refactor: separate Sentiment and Technical desks — no signal overlap

- Mark 6 price signals (ma_cross, rsi_extreme, bb_squeeze, new_52w_extreme, price_gap, volume_spike) as desk_type=technical so they no longer appear in the Sentiment desk
- Sentiment desk now shows MacroGaugeSelector (32 gauges grouped by bloc: Liquidité, Crédit, Volatilité, Métaux…) instead of the stock/ETF instrument picker
- Sentiment desk instruments seed updated to macro gauge keys (vix, vvix, skew, hyg, dxy, slope_10y3m, gold_copper_ratio)
- Signal init useEffect extended to cover sentiment desk as well as technical

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

backend/routers/ai_desks.py

@@ -19,6 +19,7 @@ SIGNAL_CATALOG: List[Dict[str, Any]] = [
         "id":          "ma_cross",
         "label":       "Croisement de moyennes mobiles",
         "description": "Détecte les croisements bullish/bearish entre deux MAs",
+        "desk_type":   "technical",
         "params": {
             "pairs": {
                 "type": "pairs", "label": "Paires MA",
@@ -31,6 +32,7 @@ SIGNAL_CATALOG: List[Dict[str, Any]] = [
         "id":          "rsi_extreme",
         "label":       "RSI extrême",
         "description": "Signal quand le RSI dépasse les seuils de surachat/survente",
+        "desk_type":   "technical",
         "params": {
             "period":     {"type": "int",   "label": "Période",    "default": 14, "min": 5, "max": 50},
             "oversold":   {"type": "int",   "label": "Survente",   "default": 30, "min": 10, "max": 45},
@@ -41,6 +43,7 @@ SIGNAL_CATALOG: List[Dict[str, Any]] = [
         "id":          "bb_squeeze",
         "label":       "Squeeze Bollinger Bands",
         "description": "Détecte quand les bandes BB se resserrent en dessous d'un seuil",
+        "desk_type":   "technical",
         "params": {
             "period":          {"type": "int",   "label": "Période",  "default": 20, "min": 10, "max": 50},
             "std":             {"type": "float", "label": "Std dev",   "default": 2.0, "min": 1.0, "max": 3.0},
@@ -51,6 +54,7 @@ SIGNAL_CATALOG: List[Dict[str, Any]] = [
         "id":          "new_52w_extreme",
         "label":       "Nouveau 52 semaines extrême",
         "description": "Nouveau plus haut ou plus bas sur 52 semaines (avec buffer)",
+        "desk_type":   "technical",
         "params": {
             "buffer_pct": {"type": "float", "label": "Buffer %", "default": 0.5, "min": 0.0, "max": 5.0},
         },
@@ -59,6 +63,7 @@ SIGNAL_CATALOG: List[Dict[str, Any]] = [
         "id":          "price_gap",
         "label":       "Gap de prix",
         "description": "Gap d'ouverture significatif par rapport à la clôture précédente",
+        "desk_type":   "technical",
         "params": {
             "min_gap_pct": {"type": "float", "label": "Gap min %", "default": 1.5, "min": 0.5, "max": 10.0},
         },
@@ -67,6 +72,7 @@ SIGNAL_CATALOG: List[Dict[str, Any]] = [
         "id":          "volume_spike",
         "label":       "Spike de volume",
         "description": "Volume anormalement élevé par rapport à la moyenne mobile",
+        "desk_type":   "technical",
         "params": {
             "ma_period":     {"type": "int",   "label": "Période MA vol", "default": 20, "min": 5, "max": 50},
             "spike_factor":  {"type": "float", "label": "Facteur spike",  "default": 2.5, "min": 1.5, "max": 10.0},

backend/services/database.py

@@ -1098,7 +1098,7 @@ def init_db():
                 "SKEW > 140 = marché paye cher pour la protection downside. "
                 "Inversion terme structure VIX (front > back) = peur concentrée court terme."
             ),
-            "instruments": json.dumps(["SPY","QQQ","VXX","TLT","HYG","GLD"]),
+            "instruments": json.dumps(["vix","vvix","skew","hyg","dxy","slope_10y3m","gold_copper_ratio"]),
             "config": json.dumps({
                 "lookback_days": 5,
                 "signals": {