feat:: causal lab
This commit is contained in:
OpenSquared
@@ -187,12 +187,13 @@ Réponds JSON: {{"is_duplicate": true/false, "reason": "courte phrase"}}"""
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def _check_news(desk_cfg: Dict[str, Any]) -> List[Dict[str, Any]]:
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from services.data_fetcher import fetch_geo_news
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min_impact = float(desk_cfg.get("min_impact", 0.55))
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lookback_hours = int(desk_cfg.get("lookback_hours", 48))
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max_evaluate = int(desk_cfg.get("max_evaluate", 15))
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dedup_enabled = bool(desk_cfg.get("dedup_enabled", True))
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dedup_days = int(desk_cfg.get("dedup_lookback_days", 2))
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system_prompt = desk_cfg.get("_system_prompt", "")
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min_impact = float(desk_cfg.get("min_impact", 0.55))
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max_evaluate = int(desk_cfg.get("max_evaluate", 15))
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dedup_enabled = bool(desk_cfg.get("dedup_enabled", True))
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dedup_days = int(desk_cfg.get("dedup_lookback_days", 2))
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system_prompt = desk_cfg.get("_system_prompt", "")
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date_from = desk_cfg.get("date_from")
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date_to = desk_cfg.get("date_to")
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api_key = _get_api_key()
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if not api_key:
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@@ -205,14 +206,22 @@ def _check_news(desk_cfg: Dict[str, Any]) -> List[Dict[str, Any]]:
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logger.warning(f"[check_events/news] fetch failed: {e}")
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return []
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cutoff_dt = datetime.utcnow() - timedelta(hours=lookback_hours)
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# Build cutoff from date_from; date_to used as upper bound
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try:
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cutoff_from = datetime.fromisoformat(date_from) if date_from else datetime.utcnow() - timedelta(days=7)
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cutoff_to = datetime.fromisoformat(date_to) if date_to else datetime.utcnow()
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except Exception:
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cutoff_from = datetime.utcnow() - timedelta(days=7)
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cutoff_to = datetime.utcnow()
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candidates = []
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for n in all_news:
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if (n.get("impact_score") or 0) < min_impact:
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continue
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pub_date = _parse_date(n.get("date", ""))
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try:
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if datetime.fromisoformat(pub_date) < cutoff_dt:
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pub_dt = datetime.fromisoformat(pub_date)
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if pub_dt < cutoff_from or pub_dt > cutoff_to:
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continue
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except Exception:
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pass
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@@ -329,7 +338,8 @@ FORMAT JSON STRICT:
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def _check_ff_calendar_surprises(
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currencies: List[str],
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min_impact: str,
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days: int,
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date_from: str,
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date_to: str,
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min_surprise_pct: float,
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lookback_releases: int,
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create_evt: bool,
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@@ -347,7 +357,6 @@ def _check_ff_calendar_surprises(
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"low": ("high", "medium", "low"),
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}
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allowed_impacts = impact_map.get(min_impact, ("high", "medium"))
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cutoff = (datetime.utcnow() - timedelta(days=days)).strftime("%Y-%m-%d")
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try:
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conn = get_conn()
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@@ -360,11 +369,12 @@ def _check_ff_calendar_surprises(
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WHERE currency IN ({ccy_ph})
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AND impact IN ({imp_ph})
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AND event_date >= ?
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AND event_date <= ?
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AND actual_value IS NOT NULL
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AND forecast_value IS NOT NULL
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ORDER BY event_date DESC
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LIMIT 200""",
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(*currencies, *allowed_impacts, cutoff),
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(*currencies, *allowed_impacts, date_from, date_to),
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).fetchall()
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conn.close()
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except Exception as e:
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@@ -457,28 +467,45 @@ def _check_ff_calendar_surprises(
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def _check_eco(desk_cfg: Dict[str, Any]) -> List[Dict[str, Any]]:
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from services.database import get_recent_economic_surprises, get_conn
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from services.database import get_conn
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z_threshold = float(desk_cfg.get("z_threshold", 1.5))
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days = int(desk_cfg.get("days", 7))
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date_from = desk_cfg.get("date_from") or (datetime.utcnow() - timedelta(days=7)).strftime("%Y-%m-%d")
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date_to = desk_cfg.get("date_to") or datetime.utcnow().strftime("%Y-%m-%d")
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currencies = list(desk_cfg.get("currencies") or ["USD", "EUR", "GBP", "JPY"])
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min_impact = str(desk_cfg.get("min_impact", "medium")).lower()
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create_evt = bool(desk_cfg.get("create_market_event", True))
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lookback_releases = int(desk_cfg.get("lookback_releases", 3))
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min_rank = _IMPACT_RANKS.get(min_impact, 2)
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# ff_calendar surprise threshold: z_threshold used as rough proxy (×10 → % equivalent)
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ff_surprise_min = max(10.0, z_threshold * 10)
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min_rank = _IMPACT_RANKS.get(min_impact, 2)
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ff_surprise_min = max(10.0, z_threshold * 10)
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existing = _existing_event_keys()
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created: List[Dict] = []
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# ── FRED path (USD only) ──────────────────────────────────────────────────
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# ── Local economic_events table (replaces FRED API call) ─────────────────
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if "USD" in currencies:
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try:
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releases = get_recent_economic_surprises(days=days, min_zscore=z_threshold)
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conn = get_conn()
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rows = conn.execute(
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"""SELECT * FROM economic_events
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WHERE event_date >= ? AND event_date <= ?
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AND ABS(COALESCE(surprise_zscore, 0)) >= ?
