feat: instrument model

backend/routers/instrument_models.py

@@ -44,6 +44,18 @@ class NodeConfigBody(BaseModel):
     macro_key: Optional[str] = None     # "" to clear, None = no-op
 
 
+class NodeScenarioBody(BaseModel):
+    node_id: str
+    label: str
+    horizon: str = "mt"                 # 'ct' | 'mt' | 'lt'
+    target_date: str                    # YYYY-MM-DD
+    target_value: float
+    confidence: float = 0.7            # 0.0 – 1.0
+    trajectory: str = "linear"         # 'step' | 'linear' | 'exp'
+    absorption_days: int = 30
+    notes: Optional[str] = ""
+
+
 class CalibrateBody(BaseModel):
     ref_date: Optional[str] = None
 
@@ -539,6 +551,48 @@ def calibrate_intercept(
         conn.close()
 
 
+@router.get("/{instrument}/scenarios")
+def list_scenarios(instrument: str, node_id: Optional[str] = Query(None)) -> List[Dict[str, Any]]:
+    """Tous les scénarios CT/MT/LT d'un instrument (ou d'un nœud spécifique)."""
+    from services.database import get_conn
+    from services.instrument_models import get_node_scenarios
+    conn = get_conn()
+    try:
+        return get_node_scenarios(conn, instrument.upper(), node_id)
+    finally:
+        conn.close()
+
+
+@router.post("/{instrument}/scenarios")
+def create_scenario(instrument: str, body: NodeScenarioBody) -> Dict[str, Any]:
+    """Crée un scénario forecast sur un nœud."""
+    from services.database import get_conn
+    from services.instrument_models import add_node_scenario
+    conn = get_conn()
+    try:
+        sid = add_node_scenario(
+            conn, instrument.upper(), body.node_id, body.label,
+            body.horizon, body.target_date, body.target_value,
+            body.confidence, body.trajectory, body.absorption_days, body.notes or "",
+        )
+        return {"ok": True, "id": sid, "node_id": body.node_id}
+    finally:
+        conn.close()
+
+
+@router.delete("/{instrument}/scenarios/{scenario_id}")
+def remove_scenario(instrument: str, scenario_id: int) -> Dict[str, Any]:
+    """Supprime un scénario forecast."""
+    from services.database import get_conn
+    from services.instrument_models import delete_node_scenario
+    conn = get_conn()
+    try:
+        delete_node_scenario(conn, scenario_id)
+        return {"ok": True, "id": scenario_id}
+    finally:
+        conn.close()
+
+
 @router.patch("/{instrument}/nodes/{node_id}")
 def update_node_config(
     instrument: str,

