feat: option lab

backend/services/option_chain.py

@@ -13,9 +13,10 @@ from typing import Any, Dict, List, Optional
 def get_chain_slice(
     symbol: str, target_days: int = 8, n_expiries: int = 3,
     dte_min: Optional[int] = None, dte_max: Optional[int] = None,
+    as_of: Optional[str] = None,
 ) -> Dict[str, Any]:
     """
-    Builds a chain slice from the latest accumulated Saxo snapshot rows for `symbol`
+    Builds a chain slice from the accumulated Saxo snapshot rows for `symbol`
     (services/database.get_latest_saxo_snapshot_rows). Returns the `n_expiries`
     expirations closest to target_days, each with calls/puts rows shaped
     {strike, bid, ask, mid, last, iv, open_interest, volume} — same shape regardless
@@ -26,19 +27,27 @@ def get_chain_slice(
     scenario at a short horizon (e.g. target_days=8) while still building legs from
     longer-dated options (e.g. dte_min=20, dte_max=60), which target_days alone can't
     express since it drives both the evaluation date and (until now) the expiry pick.
-    """
-    from services.database import get_latest_saxo_snapshot_rows
 
-    flat_rows = get_latest_saxo_snapshot_rows(symbol.upper())
+    `as_of` (an ISO date/datetime string), when given, reconstructs the chain as it stood
+    at or before that moment instead of "now" — services.database.get_snapshot_rows_asof,
+    same row shape, just filtered by created_at. This is what powers the Portfolio
+    retrospective comparison (services.strategy_comparison): it needs the chain as it
+    really was on a position's entry_date, not today's. Every days-to-expiry figure is
+    computed relative to `as_of` in that case, not date.today() — using today's date to
+    size a historical chain would silently misdate every contract in it.
+    """
+    from services.database import get_latest_saxo_snapshot_rows, get_snapshot_rows_asof
+
+    flat_rows = get_snapshot_rows_asof(symbol.upper(), as_of) if as_of else get_latest_saxo_snapshot_rows(symbol.upper())
     if not flat_rows:
         raise ValueError(
-            f"Aucun historique Saxo pour '{symbol}' — ajoutez-le à la watchlist "
-            f"(Config → Saxo) et attendez le prochain cycle de snapshot (~5 min)."
+            f"Aucun historique Saxo pour '{symbol}'" + (f" à la date {as_of}" if as_of else "") +
+            " — ajoutez-le à la watchlist (Config → Saxo) et attendez le prochain cycle de snapshot (~5 min)."
         )
 
     spot = next((r["spot"] for r in flat_rows if r.get("spot") is not None), None)
-    as_of = max((r["created_at"] for r in flat_rows if r.get("created_at")), default=None)
-    today = date.today()
+    snapshot_as_of = max((r["created_at"] for r in flat_rows if r.get("created_at")), default=None)
+    reference_date = datetime.strptime(as_of[:10], "%Y-%m-%d").date() if as_of else date.today()
 
     by_expiry: Dict[str, List[Dict[str, Any]]] = {}
     for r in flat_rows:
@@ -46,7 +55,7 @@ def get_chain_slice(
             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
+        return (datetime.strptime(expiry_date[:10], "%Y-%m-%d").date() - reference_date).days
 
     candidates = list(by_expiry.keys())
     if dte_min is not None or dte_max is not None:
@@ -98,7 +107,7 @@ def get_chain_slice(
         "symbol": symbol.upper(),
         "proxy": symbol.upper(),
         "spot": round(float(spot), 6) if spot is not None else None,
-        "as_of": as_of,
+        "as_of": snapshot_as_of,
         "expiries": expiries_out,
     }