2 Commits

Author	SHA1	Message	Date
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