feat: instrument model
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@@ -1015,12 +1015,14 @@ def get_model_state(conn, instrument: str, at_date: Optional[str] = None) -> Opt
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def simulate_timeline(
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conn, instrument: str, period: str = "1y",
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virtual_events: Optional[list] = None,
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start_date: Optional[str] = None,
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) -> list[dict]:
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"""
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Simulate all node values day by day over the period.
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Returns [{date, nodes: {id: value}, net_pips}].
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Uses lifecycle (rise/plateau/decay) for event contributions.
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Manual overrides are static (applied uniformly across the period).
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start_date overrides the period-based date_from when provided.
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"""
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inst_upper = instrument.upper()
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row = conn.execute(
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@@ -1033,9 +1035,15 @@ def simulate_timeline(
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output_id = graph_def["output_node"]
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period_days = {"5d":7,"1mo":35,"3mo":95,"6mo":190,"1y":370,"2y":740}
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lookback = period_days.get(period, 370)
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today = datetime.utcnow().date()
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date_from = today - timedelta(days=lookback)
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lookback = period_days.get(period, 370)
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today = datetime.utcnow().date()
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if start_date:
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try:
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date_from = date_type.fromisoformat(start_date[:10])
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except ValueError:
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date_from = today - timedelta(days=lookback)
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else:
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date_from = today - timedelta(days=lookback)
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# Load overrides (static)
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overrides = {r["node_id"]: dict(r) for r in conn.execute(
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@@ -1107,6 +1115,10 @@ def simulate_timeline(
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for ev in events:
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if ev["ev_date"] > cur:
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continue
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if ev["ev_date"] < date_from:
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# Events avant la fenêtre ne portent pas de lifecycle dans la simu
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# (leur impact est absorbé dans l'auto-anchor du prix de départ)
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continue
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days = (cur - ev["ev_date"]).days
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df = _lifecycle(days, ev["rise"], ev["plateau"], ev["absorption"], ev["dtype"])
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if df < 0.01:
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