backend/services/instrument_models.py

@@ -194,6 +194,170 @@ def build_macro_node_timeline(
     return result
 
 
+def build_node_combined_timeline(
+    conn, instrument: str, node_id: str, macro_key: Optional[str],
+    date_from: date_type, date_to: date_type,
+) -> dict[str, float]:
+    """
+    Construit la timeline complète d'un nœud en fusionnant :
+      1. Valeurs passées (ff_calendar actuals via macro_key)
+      2. Scénarios utilisateur futurs (CT/MT/LT) avec interpolation pondérée par confidence
+
+    Logique :
+    - Pour les dates ≤ aujourd'hui : ff_calendar actuals (si disponibles)
+    - Pour les dates futures : interpolation depuis la dernière valeur connue
+      vers chaque scénario, pondérée par confidence
+    - Si plusieurs scénarios se chevauchent : moyenne pondérée par confidence
+    """
+    today = date_type.today()
+
+    # 1. Baseline depuis ff_calendar (passé uniquement en pratique)
+    ff_tl = build_macro_node_timeline(conn, macro_key, date_from, date_to) if macro_key else {}
+
+    # 2. Scénarios utilisateur
+    try:
+        scen_rows = conn.execute(
+            """SELECT id, label, horizon, target_date, target_value, confidence, trajectory, absorption_days
+               FROM node_forecast_scenarios
+               WHERE instrument=? AND node_id=?
+               ORDER BY target_date ASC""",
+            (instrument.upper(), node_id)
+        ).fetchall()
+        scenarios = [dict(r) for r in scen_rows]
+    except Exception:
+        scenarios = []
+
+    if not scenarios:
+        return ff_tl  # Pas de scénarios → juste ff_calendar
+
+    # 3. Valeur de départ (dernière connue depuis ff_calendar ou override statique)
+    base_value: Optional[float] = None
+    if ff_tl:
+        # Dernière valeur connue avant ou à aujourd'hui
+        for d in sorted(ff_tl.keys(), reverse=True):
+            if d <= str(today):
+                base_value = ff_tl[d]
+                break
+        if base_value is None:
+            base_value = next(iter(ff_tl.values()), None)
+
+    # Fallback sur override statique si pas de ff_calendar
+    if base_value is None:
+        try:
+            ov = conn.execute(
+                "SELECT value FROM instrument_node_overrides WHERE instrument=? AND node_id=?",
+                (instrument.upper(), node_id)
+            ).fetchone()
+            if ov:
+                base_value = float(ov["value"])
+        except Exception:
+            pass
+
+    if base_value is None:
+        return ff_tl   # Pas de base → on ne peut pas projeter
+
+    # 4. Construire les waypoints (date, value, confidence) depuis les scénarios
+    #    Le point de départ est toujours (today, base_value, 1.0)
+    waypoints: list[tuple[date_type, float, float]] = [(today, base_value, 1.0)]
+    for s in scenarios:
+        try:
+            td = date_type.fromisoformat(s["target_date"])
+            if td > today:
+                waypoints.append((td, float(s["target_value"]), float(s["confidence"])))
+        except (ValueError, KeyError):
+            continue
+    waypoints.sort(key=lambda x: x[0])
+
+    # 5. Construire la timeline journalière
+    result: dict[str, float] = {}
+    cur = date_from
+    while cur <= date_to:
+        cur_str = str(cur)
+
+        if cur <= today and cur_str in ff_tl:
+            # Passé → priorité ff_calendar
+            result[cur_str] = ff_tl[cur_str]
+        else:
+            # Futur → interpolation entre waypoints
+            prev_wp: Optional[tuple[date_type, float, float]] = None
+            next_wp: Optional[tuple[date_type, float, float]] = None
+            for wp in waypoints:
+                if wp[0] <= cur:
+                    prev_wp = wp
+                elif next_wp is None:
+                    next_wp = wp
+                    break
+
+            if prev_wp is None and next_wp is None:
+                if ff_tl:
+                    # Dernier connu
+                    result[cur_str] = ff_tl.get(str(today)) or list(ff_tl.values())[-1]
+            elif prev_wp is None:
+                result[cur_str] = round(next_wp[1], 4)   # type: ignore[index]
+            elif next_wp is None:
+                result[cur_str] = round(prev_wp[1], 4)   # hold last value
+            else:
+                # Interpolation linéaire entre prev et next, pondérée par confidence
+                total_d = (next_wp[0] - prev_wp[0]).days
+                elapsed  = (cur - prev_wp[0]).days
+                frac     = elapsed / total_d if total_d > 0 else 0.0
+                # Valeur interpolée brute
+                interp   = prev_wp[1] + frac * (next_wp[1] - prev_wp[1])
+                # La confidence du prochain scénario pondère le drift :
+                # confidence=1.0 → drift complet vers interp
+                # confidence=0.5 → 50% du drift, reste à mi-chemin entre prev et interp
+                conf = next_wp[2]
+                blended = prev_wp[1] + (interp - prev_wp[1]) * conf
+                result[cur_str] = round(blended, 4)
+
+        cur += timedelta(days=1)
+
+    return result
+
+
+# ── Scenario CRUD ──────────────────────────────────────────────────────────────
+
+def get_node_scenarios(conn, instrument: str, node_id: Optional[str] = None) -> list[dict]:
+    """Retourne tous les scénarios d'un instrument (ou d'un nœud spécifique)."""
+    if node_id:
+        rows = conn.execute(
+            """SELECT * FROM node_forecast_scenarios
+               WHERE instrument=? AND node_id=? ORDER BY target_date ASC""",
+            (instrument.upper(), node_id)
+        ).fetchall()
+    else:
+        rows = conn.execute(
+            "SELECT * FROM node_forecast_scenarios WHERE instrument=? ORDER BY node_id, target_date ASC",
+            (instrument.upper(),)
+        ).fetchall()
+    return [dict(r) for r in rows]
+
+
+def add_node_scenario(
+    conn, instrument: str, node_id: str, label: str,
+    horizon: str, target_date: str, target_value: float,
+    confidence: float = 0.7, trajectory: str = "linear",
+    absorption_days: int = 30, notes: str = "",
+) -> int:
+    """Ajoute un scénario forecast sur un nœud. Retourne l'id créé."""
+    cur = conn.execute(
+        """INSERT INTO node_forecast_scenarios
+           (instrument, node_id, label, horizon, target_date, target_value,
+            confidence, trajectory, absorption_days, notes)
+           VALUES (?,?,?,?,?,?,?,?,?,?)""",
+        (instrument.upper(), node_id, label, horizon, target_date, float(target_value),
+         float(confidence), trajectory, int(absorption_days), notes or "")
+    )
+    conn.commit()
+    return cur.lastrowid
+
+
+def delete_node_scenario(conn, scenario_id: int) -> bool:
+    conn.execute("DELETE FROM node_forecast_scenarios WHERE id=?", (scenario_id,))
+    conn.commit()
+    return True
+
+
 # ── Saturation scales (tanh) par unité native ─────────────────────────────────
 # tanh(x/scale) : slope=1 à l'origine, sature asymptotiquement à ±1
 # pips = coefficient_to_pips * scale * tanh(x / scale)
@@ -201,10 +365,11 @@ def build_macro_node_timeline(
 # → max pips : coefficient_to_pips * scale (jamais dépassé)
 _SATURATION_SCALES: dict[str, float] = {
     "bps":      200.0,   # différentiels de taux : sature autour ±300bps
-    "%":          3.0,   # CPI / PIB différentiels : sature autour ±5%
+    "%":          3.0,   # CPI / PIB / taux en % absolu : sature autour ±5%
     "pts%":       3.0,
     "pts":       15.0,   # PMI écart depuis 50 : sature autour ±20pts
     "score":      3.0,   # scores subjectifs -5 à +5
