feat: strategy builder

backend/routers/strategy_builder.py

@@ -139,9 +139,10 @@ def chain(
     n_expiries: int = Query(3),
     dte_min: Optional[int] = Query(None),
     dte_max: Optional[int] = Query(None),
+    as_of: Optional[str] = Query(None, description="Reconstruct the chain as it stood at/before this date instead of now — e.g. to build legs against the same chain a past Replay window will walk, rather than today's."),
 ):
     try:
-        return get_chain_slice(symbol, horizon_days, n_expiries, dte_min=dte_min, dte_max=dte_max)
+        return get_chain_slice(symbol, horizon_days, n_expiries, dte_min=dte_min, dte_max=dte_max, as_of=as_of)
     except ValueError as e:
         raise HTTPException(status_code=404, detail=str(e))
 
@@ -152,15 +153,18 @@ def presets(
     horizon_days: int = Query(8),
     dte_min: Optional[int] = Query(None),
     dte_max: Optional[int] = Query(None),
+    as_of: Optional[str] = Query(None),
 ):
     """The full strategy catalog (services.backtest_strategies.STRATEGIES) built from the
-    REAL current chain instead of Backtest's synthetic grid — so a preset click here seeds
+    REAL chain instead of Backtest's synthetic grid — so a preset click here seeds the leg
-    the leg editor with actually-quoted strikes/expiries, ready to price or replay as-is.
+    editor with actually-quoted strikes/expiries, ready to price or replay as-is.
-    n_expiries=5 (vs. Strategy Builder's own default of 3) so calendar/diagonal presets,
+    n_expiries=20 (vs. Strategy Builder's own default of 3) so calendar/diagonal presets,
-    which need two distinct expiries, reliably have a second one to draw from."""
+    which need two distinct expiries, reliably have a second one to draw from, and so a
+    wide dte_min/dte_max window (e.g. hunting for a ~30d expiry) isn't silently narrowed
+    back down to whatever's nearest horizon_days."""
     from services.backtest_strategies import STRATEGIES, build_legs
     try:
-        chain_slice = get_chain_slice(symbol, horizon_days, 5, dte_min=dte_min, dte_max=dte_max)
+        chain_slice = get_chain_slice(symbol, horizon_days, 20, dte_min=dte_min, dte_max=dte_max, as_of=as_of)
     except ValueError as e:
         raise HTTPException(status_code=404, detail=str(e))
 

frontend/src/hooks/useApi.ts

@@ -1822,12 +1822,12 @@ export const DEFAULT_GREEK_PROFILE: GreekProfile = {
 
 export const useOptionChainSlice = (
   symbol: string, horizonDays: number, nExpiries = 3, enabled = true,
-  dteMin?: number | null, dteMax?: number | null,
+  dteMin?: number | null, dteMax?: number | null, asOf?: string | null,
 ) =>
   useQuery<ChainSlice>({
-    queryKey: ['strategy-builder-chain', symbol, horizonDays, nExpiries, dteMin, dteMax],
+    queryKey: ['strategy-builder-chain', symbol, horizonDays, nExpiries, dteMin, dteMax, asOf],
     queryFn: () => api.get('/strategy-builder/chain', {
-      params: { symbol, horizon_days: horizonDays, n_expiries: nExpiries, dte_min: dteMin ?? undefined, dte_max: dteMax ?? undefined },
+      params: { symbol, horizon_days: horizonDays, n_expiries: nExpiries, dte_min: dteMin ?? undefined, dte_max: dteMax ?? undefined, as_of: asOf || undefined },
     }).then(r => r.data),
     enabled: enabled && !!symbol,
     staleTime: 30_000,
@@ -1845,11 +1845,14 @@ export const usePriceStrategy = () =>
 // can't be built right now (e.g. calendar/diagonal with only one real expiry available)
 // is simply absent from the response.
 export type StrategyPreset = { key: string; label: string; n_legs: number; legs: StrategyLeg[] }
-export const usePresets = (symbol: string, horizonDays: number, enabled: boolean, dteMin?: number | null, dteMax?: number | null) =>
+export const usePresets = (
+  symbol: string, horizonDays: number, enabled: boolean,
+  dteMin?: number | null, dteMax?: number | null, asOf?: string | null,
+) =>
   useQuery<StrategyPreset[]>({
-    queryKey: ['strategy-builder-presets', symbol, horizonDays, dteMin, dteMax],
+    queryKey: ['strategy-builder-presets', symbol, horizonDays, dteMin, dteMax, asOf],
     queryFn: () => api.get('/strategy-builder/presets', {
-      params: { symbol, horizon_days: horizonDays, dte_min: dteMin ?? undefined, dte_max: dteMax ?? undefined },
+      params: { symbol, horizon_days: horizonDays, dte_min: dteMin ?? undefined, dte_max: dteMax ?? undefined, as_of: asOf || undefined },
     }).then(r => r.data),
     enabled: enabled && !!symbol,
     staleTime: 30_000,

