fix: aligner les candles du chart avec la période du backtest

Bug: les markers BUY/SELL du chart utilisaient les timestamps des trades
du backtest mais les candles étaient fetchées séparément (500 candles récentes),
causant un désalignement visuel.

- Backend: /backtest retourne désormais les candles exactes du DataFrame analysé
- Frontend: Backtest.tsx utilise result.candles directement (suppression du
  fetchCandles séparé)
- Ajout: sérialisation reason/OB/LL sur les trades, overlays OB/LL bornés
  dans le temps, trade reasons expandables, filtre HTF, badge tendance HTF

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

backend/app/api/routes/backtest.py

@@ -1,4 +1,3 @@
-from datetime import datetime
 from typing import Optional
 
 from fastapi import APIRouter, Depends, HTTPException
@@ -8,6 +7,7 @@ from sqlalchemy.ext.asyncio import AsyncSession
 from app.core.backtester import Backtester
 from app.core.database import get_db
 from app.core.strategy.order_block_sweep import OrderBlockSweepParams, OrderBlockSweepStrategy
+from app.core.strategy.htf_trend_filter import HTFTrendFilter, HTFTrendFilterParams, HTF_MAP
 from app.models.backtest_result import BacktestResult
 from app.services.market_data import MarketDataService
 
@@ -24,6 +24,11 @@ class BacktestRequest(BaseModel):
     swing_strength: int = Field(default=5, ge=2, le=20)
     liquidity_tolerance_pips: float = Field(default=2.0, ge=0.5)
     spread_pips: float = Field(default=1.5, ge=0)
+    # Sélection des stratégies et filtres
+    strategies: list[str] = Field(default=["order_block_sweep"])
+    filters: list[str] = Field(default=[])
+    htf_ema_fast: int = Field(default=20, ge=5, le=100)
+    htf_ema_slow: int = Field(default=50, ge=10, le=200)
 
 
 @router.post("")
@@ -42,13 +47,45 @@ async def run_backtest(
     if len(df) < 150:
         raise HTTPException(400, "Pas assez de données (min 150 bougies)")
 
-    # Configurer la stratégie
+    # Construire la stratégie selon la sélection
-    params = OrderBlockSweepParams(
+    strategies = []
-        swing_strength=req.swing_strength,
+    if "order_block_sweep" in req.strategies:
-        liquidity_tolerance_pips=req.liquidity_tolerance_pips,
+        params = OrderBlockSweepParams(
-        rr_ratio=req.rr_ratio,
+            swing_strength=req.swing_strength,
-    )
+            liquidity_tolerance_pips=req.liquidity_tolerance_pips,
-    strategy = OrderBlockSweepStrategy(params)
+            rr_ratio=req.rr_ratio,
+        )
+        strategies.append(OrderBlockSweepStrategy(params))
+
+    if not strategies:
+        raise HTTPException(400, "Au moins une stratégie doit être sélectionnée")
+
+    # Pour l'instant une seule stratégie supportée
+    strategy = strategies[0]
+
+    # Construire les filtres
+    active_filters = []
+    htf_trend_info: Optional[dict] = None
+
+    if "htf_trend_filter" in req.filters:
+        htf_gran = HTF_MAP.get(req.granularity, req.granularity)
+        try:
+            htf_df = await service.get_candles(req.instrument, htf_gran, 200)
+        except Exception as e:
+            raise HTTPException(502, f"Erreur fetch données HTF ({htf_gran}): {e}")
+
+        htf_filter = HTFTrendFilter(HTFTrendFilterParams(
+            ema_fast=req.htf_ema_fast,
+            ema_slow=req.htf_ema_slow,
+        ))
+        trend = htf_filter.determine_trend(htf_df)
+        active_filters.append(htf_filter)
+        htf_trend_info = {
+            "htf_granularity": htf_gran,
+            "trend": trend,
+            "ema_fast": req.htf_ema_fast,
+            "ema_slow": req.htf_ema_slow,
+        }
 
     # Lancer le backtest
     backtester = Backtester(
@@ -56,10 +93,15 @@ async def run_backtest(
         initial_balance=req.initial_balance,
         risk_percent=req.risk_percent,
         spread_pips=req.spread_pips,
+        filters=active_filters,
     )
     metrics = backtester.run(df)
 
     # Sauvegarder en BDD
+    strategy_params = strategy.get_params()
+    if htf_trend_info:
+        strategy_params["htf_trend_filter"] = htf_trend_info
+
     result = BacktestResult(
         instrument=req.instrument,
         granularity=req.granularity,
@@ -76,7 +118,7 @@ async def run_backtest(
         sharpe_ratio=metrics.sharpe_ratio,
         expectancy=metrics.expectancy,
         equity_curve=metrics.equity_curve,
-        strategy_params=strategy.get_params(),
+        strategy_params=strategy_params,
     )
     db.add(result)
     await db.commit()
@@ -95,10 +137,18 @@ async def run_backtest(
             "pnl_pips": t.pnl_pips,
             "status": t.status,
             "signal_type": t.signal_type,
+            "reason": t.reason,
+            "order_block": t.order_block,
+            "liquidity_level": t.liquidity_level,
         }
         for t in metrics.trades
     ]
 
+    # Candles utilisées pour le backtest (pour le chart frontend)
+    candles_out = df[["time", "open", "high", "low", "close", "volume"]].copy()
+    candles_out["time"] = candles_out["time"].astype(str)
+    candles_list = candles_out.to_dict(orient="records")
+
     return {
         "backtest_id": result.id,
         "instrument": req.instrument,
@@ -123,6 +173,31 @@ async def run_backtest(
         },
         "equity_curve": metrics.equity_curve,
         "trades": trades_out,
+        "candles": candles_list,
+        "order_blocks": metrics.all_order_blocks,
+        "liquidity_levels": metrics.all_liquidity_levels,
+        "htf_trend": htf_trend_info,
+    }
+
+
+@router.get("/strategies")
+async def list_strategies():
+    """Retourne les stratégies et filtres disponibles."""
+    return {
+        "strategies": [
+            {
+                "name": "order_block_sweep",
+                "label": "Order Block + Liquidity Sweep",
+                "description": "Stratégie ICT : détection Equal H/L, sweep et entrée sur OB",
+            },
+        ],
+        "filters": [
+            {
+                "name": "htf_trend_filter",
+                "label": "Filtre tendance HTF",
+                "description": "Ne prendre que les trades dans le sens de la tendance du timeframe supérieur (EMA crossover)",
+            },
+        ],
     }
 
