fix: 4 cycle errors — NameError _log, WHEAT/EUR/USD ticker normalization, 429 serial scoring

- auto_cycle.py: replace _log with logger (NameError at lines 484/489)
- auto_cycle.py: normalize underlying via _normalize_ticker before _resolve_ticker
  so WHEAT→ZW=F→WEAT and EUR/USD→EURUSD=X→FXE reach the IV watchlist correctly
- iv_engine.py: _resolve_ticker now strips slash-format forex (EUR/USD→EURUSD=X)
  before _PROXY lookup, fixing yfinance 500/404 spam from get_atm_iv
- database.py: _fetch in log_trade_entries uses _normalize_ticker (not _normalize_yf_ticker)
  so commodity aliases like WHEAT→ZW=F are applied at price-fetch time
- ai_analyzer.py: max_workers=1 for batch scorer — parallel workers both slept and
  retried simultaneously after 429, causing repeated bursts; sequential fixes the pattern
- journal.py + JournalDeBord.tsx: add price_warning field (no_price_data/no_entry_price/
  no_live_price) with visible ⚠ badge and amber color on affected ticker/price cells

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

backend/routers/journal.py

@@ -87,10 +87,19 @@ def trade_mtm(days: int = 30):
             elif pnl_pct <= stop:
                 alert_type = "stop_loss"
 
+        price_warning = None
+        if entry_price is None and current_price is None:
+            price_warning = "no_price_data"
+        elif entry_price is None:
+            price_warning = "no_entry_price"
+        elif current_price is None:
+            price_warning = "no_live_price"
+
         result.append({
             **e,
             "current_price": current_price,
             "pnl_pct": pnl_pct,
+            "price_warning": price_warning,
             "days_held": days_held,
             "direction": "bearish" if _is_bearish(e.get("strategy", "")) else "bullish",
             "maturity": maturity,

backend/services/ai_analyzer.py

@@ -760,13 +760,14 @@ TEMPLATE DE NOTATION:
 
     BATCH_SIZE = 4  # 4 patterns × ~800 tokens output = ~3200 tokens, safely within gpt-4o limits
 
-    # Score batches with limited parallelism to stay under TPM limits.
+    # Score batches sequentially (max_workers=1) — parallel workers both retry on 429
-    # 2 concurrent batches × ~6K tokens = ~12K tokens burst, well under 30K TPM.
+    # simultaneously, defeating the sleep backoff. Sequential ensures the retry window
+    # is fully cleared before the next batch fires.
     from concurrent.futures import ThreadPoolExecutor, as_completed
     batches = [pattern_blocks[i:i+BATCH_SIZE] for i in range(0, len(pattern_blocks), BATCH_SIZE)]
     _scorer_log.info(f"[Scorer] Scoring {len(pattern_blocks)} patterns in {len(batches)} batches of max {BATCH_SIZE}")
     all_scored = []
-    with ThreadPoolExecutor(max_workers=min(len(batches), 2)) as executor:
+    with ThreadPoolExecutor(max_workers=1) as executor:
         futures = [executor.submit(_score_batch, b) for b in batches]
         for future in as_completed(futures):
             try:

backend/services/auto_cycle.py

@@ -468,7 +468,7 @@ def run_cycle_once(trigger: str = "auto") -> Dict[str, Any]:
 
         # Auto-add any new underlying tickers to the IV watchlist
         try:
-            from services.database import add_watchlist_ticker, get_watchlist_tickers
+            from services.database import _normalize_ticker, add_watchlist_ticker, get_watchlist_tickers
             from services.iv_engine import _resolve_ticker, bootstrap_iv_history
             existing = set(get_watchlist_tickers())
             new_proxies = set()
@@ -476,17 +476,18 @@ def run_cycle_once(trigger: str = "auto") -> Dict[str, Any]:
                 for trade in (sp.get("trade_rankings") or sp.get("suggested_trades") or []):
                     underlying = trade.get("underlying") or sp.get("underlying") or ""
                     if underlying:
-                        proxy = _resolve_ticker(underlying)
+                        normalized = _normalize_ticker(underlying.upper())  # WHEAT→ZW=F, EUR/USD→EURUSD=X
+                        proxy = _resolve_ticker(normalized)  # ZW=F→WEAT, EURUSD=X→FXE
                         if proxy not in existing:
                             new_proxies.add(proxy)
             for proxy in new_proxies:
                 if add_watchlist_ticker(proxy, added_by="cycle"):
-                    _log.info(f"[Watchlist] Auto-added new ticker: {proxy}")
+                    logger.info(f"[Watchlist] Auto-added new ticker: {proxy}")
                     log_system_event("INFO", "auto_cycle", f"Nouveau ticker ajouté à la watchlist IV: {proxy}", cycle_id=scoring_run_id, ticker=proxy)
             if new_proxies:
                 bootstrap_iv_history(tickers=list(new_proxies), min_existing=0)
         except Exception as _we:
-            _log.warning(f"[Watchlist] Auto-add failed: {_we}")
+            logger.warning(f"[Watchlist] Auto-add failed: {_we}")
 
