA_COLORS.ma50,  defaultVisible: true },
+  ma100:      { label: 'MA100',      color: MA_COLORS.ma100, defaultVisible: true },
+  ma200:      { label: 'MA200',      color: MA_COLORS.ma200, defaultVisible: true },
+  bb:         { label: 'BB(20,2)',   color: '#94a3b8', dashed: true, defaultVisible: true },
+  volatility: { label: 'Volatilité', color: '#ec4899', defaultVisible: false },
+}
+
 const CAT_COLORS: Record<string, string> = {
  event_calendar: '#f59e0b',
  geopolitical:   '#ef4444',
@@ -74,6 +88,32 @@ export default function InstrumentChart({ priceData, indicators, events = [], he
  const cleanupRef      = useRef<(() => void) | null>(null)
  const onHoverRef      = useRef(onDateHover)
  const onChartReadyRef = useRef(onChartReady)
+  const chartRef        = useRef<any>(null)
+  const seriesRefs      = useRef<Partial<Record<OverlayKey, any[]>>>({})
+
+  // Which overlays have any data at all for THIS instrument — only these get a toggle pill.
+  const availableOverlays = OVERLAY_KEYS.filter(k =>
+    k === 'bb' ? (indicators.bb_upper?.length && indicators.bb_lower?.length) : indicators[k]?.length
+  )
+
+  const [visible, setVisible] = useState<Record<OverlayKey, boolean>>(() =>
+    Object.fromEntries(OVERLAY_KEYS.map(k => [k, OVERLAY_META[k].defaultVisible])) as Record<OverlayKey, boolean>
+  )
+  // Read at chart-(re)build time without forcing a rebuild on every toggle — toggling
+  // itself is handled cheaply below via each series' own applyOptions({visible}).
+  const visibleRef = useRef(visible)
+  useEffect(() => { visibleRef.current = visible }, [visible])
+
+  const toggleOverlay = (key: OverlayKey) => {
+    setVisible(v => {
+      const next = { ...v, [key]: !v[key] }
+      seriesRefs.current[key]?.forEach(s => s.applyOptions({ visible: next[key] }))
+      if (key === 'volatility') {
+        chartRef.current?.priceScale('volatility').applyOptions({ visible: next[key] })
+      }
+      return next
+    })
+  }

  // Keep callback refs fresh without triggering chart rebuild
  useEffect(() => { onHoverRef.current = onDateHover }, [onDateHover])
@@ -116,6 +156,8 @@ export default function InstrumentChart({ priceData, indicators, events = [], he
        handleScroll: true,
        handleScale: true,
      })
+      chartRef.current = chart
+      seriesRefs.current = {}

      // Volume (bottom 18%)
      const totalVol = priceData.reduce((s, d) => s + (d.volume || 0), 0)
@@ -158,21 +200,24 @@ export default function InstrumentChart({ priceData, indicators, events = [], he
        candleSeries.setData(priceData)
      }

-      // MA lines
+      // MA lines — each individually toggleable
      for (const [key, color] of Object.entries(MA_COLORS)) {
        const data = indicators[key]
        if (data?.length) {
-          chart.addLineSeries({
+          const series = chart.addLineSeries({
            color,
            lineWidth: key === 'ma200' ? 1.5 : 1,
            priceLineVisible: false,
            lastValueVisible: true,
            crosshairMarkerVisible: false,
-          }).setData(data)
+            visible: visibleRef.current[key as OverlayKey],
+          })
+          series.setData(data)
+          seriesRefs.current[key as OverlayKey] = [series]
        }
      }

