feat: trade mandate (budget + horizon) wired end-to-end
- database.py: add trade_budget_eur / preferred_horizon_min/max config defaults and include them in cycle config migrations - auto_cycle.py: read trade params from config and inject into cycle_meta - ai_analyzer.py: inject INVESTOR TRADE MANDATE block into scoring and suggestion prompts so GPT-4o penalises horizon mismatches and sizes within the capital cap - Config.tsx: Trade Parameters card with budget + horizon sliders and live mandate summary - TradeIdeas.tsx: horizon filter pills (< 1M / 1-3M / 3-6M / > 6M) and budget/horizon indicator pulled from saved config - useApi.ts: extend useUpdateCycleConfig type with new config fields Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
OpenSquared
@@ -619,10 +619,25 @@ Scoring instructions:
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_portfolio_sc_section = f"\n{portfolio_context_block}\n" if portfolio_context_block else ""
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_inst_sc_section = f"\n{institutional_block}\n" if institutional_block else ""
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# Trade mandate block from cycle_meta
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_budget = _cm.get("trade_budget_eur", 5000)
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_h_min = _cm.get("preferred_horizon_min", 30)
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_h_max = _cm.get("preferred_horizon_max", 180)
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_max_pos = round(_budget * 0.25)
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_trade_mandate_sc = (
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f"\n## INVESTOR TRADE MANDATE\n"
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f"- Available capital budget: €{_budget:,.0f}\n"
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f"- Preferred horizon: {_h_min}–{_h_max} days\n"
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f"- Max capital per position: €{_max_pos:,.0f} (25% of budget)\n"
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f"⚠️ Patterns whose horizon_days is outside [{_h_min}, {_h_max}] should receive a penalty"
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f" in the R/R pillar (poor timing fit). Size trade suggestions within the budget cap.\n"
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)
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user = f"""GLOBAL CONTEXT:
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- Geopolitical risk score: {geo_score.get('score', 50)}/100 ({geo_score.get('level', 'medium')})
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- Top risks: {geo_score.get('top_risks', [])}
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{temporal_section_sc}
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{_trade_mandate_sc}
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{macro_section}
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{_fred_sc_section}
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{_pd_sc_section}
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@@ -1411,7 +1426,20 @@ Additional rules:
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portfolio_section = f"\n{portfolio_context_block}\n" if portfolio_context_block else ""
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convergence_section = f"\n{convergence_block}\n" if convergence_block else ""
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_sg_budget = _cycle_meta.get("trade_budget_eur", 5000)
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_sg_h_min = _cycle_meta.get("preferred_horizon_min", 30)
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_sg_h_max = _cycle_meta.get("preferred_horizon_max", 180)
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_sg_max_pos = round(_sg_budget * 0.25)
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_suggest_mandate = (
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f"\n## INVESTOR TRADE MANDATE\n"
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f"- Available capital budget: €{_sg_budget:,.0f} | Max per position: €{_sg_max_pos:,.0f}\n"
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f"- Target horizon: {_sg_h_min}–{_sg_h_max} days\n"
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f"⚠️ Only propose patterns whose horizon_days is within [{_sg_h_min}, {_sg_h_max}]."
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f" Patterns outside this window will be rejected. Size each trade so capital ≤ €{_sg_max_pos:,.0f}.\n"
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)
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user = f"""You are a senior geopolitical and financial strategist, expert in options.
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{_suggest_mandate}
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{macro_block}{geo_block}{lessons_block}{reliability_block}{iv_block}
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{temporal_news_block}
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## Market prices (D-1 change)
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@@ -255,6 +255,10 @@ def run_cycle_once(trigger: str = "auto") -> Dict[str, Any]:
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_market_session = "after_hours"
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_market_note = "After-hours US — prix indicatifs, liquidité réduite."