 

backend/app/core/backtester.py

@@ -31,6 +31,9 @@ class BacktestTrade:
     pnl_pct: Optional[float] = None
     status: str = "open"  # "win" | "loss" | "open"
     signal_type: str = ""
+    reason: Optional[dict] = None
+    order_block: Optional[dict] = None
+    liquidity_level: Optional[dict] = None
 
 
 @dataclass
@@ -52,6 +55,8 @@ class BacktestMetrics:
     profit_factor: float
     equity_curve: list[dict] = field(default_factory=list)
     trades: list[BacktestTrade] = field(default_factory=list)
+    all_order_blocks: list[dict] = field(default_factory=list)
+    all_liquidity_levels: list[dict] = field(default_factory=list)
 
 
 class Backtester:
@@ -62,12 +67,14 @@ class Backtester:
         risk_percent: float = 1.0,
         spread_pips: float = 1.5,
         pip_value: float = 0.0001,
+        filters: Optional[list] = None,
     ) -> None:
         self.strategy = strategy
         self.initial_balance = initial_balance
         self.risk_percent = risk_percent      # % du capital risqué par trade
         self.spread_pips = spread_pips
         self.pip_value = pip_value
+        self._filters = filters or []
 
     def run(
         self,
@@ -87,6 +94,10 @@ class Backtester:
         last_signal_time: Optional[datetime] = None
         used_signals: set[tuple[str, int]] = set()  # (direction, entry_price_rounded)
 
+        # Accumuler toutes les zones détectées (dédupliquées par id)
+        all_obs: dict[str, dict] = {}
+        all_lls: dict[str, dict] = {}
+
         for i in range(window, len(df)):
             candle = df.iloc[i]
 
@@ -111,10 +122,24 @@ class Backtester:
                 slice_df = df.iloc[i - window:i + 1]
                 result = self.strategy.analyze(slice_df)
 
-                if result.signals:
+                # Accumuler les zones détectées
+                for ob in result.order_blocks:
+                    if ob.id not in all_obs:
+                        all_obs[ob.id] = self._serialize_ob(ob)
+                for ll in result.liquidity_levels:
+                    if ll.id not in all_lls:
+                        all_lls[ll.id] = self._serialize_ll(ll)
+
+                # Appliquer les filtres sur les signaux
+                signals = result.signals
+                for f in self._filters:
+                    if hasattr(f, "filter_signals"):
+                        signals = f.filter_signals(signals)
+
+                if signals:
                     # Filtrer les signaux déjà exploités (éviter doublons)
                     new_signals = [
-                        s for s in result.signals
+                        s for s in signals
                         if last_signal_time is None or s.time > last_signal_time
                     ]
                     if not new_signals:
@@ -135,6 +160,9 @@ class Backtester:
                         take_profit=tp,
                         entry_time=candle["time"],
                         signal_type=signal.signal_type,
+                        reason=self._serialize_reason(signal.reason) if signal.reason else None,
+                        order_block=self._serialize_ob(signal.order_block) if signal.order_block else None,
+                        liquidity_level=self._serialize_ll(signal.liquidity_level) if signal.liquidity_level else None,
                     )
 
         # Fermer la position ouverte en fin de période
@@ -151,7 +179,46 @@ class Backtester:
             trades.append(open_trade)
 
         equity_curve.append({"time": str(df.iloc[-1]["time"]), "balance": balance})
-        return self._compute_metrics(trades, balance, equity_curve)
+        metrics = self._compute_metrics(trades, balance, equity_curve)
+        metrics.all_order_blocks = list(all_obs.values())
+        metrics.all_liquidity_levels = list(all_lls.values())
+        return metrics
+
+    # ─── Serialization ─────────────────────────────────────────────────────────
+
+    @staticmethod
+    def _serialize_reason(reason) -> dict:
+        return {
+            "summary": reason.summary,
+            "swept_level_price": reason.swept_level_price,
+            "swept_level_direction": reason.swept_level_direction,
+            "ob_direction": reason.ob_direction,
+            "ob_top": reason.ob_top,
+            "ob_bottom": reason.ob_bottom,
+            "ob_origin_time": reason.ob_origin_time,
+            "filters_applied": reason.filters_applied,
+        }
+
+    @staticmethod
+    def _serialize_ob(ob) -> dict:
+        return {
+            "id": ob.id,
+            "direction": ob.direction,
+            "top": ob.top,
+            "bottom": ob.bottom,
+            "origin_time": str(ob.origin_time),
+            "mitigated": ob.mitigated,
+        }
+
+    @staticmethod
+    def _serialize_ll(ll) -> dict:
+        return {
+            "id": ll.id,
+            "direction": ll.direction,
+            "price": ll.price,
+            "origin_time": str(ll.origin_time),
+            "swept": ll.swept,
+        }
 
     # ─── Helpers ──────────────────────────────────────────────────────────────
 

backend/app/core/strategy/base.py

@@ -26,6 +26,19 @@ class LiquidityLevel:
     swept: bool = False     # True si le prix a dépassé ce niveau
 
 
+@dataclass
+class TradeReason:
+    """Explication structurée de pourquoi un signal a été généré."""
+    summary: str                                    # "EQH sweep at 1.08542 → Bullish OB [1.082 - 1.0835]"
+    swept_level_price: Optional[float] = None
+    swept_level_direction: Optional[str] = None     # "high" | "low"
+    ob_direction: Optional[str] = None              # "bullish" | "bearish"
+    ob_top: Optional[float] = None
+    ob_bottom: Optional[float] = None
+    ob_origin_time: Optional[str] = None
+    filters_applied: list[str] = field(default_factory=list)
+
+
 @dataclass
 class TradeSignal:
     """Signal de trading généré par la stratégie."""
@@ -37,6 +50,7 @@ class TradeSignal:
     time: pd.Timestamp
     order_block: Optional[OrderBlockZone] = None
     liquidity_level: Optional[LiquidityLevel] = None
+    reason: Optional[TradeReason] = None
 