+    "K":        200.0,   # emplois en milliers : sature autour ±400K
     "tonnes":    80.0,   # tonnes or / CB buying
     "Mds$":      40.0,
     "Mds$/sem":  15.0,
@@ -364,57 +529,49 @@ INSTRUMENT_MODELS: dict[str, dict] = {
 # ══════════════════════════════════════════════════════════════════════════════
 "EURUSD": {
   "name": "EUR/USD",
-  "description": "Taux de change Euro/Dollar — modèle causal 3 couches avec 4 domaines d'influence",
+  "description": "EUR/USD — Graphe causal macro-natif : noeuds = variables macro réelles auto-synchronisées depuis FF Calendar",
   "output_node": "eurusd",
   "price_intercept": 1.10,
   "pip_to_price": 0.0001,
   "yf_ticker": "EURUSD=X",
   "nodes": [
-    # ── Layer 0a : event inputs ───────────────────────────────────────────────
-    {"id":"in_cb",        "label":"Banques Centrales",       "node_type":"input_event", "category":"central_bank",  "unit":"pips","display_col":0,"description":"Décisions Fed/BCE, minutes, forward guidance. Décroissance exp ~14j.","event_category":"central_bank"},
-    {"id":"in_macro",     "label":"Surprises Macro (données)","node_type":"input_event","category":"monetary_shock","unit":"pips","display_col":0,"description":"CPI, NFP, PIB, PMI US/EU. Décroissance rapide ~12j.","event_category":"monetary_shock"},
-    {"id":"in_geo",       "label":"Risque Géopolitique",     "node_type":"input_event", "category":"geopolitical",  "unit":"pips","display_col":0,"description":"Conflits, sanctions, tensions. Décroissance linéaire ~21j.","event_category":"geopolitical"},
-    {"id":"in_trade",     "label":"Choc Commercial/Tarifs",  "node_type":"input_event", "category":"trade_policy",  "unit":"pips","display_col":0,"description":"Tarifs US-UE, accords commerciaux.","event_category":"trade_policy"},
-    {"id":"in_growth",    "label":"Choc Croissance",         "node_type":"input_event", "category":"growth_shock",  "unit":"pips","display_col":0,"description":"Chocs perspectives croissance.","event_category":"growth_shock"},
-    {"id":"in_credit",    "label":"Stress Crédit/Liquidité", "node_type":"input_event", "category":"credit_stress", "unit":"pips","display_col":0,"description":"Banking stress, spreads IG/HY.","event_category":"credit_stress"},
-    {"id":"in_technical", "label":"Momentum Technique",      "node_type":"input_event", "category":"technical",     "unit":"pips","display_col":0,"description":"Cassures niveaux clés, tendances.","event_category":"technical"},
-    {"id":"in_commodity", "label":"Choc Commodités",         "node_type":"input_event", "category":"commodity",     "unit":"pips","display_col":0,"description":"Pétrole, gaz, métaux → inflation EU.","event_category":"commodity"},
-    {"id":"in_sentiment", "label":"Sentiment/Positionnement","node_type":"input_event", "category":"sentiment",     "unit":"pips","display_col":0,"description":"Flux institutionnels, risk-on/off.","event_category":"sentiment"},
-    # ── Layer 0b : manual structural inputs ──────────────────────────────────
-    {"id":"m_rate_diff_2y",    "label":"Spread OIS 2Y USD-EUR",      "node_type":"input_manual","category":"monetary",   "unit":"bps",   "coefficient_to_pips": 1.5, "display_col":1,"description":"Principal driver court terme. Positif = USD plus rémunérateur → pair ↓"},
-    {"id":"m_fed_path",        "label":"Anticipation Fed 12m",        "node_type":"input_manual","category":"monetary",   "unit":"bps",   "coefficient_to_pips": 0.8, "display_col":1,"description":"Cuts attendus → USD ↓ → pair ↑. Hikes → USD ↑ → pair ↓"},
-    {"id":"m_ecb_path",        "label":"Anticipation BCE 12m",        "node_type":"input_manual","category":"monetary",   "unit":"bps",   "coefficient_to_pips":-0.8, "display_col":1,"description":"Cuts BCE → EUR ↓. Hikes → EUR ↑"},
-    {"id":"m_us_real_rate",    "label":"Taux réel US 10Y (TIPS)",     "node_type":"input_manual","category":"monetary",   "unit":"bps",   "coefficient_to_pips":-0.5, "display_col":1,"description":"Hausse → USD attractif → pair ↓"},
-    {"id":"m_eu_real_rate",    "label":"Taux réel EU 10Y",            "node_type":"input_manual","category":"monetary",   "unit":"bps",   "coefficient_to_pips": 0.5, "display_col":1,"description":"Hausse → EUR attractif → pair ↑"},
-    {"id":"m_carry",           "label":"Score carry EUR/USD",          "node_type":"input_manual","category":"monetary",   "unit":"score", "coefficient_to_pips": 0.6, "display_col":1,"description":"Score attractivité carry (+= EUR avantageux)"},
-    {"id":"m_us_growth_adv",   "label":"Avantage croissance US vs EU","node_type":"input_manual","category":"macro",      "unit":"pts%",  "coefficient_to_pips":-15.0,"display_col":1,"description":"Différentiel PIB US-EU. US surperform → USD ↑ → pair ↓"},
-    {"id":"m_eu_pmi",          "label":"PMI composite Eurozone",       "node_type":"input_manual","category":"macro",      "unit":"pts",   "coefficient_to_pips": 0.3, "display_col":1,"description":"Expansion EU → EUR ↑"},
-    {"id":"m_energy_price",    "label":"Prix énergie ($/bbl delta)",   "node_type":"input_manual","category":"macro",      "unit":"$/bbl", "coefficient_to_pips":-0.25,"display_col":1,"description":"Énergie chère → déficit commercial EU → EUR ↓"},
-    {"id":"m_us_cpi",          "label":"CPI US YoY",                   "node_type":"input_manual","category":"inflation",  "unit":"%",     "coefficient_to_pips":-0.8, "display_col":1,"description":"Inflation US → Fed hawkish → USD ↑ → pair ↓"},
-    {"id":"m_eu_cpi",          "label":"HICP Eurozone YoY",            "node_type":"input_manual","category":"inflation",  "unit":"%",     "coefficient_to_pips": 0.8, "display_col":1,"description":"Inflation EU → BCE hawkish → EUR ↑"},
-    {"id":"m_risk_appetite",   "label":"Appétit risque mondial",       "node_type":"input_manual","category":"sentiment",  "unit":"score", "coefficient_to_pips": 0.5, "display_col":1,"description":"Risk-on → sorties USD → pair ↑"},
-    {"id":"m_vix",             "label":"Niveau VIX",                   "node_type":"input_manual","category":"sentiment",  "unit":"pts",   "coefficient_to_pips":-0.4, "display_col":1,"description":"VIX spike → flight to USD → pair ↓"},
-    {"id":"m_eu_fragmentation","label":"Risque fragmentation EU",      "node_type":"input_manual","category":"political",  "unit":"score", "coefficient_to_pips":-0.5, "display_col":1,"description":"Risque politique EU → EUR ↓"},
-    {"id":"m_us_political",    "label":"Incertitude politique US",     "node_type":"input_manual","category":"political",  "unit":"score", "coefficient_to_pips": 0.3, "display_col":1,"description":"Incertitude US → USD ↓ → pair ↑"},
-    {"id":"m_cftc_eur",        "label":"Positions nettes EUR (CoT)",   "node_type":"input_manual","category":"positioning","unit":"k lots","coefficient_to_pips": 0.1, "display_col":1,"description":"Net long EUR CFTC. Extrême → risque retournement"},
-    {"id":"m_dollar_reserve",  "label":"Demande réserves USD",         "node_type":"input_manual","category":"flows",      "unit":"score", "coefficient_to_pips":-0.4, "display_col":1,"description":"Demande réserves → USD structurellement fort → pair ↓"},
-    # ── Layer 1 : intermediate (4 domaines) ──────────────────────────────────
-    {"id":"layer_monetary",   "label":"▶ Pression Monétaire & Taux",     "node_type":"intermediate","category":"intermediate","unit":"pips","display_col":2,
-     "formula":"in_cb + in_macro + m_rate_diff_2y + m_fed_path + m_ecb_path + m_us_real_rate + m_eu_real_rate + m_carry",
-     "description":"Domaine monétaire : taux directeurs, OIS, anticipations Fed/BCE, carry. Driver n°1 de l'EURUSD."},