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_budget_eur = float(get_config("trade_budget_eur") or "5000")
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_horizon_min = int(get_config("preferred_horizon_min") or "30")
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_horizon_max = int(get_config("preferred_horizon_max") or "180")
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cycle_meta = {
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"current_cycle_ts": _now.isoformat(),
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"last_cycle_ts": _last_cycle_ts_str,
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@@ -265,6 +269,9 @@ def run_cycle_once(trigger: str = "auto") -> Dict[str, Any]:
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"is_weekend": _is_weekend,
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"market_session": _market_session,
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"market_note": _market_note,
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"trade_budget_eur": _budget_eur,
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"preferred_horizon_min": _horizon_min,
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"preferred_horizon_max": _horizon_max,
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}
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logger.info(
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f"[Cycle {run_id[:16]}] Cycle meta: delta={_delta_minutes:.0f}min depuis dernier cycle"
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@@ -311,6 +311,9 @@ def init_db():
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"auto_cycle_similarity_threshold": "0.30",
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"min_ev_threshold": "0.0",
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"min_score_threshold": "0",
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"trade_budget_eur": "5000",
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"preferred_horizon_min": "30",
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"preferred_horizon_max": "180",
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"exit_defaults": json.dumps({
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"target_pct": 30.0,
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"stop_loss_pct": -50.0,
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@@ -2,6 +2,7 @@ import { useState, useMemo, useEffect, Fragment } from 'react'
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import {
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useAllPatterns, useLastScores, useScorePatterns, useAiStatus,
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usePortfolioPositions, useTradeMtm, useRiskProfiles, useMacroRegime, useAddPosition,
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useConfig,
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} from '../hooks/useApi'
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import {
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Target, Brain, Plus, RefreshCw, ChevronDown, ChevronUp, CheckCircle2,
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@@ -698,8 +699,15 @@ export function TradeIdeasTab() {
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const allPatterns: any[] = allPatternsData ?? []
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const scoredAt: string | null = lastScoresData?.scored_at ?? null
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const { data: configData } = useConfig()
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const cs = (configData as any) ?? {}
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const tradeBudget: number = cs.trade_budget_eur ?? 5000
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const horizonMin: number = cs.preferred_horizon_min ?? 30
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const horizonMax: number = cs.preferred_horizon_max ?? 180
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const [categoryFilter, setCategoryFilter] = useState('all')
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const [thematicFilter, setThematicFilter] = useState('all')
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const [horizonFilter, setHorizonFilter] = useState('all')
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const [topN, setTopN] = useState(10)
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const [viewMode, setViewMode] = useState<'cards' | 'grid'>('grid')
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const [toast, setToast] = useState<{ title: string; sub: string } | null>(null)
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@@ -754,11 +762,25 @@ export function TradeIdeasTab() {
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return map
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}, [tradeMtmData])
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const HORIZON_BUCKETS = [
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{ key: 'all', label: 'All horizons' },
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{ key: 'lt30', label: '< 1M', min: 0, max: 29 },
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{ key: '1-3m', label: '1–3M', min: 30, max: 90 },
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{ key: '3-6m', label: '3–6M', min: 91, max: 180 },
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{ key: 'gt6m', label: '> 6M', min: 181, max: 9999 },
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]
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const { topScored, allUnscored } = useMemo(() => {
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const filtered = allPatterns.filter(p =>
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(categoryFilter === 'all' || p.asset_class === categoryFilter) &&
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(thematicFilter === 'all' || p.category === thematicFilter)
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)
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const bucket = HORIZON_BUCKETS.find(b => b.key === horizonFilter)
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const filtered = allPatterns.filter(p => {
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if (categoryFilter !== 'all' && p.asset_class !== categoryFilter) return false
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if (thematicFilter !== 'all' && p.category !== thematicFilter) return false
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if (bucket && bucket.key !== 'all') {
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const hd = p.horizon_days ?? 0
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if (hd < bucket.min! || hd > bucket.max!) return false
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}
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return true
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})
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const scored: TradeItem[] = []
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const unscored: TradeItem[] = []
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for (const p of filtered) {
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@@ -808,7 +830,7 @@ export function TradeIdeasTab() {
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scored.sort((a, b) => convScore(b) - convScore(a))