-      // Bollinger Bands
+      // Bollinger Bands — upper+lower toggle together as one 'bb' overlay
      if (indicators.bb_upper?.length && indicators.bb_lower?.length) {
        const bbOpts = {
          color: 'rgba(148,163,184,0.32)',
@@ -181,9 +226,35 @@ export default function InstrumentChart({ priceData, indicators, events = [], he
          priceLineVisible: false,
          lastValueVisible: false,
          crosshairMarkerVisible: false,
+          visible: visibleRef.current.bb,
        }
-        chart.addLineSeries(bbOpts).setData(indicators.bb_upper)
-        chart.addLineSeries(bbOpts).setData(indicators.bb_lower)
+        const bbUpper = chart.addLineSeries(bbOpts)
+        bbUpper.setData(indicators.bb_upper)
+        const bbLower = chart.addLineSeries(bbOpts)
+        bbLower.setData(indicators.bb_lower)
+        seriesRefs.current.bb = [bbUpper, bbLower]
+      }
+
+      // Volatilité réalisée (annualisée, %) — échelle dédiée, cachée par défaut
+      if (indicators.volatility?.length) {
+        chart.priceScale('volatility').applyOptions({
+          visible: visibleRef.current.volatility,
+          borderColor: 'rgba(236,72,153,0.25)',
+          scaleMargins: { top: 0.78, bottom: 0.02 },
+        })
+        const volatilitySeries = chart.addLineSeries({
+          color: '#ec4899',
+          lineWidth: 1,
+          priceScaleId: 'volatility',
+          title: 'Vol. réalisée %',
+          priceLineVisible: false,
+          lastValueVisible: true,
+          crosshairMarkerVisible: true,
+          crosshairMarkerRadius: 3,
+          visible: visibleRef.current.volatility,
+        })
+        volatilitySeries.setData(indicators.volatility)
+        seriesRefs.current.volatility = [volatilitySeries]
      }

      // ── Theoretical curve — left scale (pips) ─────────────────────────────
@@ -328,6 +399,8 @@ export default function InstrumentChart({ priceData, indicators, events = [], he
        chart.timeScale().unsubscribeVisibleLogicalRangeChange(renderStars)
        if (starsOverlay.parentNode) starsOverlay.parentNode.removeChild(starsOverlay)
        chart.remove()
+        chartRef.current = null
+        seriesRefs.current = {}
        onChartReadyRef.current?.(null as any, 0)
      }
    })
@@ -337,22 +410,35 @@ export default function InstrumentChart({ priceData, indicators, events = [], he
      cleanupRef.current?.()
      cleanupRef.current = null
    }
+    // `visible` intentionally excluded — toggling is handled directly via series refs
+    // above, without tearing down and rebuilding the whole chart.
+    // eslint-disable-next-line react-hooks/exhaustive-deps
  }, [priceData, indicators, events, height, chartType, theoryCurve])

  return (
    <div className="bg-dark-900/60 rounded-xl border border-slate-700/40 overflow-hidden">
-      <div className="flex items-center gap-5 px-4 py-2 border-b border-slate-700/30 text-xs text-slate-500">
-        {Object.entries(MA_COLORS).map(([k, c]) => (
-          <span key={k} className="flex items-center gap-1.5">
-            <span className="inline-block w-5 h-0.5 rounded" style={{ background: c }} />
-            {k.toUpperCase()}
-          </span>
-        ))}
-        <span className="flex items-center gap-1.5 opacity-40">
-          <span className="inline-block w-5 border-t border-dashed border-slate-400" />BB(20,2)
-        </span>
+      <div className="flex items-center gap-2 px-4 py-2 border-b border-slate-700/30 text-xs flex-wrap">
+        {availableOverlays.map(key => {
+          const meta = OVERLAY_META[key]
+          const on = visible[key]
+          return (
+            <button
+              key={key}
+              onClick={() => toggleOverlay(key)}
+              title={on ? `Masquer ${meta.label}` : `Afficher ${meta.label}`}
+              className="flex items-center gap-1.5 px-1.5 py-0.5 rounded transition-opacity hover:bg-slate-700/30"
+              style={{ opacity: on ? 1 : 0.35 }}
+            >
+              <span
+                className={meta.dashed ? 'inline-block w-5 border-t border-dashed' : 'inline-block w-5 h-0.5 rounded'}
+                style={meta.dashed ? { borderColor: meta.color } : { background: meta.color }}
+              />
+              <span className="text-slate-400">{meta.label}</span>
+            </button>
+          )
+        })}
        {theoryCurve?.some(p => p.contributions.length > 0) && (
-          <span className="flex items-center gap-1.5" style={{ color: '#a78bfa' }}>
+          <span className="flex items-center gap-1.5 px-1.5" style={{ color: '#a78bfa' }}>
            <span className="inline-block w-5 h-0.5 rounded" style={{ background: '#a78bfa' }} />
            Théorie (pips)
          </span>