feat: option lab

frontend/src/hooks/useApi.ts

@@ -326,6 +326,31 @@ export const usePositionPayoff = (posId: string, enabled: boolean) =>
     enabled,
   })
 
+// "What would have been optimal, in hindsight?" — reprices the position's real legs and
+// runs the Strategy Builder optimizer against the REAL historical Saxo chain + the REALIZED
+// spot/IV move since entry (not a guessed scenario). Expensive (full optimizer run), so
+// on-demand only — not auto-fetched, call refetch() from a button.
+export type RetrospectiveCandidate = {
+  template_name: string; legs: StrategyLeg[]; score: number; return_on_capital_pct: number | null
+  net_pnl: number; max_gain: number | null; max_loss: number | null; net_delta_now: number
+}
+export type RetrospectiveComparison = {
+  available: boolean; reason?: string
+  underlying?: string; entry_date?: string; as_of?: string; horizon_days?: number
+  spot_entry?: number; spot_realized?: number; realized_spot_shock_pct?: number
+  iv_entry?: number; iv_realized?: number; realized_iv_shift?: number
+  actual_return_pct?: number | null
+  optimal_candidates?: RetrospectiveCandidate[]
+}
+
+export const useRetrospectiveOptimal = (posId: string, asOf?: string) =>
+  useQuery<RetrospectiveComparison>({
+    queryKey: ['portfolio-retrospective-optimal', posId, asOf],
+    queryFn: () => api.get(`/portfolio/positions/${posId}/retrospective-optimal`, { params: asOf ? { as_of: asOf } : {} }).then(r => r.data),
+    enabled: false,
+    staleTime: 5 * 60_000,
+  })
+
 // Reprices every open position under a handful of named macro scenarios (Risk-Off,
 // Risk-On, inflation persistante, dollar fort, baisse des matières premières) to surface
 // when several differently-named positions are really the same underlying bet.
@@ -1048,6 +1073,36 @@ export const useSaxoIvSnapshot = (symbol: string) =>
     staleTime: 5 * 60_000,
   })
 
+// Options Lab — "was this option well priced between two dates?" Picks the strike closest
+// to the underlying's realized outcome at date_b (hindsight), reprices at both dates from
+// real Saxo history, decomposes the move into Delta/Theta/Vega + a residual.
+export type PricingCheckLeg = {
+  available: boolean
+  price_a?: number; price_b?: number; actual_change?: number
+  iv_a?: number | null; iv_b?: number | null
+  intrinsic_a?: number; time_value_a?: number; intrinsic_b?: number; time_value_b?: number
+  greeks_a?: { delta: number; gamma: number; theta: number; vega: number }
+  attribution?: { delta_pnl: number; theta_pnl: number; vega_pnl: number; explained: number; residual: number }
+}
+export type PricingCheckResult = {
+  available: boolean; reason?: string
+  ticker?: string; date_a?: string; date_b?: string; elapsed_days?: number; target_dte_used?: number
+  expiry_date?: string; expired_by_date_b?: boolean
+  spot_a?: number; spot_b?: number; spot_change_pct?: number; chosen_strike?: number
+  iv_a?: number | null; realized_vol?: number | null; vol_risk_premium?: number | null
+  legs?: { call: PricingCheckLeg; put: PricingCheckLeg }
+}
+
+// targetDte omitted/undefined -> backend defaults to the expiry closest to dateB (hindsight,
+// same principle as the strike selection) — only pass it to force a different expiry.
+export const usePricingCheck = (ticker: string, dateA: string, dateB: string, targetDte: number | undefined, enabled: boolean) =>
+  useQuery<PricingCheckResult>({
+    queryKey: ['options-pricing-check', ticker, dateA, dateB, targetDte],
+    queryFn: () => api.get('/saxo/pricing-check', { params: { ticker, date_a: dateA, date_b: dateB, target_dte: targetDte } }).then(r => r.data),
+    enabled: enabled && !!ticker && !!dateA && !!dateB,
+    staleTime: 5 * 60_000,
+  })
+
 export const useSaxoIvHistory = (symbol: string, days = 90) =>
   useQuery({
     queryKey: ['saxo-iv-history', symbol, days],