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const sliced = topN === 0 ? scored : scored.slice(0, topN)
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return { topScored: sliced, allUnscored: unscored }
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}, [allPatterns, scoreMap, categoryFilter, thematicFilter, topN])
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}, [allPatterns, scoreMap, categoryFilter, thematicFilter, horizonFilter, topN])
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const handleAdd = (item: TradeItem) => {
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const t = item.trade
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@@ -878,6 +900,25 @@ export function TradeIdeasTab() {
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</button>
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))}
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</div>
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{/* Horizon filter */}
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<div className="flex items-center gap-0.5 bg-dark-700/60 rounded p-0.5 border border-teal-700/30">
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{HORIZON_BUCKETS.map(b => (
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<button key={b.key} onClick={() => setHorizonFilter(b.key)}
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className={clsx('px-2 py-1 rounded text-xs transition-colors', {
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'bg-teal-700 text-white': horizonFilter === b.key,
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'text-slate-500 hover:text-slate-300': horizonFilter !== b.key,
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})}>
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{b.label}
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</button>
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))}
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</div>
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{/* Budget indicator */}
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<div className="flex items-center gap-1.5 text-xs text-slate-400 border border-slate-700/40 rounded px-2 py-1">
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<span className="text-slate-500">Budget</span>
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<span className="font-semibold text-slate-200">€{tradeBudget.toLocaleString()}</span>
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<span className="text-slate-600">·</span>
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<span className="text-slate-500">{horizonMin}–{horizonMax}d</span>
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</div>
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{/* Top N */}
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<div className="flex items-center gap-0.5 bg-dark-700 rounded p-0.5">
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{[5, 10, 20, 0].map(n => (
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@@ -337,7 +337,7 @@ export const useCycleHistory = (limit = 20) =>
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export const useUpdateCycleConfig = () => {
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const qc = useQueryClient()
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return useMutation({
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mutationFn: (cfg: { enabled?: boolean; interval_hours?: number; similarity_threshold?: number; min_ev_threshold?: number; min_score_threshold?: number; journal_retention_days?: number; maturity_threshold_pct?: number; weekend_cycle_enabled?: boolean; weekend_cycle_times?: string }) =>
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mutationFn: (cfg: { enabled?: boolean; interval_hours?: number; similarity_threshold?: number; min_ev_threshold?: number; min_score_threshold?: number; trade_budget_eur?: number; preferred_horizon_min?: number; preferred_horizon_max?: number; journal_retention_days?: number; maturity_threshold_pct?: number; weekend_cycle_enabled?: boolean; weekend_cycle_times?: string }) =>
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api.post('/cycle/config', cfg).then(r => r.data),
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onSuccess: () => qc.invalidateQueries({ queryKey: ['cycle-status'] }),
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})
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@@ -430,6 +430,9 @@ export default function Config() {
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const [cycleSimilarity, setCycleSimilarity] = useState(0.30)
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const [minEv, setMinEv] = useState(0.0)
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const [minScore, setMinScore] = useState(0)
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const [tradeBudget, setTradeBudget] = useState(5000)
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const [horizonMin, setHorizonMin] = useState(30)
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const [horizonMax, setHorizonMax] = useState(180)
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const [retentionDays, setRetentionDays] = useState(90)
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const [maturityThreshold, setMaturityThreshold] = useState(35)
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const [weekendEnabled, setWeekendEnabled] = useState(true)
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@@ -441,6 +444,9 @@ export default function Config() {
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setCycleSimilarity(cs.similarity_threshold ?? 0.30)
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setMinEv(cs.min_ev_threshold ?? 0.0)
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setMinScore(cs.min_score_threshold ?? 0)
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setTradeBudget(cs.trade_budget_eur ?? 5000)
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setHorizonMin(cs.preferred_horizon_min ?? 30)
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setHorizonMax(cs.preferred_horizon_max ?? 180)
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setRetentionDays(cs.journal_retention_days ?? 90)
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setMaturityThreshold(cs.maturity_threshold_pct ?? 35)
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setWeekendEnabled(cs.weekend_cycle_enabled ?? true)
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@@ -725,6 +731,63 @@ export default function Config() {
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</div>
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</div>
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{/* Trade Parameters */}
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<div className="card">
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<h2 className="text-base font-bold text-white flex items-center gap-2 mb-1">
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<DollarSign className="w-4 h-4 text-emerald-400" /> Trade Parameters
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</h2>
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<p className="text-xs text-slate-500 mb-4">
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Passed into every AI cycle — controls capital sizing and filters out patterns outside your investment horizon.