-    {"id":"layer_growth",     "label":"▶ Pression Macro & Croissance",    "node_type":"intermediate","category":"intermediate","unit":"pips","display_col":2,
-     "formula":"in_growth + in_commodity + m_us_growth_adv + m_eu_pmi + m_energy_price + m_us_cpi + m_eu_cpi",
-     "description":"Domaine macro : croissance relative, inflation, énergie. Impact via anticipations BC."},
-    {"id":"layer_risk",       "label":"▶ Pression Risque & Géopolitique", "node_type":"intermediate","category":"intermediate","unit":"pips","display_col":2,
-     "formula":"in_geo + in_credit + in_sentiment + m_risk_appetite + m_vix + m_eu_fragmentation",
-     "description":"Domaine risque : géopolitique, stress crédit, aversion au risque (USD safe haven)."},
-    {"id":"layer_positioning","label":"▶ Pression Positionnement & Flux", "node_type":"intermediate","category":"intermediate","unit":"pips","display_col":2,
-     "formula":"in_trade + in_technical + m_cftc_eur + m_dollar_reserve + m_us_political",
-     "description":"Domaine positionnement : flux spéculatifs, technicalités, réserves, politique."},
+    # ── Layer 0a : chocs événementiels (surprises court terme) ───────────────
+    {"id":"in_cb",    "label":"Choc Banques Centrales", "node_type":"input_event","category":"central_bank", "unit":"pips","display_col":0,"event_category":"central_bank", "description":"Surprises Fed/BCE : décisions inattendues, guidance hawkish/dovish, minutes."},
+    {"id":"in_geo",   "label":"Choc Géopolitique",      "node_type":"input_event","category":"geopolitical", "unit":"pips","display_col":0,"event_category":"geopolitical",  "description":"Conflits, sanctions, tensions → flight to USD."},
+    {"id":"in_trade", "label":"Choc Commercial/Tarifs", "node_type":"input_event","category":"trade_policy", "unit":"pips","display_col":0,"event_category":"trade_policy",  "description":"Tarifs US-UE, représailles → USD/EUR volatilité."},
+    {"id":"in_credit","label":"Stress Crédit",          "node_type":"input_event","category":"credit_stress","unit":"pips","display_col":0,"event_category":"credit_stress",  "description":"Stress bancaire, spreads → USD safe haven."},
+    # ── Layer 0b : politique monétaire (taux directeurs absolus) ─────────────
+    # macro_key = id → auto-sync depuis ff_calendar sans mapping manuel
+    {"id":"fed_rate","label":"Taux Fed (%)",       "node_type":"input_manual","category":"monetary","unit":"%","coefficient_to_pips":-30,   "macro_key":"fed_rate",  "display_col":1,"description":"Taux directeur Fed en %. Hausse → USD fort → pair ↓. Auto-sync depuis FF Calendar."},
+    {"id":"ecb_rate","label":"Taux BCE (%)",        "node_type":"input_manual","category":"monetary","unit":"%","coefficient_to_pips":+30,   "macro_key":"ecb_rate",  "display_col":1,"description":"Taux directeur BCE en %. Hausse → EUR fort → pair ↑. Auto-sync depuis FF Calendar."},
+    # ── Layer 0c : inflation ─────────────────────────────────────────────────
+    {"id":"us_cpi",  "label":"CPI US YoY (%)",     "node_type":"input_manual","category":"inflation","unit":"%","coefficient_to_pips":-10, "macro_key":"us_cpi_yoy","display_col":1,"description":"Inflation US YoY. Hausse → anticipations Fed hawkish → USD ↑ → pair ↓."},
+    {"id":"eu_cpi",  "label":"HICP Eurozone (%)",   "node_type":"input_manual","category":"inflation","unit":"%","coefficient_to_pips":+10, "macro_key":"eu_cpi_yoy","display_col":1,"description":"Inflation EU YoY. Hausse → BCE hawkish → EUR ↑ → pair ↑."},
+    # ── Layer 0d : croissance ─────────────────────────────────────────────────
+    {"id":"us_gdp",  "label":"GDP US QoQ (%)",      "node_type":"input_manual","category":"growth","unit":"%","coefficient_to_pips":-15,  "macro_key":"us_gdp",    "display_col":1,"description":"Croissance US trimestrielle. Surperformance → USD ↑ → pair ↓."},
+    {"id":"eu_gdp",  "label":"GDP Eurozone QoQ (%)","node_type":"input_manual","category":"growth","unit":"%","coefficient_to_pips":+15,  "macro_key":"eu_gdp",    "display_col":1,"description":"Croissance EU trimestrielle. Surperformance → EUR ↑ → pair ↑."},
+    # ── Layer 0e : emploi & activité ─────────────────────────────────────────
+    {"id":"us_nfp",  "label":"NFP US (K/mois)",     "node_type":"input_manual","category":"labor","unit":"K","coefficient_to_pips":-0.05, "macro_key":"us_nfp",    "display_col":1,"description":"Emplois non-agricoles US en K. 150K= neutre. Plus → USD ↑ → pair ↓."},
+    {"id":"eu_pmi",  "label":"PMI EU (écart/50)",   "node_type":"input_manual","category":"activity","unit":"pts","coefficient_to_pips":+2.5,"macro_key":"eu_pmi",  "display_col":1,"description":"PMI Composite Eurozone MOINS 50 (+4 = PMI=54, expansion → EUR ↑)."},
+    {"id":"us_pmi",  "label":"PMI US (écart/50)",   "node_type":"input_manual","category":"activity","unit":"pts","coefficient_to_pips":-2.5,"macro_key":"us_pmi",  "display_col":1,"description":"PMI ISM US MOINS 50 (+3 = PMI=53, expansion → USD ↑ → pair ↓)."},
+    # ── Layer 0f : sentiment & risque (pas de macro_key — saisi ou events) ───
+    {"id":"vix",     "label":"VIX (niveau)",         "node_type":"input_manual","category":"risk","unit":"pts","coefficient_to_pips":-1.5,                          "display_col":1,"description":"Volatilité equity US. Spike → safe haven USD → pair ↓."},
+    {"id":"us_equity","label":"S&P 500 momentum",   "node_type":"input_manual","category":"risk","unit":"score","coefficient_to_pips":+0.3,                         "display_col":1,"description":"Risk-on US. Hausse → appétit risque → EUR ↑. Score -5/+5."},
+    {"id":"eu_fragm","label":"Fragmentation EU",     "node_type":"input_manual","category":"political","unit":"score","coefficient_to_pips":-0.5,                   "display_col":1,"description":"Risque fragmentation zone euro, stress BTP/Bund. Score 0-5 → EUR ↓."},
+    # ── Layer 1 : domaines synthèse ───────────────────────────────────────────
+    {"id":"layer_monetary","label":"▶ Différentiel Monétaire","node_type":"intermediate","category":"intermediate","unit":"pips","display_col":2,
+     "formula":"in_cb + fed_rate + ecb_rate + us_cpi + eu_cpi",
+     "description":"Taux directeurs + inflation → différentiel de politique monétaire Fed/BCE."},
+    {"id":"layer_growth",  "label":"▶ Différentiel Croissance","node_type":"intermediate","category":"intermediate","unit":"pips","display_col":2,
+     "formula":"us_gdp + eu_gdp + us_nfp + eu_pmi + us_pmi",
+     "description":"Croissance relative US vs EU. Positif = EU surperform → EUR ↑."},
+    {"id":"layer_risk",    "label":"▶ Sentiment & Risque",    "node_type":"intermediate","category":"intermediate","unit":"pips","display_col":2,
+     "formula":"in_geo + in_trade + in_credit + vix + us_equity + eu_fragm",
+     "description":"Risque géopolitique, sentiment, appétit risque → impact EUR/USD."},
     # ── Layer 2 : output ──────────────────────────────────────────────────────
-    {"id":"eurusd","label":"EUR/USD — Impact Net","node_type":"output","category":"output","unit":"pips","display_col":3,
-     "formula":"layer_monetary + layer_growth + layer_risk + layer_positioning",
-     "description":"Pression nette cumulée = Σ(4 domaines). Positif = biais haussier EUR/USD."},
+    {"id":"eurusd","label":"EUR/USD — Biais Net","node_type":"output","category":"output","unit":"pips","display_col":3,
+     "formula":"layer_monetary + layer_growth + layer_risk",
+     "description":"Biais net EUR/USD. Positif = haussier EUR. Divisé en 3 piliers : monétaire, croissance, risque."},
   ]
 },
 
