feat: Phase 1 — IV Rank, Term Structure, Skew, Options Flow (Sprint 1.1/1.2/1.3)

Backend:
- iv_engine.py: ATM IV, term structure (30/60/90/180j), put/call skew,
  options flow (P/C OI ratio, unusual strikes, gamma bias), proxy map for futures→ETFs
- database.py: iv_history table + save_iv_snapshot, get_iv_rank_percentile, get_iv_history
- routers/options_vol.py: /api/options-vol/ endpoints (snapshot, batch, watchlist, history)
- auto_cycle.py: inject IV context string into scoring prompt (step 3.5)
- ai_analyzer.py: score_patterns_with_context accepts iv_context param
- main.py: register options_vol router

Frontend:
- pages/OptionsLab.tsx: full IV dashboard (watchlist by IVR, term structure, skew, flow, sparkline)
- pages/JournalDeBord.tsx: IvRankCell component + IV Rank column per trade
- hooks/useApi.ts: useIvSnapshot, useIvWatchlist, useIvBatch, useIvHistory, useIvForTrade

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
OpenSquared
2026-06-17 16:29:33 +02:00
parent 07c1a74704
commit 9a6b6f70b1
12 changed files with 3886 additions and 329 deletions

View File

@@ -1,6 +1,6 @@
from fastapi import FastAPI
from fastapi.middleware.cors import CORSMiddleware
from routers import market_data, geopolitical, options, backtest, ai, portfolio, config, patterns, journal, cycle as cycle_router, profiles as profiles_router, reasoning as reasoning_router, knowledge as knowledge_router
from routers import market_data, geopolitical, options, backtest, ai, portfolio, config, patterns, journal, cycle as cycle_router, profiles as profiles_router, reasoning as reasoning_router, knowledge as knowledge_router, options_vol as options_vol_router
from services.database import init_db, get_config, cleanup_stale_running_cycles
import os
import uvicorn
@@ -71,6 +71,7 @@ app.include_router(cycle_router.router)
app.include_router(profiles_router.router)
app.include_router(reasoning_router.router)
app.include_router(knowledge_router.router)
app.include_router(options_vol_router.router)
@app.get("/")