feat: srategy builder

backend/services/saxo_client.py

@@ -292,65 +292,3 @@ def snapshot_options_chain(symbol: str, target_days: int = 30) -> List[Dict[str,
     if not rows:
         raise ValueError(f"Snapshot Saxo vide pour '{symbol}' (clés reçues: {list(snapshot.keys())})")
     return rows
-
-
-def get_chain_slice_saxo(symbol: str, target_days: int = 8, n_expiries: int = 3) -> Dict[str, Any]:
-    """
-    Saxo-backed equivalent of services/option_chain.get_chain_slice — same output shape
-    ({symbol, proxy, spot, expiries: [{expiry_date, days_to_expiry, calls, puts}]}, each row
-    {strike, bid, ask, mid, last, iv, open_interest, volume}) so vol_surface.py/strategy_engine.py
-    work unchanged regardless of data source. Reuses snapshot_options_chain (already flat,
-    already bid/ask/mid/greeks per contract) and reshapes/filters it down to n_expiries.
-    """
-    instrument = resolve_instrument(symbol)
-    flat_rows = snapshot_options_chain(symbol)
-    spot = flat_rows[0]["spot"] if flat_rows else None
-    today = date.today()
-
-    by_expiry: Dict[str, List[Dict[str, Any]]] = {}
-    for r in flat_rows:
-        if r.get("expiry_date"):
-            by_expiry.setdefault(r["expiry_date"], []).append(r)
-
-    def _days_to(expiry_date: str) -> int:
-        return (datetime.strptime(expiry_date[:10], "%Y-%m-%d").date() - today).days
-
-    selected = sorted(by_expiry.keys(), key=lambda e: abs(_days_to(e) - target_days))[:max(1, n_expiries)]
-
-    def _row_shape(r: Dict[str, Any]) -> Dict[str, Any]:
-        bid = r.get("bid") or 0.0
-        ask = r.get("ask") or 0.0
-        mid = r.get("mid") or (round((bid + ask) / 2, 4) if (bid > 0 and ask > 0) else 0.0)
-        vol_pct = r.get("volatility_pct")
-        return {
-            "strike": float(r["strike"]),
-            "bid": float(bid),
-            "ask": float(ask),
-            "mid": float(mid),
-            "last": float(mid),  # Saxo's chain snapshot has no separate last-traded field
-            "iv": float(vol_pct) / 100.0 if vol_pct is not None else 0.0,
-            "open_interest": 0,
-            "volume": 0,
-        }
-
-    expiries_out = []
-    for expiry_date in sorted(selected, key=_days_to):
-        rows = by_expiry[expiry_date]
-        calls = sorted([_row_shape(r) for r in rows if r["option_type"] == "call"], key=lambda x: x["strike"])
-        puts = sorted([_row_shape(r) for r in rows if r["option_type"] == "put"], key=lambda x: x["strike"])
-        expiries_out.append({
-            "expiry_date": expiry_date,
-            "days_to_expiry": _days_to(expiry_date),
-            "calls": calls,
-            "puts": puts,
-        })
-
-    if not expiries_out:
-        raise ValueError(f"Aucune chaîne exploitable pour '{symbol}' via Saxo")
-
-    return {
-        "symbol": symbol.upper(),
-        "proxy": instrument["symbol"] or symbol.upper(),
-        "spot": round(float(spot), 4) if spot is not None else None,
-        "expiries": expiries_out,
-    }