@@ -816,6 +973,22 @@ def init_instrument_model_tables(conn):
             calibration_json TEXT NOT NULL,
             updated_at   TEXT DEFAULT (datetime('now'))
         );
+        CREATE TABLE IF NOT EXISTS node_forecast_scenarios (
+            id              INTEGER PRIMARY KEY AUTOINCREMENT,
+            instrument      TEXT    NOT NULL,
+            node_id         TEXT    NOT NULL,
+            label           TEXT    NOT NULL,
+            horizon         TEXT    NOT NULL DEFAULT 'mt',
+            target_date     TEXT    NOT NULL,
+            target_value    REAL    NOT NULL,
+            confidence      REAL    NOT NULL DEFAULT 0.7,
+            trajectory      TEXT    NOT NULL DEFAULT 'linear',
+            absorption_days INTEGER NOT NULL DEFAULT 30,
+            notes           TEXT,
+            created_at      TEXT    DEFAULT (datetime('now'))
+        );
+        CREATE INDEX IF NOT EXISTS idx_nfs_inst_node
+            ON node_forecast_scenarios(instrument, node_id);
     """)
     conn.commit()
 
@@ -1251,14 +1424,18 @@ def simulate_timeline(
 
     from services.causal_graphs import evaluate_graph
 
-    # ── Macro-guidance : noeuds input_manual avec macro_key → overrides time-varying ──
+    # ── Timelines combinées (ff_calendar actuals + scénarios CT/MT/LT) ────────
+    # Pour chaque nœud input_manual : fusion de la baseline ff_calendar et des
+    # scénarios utilisateur (trajectoire blended par confidence vers chaque waypoint)
     macro_node_timelines: dict[str, dict[str, float]] = {}
     for node in graph_def.get("nodes", []):
-        mk = node.get("macro_key")
-        if mk and node.get("node_type") == "input_manual":
-            tl = build_macro_node_timeline(conn, mk, date_from, today)
-            if tl:
-                macro_node_timelines[node["id"]] = tl
+        if node.get("node_type") != "input_manual":
+            continue
+        mk  = node.get("macro_key")
+        nid = node["id"]
+        tl  = build_node_combined_timeline(conn, inst_upper, nid, mk, date_from, today)
+        if tl:
+            macro_node_timelines[nid] = tl
 
     has_macro = bool(macro_node_timelines)
 

frontend/src/pages/InstrumentModels.tsx

@@ -168,6 +168,21 @@ interface MacroGuidanceItem {
   } | null
 }
 
+interface NodeScenario {
+  id: number
+  instrument: string
+  node_id: string
+  label: string
+  horizon: 'ct' | 'mt' | 'lt'
+  target_date: string
+  target_value: number
+  confidence: number
+  trajectory: 'step' | 'linear' | 'exp'
+  absorption_days: number
+  notes?: string
+  created_at: string
+}
+
 // ── Constants ─────────────────────────────────────────────────────────────────
 
 const INSTRUMENTS = ['EURUSD','USDJPY','XAUUSD','SP500','TLT','GBPUSD','EEM','QQQ']
@@ -1990,134 +2005,254 @@ function CalibrationView({ instrument, eventDetails }: {
 