 
 @dataclass

backend/app/core/strategy/htf_trend_filter.py

@@ -0,0 +1,90 @@
+"""
+Filtre tendance Higher Timeframe (HTF).
+
+Filtre les signaux de trading en fonction de la tendance sur le timeframe supérieur :
+- Si la tendance HTF est haussière → seuls les signaux BUY sont autorisés
+- Si la tendance HTF est baissière → seuls les signaux SELL sont autorisés
+
+La tendance est déterminée par un croisement EMA (fast vs slow) sur les données HTF.
+"""
+
+from dataclasses import dataclass
+from typing import Optional
+
+import pandas as pd
+
+from app.core.strategy.base import TradeSignal
+
+
+# Mapping : timeframe courante → timeframe supérieure
+HTF_MAP: dict[str, str] = {
+    "M1": "M5",
+    "M5": "M15",
+    "M15": "H1",
+    "M30": "H1",
+    "H1": "H4",
+    "H4": "D",
+    "D": "D",
+}
+
+
+@dataclass
+class HTFTrendFilterParams:
+    ema_fast: int = 20
+    ema_slow: int = 50
+
+
+class HTFTrendFilter:
+    """Filtre les signaux selon la tendance du timeframe supérieur (EMA crossover)."""
+
+    def __init__(self, params: Optional[HTFTrendFilterParams] = None) -> None:
+        self.params = params or HTFTrendFilterParams()
+        self._trend: Optional[str] = None  # "bullish" | "bearish" | "neutral"
+
+    @staticmethod
+    def get_htf_granularity(current_granularity: str) -> str:
+        return HTF_MAP.get(current_granularity, current_granularity)
+
+    def determine_trend(self, htf_df: pd.DataFrame) -> str:
+        """Détermine la tendance via EMA crossover. Retourne 'bullish', 'bearish' ou 'neutral'."""
+        if len(htf_df) < self.params.ema_slow + 5:
+            self._trend = "neutral"
+            return self._trend
+
+        close = htf_df["close"]
+        ema_fast = close.ewm(span=self.params.ema_fast, adjust=False).mean()
+        ema_slow = close.ewm(span=self.params.ema_slow, adjust=False).mean()
+
+        if ema_fast.iloc[-1] > ema_slow.iloc[-1]:
+            self._trend = "bullish"
+        else:
+            self._trend = "bearish"
+
+        return self._trend
+
+    def filter_signals(self, signals: list[TradeSignal]) -> list[TradeSignal]:
+        """Supprime les signaux qui vont contre la tendance HTF."""
+        if self._trend is None or self._trend == "neutral":
+            return signals
+
+        filtered = []
+        for signal in signals:
+            allowed = (
+                (self._trend == "bullish" and signal.direction == "buy")
+                or (self._trend == "bearish" and signal.direction == "sell")
+            )
+            if allowed:
+                if signal.reason:
+                    signal.reason.filters_applied.append(
+                        f"HTF {self._trend} → {signal.direction.upper()} autorise"
+                    )
+                filtered.append(signal)
+
+        return filtered
+
+    def get_params(self) -> dict:
+        return {
+            "ema_fast": self.params.ema_fast,
+            "ema_slow": self.params.ema_slow,
+            "detected_trend": self._trend,
+        }

backend/app/core/strategy/order_block_sweep.py

@@ -26,6 +26,7 @@ from app.core.strategy.base import (
     AnalysisResult,
     LiquidityLevel,
     OrderBlockZone,
+    TradeReason,
     TradeSignal,
 )
 
@@ -120,7 +121,7 @@ class OrderBlockSweepStrategy(AbstractStrategy):
                     # Vérifier si déjà sweepé dans les données actuelles
                     swept = self._is_level_swept(df, level_price, "high", sh_times[j])
                     levels.append(LiquidityLevel(
-                        id=f"EQH_{i}_{j}",
+                        id=f"EQH_{sh_times[i]}_{sh_times[j]}",
                         direction="high",
                         price=level_price,
                         origin_time=pd.Timestamp(sh_times[j]),
@@ -136,7 +137,7 @@ class OrderBlockSweepStrategy(AbstractStrategy):
                     level_price = (sl_prices[i] + sl_prices[j]) / 2
                     swept = self._is_level_swept(df, level_price, "low", sl_times[j])
                     levels.append(LiquidityLevel(
-                        id=f"EQL_{i}_{j}",
+                        id=f"EQL_{sl_times[i]}_{sl_times[j]}",
                         direction="low",
                         price=level_price,
                         origin_time=pd.Timestamp(sl_times[j]),
@@ -183,7 +184,7 @@ class OrderBlockSweepStrategy(AbstractStrategy):
                     if df.loc[k, "close"] < df.loc[k, "open"]:  # bearish
                         mitigated = self._is_ob_mitigated(df, k, "bullish", i + min_imp)
                         blocks.append(OrderBlockZone(
-                            id=f"BullishOB_{k}",
+                            id=f"BullishOB_{df.loc[k, 'time']}",
                             direction="bullish",
                             top=df.loc[k, "open"],      # top = open de la bougie bearish
                             bottom=df.loc[k, "low"],
@@ -199,7 +200,7 @@ class OrderBlockSweepStrategy(AbstractStrategy):
                     if df.loc[k, "close"] > df.loc[k, "open"]:  # bullish
                         mitigated = self._is_ob_mitigated(df, k, "bearish", i + min_imp)
                         blocks.append(OrderBlockZone(
-                            id=f"BearishOB_{k}",
+                            id=f"BearishOB_{df.loc[k, 'time']}",
                             direction="bearish",
                             top=df.loc[k, "high"],
                             bottom=df.loc[k, "open"],  # bottom = open de la bougie bullish
@@ -369,6 +370,18 @@ class OrderBlockSweepStrategy(AbstractStrategy):
             sl = ob.top + 2 * self.params.pip_value
             tp = entry - (sl - entry) * self.params.rr_ratio
 
+        level_label = "EQH" if swept_level.direction == "high" else "EQL"
+        ob_label = "Bullish" if ob.direction == "bullish" else "Bearish"
+        reason = TradeReason(
+            summary=f"{level_label} sweep at {swept_level.price:.5f} → {ob_label} OB [{ob.bottom:.5f} - {ob.top:.5f}]",
+            swept_level_price=swept_level.price,
+            swept_level_direction=swept_level.direction,
+            ob_direction=ob.direction,
+            ob_top=ob.top,
+            ob_bottom=ob.bottom,
+            ob_origin_time=str(ob.origin_time),
+        )
+
         return TradeSignal(
             direction=direction,
             entry_price=entry,
@@ -378,4 +391,5 @@ class OrderBlockSweepStrategy(AbstractStrategy):
             time=sweep_time,
             order_block=ob,
             liquidity_level=swept_level,
+            reason=reason,
         )

frontend/src/components/Backtest/BacktestForm.tsx

@@ -12,7 +12,11 @@ const INSTRUMENTS = [
   'GBP_JPY', 'EUR_JPY', 'SPX500_USD', 'NAS100_USD', 'XAU_USD',
 ]
 
