feat: Phase 4 — Moteur Probabiliste & Apprentissage Automatique
Sprint 4.1 — Bayesian Updating - database.py: update_bayesian_posteriors() — Beta(α,β) posteriors sur trades matures - database.py: get_bayesian_posteriors() — posteriors + IC 95% + dérive prior GPT vs posterior - Colonnes Bayésiennes ajoutées : bayesian_alpha, bayesian_beta, bayesian_win_rate, bayesian_sample_size - auto_cycle.py: appel update_bayesian_posteriors() en Step 5.5 (après scoring) Sprint 4.2 — Détection Automatique de Régimes (K-Means numpy pur) - database.py: detect_and_save_regime_clusters() — K-Means sur 7 gauges macro (VIX, slope, DXY…) - database.py: get_regime_cluster_history() — timeline des clusters - database.py: get_regime_transition_matrix() — P(cluster j | cluster i) sur N transitions - Table regime_clusters avec anomaly_flag (points > 3σ) - auto_cycle.py: appel detect_and_save_regime_clusters() en Step 5.6 Sprint 4.3 — Embeddings Sémantiques (remplace Jaccard) - database.py: get_or_create_pattern_embedding() — OpenAI text-embedding-3-small, stocké en DB - database.py: max_cosine_similarity_vs_existing() — similarité cosinus vs patterns existants - Table pattern_embeddings avec vecteur JSON + model_version - auto_cycle.py: _is_duplicate_pattern() — cosinus seuil 0.75 avec fallback Jaccard automatique Sprint 4.4 — Tableau de Bord Analytique Avancé - AnalyticsAdvanced.tsx: nouvelle page /analytics-advanced • BayesianTable : prior GPT vs WR bayésien ± IC 95%, dérive, niveau de confiance • ClusterTimeline : timeline colorée des clusters + anomalies • TransitionMatrix : heatmap P(j|i) avec diagonale auto-transition • EmbeddingsSummary : liste des patterns vectorisés • Boutons "Bayesian update" et "Détecter régime" avec mutation React Query - analytics.py router : 5 nouveaux endpoints (bayesian, regime-clusters, transitions, detect, embeddings) - useApi.ts : 4 nouveaux hooks (useBayesianPosteriors, useRegimeClusters, useRegimeTransitions, usePatternEmbeddings) - App.tsx + Sidebar.tsx : route /analytics-advanced + entrée menu Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
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@@ -614,6 +614,36 @@ export const useIvForTrade = (underlying: string) =>
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staleTime: 60 * 60_000,
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})
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// ── Analytics Phase 4 — Bayesian + Clustering + Embeddings ───────────────────
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export const useBayesianPosteriors = () =>
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useQuery({
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queryKey: ['bayesian-posteriors'],
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queryFn: () => api.get('/analytics/bayesian').then(r => r.data),
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staleTime: 5 * 60_000,
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})
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export const useRegimeClusters = (days = 90) =>
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useQuery({
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queryKey: ['regime-clusters', days],
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queryFn: () => api.get('/analytics/regime-clusters', { params: { days } }).then(r => r.data),
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staleTime: 5 * 60_000,
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})
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export const useRegimeTransitions = (days = 180) =>
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useQuery({
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queryKey: ['regime-transitions', days],
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queryFn: () => api.get('/analytics/regime-transitions', { params: { days } }).then(r => r.data),
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staleTime: 10 * 60_000,
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})
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export const usePatternEmbeddings = () =>
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useQuery({
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queryKey: ['pattern-embeddings'],
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queryFn: () => api.get('/analytics/embeddings').then(r => r.data),
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staleTime: 10 * 60_000,
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})
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// ── Analytics (Phase 2) ───────────────────────────────────────────────────────
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export const usePatternReliability = () =>
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