Commit Graph

5 Commits

Author SHA1 Message Date
OpenSquared
6c22b3f552 feat: strategy builder 2026-07-21 10:18:15 +02:00
OpenSquared
05a475fb04 feat: system logs page + dynamic IV watchlist with auto-add from cycle
Backend:
- DB: add system_logs table (level/source/cycle_id/ticker/message) and
  iv_watchlist table (ticker/added_by/is_active); seed builtin 18 tickers
- DBLogHandler attached at startup — all WARNING+ logs auto-persist to DB
- log_system_event() helper for structured manual events
- New router /api/logs: GET with filters (level, source, cycle_id, ticker,
  date range), GET /sources, GET /cycles for dropdowns, DELETE /clear
- iv_watchlist now read from DB instead of hardcoded constant; options_vol
  watchlist/refresh/bootstrap endpoints all use get_watchlist_tickers()
- New endpoints: POST/DELETE /options-vol/watchlist-tickers/{ticker} to
  add/remove tickers; adding triggers background 1-year bootstrap
- auto_cycle: after log_trade_entries(), auto-detect new underlying proxies
  not yet in watchlist, add them and bootstrap their IV history

Frontend:
- New page SystemLogs (/logs): log table with level/source/cycle/ticker/date
  filters, color-coded rows, expandable JSON details, auto-refresh 30s
- Options Lab: WatchlistManager section — add ticker input, chip list with
  builtin/auto/manual color coding, remove button for non-builtins
- Sidebar: Logs Système nav link (ScrollText icon)
- useApi: useSystemLogs, useLogSources, useLogCycles, useClearLogs,
  useWatchlistTickers, useAddWatchlistTicker, useRemoveWatchlistTicker

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-18 13:07:35 +02:00
OpenSquared
3b4e035819 fix: IV rank fallback to history when live options fetch fails + Entrée date from cycle logs
- iv_engine/options_vol: when get_atm_iv() returns None (yfinance chain unavailable),
  fall back to most recent iv_history row so IV Rank is always computable from
  bootstrapped data; live vs history source tagged as iv_source field
- Dashboard: build mtmMap from tradeMtmData.trades (trade_entry_prices, cycle auto-log)
  keyed by pattern_id; getAddedInfo() falls back to mtmMap so Entrée/Durée columns
  populate automatically after each AI cycle without manual portfolio add
- OptionsLab: show '~' prefix and 'IV estimée' label when IV comes from history fallback;
  fix near-invisible text-slate-700 on 'Sans historique' section header

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-18 11:55:57 +02:00
OpenSquared
97ba36454b fix: bootstrap IV history with 1y realized vol to unblock IV Rank from 50
IV Rank was stuck at 50 for all tickers because the formula returns 50.0
when iv_max == iv_min (not enough historical snapshots). Added:
- bootstrap_iv_history(): downloads 1y of closes per ticker, computes
  30d rolling realized vol (annualized), saves each day to iv_history
- POST /api/options-vol/bootstrap-history endpoint (runs in background)
- OptionsLab: auto-detect when IV Rank needs bootstrapping and show
  an amber banner with one-click "Initialiser historique" button

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-17 21:33:01 +02:00
OpenSquared
9a6b6f70b1 feat: Phase 1 — IV Rank, Term Structure, Skew, Options Flow (Sprint 1.1/1.2/1.3)
Backend:
- iv_engine.py: ATM IV, term structure (30/60/90/180j), put/call skew,
  options flow (P/C OI ratio, unusual strikes, gamma bias), proxy map for futures→ETFs
- database.py: iv_history table + save_iv_snapshot, get_iv_rank_percentile, get_iv_history
- routers/options_vol.py: /api/options-vol/ endpoints (snapshot, batch, watchlist, history)
- auto_cycle.py: inject IV context string into scoring prompt (step 3.5)
- ai_analyzer.py: score_patterns_with_context accepts iv_context param
- main.py: register options_vol router

Frontend:
- pages/OptionsLab.tsx: full IV dashboard (watchlist by IVR, term structure, skew, flow, sparkline)
- pages/JournalDeBord.tsx: IvRankCell component + IV Rank column per trade
- hooks/useApi.ts: useIvSnapshot, useIvWatchlist, useIvBatch, useIvHistory, useIvForTrade

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-17 16:29:33 +02:00