-const GRANULARITIES = ['M15', 'M30', 'H1', 'H4', 'D']
+const GRANULARITIES = ['M1', 'M5', 'M15', 'M30', 'H1', 'H4', 'D']
+
+const HTF_MAP: Record<string, string> = {
+  M1: 'M5', M5: 'M15', M15: 'H1', M30: 'H1', H1: 'H4', H4: 'D', D: 'D',
+}
 
 export default function BacktestForm({ onResult }: Props) {
   const [loading, setLoading] = useState(false)
@@ -30,16 +34,38 @@ export default function BacktestForm({ onResult }: Props) {
     spread_pips: 1.5,
   })
 
+  const [strategies, setStrategies] = useState<string[]>(['order_block_sweep'])
+  const [filters, setFilters] = useState<string[]>([])
+  const [htfEmaFast, setHtfEmaFast] = useState(20)
+  const [htfEmaSlow, setHtfEmaSlow] = useState(50)
+
   const handleChange = (key: string, value: string | number) => {
     setForm((prev) => ({ ...prev, [key]: value }))
   }
 
+  const toggleStrategy = (name: string) => {
+    setStrategies((prev) =>
+      prev.includes(name) ? prev.filter((s) => s !== name) : [...prev, name]
+    )
+  }
+
+  const toggleFilter = (name: string) => {
+    setFilters((prev) =>
+      prev.includes(name) ? prev.filter((f) => f !== name) : [...prev, name]
+    )
+  }
+
   const handleSubmit = async (e: React.FormEvent) => {
     e.preventDefault()
     setLoading(true)
     setError(null)
     try {
-      const result = await runBacktest(form)
+      const result = await runBacktest({
+        ...form,
+        strategies,
+        filters,
+        ...(filters.includes('htf_trend_filter') ? { htf_ema_fast: htfEmaFast, htf_ema_slow: htfEmaSlow } : {}),
+      })
       onResult(result)
     } catch (err: unknown) {
       const msg = err instanceof Error ? err.message : 'Erreur inconnue'
@@ -50,9 +76,10 @@ export default function BacktestForm({ onResult }: Props) {
   }
 
   const Field = ({
-    label, name, type = 'number', options
+    label, name, type = 'number', options, value, onChange,
   }: {
     label: string; name: string; type?: string; options?: string[]
+    value?: number; onChange?: (v: number) => void
   }) => (
     <div>
       <label className="block text-xs text-[#64748b] mb-1">{label}</label>
@@ -68,18 +95,41 @@ export default function BacktestForm({ onResult }: Props) {
         <input
           type={type}
           step="any"
-          value={form[name as keyof typeof form]}
+          value={value ?? form[name as keyof typeof form]}
-          onChange={(e) => handleChange(name, parseFloat(e.target.value) || 0)}
+          onChange={(e) => {
+            const v = parseFloat(e.target.value) || 0
+            if (onChange) onChange(v)
+            else handleChange(name, v)
+          }}
           className="w-full bg-[#0f1117] border border-[#2a2d3e] rounded-lg px-3 py-2 text-sm text-white focus:outline-none focus:border-[#6366f1]"
         />
       )}
     </div>
   )
 
+  const Checkbox = ({
+    label, checked, onChange, description,
+  }: {
+    label: string; checked: boolean; onChange: () => void; description?: string
+  }) => (
+    <label className="flex items-start gap-2 cursor-pointer group">
+      <input
+        type="checkbox"
+        checked={checked}
+        onChange={onChange}
+        className="mt-0.5 accent-[#6366f1] w-3.5 h-3.5"
+      />
+      <div>
+        <span className="text-sm text-white group-hover:text-[#6366f1] transition-colors">{label}</span>
+        {description && <p className="text-[10px] text-[#64748b] mt-0.5">{description}</p>}
+      </div>
+    </label>
+  )
+
   return (
     <form onSubmit={handleSubmit} className="bg-[#1a1d27] border border-[#2a2d3e] rounded-xl p-5 space-y-4">
       <h2 className="text-sm font-semibold text-[#64748b] uppercase tracking-wider mb-4">
-        Paramètres du backtest
+        Parametres du backtest
       </h2>
 
       <div className="grid grid-cols-2 gap-3">
@@ -90,10 +140,55 @@ export default function BacktestForm({ onResult }: Props) {
         <Field label="Risque par trade (%)" name="risk_percent" />
         <Field label="Ratio R:R" name="rr_ratio" />
         <Field label="Swing strength" name="swing_strength" />
-        <Field label="Tolérance liquidité (pips)" name="liquidity_tolerance_pips" />
+        <Field label="Tolerance liquidite (pips)" name="liquidity_tolerance_pips" />
         <Field label="Spread (pips)" name="spread_pips" />
       </div>
 
