feat: time-aware Super Contexte synthesis
- knowledge.py: classify trades by maturity before building synthesis prompt; only mature trades (≥35% elapsed) contribute to P&L stats and conclusions; immature trades listed for transparency only - Add 6h staleness gate on POST /synthesize (force=true to override) - System prompt now includes hard timing rule: GPT-4o must not revise existing conclusions because of newly-added immature trades - useApi.ts: useSynthesizeKnowledge accepts force boolean param - SuperContexte.tsx: shows amber notice with age when skipped + offers "Force quand même" button; success banner uses new response shape Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
OpenSquared
@@ -7,7 +7,7 @@ import os
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from services.database import (
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get_kb_entries, get_all_kb_entries, save_kb_entry, update_kb_entry_status,
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get_latest_reasoning_state, get_reasoning_history, get_reasoning_state_by_id,
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save_reasoning_state, list_ai_reports, get_mtm_trades_with_traces,
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save_reasoning_state, list_ai_reports, get_mtm_trades_with_traces, _trade_maturity,
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)
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router = APIRouter(prefix="/api/knowledge", tags=["knowledge"])
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@@ -15,6 +15,7 @@ router = APIRouter(prefix="/api/knowledge", tags=["knowledge"])
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def _build_synthesis_prompt(reports: List[Dict], trades: List[Dict], kb_entries: List[Dict]):
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"""Build the GPT-4o synthesis prompt from all accumulated data."""
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from datetime import date as _date
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now_str = __import__("datetime").datetime.utcnow().strftime("%Y-%m-%d %H:%M")
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# Portfolio reports summary
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@@ -22,39 +23,61 @@ def _build_synthesis_prompt(reports: List[Dict], trades: List[Dict], kb_entries:
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for r in reports[:10]:
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rpt = r.get("report") or {}
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stats = r.get("stats") or {}
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date = r.get("created_at", "")[:16]
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date_str = r.get("created_at", "")[:16]
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headline = rpt.get("headline", "")
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winners = rpt.get("winners_analysis", "")
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losers = rpt.get("losers_analysis", "")
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winners_a = rpt.get("winners_analysis", "")
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losers_a = rpt.get("losers_analysis", "")
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lessons = rpt.get("key_lessons", [])
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blind = rpt.get("blind_spots", "")
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next_p = rpt.get("next_cycle_priorities", "")
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timing = rpt.get("timing_note", "")
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lessons_str = " | ".join(lessons) if isinstance(lessons, list) else str(lessons)
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reports_block += f"""
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--- Rapport du {date} ---
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--- Rapport du {date_str} ---
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Headline: {headline}
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Stats: {stats}
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Gagnants: {winners[:300]}
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Perdants: {losers[:300]}
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Gagnants (matures): {winners_a[:300]}
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Perdants (matures): {losers_a[:300]}
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Leçons clés: {lessons_str[:400]}
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Angles morts: {blind[:200]}
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Priorités cycle suivant: {next_p[:200]}
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Note timing: {timing[:150]}
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"""
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# Trade history
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winners = [t for t in trades if (t.get("pnl_pct") or 0) > 0.5]
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losers = [t for t in trades if (t.get("pnl_pct") or 0) < -0.5]
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neutral = [t for t in trades if t not in winners and t not in losers]
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# Classify trades by maturity — only draw P&L conclusions from matures
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def _enrich(t: dict) -> dict:
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try:
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dh = (_date.today() - _date.fromisoformat(t["entry_date"])).days
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except Exception:
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dh = 0
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mat = _trade_maturity(dh, t.get("horizon_days") or 90)
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return {**t, "days_held": dh, "maturity": mat}
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enriched = [_enrich(t) for t in trades]
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matures = [t for t in enriched if t["maturity"]["status"] in ("mature", "fin_horizon") and t.get("pnl_pct") is not None]
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immatures = [t for t in enriched if t["maturity"]["status"] in ("trop_tot", "debut")]
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mature_winners = [t for t in matures if (t.get("pnl_pct") or 0) > 0.5]
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mature_losers = [t for t in matures if (t.get("pnl_pct") or 0) < -0.5]
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mature_neutral = [t for t in matures if t not in mature_winners and t not in mature_losers]
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def trade_line(t):
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mat = t.get("maturity", {})
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return (f"{t.get('underlying','?')} {t.get('strategy','?')} "
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f"P&L={t.get('pnl_pct',0):.2f}% score={t.get('latest_score','?')} "
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f"regime={t.get('macro_regime','?')}")
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f"P&L={t.get('pnl_pct',0):+.1f}% score={t.get('latest_score','?')} "
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f"regime={t.get('macro_regime','?')} [{mat.get('readable','')}]")
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trades_block = f"""
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Gagnants ({len(winners)}): {' | '.join(trade_line(t) for t in winners[:8])}
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Perdants ({len(losers)}): {' | '.join(trade_line(t) for t in losers[:8])}
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Neutres ({len(neutral)}): {len(neutral)} trades sans signal fort
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⚠️ ATTENTION TIMING : nos options durent 30-90 jours. Seuls les trades MATURES (≥35% horizon écoulé) ont un signal P&L fiable.