frontend/src/pages/StrategyBuilder.tsx

@@ -561,7 +561,12 @@ function SuggestedProfileCard({
   )
 }
 
-function ReplayCard({ symbol, legs, contractSize }: { symbol: string; legs: StrategyLeg[]; contractSize: number }) {
+function ReplayCard({
+  symbol, legs, contractSize, chainAsOf, onUseAsChainAsOf,
+}: {
+  symbol: string; legs: StrategyLeg[]; contractSize: number
+  chainAsOf: string; onUseAsChainAsOf: (date: string) => void
+}) {
   const { data: saxoSymbols } = useSaxoSymbols()
   const bounds = saxoSymbols?.find(s => s.symbol.toUpperCase() === symbol.toUpperCase())
   const { mutate: runReplay, data: result, isPending, error } = useReplayStrategy()
@@ -626,6 +631,14 @@ function ReplayCard({ symbol, legs, contractSize }: { symbol: string; legs: Stra
           <RefreshCw className={clsx('w-3.5 h-3.5', isPending && 'animate-spin')} />
           {isPending ? 'Replay en cours…' : 'Lancer le replay'}
         </button>
+        <button
+          onClick={() => startDate && onUseAsChainAsOf(startDate)}
+          disabled={!startDate || chainAsOf === startDate}
+          title="Reconstruit la chain (et le catalogue de préréglages) telle qu'elle était à la date 'Du' — une échéance choisie aujourd'hui n'existait peut-être pas encore, ou avait des strikes très différents, à cette date passée."
+          className="flex items-center gap-1.5 text-xs border border-slate-700/50 hover:border-blue-500/60 disabled:opacity-40 text-slate-300 px-3 py-1.5 rounded"
+        >
+          Construire les jambes depuis la chain du {startDate || '…'}
+        </button>
       </div>
 
       {error && (
@@ -866,6 +879,11 @@ export default function StrategyBuilder() {
   const commitSymbol = (v?: string) => setDebouncedSymbol((v ?? symbol).trim())
 
   const [legs, setLegs] = useState<StrategyLeg[]>([])
+  // Empty = build against the live chain (now). Set (typically synced from the Replay
+  // card's "Du") to reconstruct the chain as it stood back then — a leg picked against
+  // TODAY's chain may not have existed yet, or may have had a very different strike
+  // ladder, on a date a past Replay window actually starts from.
+  const [chainAsOf, setChainAsOf] = useState<string>('')
   const [constraints, setConstraints] = useState<OptimizeConstraints>({
     max_legs: 4, delta_threshold: 0.15, max_loss_cap: null, objective: 'net_pnl', top_n: 20,
   })
@@ -879,10 +897,15 @@ export default function StrategyBuilder() {
   const { data: saxoSymbols } = useSaxoSymbols()
   const watchlistTickers = (saxoSymbols ?? []).map(s => s.symbol).sort()
 
+  // A narrowed DTE window means the user is deliberately hunting for something specific
+  // in there (e.g. dte_min/max=1..60 looking for a ~30d expiry) — capping at 3 nearest-
+  // to-horizon would silently hide it again even though it's inside the window. Only
+  // widen when they've actually set a bound, so the default view stays compact.
+  const chainNExpiries = (scenario.dte_min != null || scenario.dte_max != null) ? 20 : 3
   const { data: chain, isLoading: chainLoading, isError: chainError, error: chainErrorObj, refetch: refetchChain, isFetching } =
-    useOptionChainSlice(debouncedSymbol, horizonDays, 3, true, scenario.dte_min, scenario.dte_max)
+    useOptionChainSlice(debouncedSymbol, horizonDays, chainNExpiries, true, scenario.dte_min, scenario.dte_max, chainAsOf)
   const { data: ivForTrade } = useIvForTrade(debouncedSymbol)
-  const { data: presets } = usePresets(debouncedSymbol, horizonDays, !!chain, scenario.dte_min, scenario.dte_max)
+  const { data: presets } = usePresets(debouncedSymbol, horizonDays, !!chain, scenario.dte_min, scenario.dte_max, chainAsOf)
   const [presetLegCountFilter, setPresetLegCountFilter] = useState<number | null>(null)
   const [activePreset, setActivePreset] = useState<string | null>(null)
   const filteredPresets = (presets ?? []).filter(p => presetLegCountFilter === null || p.n_legs === presetLegCountFilter)
@@ -1043,6 +1066,15 @@ export default function StrategyBuilder() {
         </div>
       )}
 
+      {chain && chainAsOf && (
+        <div className="px-3 py-2 rounded border border-amber-700/40 bg-amber-900/10 text-xs text-amber-300 flex items-center justify-between gap-2">
+          <span>
+            Chain figée au <strong>{chainAsOf}</strong> — les préréglages et l'éditeur de jambes ci-dessous utilisent les strikes/échéances réels de cette date-là, pas ceux d'aujourd'hui.
+          </span>
+          <button onClick={() => setChainAsOf('')} className="shrink-0 underline hover:text-amber-200">Revenir à la chain en direct</button>
+        </div>
+      )}
+
       {chain && (
         <div className="card space-y-3">
           <div className="flex items-center justify-between">
@@ -1097,7 +1129,10 @@ export default function StrategyBuilder() {
       )}
 
       {chain && legs.length > 0 && (
-        <ReplayCard symbol={debouncedSymbol} legs={legs} contractSize={scenario.contract_size ?? 100_000} />
+        <ReplayCard
+          symbol={debouncedSymbol} legs={legs} contractSize={scenario.contract_size ?? 100_000}
+          chainAsOf={chainAsOf} onUseAsChainAsOf={setChainAsOf}
+        />
       )}
 
       {chain && (