+      {/* Limite données info */}
+      {(form.granularity === 'M1' || form.granularity === 'M5') && (
+        <div className="text-[10px] text-[#64748b] bg-[#0f1117] rounded-lg px-3 py-2 border border-[#2a2d3e]">
+          {form.granularity === 'M1' ? 'M1 : donnees limitees a 7 jours' : 'M5 : donnees limitees a 60 jours'}
+        </div>
+      )}
+
+      {/* Stratégies */}
+      <div className="border-t border-[#2a2d3e] pt-3">
+        <h3 className="text-[10px] text-[#64748b] uppercase tracking-wider mb-2">Strategies</h3>
+        <Checkbox
+          label="Order Block + Liquidity Sweep"
+          description="ICT : Equal H/L, sweep et entree sur OB"
+          checked={strategies.includes('order_block_sweep')}
+          onChange={() => toggleStrategy('order_block_sweep')}
+        />
+      </div>
+
+      {/* Filtres */}
+      <div className="border-t border-[#2a2d3e] pt-3">
+        <h3 className="text-[10px] text-[#64748b] uppercase tracking-wider mb-2">Filtres</h3>
+        <Checkbox
+          label="Filtre tendance HTF"
+          description={`Trades uniquement dans le sens de la tendance ${HTF_MAP[form.granularity] ?? ''} (EMA cross)`}
+          checked={filters.includes('htf_trend_filter')}
+          onChange={() => toggleFilter('htf_trend_filter')}
+        />
+        {filters.includes('htf_trend_filter') && (
+          <div className="grid grid-cols-2 gap-3 mt-2 ml-5">
+            <Field
+              label="EMA rapide"
+              name="htf_ema_fast"
+              value={htfEmaFast}
+              onChange={setHtfEmaFast}
+            />
+            <Field
+              label="EMA lente"
+              name="htf_ema_slow"
+              value={htfEmaSlow}
+              onChange={setHtfEmaSlow}
+            />
+          </div>
+        )}
+      </div>
+
       {error && (
         <div className="text-sm text-[#ef5350] bg-[#ef535020] border border-[#ef535033] rounded-lg px-3 py-2">
           {error}
@@ -102,7 +197,7 @@ export default function BacktestForm({ onResult }: Props) {
 
       <button
         type="submit"
-        disabled={loading}
+        disabled={loading || strategies.length === 0}
         className="w-full flex items-center justify-center gap-2 py-2.5 bg-[#6366f1] hover:bg-[#4f46e5] text-white text-sm font-medium rounded-lg transition-colors disabled:opacity-60"
       >
         {loading ? (

frontend/src/components/Backtest/BacktestResults.tsx

@@ -1,5 +1,6 @@
 import { createChart, LineSeries, ColorType, type Time } from 'lightweight-charts'
-import { useEffect, useRef } from 'react'
+import React, { useEffect, useRef, useState } from 'react'
+import { ChevronDown, ChevronUp } from 'lucide-react'
 import type { BacktestResult } from '../../lib/api'
 
 interface Props {
@@ -18,6 +19,7 @@ function MetricCard({ label, value, color }: { label: string; value: string; col
 export default function BacktestResults({ result }: Props) {
   const { metrics, equity_curve, trades } = result
   const chartRef = useRef<HTMLDivElement>(null)
+  const [expandedRow, setExpandedRow] = useState<number | null>(null)
 
   useEffect(() => {
     if (!chartRef.current || equity_curve.length === 0) return
@@ -115,44 +117,95 @@ export default function BacktestResults({ result }: Props) {
             </thead>
             <tbody>
               {trades.map((t, i) => (
-                <tr key={i} className="border-b border-[#2a2d3e20] hover:bg-[#2a2d3e20]">
+                <React.Fragment key={i}>
-                  <td className="px-3 py-2">
+                  <tr
-                    <span className={`px-1.5 py-0.5 rounded font-semibold ${
+                    className="border-b border-[#2a2d3e20] hover:bg-[#2a2d3e20] cursor-pointer"
-                      t.direction === 'buy'
+                    onClick={() => setExpandedRow(expandedRow === i ? null : i)}
-                        ? 'bg-[#26a69a20] text-[#26a69a]'
+                  >
-                        : 'bg-[#ef535020] text-[#ef5350]'
+                    <td className="px-3 py-2">
+                      <span className={`px-1.5 py-0.5 rounded font-semibold ${
+                        t.direction === 'buy'
+                          ? 'bg-[#26a69a20] text-[#26a69a]'
+                          : 'bg-[#ef535020] text-[#ef5350]'
+                      }`}>
+                        {t.direction.toUpperCase()}
+                      </span>
+                    </td>
+                    <td className="px-3 py-2 text-[#94a3b8] text-[10px] max-w-[140px] truncate" title={t.signal_type}>
+                      <span className="flex items-center gap-1">
+                        {t.signal_type.replace('LiquiditySweep_', 'Sweep ').replace('+OrderBlock', ' + OB')}
+                        {t.reason && (
+                          expandedRow === i
+                            ? <ChevronUp size={12} className="text-[#6366f1] shrink-0" />
+                            : <ChevronDown size={12} className="text-[#64748b] shrink-0" />
+                        )}
+                      </span>
+                    </td>
+                    <td className="px-3 py-2 text-right font-mono">{t.entry_price.toFixed(5)}</td>
+                    <td className="px-3 py-2 text-right font-mono text-[#64748b]">
+                      {t.exit_price?.toFixed(5) ?? '—'}
+                    </td>
+                    <td className={`px-3 py-2 text-right font-mono ${
+                      (t.pnl_pips ?? 0) > 0 ? 'text-[#26a69a]' : 'text-[#ef5350]'
                     }`}>
-                      {t.direction.toUpperCase()}
+                      {t.pnl_pips !== null
-                    </span>
+                        ? `${t.pnl_pips > 0 ? '+' : ''}${t.pnl_pips.toFixed(1)}`
-                  </td>
+                        : '—'}
-                  <td className="px-3 py-2 text-[#94a3b8] text-[10px] max-w-[140px] truncate" title={t.signal_type}>
+                    </td>
-                    {t.signal_type.replace('LiquiditySweep_', 'Sweep ').replace('+OrderBlock', ' + OB')}
+                    <td className="px-3 py-2">
-                  </td>
+                      <span className={t.status === 'win' ? 'text-[#26a69a]' : 'text-[#ef5350]'}>
-                  <td className="px-3 py-2 text-right font-mono">{t.entry_price.toFixed(5)}</td>
+                        {t.status === 'win' ? '✓ Win' : '✗ Loss'}
-                  <td className="px-3 py-2 text-right font-mono text-[#64748b]">
+                      </span>
-                    {t.exit_price?.toFixed(5) ?? '—'}
+                    </td>
-                  </td>
+                    <td className="px-3 py-2 text-[#64748b] whitespace-nowrap">
-                  <td className={`px-3 py-2 text-right font-mono ${
+                      {new Date(t.entry_time).toLocaleString('fr-FR', { day: '2-digit', month: '2-digit', hour: '2-digit', minute: '2-digit' })}
-                    (t.pnl_pips ?? 0) > 0 ? 'text-[#26a69a]' : 'text-[#ef5350]'
+                    </td>
-                  }`}>
+                    <td className="px-3 py-2 text-[#64748b] whitespace-nowrap">
-                    {t.pnl_pips !== null
+                      {t.exit_time
-                      ? `${t.pnl_pips > 0 ? '+' : ''}${t.pnl_pips.toFixed(1)}`
+                        ? new Date(t.exit_time).toLocaleString('fr-FR', { day: '2-digit', month: '2-digit', hour: '2-digit', minute: '2-digit' })
-                      : '—'}
+                        : '—'}
-                  </td>
+                    </td>
-                  <td className="px-3 py-2">
+                  </tr>
-                    <span className={t.status === 'win' ? 'text-[#26a69a]' : 'text-[#ef5350]'}>
+                  {expandedRow === i && t.reason && (
-                      {t.status === 'win' ? '✓ Win' : '✗ Loss'}
+                    <tr className="bg-[#0f1117]">
-                    </span>
+                      <td colSpan={8} className="px-4 py-3">
-                  </td>
+                        <div className="text-[11px] space-y-1.5">
-                  <td className="px-3 py-2 text-[#64748b] whitespace-nowrap">
+                          <div className="text-white font-medium">{t.reason.summary}</div>
-                    {new Date(t.entry_time).toLocaleString('fr-FR', { day: '2-digit', month: '2-digit', hour: '2-digit', minute: '2-digit' })}
+                          <div className="flex flex-wrap gap-x-6 gap-y-1 text-[#94a3b8]">
-                  </td>
+                            {t.reason.swept_level_price != null && (
-                  <td className="px-3 py-2 text-[#64748b] whitespace-nowrap">
+                              <span>
-                    {t.exit_time
+                                Liquidite : <span className={t.reason.swept_level_direction === 'high' ? 'text-[#ef5350]' : 'text-[#26a69a]'}>
-                      ? new Date(t.exit_time).toLocaleString('fr-FR', { day: '2-digit', month: '2-digit', hour: '2-digit', minute: '2-digit' })
+                                  {t.reason.swept_level_direction === 'high' ? 'Equal High' : 'Equal Low'} @ {t.reason.swept_level_price.toFixed(5)}
-                      : '—'}
+                                </span>
-                  </td>
+                              </span>
-                </tr>
+                            )}
+                            {t.reason.ob_direction && (
+                              <span>
+                                Order Block : <span className={t.reason.ob_direction === 'bullish' ? 'text-[#26a69a]' : 'text-[#ef5350]'}>
+                                  {t.reason.ob_direction === 'bullish' ? 'Bullish' : 'Bearish'} [{t.reason.ob_bottom?.toFixed(5)} - {t.reason.ob_top?.toFixed(5)}]
+                                </span>
+                              </span>
+                            )}
+                            {t.reason.ob_origin_time && (
+                              <span>
+                                OB forme le : {new Date(t.reason.ob_origin_time).toLocaleString('fr-FR', { day: '2-digit', month: '2-digit', hour: '2-digit', minute: '2-digit' })}
+                              </span>
+                            )}
+                          </div>
+                          {t.reason.filters_applied.length > 0 && (
+                            <div className="flex gap-2 mt-1">
+                              {t.reason.filters_applied.map((f, fi) => (
+                                <span key={fi} className="px-2 py-0.5 rounded bg-[#6366f120] text-[#6366f1] border border-[#6366f133] text-[10px]">
+                                  {f}
+                                </span>
+                              ))}
+                            </div>
+                          )}
+                        </div>
+                      </td>
+                    </tr>
+                  )}
+                </React.Fragment>
               ))}
             </tbody>
           </table>

