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feat: strategy builder

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This commit is contained in:
OpenSquared
2026-07-29 20:57:45 +02:00
parent 7e03c9c301
commit ad3f599082
1 changed files with 6 additions and 9 deletions
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15
frontend/src/pages/StrategyBuilder.tsx
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@@ -8,15 +8,13 @@ import {
useOptionChainSlice, usePriceStrategy, useOptimizeStrategy, useSuggestedProfile, useOptionChainSlice, usePriceStrategy, useOptimizeStrategy, useSuggestedProfile,
useScenarios, useSaveScenario, useDeleteScenario, useScenarios, useSaveScenario, useDeleteScenario,
useSavedStrategies, useSaveStrategyRecord, useDeleteSavedStrategy, useSavedStrategies, useSaveStrategyRecord, useDeleteSavedStrategy,
useWatchlistTickers, useSaxoCatalog, useIvForTrade, useSaxoSymbols, useIvForTrade,
type StrategyLeg, type StrategyScenario, type PriceCombo, type StrategyCandidate, type StrategyLeg, type StrategyScenario, type PriceCombo, type StrategyCandidate,
type OptimizeConstraints, type SavedScenario, type OptimizeConstraints, type SavedScenario,
type GreekProfile, type GreekTarget, type GreekState, type GreekTolerance, DEFAULT_GREEK_PROFILE, type GreekProfile, type GreekTarget, type GreekState, type GreekTolerance, DEFAULT_GREEK_PROFILE,
} from '../hooks/useApi' } from '../hooks/useApi'
import { fmtPrice, fmtAsOf } from '../lib/format' import { fmtPrice, fmtAsOf } from '../lib/format'
type WatchlistEntry = { ticker: string; is_active: number | boolean; added_by: string }
const STRIKE_PCTS = [80, 85, 90, 95, 100, 105, 110, 115, 120] const STRIKE_PCTS = [80, 85, 90, 95, 100, 105, 110, 115, 120]
const DELTA_NEUTRAL_THRESHOLD = 0.15 const DELTA_NEUTRAL_THRESHOLD = 0.15
@@ -758,12 +756,11 @@ export default function StrategyBuilder() {
const [showAdvancedGreeks, setShowAdvancedGreeks] = useState(false) const [showAdvancedGreeks, setShowAdvancedGreeks] = useState(false)
const [activeTemplate, setActiveTemplate] = useState<string | null>(null) const [activeTemplate, setActiveTemplate] = useState<string | null>(null)
const { data: watchlistData } = useWatchlistTickers() // Only propose symbols that actually have accumulated Saxo History — a catalog/watchlist
const { data: saxoCatalog } = useSaxoCatalog(undefined, undefined, { enabled: true, limit: 500 }) // entry with no snapshot rows yet just leads to the same "no history" dead end this list
const watchlistTickers = Array.from(new Set([ // is meant to prevent (see the commitSymbol comment above).
...((watchlistData?.tickers ?? []) as WatchlistEntry[]).filter(t => t.is_active).map(t => t.ticker), const { data: saxoSymbols } = useSaxoSymbols()
...(saxoCatalog ?? []).map(c => c.symbol), const watchlistTickers = (saxoSymbols ?? []).map(s => s.symbol).sort()
])).sort()
const { data: chain, isLoading: chainLoading, isError: chainError, error: chainErrorObj, refetch: refetchChain, isFetching } = const { data: chain, isLoading: chainLoading, isError: chainError, error: chainErrorObj, refetch: refetchChain, isFetching } =
useOptionChainSlice(debouncedSymbol, horizonDays, 3, true, scenario.dte_min, scenario.dte_max) useOptionChainSlice(debouncedSymbol, horizonDays, 3, true, scenario.dte_min, scenario.dte_max)