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MATURES — signal fiable ({len(matures)} trades) :
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Gagnants ({len(mature_winners)}): {' | '.join(trade_line(t) for t in mature_winners[:8]) or 'aucun'}
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Perdants ({len(mature_losers)}): {' | '.join(trade_line(t) for t in mature_losers[:8]) or 'aucun'}
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Neutres ({len(mature_neutral)}): {len(mature_neutral)} trades sans signal fort
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IMMATURES — trop tôt pour conclure ({len(immatures)} trades) :
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{' | '.join(trade_line(t) for t in immatures[:6]) or 'aucun'}
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→ Ces trades sont listés pour transparence uniquement. Ne pas en tirer de conclusions de performance.
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"""
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# Existing KB
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@@ -72,6 +95,13 @@ Neutres ({len(neutral)}): {len(neutral)} trades sans signal fort
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system = """Tu es l'intelligence analytique centrale d'un système de trading d'options géopolitiques.
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Tu dois synthétiser TOUT l'historique disponible pour produire un document de raisonnement évolutif.
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Ce document sera utilisé comme contexte enrichi pour tous les prochains cycles d'analyse.
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⚠️ RÈGLE FONDAMENTALE DE TIMING :
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Nos trades sont des options de 30 à 90 jours. Un trade ajouté il y a 2 heures ne dit RIEN sur sa performance finale.
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Tu NE DOIS PAS réviser les conclusions existantes à cause de trades immatures (< 35% de l'horizon écoulé).
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Tire des leçons UNIQUEMENT des trades MATURES. Les trades immatures sont listés pour transparence, pas pour analyse.
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Si la synthèse précédente était basée sur des trades matures solides, ne la remets pas en cause à cause de nouveaux trades immatures.
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Réponds UNIQUEMENT en JSON valide selon le schéma spécifié."""
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user = f"""Date: {now_str}
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@@ -79,14 +109,15 @@ Réponds UNIQUEMENT en JSON valide selon le schéma spécifié."""
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=== HISTORIQUE DES RAPPORTS DE PERFORMANCE ({len(reports)} rapports) ===
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{reports_block}
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=== HISTORIQUE DES TRADES ({len(trades)} trades) ===
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=== HISTORIQUE DES TRADES ({len(trades)} trades total — {len(matures)} matures, {len(immatures)} immatures) ===
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{trades_block}
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=== BASE DE CONNAISSANCES EXISTANTE ===
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{kb_block if kb_block else "Aucune entrée existante — première synthèse."}
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=== MISSION ===
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Produis un JSON avec ces champs:
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Produis un JSON avec ces champs.
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IMPORTANT : si peu de trades matures sont disponibles, conserve les insights existants de la KB avec une confiance stable plutôt que de tout remettre à zéro.
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{{
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"narrative": "Un texte narratif riche (500-800 mots) qui décrit l'état actuel du raisonnement du système, les patterns qui fonctionnent, les erreurs récurrentes, les corrélations géopolitiques/macro identifiées, les régimes qui favorisent nos stratégies, et les priorités d'amélioration. C'est le 'cerveau' du système.",
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@@ -187,12 +218,36 @@ def patch_entry_status(entry_id: int, body: Dict[str, str]):
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@router.post("/synthesize")
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async def synthesize():
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"""Run GPT-4o synthesis over all historical data and save new reasoning state."""
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async def synthesize(force: bool = False):
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"""Run GPT-4o synthesis over all historical data and save new reasoning state.
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By default, skips if last synthesis was < 6h ago (use ?force=true to override).