 // ── MacroConfigView ────────────────────────────────────────────────────────────
 
-function MacroConfigView({ instrument, nodes }: { instrument: string; nodes: ModelNode[] }) {
-  const [guidance, setGuidance] = useState<MacroGuidanceItem[]>([])
-  const [localKeys, setLocalKeys] = useState<Record<string, string>>({})
-  const [saved, setSaved] = useState<Record<string, boolean>>({})
-  const [saving, setSaving] = useState<string | null>(null)
+const HORIZON_META = {
+  ct: { label: 'CT',  color: 'text-sky-400',    bg: 'bg-sky-900/30 border-sky-700/40',     desc: 'Court terme (< 3 mois)' },
+  mt: { label: 'MT',  color: 'text-amber-400',  bg: 'bg-amber-900/30 border-amber-700/40', desc: 'Moyen terme (3-12 mois)' },
+  lt: { label: 'LT',  color: 'text-violet-400', bg: 'bg-violet-900/30 border-violet-700/40',desc: 'Long terme (> 12 mois)' },
+}
+const TRAJ_OPTIONS = [
+  { value: 'step',   label: 'Choc immédiat (step)' },
+  { value: 'linear', label: 'Dérive linéaire'       },
+  { value: 'exp',    label: 'Convergence exp.'      },
+]
 
-  const manualNodes = nodes.filter(n => n.node_type === 'input_manual')
+interface AddScenarioForm {
+  label: string; horizon: 'ct'|'mt'|'lt'; target_date: string; target_value: string
+  confidence: string; trajectory: string; absorption_days: string; notes: string
+}
+const EMPTY_FORM: AddScenarioForm = {
+  label: '', horizon: 'mt', target_date: '', target_value: '', confidence: '0.7',
+  trajectory: 'linear', absorption_days: '30', notes: '',
+}
+
+function NodeScenarioSection({
+  instrument, node, guidance,
+}: { instrument: string; node: ModelNode; guidance: MacroGuidanceItem | undefined }) {
+  const [scenarios, setScenarios] = useState<NodeScenario[]>([])
+  const [expanded, setExpanded]   = useState(false)
+  const [addForm, setAddForm]     = useState<AddScenarioForm | null>(null)
+  const [saving, setSaving]       = useState(false)
 
   useEffect(() => {
-    const init: Record<string, string> = {}
-    for (const n of manualNodes) init[n.id] = n.macro_key ?? ''
-    setLocalKeys(init)
-  }, [nodes])
+    if (!expanded) return
+    api.get(`/instrument-models/${instrument}/scenarios`, { params: { node_id: node.id } })
+      .then(r => setScenarios(r.data))
+      .catch(() => {})
+  }, [expanded, instrument, node.id])
 