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</p>
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<div className="grid grid-cols-1 gap-6 md:grid-cols-3">
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<div>
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<label className="text-xs text-slate-500 mb-2 block">
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Simulation budget: <span className="text-emerald-400 font-mono font-bold">€{tradeBudget.toLocaleString()}</span>
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</label>
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<input type="range" min="500" max="50000" step="500"
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value={tradeBudget}
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onChange={e => setTradeBudget(parseInt(e.target.value))}
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className="w-full accent-emerald-500" />
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<div className="flex justify-between text-[10px] text-slate-600 mt-1">
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<span>€500</span><span>€50,000</span>
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</div>
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<div className="text-xs text-slate-500 mt-1">
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Max per position: <span className="text-slate-300 font-mono">€{Math.round(tradeBudget * 0.25).toLocaleString()}</span> (25%)
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</div>
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</div>
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<div>
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<label className="text-xs text-slate-500 mb-2 block">
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Min horizon: <span className="text-blue-400 font-mono font-bold">{horizonMin}d</span>
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</label>
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<input type="range" min="1" max="90" step="1"
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value={horizonMin}
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onChange={e => setHorizonMin(Math.min(parseInt(e.target.value), horizonMax - 5))}
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className="w-full accent-blue-500" />
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<div className="flex justify-between text-[10px] text-slate-600 mt-1">
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<span>1d</span><span>90d</span>
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</div>
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<div className="text-xs text-slate-500 mt-1">Patterns shorter than {horizonMin}d penalized in R/R</div>
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</div>
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<div>
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<label className="text-xs text-slate-500 mb-2 block">
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Max horizon: <span className="text-blue-400 font-mono font-bold">{horizonMax}d</span>
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</label>
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<input type="range" min="30" max="365" step="5"
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value={horizonMax}
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onChange={e => setHorizonMax(Math.max(parseInt(e.target.value), horizonMin + 5))}
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className="w-full accent-blue-500" />
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<div className="flex justify-between text-[10px] text-slate-600 mt-1">
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<span>30d</span><span>365d</span>
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</div>
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<div className="text-xs text-slate-500 mt-1">Patterns longer than {horizonMax}d penalized in R/R</div>
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</div>
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</div>
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<div className="mt-4 p-3 rounded bg-emerald-900/10 border border-emerald-700/20 text-xs text-emerald-300">
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Active mandate: budget <span className="font-mono">€{tradeBudget.toLocaleString()}</span> · horizon{' '}
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<span className="font-mono">{horizonMin}–{horizonMax}d</span> · AI will size + filter suggestions accordingly
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</div>
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</div>
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{/* Auto-Cycle settings */}
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<div className="card">
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<div className="flex items-center justify-between mb-4">
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@@ -901,6 +964,9 @@ export default function Config() {
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similarity_threshold: cycleSimilarity,
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min_ev_threshold: minEv,
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min_score_threshold: minScore,
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trade_budget_eur: tradeBudget,
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preferred_horizon_min: horizonMin,
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preferred_horizon_max: horizonMax,
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journal_retention_days: retentionDays,
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maturity_threshold_pct: maturityThreshold,
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weekend_cycle_enabled: weekendEnabled,
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