         gauges_summary = {
             k: {"value": v.get("value"), "change_pct": v.get("change_pct"), "label": v.get("label")}

backend/services/database.py

@@ -940,7 +940,7 @@ def log_trade_entries(run_id: str, scored_patterns: List[Dict[str, Any]], quotes
             from concurrent.futures import ThreadPoolExecutor, as_completed
 
             def _fetch(ticker: str):
-                normalized = _normalize_yf_ticker(ticker)
+                normalized = _normalize_ticker(ticker)  # handles WHEAT→ZW=F, EUR/USD→EURUSD=X, etc.
                 try:
                     # Use yf.download() — fresh HTTP request, no in-process Ticker cache
                     for kwargs in [

backend/services/iv_engine.py

@@ -50,7 +50,13 @@ IV_WATCHLIST = [
 
 def _resolve_ticker(ticker: str) -> str:
     """Return the optionable proxy ticker for a given symbol."""
-    return _PROXY.get(ticker.upper(), ticker.upper())
+    t = ticker.upper().strip()
+    # Normalize slash-format forex (EUR/USD → EURUSD=X) before proxy lookup
+    if '/' in t:
+        parts = t.split('/')
+        if len(parts) == 2 and all(p.isalpha() for p in parts):
+            t = parts[0] + parts[1] + '=X'
+    return _PROXY.get(t, t)
 
 
 def _get_current_price(t: yf.Ticker) -> Optional[float]:

frontend/src/pages/JournalDeBord.tsx

@@ -857,7 +857,19 @@ function TradeMtmSection({ days }: { days: number }) {
                   <td className="px-3 py-2 text-right font-mono text-[11px] text-slate-400">
                     {t.expiry_days_at_entry != null ? `${t.expiry_days_at_entry}j` : t.horizon_days != null ? `${t.horizon_days}j` : '—'}
                   </td>
-                  <td className="px-3 py-2 font-mono text-slate-300">{t.underlying}</td>
+                  <td className="px-3 py-2 font-mono">
+                    <div className="flex items-center gap-1">
+                      <span className={clsx(t.price_warning ? 'text-amber-300' : 'text-slate-300')}>{t.underlying}</span>
+                      {t.price_warning && (
+                        <span
+                          className="text-[8px] font-bold bg-amber-900/40 border border-amber-600/40 text-amber-400 rounded px-1 py-0.5 leading-none shrink-0"
+                          title={t.price_warning === 'no_price_data' ? 'Aucune donnée prix — monitoring impossible' : t.price_warning === 'no_entry_price' ? 'Prix d\'entrée manquant' : 'Prix live indisponible'}
+                        >
+                          ⚠ {t.price_warning === 'no_price_data' ? 'NO DATA' : t.price_warning === 'no_entry_price' ? 'NO ENTRY' : 'NO LIVE'}
+                        </span>
+                      )}
+                    </div>
+                  </td>
                   <td className="px-3 py-2 text-right">
                     <ScoreDelta entry={t.score_at_entry} latest={t.latest_score ?? t.score_at_entry} />
                   </td>
@@ -883,10 +895,10 @@ function TradeMtmSection({ days }: { days: number }) {
                     ) : <span className="text-slate-700 text-xs">—</span>}
                   </td>
                   <td className="px-3 py-2 text-right text-slate-600 whitespace-nowrap text-[11px]">{t.entry_date}</td>
-                  <td className="px-3 py-2 text-right font-mono text-slate-400 text-[11px]">
+                  <td className={clsx('px-3 py-2 text-right font-mono text-[11px]', t.price_warning === 'no_entry_price' || t.price_warning === 'no_price_data' ? 'text-amber-600' : 'text-slate-400')}>
                     {t.entry_price != null ? t.entry_price.toFixed(2) : '—'}
                   </td>
-                  <td className="px-3 py-2 text-right font-mono text-slate-300 text-[11px]">
+                  <td className={clsx('px-3 py-2 text-right font-mono text-[11px]', t.price_warning === 'no_live_price' || t.price_warning === 'no_price_data' ? 'text-amber-600' : 'text-slate-300')}>
                     {t.current_price != null ? t.current_price.toFixed(2) : '—'}
                   </td>
                   <td className="px-3 py-2 text-right">