-  const refreshGuidance = useCallback(() => {
+  async function submitScenario() {
+    if (!addForm) return
+    setSaving(true)
+    try {
+      await api.post(`/instrument-models/${instrument}/scenarios`, {
+        node_id:        node.id,
+        label:          addForm.label || `${node.label} ${addForm.horizon.toUpperCase()}`,
+        horizon:        addForm.horizon,
+        target_date:    addForm.target_date,
+        target_value:   parseFloat(addForm.target_value),
+        confidence:     parseFloat(addForm.confidence),
+        trajectory:     addForm.trajectory,
+        absorption_days: parseInt(addForm.absorption_days, 10),
+        notes:          addForm.notes,
+      })
+      const r = await api.get(`/instrument-models/${instrument}/scenarios`, { params: { node_id: node.id } })
+      setScenarios(r.data)
+      setAddForm(null)
+    } catch {}
+    setSaving(false)
+  }
+
+  async function deleteScenario(id: number) {
+    await api.delete(`/instrument-models/${instrument}/scenarios/${id}`)
+    setScenarios(prev => prev.filter(s => s.id !== id))
+  }
+
+  const hm  = HORIZON_META
+  const mk  = node.macro_key
+  const curV = guidance?.current_value
+  const nxt  = guidance?.next_event
+
+  return (
+    <div className={clsx('rounded-lg border transition-colors',
+      (mk || scenarios.length > 0)
+        ? 'border-violet-700/30 bg-violet-900/10'
+        : 'border-slate-700/20 bg-dark-800/30')}>
+
+      {/* Row header */}
+      <div className="flex items-center gap-3 px-3 py-2.5">
+        <div className="flex-1 min-w-0">
+          <div className="text-sm text-white font-medium truncate">{node.label}</div>
+          <div className="flex items-center gap-2 mt-0.5">
+            <span className="text-xs text-slate-600">{node.unit} · ×{node.coefficient_to_pips}</span>
+            {mk && <span className="text-xs text-violet-400 font-mono">{mk}</span>}
+          </div>
+        </div>
+
+        {/* Current value from ff_calendar */}
+        {curV != null && (
+          <div className="text-right shrink-0">
+            <div className="text-sm font-bold font-mono text-white">{curV.toFixed(2)}<span className="text-xs text-slate-500 ml-1">{node.unit}</span></div>
+            {nxt && (
+              <div className="text-xs text-amber-400">
+                → {nxt.forecast != null ? nxt.forecast.toFixed(2) : '?'} <span className="text-slate-600">dans {nxt.days_until}j</span>
+              </div>
+            )}
+          </div>
+        )}
+
+        {/* Scenario count + expand */}
+        <button onClick={() => setExpanded(e => !e)}
+          className="flex items-center gap-1.5 shrink-0 text-xs text-slate-500 hover:text-white transition-colors">
+          {scenarios.length > 0 && (
+            <span className="px-1.5 py-0.5 rounded bg-violet-800/50 text-violet-300 font-mono">
+              {scenarios.length}
+            </span>
+          )}
+          {expanded ? <ChevronUp className="w-3.5 h-3.5"/> : <ChevronDown className="w-3.5 h-3.5"/>}
+        </button>
+      </div>
+
+      {/* Expanded section */}
+      {expanded && (
+        <div className="border-t border-slate-700/30 px-3 pt-2 pb-3 space-y-2">
+
+          {/* Existing scenarios */}
+          {scenarios.map(s => {
+            const hMeta = hm[s.horizon] ?? hm.mt
+            return (
+              <div key={s.id} className={clsx('flex items-center gap-2 px-2 py-1.5 rounded border text-xs', hMeta.bg)}>
+                <span className={clsx('font-semibold w-6 shrink-0', hMeta.color)}>{hMeta.label}</span>
+                <span className="text-white flex-1 truncate font-medium">{s.label}</span>
+                <span className="text-slate-400 shrink-0">{s.target_date}</span>
+                <span className="font-mono font-bold text-white shrink-0">{s.target_value.toFixed(2)}</span>
+                <span className="text-slate-500 shrink-0">{Math.round(s.confidence*100)}%</span>
+                <span className="text-slate-600 shrink-0">{s.trajectory}</span>
+                <button onClick={() => deleteScenario(s.id)}
+                  className="text-slate-600 hover:text-red-400 transition-colors shrink-0">
+                  <Trash2 className="w-3 h-3"/>
+                </button>
+              </div>
+            )
+          })}
+
+          {/* Add form */}
+          {addForm ? (
+            <div className="space-y-2 pt-1">
+              <div className="grid grid-cols-3 gap-2">
+                {(['ct','mt','lt'] as const).map(h => (
+                  <button key={h} onClick={() => setAddForm(f => f && ({...f, horizon: h}))}
+                    className={clsx('py-1 rounded border text-xs font-semibold transition-colors', hm[h].bg,
+                      addForm.horizon === h ? hm[h].color : 'text-slate-500')}>
+                    {hm[h].label} <span className="font-normal opacity-60">{h === 'ct' ? '< 3m' : h === 'mt' ? '3-12m' : '> 1an'}</span>
+                  </button>
+                ))}
+              </div>
+              <div className="grid grid-cols-2 gap-2">
+                <input type="text" placeholder="Label (ex: Fed surprise cut)"
+                  value={addForm.label}
+                  onChange={e => setAddForm(f => f && ({...f, label: e.target.value}))}
+                  className="col-span-2 text-xs bg-dark-900 border border-slate-700/40 rounded px-2 py-1.5 text-white placeholder-slate-600 focus:outline-none focus:border-violet-500/50"/>
+                <div>
+                  <div className="text-xs text-slate-600 mb-1">Date cible</div>
+                  <input type="date"
+                    value={addForm.target_date}
+                    onChange={e => setAddForm(f => f && ({...f, target_date: e.target.value}))}
+                    className="w-full text-xs bg-dark-900 border border-slate-700/40 rounded px-2 py-1.5 text-white focus:outline-none"/>
+                </div>
+                <div>
+                  <div className="text-xs text-slate-600 mb-1">Valeur cible ({node.unit})</div>
+                  <input type="number" step="any"
+                    placeholder={curV != null ? curV.toFixed(2) : '0.00'}
+                    value={addForm.target_value}
+                    onChange={e => setAddForm(f => f && ({...f, target_value: e.target.value}))}
+                    className="w-full text-xs bg-dark-900 border border-slate-700/40 rounded px-2 py-1.5 text-white focus:outline-none"/>
+                </div>
+                <div>
+                  <div className="text-xs text-slate-600 mb-1">Confidence</div>
+                  <input type="range" min="0" max="1" step="0.05"
+                    value={addForm.confidence}
+                    onChange={e => setAddForm(f => f && ({...f, confidence: e.target.value}))}
+                    className="w-full accent-violet-500"/>
+                  <div className="text-xs text-violet-400 text-center">{Math.round(parseFloat(addForm.confidence)*100)}%</div>
+                </div>
+                <div>
+                  <div className="text-xs text-slate-600 mb-1">Trajectoire</div>
+                  <select value={addForm.trajectory}
+                    onChange={e => setAddForm(f => f && ({...f, trajectory: e.target.value}))}
+                    className="w-full text-xs bg-dark-900 border border-slate-700/40 rounded px-2 py-1.5 text-white focus:outline-none">
+                    {TRAJ_OPTIONS.map(o => <option key={o.value} value={o.value}>{o.label}</option>)}
+                  </select>
+                </div>
+              </div>
+              <div className="flex gap-2 justify-end">
+                <button onClick={() => setAddForm(null)}
+                  className="text-xs text-slate-600 hover:text-slate-400 px-3 py-1.5 transition-colors">
+                  Annuler
+                </button>
+                <button onClick={submitScenario} disabled={saving || !addForm.target_date || !addForm.target_value}
+                  className="text-xs bg-violet-600 hover:bg-violet-500 disabled:opacity-40 text-white px-3 py-1.5 rounded transition-colors">
+                  {saving ? 'Saving…' : '+ Ajouter'}
+                </button>
+              </div>
+            </div>
+          ) : (
+            <button onClick={() => setAddForm({...EMPTY_FORM})}
+              className="flex items-center gap-1 text-xs text-slate-600 hover:text-violet-400 transition-colors">
+              <Plus className="w-3 h-3"/> Ajouter un scénario CT/MT/LT
+            </button>
+          )}
+        </div>
+      )}
+    </div>
+  )
+}
+
+function MacroConfigView({ instrument, nodes }: { instrument: string; nodes: ModelNode[] }) {
+  const [guidance, setGuidance] = useState<MacroGuidanceItem[]>([])
+
+  useEffect(() => {
     api.get(`/instrument-models/${instrument}/macro-guidance`)
       .then(r => setGuidance(r.data))
       .catch(() => {})
   }, [instrument])
 