frontend/src/components/Chart/CandlestickChart.tsx

@@ -1,6 +1,8 @@
 import {
   createChart,
   CandlestickSeries,
+  AreaSeries,
+  LineSeries,
   createSeriesMarkers,
   type IChartApi,
   type ISeriesApi,
@@ -8,29 +10,15 @@ import {
   type SeriesMarker,
   type Time,
   ColorType,
+  LineStyle,
 } from 'lightweight-charts'
-import { useEffect, useRef, useState } from 'react'
+import { useEffect, useMemo, useRef, useState } from 'react'
-import type { Candle, BacktestTrade, Trade } from '../../lib/api'
+import type { Candle, BacktestTrade, Trade, OrderBlockData, LiquidityLevelData } from '../../lib/api'
-
-interface OrderBlock {
-  direction: 'bullish' | 'bearish'
-  top: number
-  bottom: number
-  origin_time: string
-  mitigated: boolean
-}
-
-interface LiquidityLevel {
-  direction: 'high' | 'low'
-  price: number
-  origin_time: string
-  swept: boolean
-}
 
 interface Props {
   candles: Candle[]
-  orderBlocks?: OrderBlock[]
+  orderBlocks?: OrderBlockData[]
-  liquidityLevels?: LiquidityLevel[]
+  liquidityLevels?: LiquidityLevelData[]
   trades?: (BacktestTrade | Trade)[]
   height?: number
 }
@@ -62,13 +50,53 @@ function fmt(v: number): string {
 export default function CandlestickChart({
   candles,
   orderBlocks = [],
+  liquidityLevels = [],
   trades = [],
   height = 500,
 }: Props) {
   const containerRef = useRef<HTMLDivElement>(null)
   const chartRef = useRef<IChartApi | null>(null)
   const candleSeriesRef = useRef<ISeriesApi<'Candlestick'> | null>(null)
+  const overlaySeriesRef = useRef<(ISeriesApi<'Area'> | ISeriesApi<'Line'>)[]>([])
   const [legend, setLegend] = useState<OhlcLegend | null>(null)
+  const [hoverPrice, setHoverPrice] = useState<number | null>(null)
+
+  // Annotation la plus proche du curseur (OB ou LL)
+  const hoverAnnotation = useMemo(() => {
+    if (hoverPrice === null || (!orderBlocks.length && !liquidityLevels.length)) return null
+    const pip = hoverPrice >= 100 ? 0.01 : hoverPrice >= 10 ? 0.001 : 0.0001
+    const threshold = pip * 15
+
+    let best: { label: string; detail: string; color: string } | null = null
+    let minDist = threshold
+
+    for (const ob of orderBlocks) {
+      const mid = (ob.top + ob.bottom) / 2
+      const dist = Math.abs(hoverPrice - mid)
+      if (dist < minDist) {
+        minDist = dist
+        best = {
+          label: ob.direction === 'bullish' ? 'Bullish OB' : 'Bearish OB',
+          detail: `${ob.bottom.toFixed(5)} – ${ob.top.toFixed(5)}`,
+          color: ob.direction === 'bullish' ? '#26a69a' : '#ef5350',
+        }
+      }
+    }
+
+    for (const ll of liquidityLevels) {
+      const dist = Math.abs(hoverPrice - ll.price)
+      if (dist < minDist) {
+        minDist = dist
+        best = {
+          label: ll.direction === 'high' ? 'EQH' : 'EQL',
+          detail: ll.price.toFixed(5),
+          color: ll.direction === 'high' ? '#ef5350' : '#26a69a',
+        }
+      }
+    }
+
+    return best
+  }, [hoverPrice, orderBlocks, liquidityLevels])
 