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"""
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ai_key = os.environ.get("OPENAI_API_KEY", "")
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if not ai_key:
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raise HTTPException(400, "OpenAI API key not configured")
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# 6h staleness gate (unless force=true)
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if not force:
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last = get_latest_reasoning_state()
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if last and last.get("created_at"):
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import datetime as _dt
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try:
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last_ts = _dt.datetime.fromisoformat(last["created_at"].replace("Z", "+00:00"))
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if last_ts.tzinfo is None:
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last_ts = last_ts.replace(tzinfo=_dt.timezone.utc)
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age_h = (_dt.datetime.now(_dt.timezone.utc) - last_ts).total_seconds() / 3600
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if age_h < 6:
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return {
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"skipped": True,
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"reason": f"Dernière synthèse il y a {age_h:.1f}h (< 6h). Utilise ?force=true pour forcer.",
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"last_version": last.get("version"),
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"last_at": last.get("created_at"),
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"age_hours": round(age_h, 1),
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}
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except Exception:
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pass
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import openai
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client = openai.OpenAI(api_key=ai_key)
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@@ -526,11 +526,14 @@ export const useKnowledgeEntries = () =>
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export const useSynthesizeKnowledge = () => {
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const qc = useQueryClient()
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return useMutation({
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mutationFn: () => api.post('/knowledge/synthesize').then(r => r.data),
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onSuccess: () => {
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qc.invalidateQueries({ queryKey: ['knowledge-state'] })
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qc.invalidateQueries({ queryKey: ['knowledge-history'] })
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qc.invalidateQueries({ queryKey: ['knowledge-entries'] })
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mutationFn: (force: boolean = false) =>
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api.post(`/knowledge/synthesize${force ? '?force=true' : ''}`).then(r => r.data),
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onSuccess: (_data) => {
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if (!_data?.skipped) {
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qc.invalidateQueries({ queryKey: ['knowledge-state'] })
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qc.invalidateQueries({ queryKey: ['knowledge-history'] })
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qc.invalidateQueries({ queryKey: ['knowledge-entries'] })
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}
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},
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})
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}
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@@ -187,9 +187,14 @@ export default function SuperContexte() {
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const byCategory = entriesData?.by_category || {}
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const totalEntries = entriesData?.total || 0
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const handleSynthesize = () => {
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synthesize.mutate(undefined, {
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onSuccess: () => setSelectedHistoryId(null),
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const synthResult = synthesize.data as any
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const isSkipped = synthResult?.skipped === true
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const handleSynthesize = (force = false) => {
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synthesize.mutate(force, {
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onSuccess: (data: any) => {
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if (!data?.skipped) setSelectedHistoryId(null)
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},
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})
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}
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@@ -223,7 +228,7 @@ export default function SuperContexte() {
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<Clock className="w-4 h-4" />
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</button>
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<button
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onClick={handleSynthesize}
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onClick={() => handleSynthesize()}
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disabled={synthesize.isPending}
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className="flex items-center gap-2 px-4 py-2 rounded-lg bg-violet-600 hover:bg-violet-500 disabled:opacity-50 disabled:cursor-not-allowed transition-colors text-sm font-medium"
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>
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@@ -290,15 +295,37 @@ export default function SuperContexte() {
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</div>
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)}
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{synthesize.isSuccess && (
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{synthesize.isSuccess && isSkipped && (
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<div className="border border-amber-500/30 bg-amber-500/5 rounded-xl p-4 flex items-start gap-3">
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<Clock className="w-5 h-5 text-amber-400 flex-shrink-0 mt-0.5" />
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<div className="flex-1 text-sm">
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<span className="text-amber-300 font-medium">Synthèse non relancée. </span>
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<span className="text-slate-400">
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Dernière synthèse il y a {synthResult?.age_hours}h (moins de 6h).
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Les trades immatures n'apportent pas encore d'information fiable — inutile de recalculer.
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</span>
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<div className="mt-2">
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<button
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onClick={() => handleSynthesize(true)}
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disabled={synthesize.isPending}
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className="text-xs px-3 py-1.5 rounded-lg border border-amber-500/40 text-amber-400 hover:bg-amber-500/10 transition-colors"
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>
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Forcer quand même la synthèse
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</button>
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</div>
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</div>
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</div>
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)}
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{synthesize.isSuccess && !isSkipped && (
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<div className="border border-emerald-500/30 bg-emerald-500/5 rounded-xl p-4 flex items-center gap-3">
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<CheckCircle className="w-5 h-5 text-emerald-400 flex-shrink-0" />
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<div className="text-sm">
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<span className="text-emerald-300 font-medium">Synthèse complète. </span>
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<span className="text-slate-400">
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{(synthesize.data as any)?.kb_entries_added ?? 0} entrées KB ajoutées ·{' '}
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{(synthesize.data as any)?.sources?.reports ?? 0} rapports ·{' '}
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{(synthesize.data as any)?.sources?.trades ?? 0} trades analysés.
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{synthResult?.kb_entries_added ?? 0} entrées KB ajoutées ·{' '}
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{synthResult?.sources?.reports ?? 0} rapports ·{' '}
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{synthResult?.sources?.trades ?? 0} trades analysés.
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</span>
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</div>
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</div>
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