-  useEffect(() => { refreshGuidance() }, [refreshGuidance])
-
-  async function saveMacroKey(nodeId: string, mk: string) {
-    setSaving(nodeId)
-    try {
-      await api.patch(`/instrument-models/${instrument}/nodes/${nodeId}`, { macro_key: mk })
-      setSaved(prev => ({ ...prev, [nodeId]: true }))
-      setTimeout(() => setSaved(prev => ({ ...prev, [nodeId]: false })), 2000)
-      refreshGuidance()
-    } catch {}
-    setSaving(null)
-  }
-
-  const linkedCount = Object.values(localKeys).filter(Boolean).length
+  const manualNodes   = nodes.filter(n => n.node_type === 'input_manual')
+  const linkedCount   = manualNodes.filter(n => n.macro_key).length
+  const scenarioCount = guidance.length  // approximate
 
   return (
-    <div className="space-y-5">
-      <div className="flex items-center justify-between">
+    <div className="space-y-4">
+      <div className="flex items-start justify-between gap-4">
         <div>
-          <div className="text-sm font-medium text-white">Paramètres macro des nœuds</div>
+          <div className="text-sm font-medium text-white">Paramètres macro & scénarios</div>
           <div className="text-xs text-slate-500 mt-0.5">
-            Liez chaque nœud manuel à une variable macro-économique. La machine interpolera
-            entre les publications FF Calendar pour créer une guidance temporelle des fondamentaux.
+            Chaque nœud macro-lié reçoit ses valeurs depuis FF Calendar.
+            Ajoutez des scénarios CT/MT/LT pour projeter la guidance fondamentale dans le temps.
           </div>
         </div>
-        <span className="text-xs text-violet-400 font-mono">
-          {linkedCount}/{manualNodes.length} liés
+        <span className="text-xs text-violet-400 font-mono shrink-0">
+          {linkedCount}/{manualNodes.length} liés FF
         </span>
       </div>
 
-      {/* Guidance summary cards — nodes that already have macro keys */}
-      {guidance.length > 0 && (
-        <div className="grid grid-cols-2 md:grid-cols-3 gap-2">
-          {guidance.map(g => (
-            <div key={g.node_id} className="rounded-lg border border-violet-700/30 bg-violet-900/10 p-3">
-              <div className="text-xs text-violet-400 font-medium truncate">{g.node_label}</div>
-              <div className="text-xs text-slate-500 mb-1.5">{g.macro_key}</div>
-              <div className="flex items-baseline gap-1">
-                <span className="text-base font-bold font-mono text-white">
-                  {g.current_value != null ? g.current_value.toFixed(2) : '—'}
-                </span>
-                <span className="text-xs text-slate-500">{g.unit}</span>
-              </div>
-              {g.next_event && (
-                <div className="text-xs text-slate-500 mt-1">
-                  <span className="text-amber-400">→ {g.next_event.forecast != null ? g.next_event.forecast.toFixed(2) : '?'}</span>
-                  <span className="ml-1">dans {g.next_event.days_until}j</span>
-                </div>
-              )}
-              {g.next_event && (
-                <div className="text-xs text-slate-600 mt-0.5 truncate" title={g.next_event.name}>
-                  {g.next_event.name}
-                </div>
-              )}
-            </div>
-          ))}
-        </div>
-      )}
-
-      {/* Node mapping table */}
       <div className="space-y-1.5">
-        <div className="text-xs text-slate-600 uppercase tracking-wider mb-2">Mapping nœud → clé macro</div>
-        {manualNodes.map(node => {
-          const mk       = localKeys[node.id] ?? ''
-          const isSaving = saving === node.id
-          const isSaved  = saved[node.id]
-
-          return (
-            <div key={node.id}
-              className={clsx('flex items-center gap-3 px-3 py-2 rounded-lg border transition-colors',
-                mk ? 'border-violet-700/30 bg-violet-900/10' : 'border-slate-700/20 bg-dark-800/30')}>
-
-              <div className="flex-1 min-w-0">
-                <div className="text-sm text-white truncate">{node.label}</div>
-                <div className="text-xs text-slate-600">{node.unit} · ×{node.coefficient_to_pips}</div>
-              </div>
-
-              <select
-                value={mk}
-                onChange={e => {
-                  const v = e.target.value
-                  setLocalKeys(prev => ({ ...prev, [node.id]: v }))
-                  saveMacroKey(node.id, v)
-                }}
-                disabled={isSaving}
-                className="text-xs bg-dark-900 border border-slate-700/40 rounded px-2 py-1.5 text-white w-44 shrink-0 focus:outline-none focus:border-violet-500/50">
-                {MACRO_KEY_OPTIONS.map(o => (
-                  <option key={o.value} value={o.value}>{o.label}</option>
-                ))}
-              </select>
-
-              <div className="w-5 shrink-0 text-center">
-                {isSaving && <span className="text-xs text-blue-400 animate-pulse">…</span>}
-                {isSaved  && <Check className="w-3.5 h-3.5 text-emerald-400"/>}
-              </div>
-            </div>
-          )
-        })}
+        {manualNodes.map(node => (
+          <NodeScenarioSection
+            key={node.id}
+            instrument={instrument}
+            node={node}
+            guidance={guidance.find(g => g.node_id === node.id)}
+          />
+        ))}
       </div>
 
-      {linkedCount > 0 && (
-        <div className="rounded-lg border border-slate-700/30 bg-dark-800/40 p-3 text-xs text-slate-500">
-          <span className="text-white font-medium">{linkedCount} nœud{linkedCount > 1 ? 's' : ''} macro-lié{linkedCount > 1 ? 's' : ''}</span>
-          {' '}— la simulation Timeline utilisera des valeurs time-varying pour ces nœuds,
-          interpolant entre les publications passées et les forecasts des prochains events.
-          Le niveau fondamental ne sera plus statique mais guidé par les données FF Calendar.
-        </div>
-      )}
+      <div className="rounded-lg border border-slate-700/30 bg-dark-800/40 p-3 text-xs text-slate-500 space-y-1">
+        <div className="text-white font-medium">Comment fonctionne la guidance ?</div>
+        <div>• <span className="text-sky-400">CT</span> — choc/event imminent (ex: réunion Fed dans 3 sem → surprise cut à 3.75%)</div>
+        <div>• <span className="text-amber-400">MT</span> — régime macro 3-12 mois (ex: regain inflation → stagnation à 3.80%)</div>
+        <div>• <span className="text-violet-400">LT</span> — vision structurelle (ex: cycle de baisse → 2.00% fin 2027)</div>
+        <div className="text-slate-600 pt-1">La Timeline interpolera chaque nœud vers sa cible avec la confidence pondérée. Relancez la simulation pour voir la courbe fondamentale évoluer.</div>
+      </div>
     </div>
   )
 }