feat: strategy builder

This commit is contained in:
OpenSquared
2026-07-31 12:12:24 +02:00
parent 49ebd75522
commit cc22cbd3e0
6 changed files with 316 additions and 246 deletions

View File

@@ -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()