feat: P&L côte à côte (Ouvert|Réalisé) + filtres journal + suppression trades fermés

- Dashboard: P&L card séparé en deux colonnes (Ouvertes/Réalisées) pour Simulé et Portfolio
- Dashboard: closed trades P&L locked from pnl_realized, ne fluctue plus après fermeture
- Journal Ouvert: filtres ticker/stratégie + classe d'actif + direction (haussier/baissier)
- Journal Fermés: mêmes filtres + filtre P&L (gagnants/perdants) + bouton supprimer par ligne
- Journal Non loggés: filtres ticker + classe d'actif + raison de skip
- Backend: DELETE /api/journal/trades/{id} + delete_trade() dans database.py

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

backend/routers/journal.py

@@ -6,7 +6,7 @@ from services.database import (
     get_macro_regime_history, get_geo_alert_history, get_trade_entry_prices,
     get_closed_trades, close_trade, update_trade_exit_params,
     get_trade_entry_by_id, get_config, set_config, reset_journal_history,
-    _fetch_live_prices, _trade_maturity, get_skipped_trades,
+    _fetch_live_prices, _trade_maturity, get_skipped_trades, delete_trade,
 )
 import json
 
@@ -61,11 +61,35 @@ def trade_mtm(days: int = 30):
     for e in entries:
         ticker = (e.get("underlying") or "").upper()
         entry_price = e.get("entry_price")
-        current_price = current_prices.get(ticker)
-        pnl_pct = None
-        if entry_price and current_price and entry_price > 0:
-            raw_pnl = (current_price - entry_price) / entry_price * 100
-            pnl_pct = round(-raw_pnl if _is_bearish(e.get("strategy", "")) else raw_pnl, 2)
+        is_closed = e.get("status") == "closed"
+
+        # For closed trades: pnl_pct is fixed from pnl_realized (locked in).
+        # For open trades: compute live from current market price.
+        if is_closed:
+            pnl_realized = e.get("pnl_realized")
+            capital = e.get("capital_invested") or entry_price or 0
+            if pnl_realized is not None and capital and capital > 0:
+                pnl_pct = round(pnl_realized / capital * 100, 2)
+            elif e.get("close_price") and entry_price and entry_price > 0:
+                raw = (e["close_price"] - entry_price) / entry_price * 100
+                pnl_pct = round(-raw if _is_bearish(e.get("strategy", "")) else raw, 2)
+            else:
+                pnl_pct = None
+            current_price = e.get("close_price")
+            price_warning = None if pnl_pct is not None else "no_close_price"
+        else:
+            current_price = current_prices.get(ticker)
+            pnl_pct = None
+            if entry_price and current_price and entry_price > 0:
+                raw_pnl = (current_price - entry_price) / entry_price * 100
+                pnl_pct = round(-raw_pnl if _is_bearish(e.get("strategy", "")) else raw_pnl, 2)
+            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"
 
         days_held = None
         try:
@@ -74,27 +98,19 @@ def trade_mtm(days: int = 30):
             pass
 
         horizon = e.get("horizon_days") or 90
-        maturity = _trade_maturity(days_held or 0, horizon)
+        maturity = "closed" if is_closed else _trade_maturity(days_held or 0, horizon)
 
         defaults = _get_exit_defaults()
         target = e.get("target_pct") if e.get("target_pct") is not None else defaults.get("target_pct", 30.0)
         stop = e.get("stop_loss_pct") if e.get("stop_loss_pct") is not None else defaults.get("stop_loss_pct", -50.0)
 
         alert_type = None
-        if pnl_pct is not None:
+        if not is_closed and pnl_pct is not None:
             if pnl_pct >= target:
                 alert_type = "target_reached"
             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,
@@ -260,6 +276,14 @@ def skipped_trades_endpoint(days: int = 30):
     return _sanitize({"trades": trades, "days": days, "count": len(trades)})
 
 
+@router.delete("/trades/{trade_id}")
+def delete_trade_endpoint(trade_id: int):
+    ok = delete_trade(trade_id)
+    if not ok:
+        raise HTTPException(404, "Trade non trouvé")
+    return {"deleted": True, "trade_id": trade_id}
+
+
 @router.delete("/reset")
 def reset_journal():
     """Truncate all journal history (trades, macro, geo, cycles). Irreversible."""

backend/services/database.py

@@ -1327,6 +1327,14 @@ def get_closed_trades(days: int = 180) -> List[Dict[str, Any]]:
     return [dict(r) for r in rows]
 
 
+def delete_trade(trade_id: int) -> bool:
+    conn = get_conn()
+    cur = conn.execute("DELETE FROM trade_entry_prices WHERE id = ?", (trade_id,))
+    conn.commit()
+    conn.close()
+    return cur.rowcount > 0
+
+
 def get_skipped_trades(days: int = 30) -> List[Dict[str, Any]]:
     conn = get_conn()
     rows = conn.execute(