   useEffect(() => {
     if (!containerRef.current) return
@@ -111,6 +139,7 @@ export default function CandlestickChart({
     chart.subscribeCrosshairMove((param) => {
       if (!param.seriesData.size) {
         setLegend(null)
+        setHoverPrice(null)
         return
       }
       const d = param.seriesData.get(candleSeries) as CandlestickData | undefined
@@ -123,6 +152,9 @@ export default function CandlestickChart({
         low: d.low,
         close: d.close,
       })
+      if (param.point) {
+        setHoverPrice(candleSeries.coordinateToPrice(param.point.y))
+      }
     })
 
     const resizeObserver = new ResizeObserver(() => {
@@ -195,6 +227,100 @@ export default function CandlestickChart({
     chartRef.current?.timeScale().fitContent()
   }, [candles, trades])
 
+  // Overlay: Order Blocks (zones bornées) + Liquidity Levels (lignes bornées dans le temps)
+  useEffect(() => {
+    const chart = chartRef.current
+    const candleSeries = candleSeriesRef.current
+    if (!chart || !candleSeries) return
+
+    // Cleanup toujours en premier, même quand candles est vide
+    for (const s of overlaySeriesRef.current) {
+      try { chart.removeSeries(s) } catch { /* already removed */ }
+    }
+    overlaySeriesRef.current = []
+
+    if (candles.length === 0) return
+
+    const lastTime = toTimestamp(candles[candles.length - 1].time)
+
+    // Maps ob_id / ll_id → temps de fin (depuis les trades)
+    const obEndTimes = new Map<string, Time>()
+    const llEndTimes = new Map<string, Time>()
+    for (const trade of trades) {
+      if ('order_block' in trade) {
+        const bt = trade as BacktestTrade
+        if (bt.order_block?.id && bt.exit_time) {
+          obEndTimes.set(bt.order_block.id, toTimestamp(bt.exit_time))
+        }
+        if (bt.liquidity_level?.id && bt.entry_time) {
+          llEndTimes.set(bt.liquidity_level.id, toTimestamp(bt.entry_time))
+        }
+      }
+    }
+
+    // Order Blocks — uniquement ceux utilisés dans un trade, de origin_time à exit_time
+    const sortedObs = [...orderBlocks]
+      .filter((ob) => obEndTimes.has(ob.id))
+      .sort((a, b) => (a.mitigated === b.mitigated ? 0 : a.mitigated ? 1 : -1))
+
+    for (const ob of sortedObs) {
+      const alpha = 0.14
+      const isBullish = ob.direction === 'bullish'
+      const color = isBullish ? `rgba(38, 166, 154, ${alpha})` : `rgba(239, 83, 80, ${alpha})`
+      const lineColor = isBullish ? 'rgba(38, 166, 154, 0.4)' : 'rgba(239, 83, 80, 0.4)'
+
+      try {
+        const startTime = toTimestamp(ob.origin_time)
+        const endTime = obEndTimes.get(ob.id) ?? lastTime
+        if ((startTime as number) >= (endTime as number)) continue
+
+        const areaSeries = chart.addSeries(AreaSeries, {
+          topColor: color,
+          bottomColor: 'transparent',
+          lineColor,
+          lineWidth: 1,
+          lineStyle: LineStyle.Dashed,
+          crosshairMarkerVisible: false,
+          priceScaleId: 'right',
+          baseValue: { type: 'price' as const, price: ob.bottom },
+          lastValueVisible: false,
+          priceLineVisible: false,
+        })
+        areaSeries.setData([
+          { time: startTime, value: ob.top },
+          { time: endTime, value: ob.top },
+        ])
+        overlaySeriesRef.current.push(areaSeries)
+      } catch { /* skip si problème de temps */ }
+    }
+
+    // Liquidity Levels — uniquement ceux sweepés pour déclencher un trade, de origin_time à entry_time
+    for (const level of liquidityLevels.filter((l) => llEndTimes.has(l.id))) {
+      try {
+        const startTime = toTimestamp(level.origin_time)
+        const endTime = llEndTimes.get(level.id)!
+        if ((startTime as number) >= (endTime as number)) continue
+
+        const isHigh = level.direction === 'high'
+        const color = isHigh ? 'rgba(239, 83, 80, 0.7)' : 'rgba(38, 166, 154, 0.7)'
+
+        const lineSeries = chart.addSeries(LineSeries, {
+          color,
+          lineWidth: 1,
+          lineStyle: LineStyle.Dashed,
+          crosshairMarkerVisible: false,
+          lastValueVisible: false,
+          priceLineVisible: false,
+        })
+        lineSeries.setData([
+          { time: startTime, value: level.price },
+          { time: endTime, value: level.price },
+        ])
+        overlaySeriesRef.current.push(lineSeries)
+      } catch { /* skip */ }
+    }
+  }, [candles, orderBlocks, liquidityLevels, trades])
+
   return (
     <div className="relative w-full rounded-xl overflow-hidden border border-[#2a2d3e]">
       {/* Légende OHLC */}
@@ -206,17 +332,34 @@ export default function CandlestickChart({
             <span className="text-slate-300">H <span className="text-[#26a69a]">{fmt(legend.high)}</span></span>
             <span className="text-slate-300">L <span className="text-[#ef5350]">{fmt(legend.low)}</span></span>
             <span className="text-slate-300">C <span className="text-white">{fmt(legend.close)}</span></span>
+            {hoverAnnotation && (
+              <span
+                className="ml-1 px-2 py-0.5 rounded border text-xs font-mono"
+                style={{
+                  color: hoverAnnotation.color,
+                  borderColor: hoverAnnotation.color + '55',
+                  backgroundColor: hoverAnnotation.color + '18',
+                }}
+              >
+                {hoverAnnotation.label}: {hoverAnnotation.detail}
+              </span>
+            )}
           </>
         ) : (
           <div className="flex gap-2">
-            {orderBlocks.filter((o) => o.direction === 'bullish').length > 0 && (
+            {trades.filter((t) => 'order_block' in t && (t as BacktestTrade).order_block?.direction === 'bullish').length > 0 && (
               <span className="px-2 py-0.5 rounded bg-[#26a69a33] text-[#26a69a] border border-[#26a69a55]">
-                {orderBlocks.filter((o) => o.direction === 'bullish').length} Bullish OB
+                {trades.filter((t) => 'order_block' in t && (t as BacktestTrade).order_block?.direction === 'bullish').length} Bullish OB
               </span>
             )}
-            {orderBlocks.filter((o) => o.direction === 'bearish').length > 0 && (
+            {trades.filter((t) => 'order_block' in t && (t as BacktestTrade).order_block?.direction === 'bearish').length > 0 && (
               <span className="px-2 py-0.5 rounded bg-[#ef535033] text-[#ef5350] border border-[#ef535055]">
-                {orderBlocks.filter((o) => o.direction === 'bearish').length} Bearish OB
+                {trades.filter((t) => 'order_block' in t && (t as BacktestTrade).order_block?.direction === 'bearish').length} Bearish OB
+              </span>
+            )}
+            {trades.filter((t) => 'liquidity_level' in t && (t as BacktestTrade).liquidity_level).length > 0 && (
+              <span className="px-2 py-0.5 rounded bg-[#6366f133] text-[#6366f1] border border-[#6366f155]">
+                {trades.filter((t) => 'liquidity_level' in t && (t as BacktestTrade).liquidity_level).length} Sweeps
               </span>
             )}
           </div>

frontend/src/lib/api.ts

@@ -49,6 +49,34 @@ export interface BacktestMetrics {
   profit_factor: number
 }
 
+export interface TradeReason {
+  summary: string
+  swept_level_price: number | null
+  swept_level_direction: string | null
+  ob_direction: string | null
+  ob_top: number | null
+  ob_bottom: number | null
+  ob_origin_time: string | null
+  filters_applied: string[]
+}
+
+export interface OrderBlockData {
+  id: string
+  direction: 'bullish' | 'bearish'
+  top: number
+  bottom: number
+  origin_time: string
+  mitigated: boolean
+}
+
+export interface LiquidityLevelData {
+  id: string
+  direction: 'high' | 'low'
+  price: number
+  origin_time: string
+  swept: boolean
+}
+
 export interface BacktestResult {
   backtest_id: number
   instrument: string
@@ -57,6 +85,10 @@ export interface BacktestResult {
   metrics: BacktestMetrics
   equity_curve: { time: string; balance: number }[]
   trades: BacktestTrade[]
+  candles: Candle[]
+  order_blocks: OrderBlockData[]
+  liquidity_levels: LiquidityLevelData[]
+  htf_trend?: { htf_granularity: string; trend: string; ema_fast: number; ema_slow: number } | null
 }
 
 export interface BacktestTrade {
@@ -70,6 +102,9 @@ export interface BacktestTrade {
   pnl_pips: number | null
   status: string
   signal_type: string
+  reason: TradeReason | null
+  order_block: OrderBlockData | null
+  liquidity_level: LiquidityLevelData | null
 }
 
 export interface BotStatus {
@@ -124,6 +159,10 @@ export const runBacktest = (params: {
   swing_strength: number
   liquidity_tolerance_pips: number
   spread_pips: number
+  strategies: string[]
+  filters: string[]
+  htf_ema_fast?: number
+  htf_ema_slow?: number
 }) =>
   api.post<BacktestResult>('/backtest', params).then((r) => r.data)
 

frontend/src/pages/Backtest.tsx

@@ -2,18 +2,15 @@ import { useState } from 'react'
 import BacktestForm from '../components/Backtest/BacktestForm'
 import BacktestResults from '../components/Backtest/BacktestResults'
 import CandlestickChart from '../components/Chart/CandlestickChart'
-import type { BacktestResult, Candle } from '../lib/api'
+import type { BacktestResult } from '../lib/api'
-import { fetchCandles } from '../lib/api'
 
 export default function Backtest() {
   const [result, setResult] = useState<BacktestResult | null>(null)
-  const [candles, setCandles] = useState<Candle[]>([])
+  const [backtestKey, setBacktestKey] = useState(0)
 
-  const handleResult = async (r: BacktestResult) => {
+  const handleResult = (r: BacktestResult) => {
     setResult(r)
-    // Charger les candles pour la période du backtest
+    setBacktestKey(k => k + 1)
-    const c = await fetchCandles(r.instrument, r.granularity, 500)
-    setCandles(c)
   }
 
   return (
@@ -25,14 +22,30 @@ export default function Backtest() {
 
       {/* Right: results */}
       <div className="flex-1 flex flex-col gap-4 min-w-0 overflow-auto">
-        <h1 className="text-base font-bold text-white">Backtesting — Order Block + Liquidity Sweep</h1>
+        <div className="flex items-center gap-3">
+          <h1 className="text-base font-bold text-white">
+            Backtesting{result ? ` — ${result.instrument} ${result.granularity}` : ''}
+          </h1>
+          {result?.htf_trend && (
+            <span className={`text-xs px-2 py-0.5 rounded border ${
+              result.htf_trend.trend === 'bullish'
+                ? 'bg-[#26a69a20] text-[#26a69a] border-[#26a69a55]'
+                : 'bg-[#ef535020] text-[#ef5350] border-[#ef535055]'
+            }`}>
+              HTF {result.htf_trend.htf_granularity}: {result.htf_trend.trend}
+            </span>
+          )}
+        </div>
 
         {result ? (
           <>
-            {/* Chart avec les trades superposés */}
+            {/* Chart avec trades, Order Blocks et niveaux de liquidité */}
             <CandlestickChart
-              candles={candles}
+              key={backtestKey}
+              candles={result.candles}
               trades={result.trades}
+              orderBlocks={result.order_blocks}
+              liquidityLevels={result.liquidity_levels}
               height={360}
             />
             <BacktestResults result={result} />