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ORDER BY event_date DESC, ABS(COALESCE(surprise_zscore, 0)) DESC
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LIMIT 50""",
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(date_from, date_to, z_threshold),
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).fetchall()
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conn.close()
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releases = []
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for r in rows:
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d = dict(r)
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try:
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d["assets_impacted"] = json.loads(d.get("assets_impacted") or "[]")
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except Exception:
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d["assets_impacted"] = []
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releases.append(d)
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except Exception as e:
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logger.warning(f"[check_events/eco] FRED query failed: {e}")
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logger.warning(f"[check_events/eco] local query failed: {e}")
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releases = []
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for rel in releases:
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@@ -572,7 +599,8 @@ def _check_eco(desk_cfg: Dict[str, Any]) -> List[Dict[str, Any]]:
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created += _check_ff_calendar_surprises(
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currencies=non_usd,
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min_impact=min_impact,
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days=days,
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date_from=date_from,
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date_to=date_to,
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min_surprise_pct=ff_surprise_min,
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lookback_releases=lookback_releases,
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create_evt=create_evt,
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@@ -860,13 +888,14 @@ def _check_fundamental(desk_cfg: Dict[str, Any]) -> List[Dict[str, Any]]:
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"""Corporate fundamental events: layoffs, M&A, earnings, credit, regulatory."""
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from services.data_fetcher import fetch_geo_news
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min_impact = float(desk_cfg.get("min_impact", 0.45))
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lookback_hours = int(desk_cfg.get("lookback_hours", 72))
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max_evaluate = int(desk_cfg.get("max_evaluate", 20))
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dedup_enabled = bool(desk_cfg.get("dedup_enabled", True))
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dedup_days = int(desk_cfg.get("dedup_lookback_days", 3))
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system_prompt = desk_cfg.get("_system_prompt", "")
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focus_types = desk_cfg.get("focus_types", ["layoffs","earnings","ma","credit","regulatory","guidance"])
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min_impact = float(desk_cfg.get("min_impact", 0.45))
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max_evaluate = int(desk_cfg.get("max_evaluate", 20))
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dedup_enabled = bool(desk_cfg.get("dedup_enabled", True))
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dedup_days = int(desk_cfg.get("dedup_lookback_days", 3))
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system_prompt = desk_cfg.get("_system_prompt", "")
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focus_types = desk_cfg.get("focus_types", ["layoffs","earnings","ma","credit","regulatory","guidance"])
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date_from = desk_cfg.get("date_from") or (datetime.utcnow() - timedelta(days=7)).strftime("%Y-%m-%d")
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date_to = desk_cfg.get("date_to") or datetime.utcnow().strftime("%Y-%m-%d")
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api_key = _get_api_key()
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if not api_key:
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@@ -878,11 +907,10 @@ def _check_fundamental(desk_cfg: Dict[str, Any]) -> List[Dict[str, Any]]:
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logger.warning(f"[check_events/fundamental] fetch failed: {e}")
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return []
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cutoff_dt = datetime.utcnow() - timedelta(hours=lookback_hours)
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candidates = [
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n for n in all_news
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if (n.get("impact_score") or 0) >= min_impact
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and _parse_date(n.get("date", "")) >= cutoff_dt.strftime("%Y-%m-%d")
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and date_from <= _parse_date(n.get("date", "")) <= date_to
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][:max_evaluate]
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if not candidates:
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@@ -1617,11 +1645,12 @@ def _check_macro_gauges(desk_cfg: Dict[str, Any]) -> List[Dict[str, Any]]:
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def check_new_market_events(
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sources: Optional[List[str]] = None,
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# Unified date window — overrides eco_days/news_lookback_hours when provided
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date_from: Optional[str] = None,
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date_to: Optional[str] = None,
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# Legacy overrides — used when called without an active desk
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news_impact_min: float = 0.55,
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news_lookback_hours: int = 48,
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eco_z_threshold: float = 1.5,
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eco_days: int = 7,
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technical_lookback_days: int = 7,
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report_days: int = 7,
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report_min_importance: int = 3,
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@@ -1655,17 +1684,27 @@ def check_new_market_events(
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cfg["_system_prompt"] = desk.get("system_prompt") or ""
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return cfg
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# Compute default date_from fallback from desk config or 7-day default
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_now = datetime.utcnow()
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_date_to = date_to or _now.strftime("%Y-%m-%d")
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_date_from = date_from or (_now - timedelta(days=7)).strftime("%Y-%m-%d")
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news_cfg = _desk_cfg(news_desk, {
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"min_impact": news_impact_min, "lookback_hours": news_lookback_hours,
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"min_impact": news_impact_min,
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"max_evaluate": 15, "dedup_enabled": False, "dedup_lookback_days": 2,
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})
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news_cfg["date_from"] = _date_from
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news_cfg["date_to"] = _date_to
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fundamental_cfg = _desk_cfg(fundamental_desk, {
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"min_impact": 0.45, "lookback_hours": 72, "max_evaluate": 20,
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"min_impact": 0.45, "max_evaluate": 20,
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"dedup_enabled": True, "dedup_lookback_days": 3,
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})
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fundamental_cfg["date_from"] = _date_from
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fundamental_cfg["date_to"] = _date_to
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eco_cfg = _desk_cfg(eco_desk, {
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"z_threshold": eco_z_threshold,
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"days": eco_days,
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"gauge_signals": {
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"regime_transition": {"enabled": True},
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"yield_curve_inversion": {"enabled": True, "threshold": 0.0},
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@@ -1674,6 +1713,8 @@ def check_new_market_events(
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"gold_copper_ratio": {"enabled": True, "fear_threshold": 700, "growth_threshold": 500},
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},
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})
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eco_cfg["date_from"] = _date_from
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eco_cfg["date_to"] = _date_to
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tech_cfg = _desk_cfg(tech_desk, {
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"lookback_days": technical_lookback_days,
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"signals": {
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