feat: strategy builder

backend/services/database.py

@@ -341,6 +341,11 @@ def init_db():
         "ALTER TABLE strategy_scenarios ADD COLUMN rate_shock_bps REAL DEFAULT 0",
         "ALTER TABLE strategy_scenarios ADD COLUMN dte_min INTEGER",
         "ALTER TABLE strategy_scenarios ADD COLUMN dte_max INTEGER",
+        # Strategy Builder — Construire/Analyse historique merge: tags which mode priced
+        # this strategy when it was saved, so the saved-strategies library (now shown in
+        # both modes) can badge it and the other mode knows it's re-pricing a strategy that
+        # wasn't originally priced there.
+        "ALTER TABLE saved_strategies ADD COLUMN source TEXT DEFAULT 'synthetic'",
     ]:
         try:
             c.execute(_sql)
@@ -6421,8 +6426,8 @@ def save_strategy(strategy: Dict[str, Any]) -> str:
     conn = get_conn()
     conn.execute("""INSERT INTO saved_strategies (
         id, scenario_id, symbol, template_name, objective, legs,
-        entry_cost, max_gain, max_loss, net_pnl_scenario, net_delta, notes
-    ) VALUES (?,?,?,?,?,?,?,?,?,?,?,?)""", (
+        entry_cost, max_gain, max_loss, net_pnl_scenario, net_delta, notes, source
+    ) VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?)""", (
         strategy_id,
         strategy.get("scenario_id"),
         strategy["symbol"],
@@ -6435,6 +6440,7 @@ def save_strategy(strategy: Dict[str, Any]) -> str:
         strategy.get("net_pnl_scenario"),
         strategy.get("net_delta"),
         strategy.get("notes", ""),
+        strategy.get("source", "synthetic"),
     ))
     conn.commit()
     conn.close()

backend/services/strategy_optimizer.py

@@ -274,14 +274,23 @@ def optimize(
     dte_max: Optional[int] = None,
     greek_profile: Optional[Dict[str, Any]] = None,
     as_of: Optional[str] = None,
+    checkpoint_as_of: Optional[str] = None,
 ) -> List[Dict[str, Any]]:
     r = rate + rate_shock_bps / 10000.0
     chain_slice = get_chain_slice(symbol, horizon_days, n_expiries, dte_min=dte_min, dte_max=dte_max, as_of=as_of)
     surface_now = build_surface(chain_slice)
-    surface_scenario = apply_scenario(
-        surface_now, spot_shock_pct=spot_shock_pct, iv_level_shift=iv_level_shift,
-        skew_tilt=skew_tilt, term_slope_shift=term_slope_shift, manual_grid=manual_grid,
-    )
+    if checkpoint_as_of:
+        # Real smile-of-the-day (same fitting as surface_now) instead of a parametric
+        # shock — see routers.strategy_builder.ScenarioIn.checkpoint_as_of. Surface and
+        # ScenarioSurface share the same .spot/.iv_at() interface, so every candidate
+        # evaluated below (_evaluate/_residual_search) needs no change.
+        checkpoint_chain = get_chain_slice(symbol, horizon_days, n_expiries, dte_min=dte_min, dte_max=dte_max, as_of=checkpoint_as_of)
+        surface_scenario = build_surface(checkpoint_chain)
+    else:
+        surface_scenario = apply_scenario(
+            surface_now, spot_shock_pct=spot_shock_pct, iv_level_shift=iv_level_shift,
+            skew_tilt=skew_tilt, term_slope_shift=term_slope_shift, manual_grid=manual_grid,
+        )
 
     candidates = generate_all(chain_slice)
     scored: List[Dict[str, Any]] = []

backend/services/strategy_replay.py

@@ -118,6 +118,10 @@ def replay_position(
             "date": d, "spot": chain.get("spot"),
             "position_value": round(value, 2),
             "pnl": round(value - entry_value, 2),
+            # Every day's real per-leg quote/IV/greeks, not just entry/exit — lets the
+            # "Analyse période historique" day-scrubber show the real leg detail for
+            # whichever day is currently scrubbed to, not only the window's endpoints.
+            "legs": day_legs,
         })
 
     if not points: