feat: institutional reports — CFTC COT + EIA petroleum weekly
- New institutional_reports table (DB) with importance, signals per asset class, key points, absorption tracking
- cot_fetcher.py: CFTC Socrata API (6dca-aqww), 7 instruments (Gold/Silver/Copper/WTI/NatGas/SP500/EURUSD), net positioning + 52-week z-score
- eia_fetcher.py: EIA API v2, 4 series (crude/Cushing/gasoline/distillates), WoW surprise detection
- institutional.py router: GET /reports, GET /reports/{id}, POST /refresh, GET /stats
- institutional_scheduler.py: weekly auto-fetch (COT Saturdays, EIA Wednesday afternoons)
- ai_analyzer.py: build_institutional_block() + institutional_block param injected into AI scoring prompt
- auto_cycle.py: inject institutional block into suggestion + scoring, absorption tracking via keyword overlap after each cycle commentary
- InstitutionalReports.tsx: full page with filter bar (type/category/importance/period), cards with key point bullets, EXTREME alerts highlighted, signal badges, absorption badge, trading implications, expandable detail
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
OpenSquared
@@ -4,6 +4,7 @@ from routers import market_data, geopolitical, options, backtest, ai, portfolio,
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from routers import logs as logs_router
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from routers import var as var_router
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from routers import reports as reports_router
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from routers import institutional as institutional_router
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from services.database import init_db, get_config, cleanup_stale_running_cycles
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import os
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import logging
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@@ -80,6 +81,9 @@ def startup():
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from services.var_scheduler import start_var_scheduler, start_pnl_scheduler
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start_var_scheduler()
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start_pnl_scheduler()
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# Start institutional reports weekly scheduler (COT Fridays, EIA Wednesdays)
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from services.institutional_scheduler import start_institutional_scheduler
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start_institutional_scheduler()
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@app.on_event("shutdown")
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@@ -89,6 +93,8 @@ def shutdown():
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from services.var_scheduler import stop_var_scheduler, stop_pnl_scheduler
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stop_var_scheduler()
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stop_pnl_scheduler()
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from services.institutional_scheduler import stop_institutional_scheduler
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stop_institutional_scheduler()
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app.include_router(market_data.router)
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@@ -110,6 +116,7 @@ app.include_router(risk_router.router)
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app.include_router(logs_router.router)
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app.include_router(var_router.router)
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app.include_router(reports_router.router)
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app.include_router(institutional_router.router)
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@app.get("/")
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222
backend/routers/institutional.py
Normal file
222
backend/routers/institutional.py
Normal file
@@ -0,0 +1,222 @@
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"""
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Institutional reports router — CFTC COT + EIA petroleum weekly.
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GET /api/institutional/reports — list with filters
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GET /api/institutional/reports/{id} — single report detail
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POST /api/institutional/refresh — trigger fetch
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GET /api/institutional/stats — counts + latest dates
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"""
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import json
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import logging
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from datetime import datetime, timedelta
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from typing import Any, Dict, List, Optional
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from fastapi import APIRouter, HTTPException, Query
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from services.database import get_conn, get_config
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logger = logging.getLogger(__name__)
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router = APIRouter(prefix="/api/institutional", tags=["institutional"])
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# ── DB helpers ─────────────────────────────────────────────────────────────────
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def _row_to_dict(row) -> Dict:
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d = dict(row)
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for field in ("raw_data_json", "key_points_json"):
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raw = d.pop(field, None) or ("[]" if "key_points" in field else "{}")
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try:
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d[field.replace("_json", "")] = json.loads(raw)
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except Exception:
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d[field.replace("_json", "")] = [] if "key_points" in field else {}
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return d
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def save_institutional_report(report: Dict) -> Optional[int]:
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"""Insert or update an institutional report. Returns row id."""
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conn = get_conn()
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try:
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existing = conn.execute(
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"SELECT id FROM institutional_reports WHERE report_type=? AND report_date=?",
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(report["report_type"], report["report_date"]),
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).fetchone()
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raw_json = json.dumps(report.get("raw_data", {}), ensure_ascii=False)
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kp_json = json.dumps(report.get("key_points", []), ensure_ascii=False)
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if existing:
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conn.execute(
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"""UPDATE institutional_reports SET
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fetch_date=datetime('now'), raw_data_json=?, key_points_json=?,
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trading_implications=?, signal_energy=?, signal_metals=?,
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signal_indices=?, signal_forex=?, ai_summary=?, importance=?,
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title=?
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WHERE id=?""",
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(
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raw_json, kp_json,
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report.get("trading_implications", ""),
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report.get("signal_energy", "neutral"),
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report.get("signal_metals", "neutral"),
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report.get("signal_indices", "neutral"),
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report.get("signal_forex", "neutral"),
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report.get("ai_summary", ""),
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report.get("importance", 2),
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report.get("title", ""),
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existing["id"],
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),
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)
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conn.commit()
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return existing["id"]
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cursor = conn.execute(
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"""INSERT INTO institutional_reports
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(report_type, report_date, title, source, importance, category,
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raw_data_json, key_points_json, trading_implications,
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signal_energy, signal_metals, signal_indices, signal_forex, ai_summary)
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VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?)""",
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(
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report["report_type"],
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report["report_date"],
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report.get("title", ""),
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report.get("source", ""),
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report.get("importance", 2),
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report.get("category", "multi"),
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raw_json, kp_json,
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report.get("trading_implications", ""),
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report.get("signal_energy", "neutral"),
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report.get("signal_metals", "neutral"),
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report.get("signal_indices", "neutral"),
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report.get("signal_forex", "neutral"),
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report.get("ai_summary", ""),
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),
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)
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conn.commit()
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return cursor.lastrowid
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finally:
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conn.close()
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# ── Routes ─────────────────────────────────────────────────────────────────────
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@router.get("/reports")
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def list_reports(
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report_type: Optional[str] = Query(None),
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category: Optional[str] = Query(None),
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importance: Optional[int] = Query(None),
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days: int = Query(90),
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limit: int = Query(50),
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):
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conn = get_conn()
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try:
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conditions = ["1=1"]
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params: List[Any] = []
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if report_type:
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conditions.append("report_type = ?")
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params.append(report_type)
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if category:
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conditions.append("category = ?")
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params.append(category)
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if importance:
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conditions.append("importance >= ?")
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params.append(importance)
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if days:
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cutoff = (datetime.utcnow() - timedelta(days=days)).strftime("%Y-%m-%d")
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conditions.append("report_date >= ?")
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params.append(cutoff)
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where = " AND ".join(conditions)
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rows = conn.execute(
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f"SELECT * FROM institutional_reports WHERE {where} "
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f"ORDER BY report_date DESC, importance DESC LIMIT ?",
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params + [limit],
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).fetchall()
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return [_row_to_dict(r) for r in rows]
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finally:
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conn.close()
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@router.get("/reports/{report_id}")
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def get_report(report_id: int):
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conn = get_conn()
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try:
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row = conn.execute(
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"SELECT * FROM institutional_reports WHERE id=?", (report_id,)
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).fetchone()
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if not row:
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raise HTTPException(status_code=404, detail="Report not found")
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return _row_to_dict(row)
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finally:
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conn.close()
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@router.post("/refresh")
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def refresh_reports(report_type: Optional[str] = Query(None)):
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"""Trigger a live fetch of COT and/or EIA reports."""
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results: Dict[str, str] = {}
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if not report_type or report_type == "cot":
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try:
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from services.cot_fetcher import fetch_cot_report
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report = fetch_cot_report()
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if report:
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save_institutional_report(report)
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results["cot"] = "ok"
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logger.info(f"[Institutional] COT report saved: {report['report_date']}")
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else:
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results["cot"] = "no_data"
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except Exception as e:
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logger.warning(f"[Institutional] COT refresh failed: {e}")
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results["cot"] = f"error: {str(e)[:100]}"
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if not report_type or report_type == "eia":
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try:
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eia_key = get_config("eia_api_key") or ""
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if eia_key:
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from services.eia_fetcher import fetch_eia_report
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report = fetch_eia_report(eia_key)
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if report:
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save_institutional_report(report)
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results["eia"] = "ok"
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logger.info(f"[Institutional] EIA report saved: {report['report_date']}")
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else:
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results["eia"] = "no_data"
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else:
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results["eia"] = "no_api_key"
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except Exception as e:
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logger.warning(f"[Institutional] EIA refresh failed: {e}")
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results["eia"] = f"error: {str(e)[:100]}"
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return {"status": "done", "results": results}
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@router.get("/stats")
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def get_stats():
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conn = get_conn()
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try:
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total = conn.execute("SELECT COUNT(*) FROM institutional_reports").fetchone()[0]
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by_type = dict(conn.execute(
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"SELECT report_type, COUNT(*) FROM institutional_reports GROUP BY report_type"
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).fetchall())
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latest_cot = conn.execute(
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"SELECT MAX(report_date) FROM institutional_reports WHERE report_type='cot'"
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).fetchone()[0]
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latest_eia = conn.execute(
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"SELECT MAX(report_date) FROM institutional_reports WHERE report_type='eia'"
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).fetchone()[0]
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absorbed = conn.execute(
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"SELECT COUNT(*) FROM institutional_reports "
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"WHERE absorbed_score IS NOT NULL AND absorbed_score > 0.3"
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).fetchone()[0]
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high_importance = conn.execute(
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"SELECT COUNT(*) FROM institutional_reports WHERE importance=3"
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).fetchone()[0]
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return {
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"total": total,
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"by_type": by_type,
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"latest_cot": latest_cot,
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"latest_eia": latest_eia,
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"absorbed_count": absorbed,
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"high_importance_count": high_importance,
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}
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finally:
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conn.close()
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@@ -393,6 +393,7 @@ def score_patterns_with_context(
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fred_block: str = "",
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price_discovery_block: str = "",
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portfolio_context_block: str = "",
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institutional_block: str = "",
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run_id: str = "",
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) -> List[Dict[str, Any]]:
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"""Score all patterns with rich context (news, prices, IV, risk clusters) using GPT-4o."""
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@@ -616,6 +617,7 @@ Scoring instructions:
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_fred_sc_section = f"\n{fred_block}\n" if fred_block else ""
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_pd_sc_section = f"\n{price_discovery_block}\n" if price_discovery_block else ""
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_portfolio_sc_section = f"\n{portfolio_context_block}\n" if portfolio_context_block else ""
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_inst_sc_section = f"\n{institutional_block}\n" if institutional_block else ""
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user = f"""GLOBAL CONTEXT:
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- Geopolitical risk score: {geo_score.get('score', 50)}/100 ({geo_score.get('level', 'medium')})
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@@ -625,6 +627,7 @@ Scoring instructions:
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{_fred_sc_section}
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{_pd_sc_section}
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{_tech_sc_section}
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{_inst_sc_section}
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{_portfolio_sc_section}
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SCORING TEMPLATE:
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{scoring_template}
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@@ -1194,6 +1197,51 @@ def _build_temporal_news_block(partitioned: Dict[str, List], cycle_meta: Dict) -
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return block
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def build_institutional_block(days: int = 7) -> str:
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"""Build a concise institutional reports block for injection into AI prompts."""
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try:
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from services.database import get_conn
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conn = get_conn()
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try:
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from datetime import datetime as _dt, timedelta as _td
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cutoff = (_dt.utcnow() - _td(days=days)).strftime("%Y-%m-%d")
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rows = conn.execute(
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"SELECT report_type, report_date, key_points_json, trading_implications, "
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"signal_energy, signal_metals, signal_indices, signal_forex, importance "
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"FROM institutional_reports WHERE report_date >= ? ORDER BY report_date DESC LIMIT 6",
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(cutoff,),
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).fetchall()
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finally:
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conn.close()
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if not rows:
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return ""
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import json as _json
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lines = ["## INSTITUTIONAL REPORTS (CFTC COT + EIA — last 7 days)"]
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for r in rows:
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rtype = r["report_type"].upper()
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rdate = r["report_date"]
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importance_str = "★★★" if r["importance"] == 3 else "★★" if r["importance"] == 2 else "★"
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signals = (
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f"Energy={r['signal_energy']} | Metals={r['signal_metals']} | "
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f"Indices={r['signal_indices']} | Forex={r['signal_forex']}"
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)
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lines.append(f"\n### {rtype} {rdate} {importance_str} — {signals}")
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try:
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kps = _json.loads(r["key_points_json"] or "[]")
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for kp in kps[:4]:
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lines.append(f" • {kp}")
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except Exception:
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pass
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if r["trading_implications"]:
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lines.append(f" → Implications: {r['trading_implications'][:200]}")
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return "\n".join(lines)
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except Exception as _e:
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return ""
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def suggest_patterns_from_market_context(
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news: List[Dict],
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quotes_by_class: Dict[str, List[Dict]],
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@@ -14,7 +14,7 @@ Cycle steps:
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import logging
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import threading
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import uuid
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from datetime import datetime
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from datetime import datetime, timedelta
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from typing import Any, Dict, List, Optional
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logger = logging.getLogger(__name__)
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@@ -551,6 +551,16 @@ def run_cycle_once(trigger: str = "auto") -> Dict[str, Any]:
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except Exception as _cbe:
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logger.warning(f"[Cycle] Convergence block build failed (non-blocking): {_cbe}")
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# ── Build institutional reports block ──────────────────────────
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_institutional_block = ""
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try:
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from services.ai_analyzer import build_institutional_block
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_institutional_block = build_institutional_block(days=7)
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if _institutional_block:
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logger.info(f"[Cycle {run_id[:16]}] Institutional block injected")
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except Exception as _ibe:
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logger.warning(f"[Cycle] Institutional block failed (non-blocking): {_ibe}")
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suggestions = suggest_patterns_from_market_context(
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news, quotes, calendar, macro_regime=macro_regime, geo_score=geo_score_obj,
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portfolio_lessons=portfolio_lessons,
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@@ -705,6 +715,7 @@ def run_cycle_once(trigger: str = "auto") -> Dict[str, Any]:
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fred_block=_fred_block,
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price_discovery_block=_price_discovery_block,
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portfolio_context_block=_portfolio_block,
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institutional_block=_institutional_block,
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run_id=run_id,
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)
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scored_with_id = [s for s in scored if s.get("pattern_id")]
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@@ -991,6 +1002,56 @@ def run_cycle_once(trigger: str = "auto") -> Dict[str, Any]:
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_current_status["last_run_at"] = datetime.utcnow().isoformat()
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logger.info(f"[Cycle {run_id[:16]}] Completed — {added_count} new patterns, {len(scored)} scored")
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# ── Step 6.1: Institutional report absorption tracking ───────────────
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try:
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from services.database import get_conn as _get_conn
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import json as _json
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_commentary_text = ""
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if commentary:
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try:
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_c = _json.loads(commentary) if isinstance(commentary, str) else commentary
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_commentary_text = " ".join([
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str(_c.get("narrative", "")),
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str(_c.get("key_catalyst", "")),
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" ".join(str(x) for x in (_c.get("risks", []) or [])),
|
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]).lower()
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except Exception:
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_commentary_text = str(commentary).lower()
|
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|
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if _commentary_text:
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_conn = _get_conn()
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try:
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cutoff = (datetime.utcnow() - timedelta(days=14)).strftime("%Y-%m-%d")
|
||||
_inst_rows = _conn.execute(
|
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"SELECT id, key_points_json FROM institutional_reports "
|
||||
"WHERE report_date >= ? AND (absorbed_score IS NULL OR absorbed_score = 0)",
|
||||
(cutoff,),
|
||||
).fetchall()
|
||||
for _ir in _inst_rows:
|
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try:
|
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_kps = _json.loads(_ir["key_points_json"] or "[]")
|
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_kp_words = set(
|
||||
w for kp in _kps for w in kp.lower().split()
|
||||
if len(w) > 4
|
||||
)
|
||||
if not _kp_words:
|
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continue
|
||||
_overlap = sum(1 for w in _kp_words if w in _commentary_text)
|
||||
_score = min(1.0, _overlap / max(len(_kp_words), 1))
|
||||
if _score > 0:
|
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_conn.execute(
|
||||
"UPDATE institutional_reports SET absorbed_score=?, injected_in_cycle_id=? WHERE id=?",
|
||||
(round(_score, 3), run_id, _ir["id"]),
|
||||
)
|
||||
except Exception:
|
||||
pass
|
||||
_conn.commit()
|
||||
logger.info(f"[Cycle {run_id[:16]}] Absorption tracked for {len(_inst_rows)} institutional reports")
|
||||
finally:
|
||||
_conn.close()
|
||||
except Exception as _abs_e:
|
||||
logger.warning(f"[Cycle] Absorption tracking failed (non-blocking): {_abs_e}")
|
||||
|
||||
# ── Step 6.5: Generate full cycle report ─────────────────────────────
|
||||
try:
|
||||
_cycle_report = _generate_cycle_report(
|
||||
|
||||
194
backend/services/cot_fetcher.py
Normal file
194
backend/services/cot_fetcher.py
Normal file
@@ -0,0 +1,194 @@
|
||||
"""
|
||||
CFTC Commitment of Traders (COT) weekly fetcher.
|
||||
Data from CFTC Socrata public API — no API key required.
|
||||
"""
|
||||
import logging
|
||||
import math
|
||||
from datetime import datetime, timedelta
|
||||
from typing import Any, Dict, List, Optional
|
||||
|
||||
import requests
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
SOCRATA_URL = "https://publicreporting.cftc.gov/resource/6dca-aqww.json"
|
||||
|
||||
COT_INSTRUMENTS = {
|
||||
"088691": {"name": "Gold", "category": "metals", "signal_field": "signal_metals"},
|
||||
"084691": {"name": "Silver", "category": "metals", "signal_field": "signal_metals"},
|
||||
"085692": {"name": "Copper", "category": "metals", "signal_field": "signal_metals"},
|
||||
"067651": {"name": "Crude Oil (WTI)", "category": "energy", "signal_field": "signal_energy"},
|
||||
"023651": {"name": "Natural Gas", "category": "energy", "signal_field": "signal_energy"},
|
||||
"13874+": {"name": "S&P 500", "category": "equities", "signal_field": "signal_indices"},
|
||||
"099741": {"name": "EUR/USD", "category": "forex", "signal_field": "signal_forex"},
|
||||
}
|
||||
|
||||
_SIGNAL_PRIORITY = {"bullish": 3, "bearish": 3, "neutral": 0}
|
||||
|
||||
|
||||
def _fetch_cot_history(contract_code: str, weeks: int = 56) -> List[Dict]:
|
||||
cutoff = (datetime.utcnow() - timedelta(weeks=weeks)).strftime("%Y-%m-%dT00:00:00.000")
|
||||
params = {
|
||||
"$where": f"cftc_contract_market_code='{contract_code}' AND report_date_as_yyyy_mm_dd>='{cutoff}'",
|
||||
"$order": "report_date_as_yyyy_mm_dd DESC",
|
||||
"$limit": weeks + 5,
|
||||
"$select": (
|
||||
"report_date_as_yyyy_mm_dd,"
|
||||
"noncomm_positions_long_all,noncomm_positions_short_all,"
|
||||
"comm_positions_long_all,comm_positions_short_all,"
|
||||
"open_interest_all"
|
||||
),
|
||||
}
|
||||
try:
|
||||
resp = requests.get(SOCRATA_URL, params=params, timeout=25)
|
||||
resp.raise_for_status()
|
||||
return resp.json()
|
||||
except Exception as e:
|
||||
logger.warning(f"[COT] Failed to fetch {contract_code}: {e}")
|
||||
return []
|
||||
|
||||
|
||||
def _compute_net_and_zscore(rows: List[Dict]) -> Optional[Dict]:
|
||||
if not rows:
|
||||
return None
|
||||
|
||||
nets = []
|
||||
for row in rows:
|
||||
try:
|
||||
longs = float(row.get("noncomm_positions_long_all") or 0)
|
||||
shorts = float(row.get("noncomm_positions_short_all") or 0)
|
||||
nets.append(longs - shorts)
|
||||
except (TypeError, ValueError):
|
||||
continue
|
||||
|
||||
if not nets:
|
||||
return None
|
||||
|
||||
current_net = nets[0]
|
||||
latest_date = rows[0].get("report_date_as_yyyy_mm_dd", "")[:10]
|
||||
|
||||
history_52w = nets[:52]
|
||||
if len(history_52w) >= 4:
|
||||
mean = sum(history_52w) / len(history_52w)
|
||||
variance = sum((x - mean) ** 2 for x in history_52w) / len(history_52w)
|
||||
std = math.sqrt(variance) if variance > 0 else 1.0
|
||||
z_score = (current_net - mean) / std
|
||||
else:
|
||||
mean = current_net
|
||||
z_score = 0.0
|
||||
|
||||
week_change = current_net - nets[1] if len(nets) > 1 else 0.0
|
||||
|
||||
return {
|
||||
"report_date": latest_date,
|
||||
"net_positioning": round(current_net),
|
||||
"week_change": round(week_change),
|
||||
"z_score": round(z_score, 2),
|
||||
"mean_52w": round(mean),
|
||||
"history_count": len(history_52w),
|
||||
}
|
||||
|
||||
|
||||
def _signal_from_zscore(z: float) -> str:
|
||||
if z >= 1.5:
|
||||
return "bullish"
|
||||
elif z <= -1.5:
|
||||
return "bearish"
|
||||
return "neutral"
|
||||
|
||||
|
||||
def fetch_cot_report() -> Optional[Dict]:
|
||||
"""Fetch latest COT data for all tracked instruments and return structured report dict."""
|
||||
results: Dict[str, Any] = {}
|
||||
report_dates = []
|
||||
|
||||
for code, meta in COT_INSTRUMENTS.items():
|
||||
rows = _fetch_cot_history(code)
|
||||
analysis = _compute_net_and_zscore(rows)
|
||||
if analysis:
|
||||
results[meta["name"]] = {
|
||||
**analysis,
|
||||
"category": meta["category"],
|
||||
"signal_field": meta["signal_field"],
|
||||
"signal": _signal_from_zscore(analysis["z_score"]),
|
||||
}
|
||||
if analysis["report_date"]:
|
||||
report_dates.append(analysis["report_date"])
|
||||
|
||||
if not results:
|
||||
logger.warning("[COT] No results returned from CFTC API")
|
||||
return None
|
||||
|
||||
report_date = max(report_dates) if report_dates else datetime.utcnow().strftime("%Y-%m-%d")
|
||||
|
||||
signals = {
|
||||
"signal_energy": "neutral",
|
||||
"signal_metals": "neutral",
|
||||
"signal_indices": "neutral",
|
||||
"signal_forex": "neutral",
|
||||
}
|
||||
key_points: List[str] = []
|
||||
extremes: List[str] = []
|
||||
|
||||
for name, data in results.items():
|
||||
z = data["z_score"]
|
||||
net_k = round(data["net_positioning"] / 1000, 1)
|
||||
change_k = round(data["week_change"] / 1000, 1)
|
||||
kp = f"{name}: net {net_k:+.0f}k contracts (z-score {z:+.2f})"
|
||||
if abs(z) >= 1.5:
|
||||
kp += " — EXTREME"
|
||||
extremes.append(name)
|
||||
elif abs(z) >= 0.8:
|
||||
kp += " — notable"
|
||||
if abs(change_k) >= 5:
|
||||
dir_str = "+" if change_k >= 0 else ""
|
||||
kp += f", WoW {dir_str}{change_k:.0f}k"
|
||||
key_points.append(kp)
|
||||
|
||||
sf = data["signal_field"]
|
||||
new_sig = data["signal"]
|
||||
if _SIGNAL_PRIORITY.get(new_sig, 0) > _SIGNAL_PRIORITY.get(signals.get(sf, "neutral"), 0):
|
||||
signals[sf] = new_sig
|
||||
|
||||
implications: List[str] = []
|
||||
for name, data in results.items():
|
||||
z = data["z_score"]
|
||||
if z >= 1.5:
|
||||
implications.append(
|
||||
f"Extreme long spec positioning in {name} — crowded trade, watch for reversal"
|
||||
)
|
||||
elif z <= -1.5:
|
||||
implications.append(
|
||||
f"Extreme short spec positioning in {name} — short squeeze risk"
|
||||
)
|
||||
elif z >= 1.0:
|
||||
implications.append(f"Bullish spec momentum building in {name}")
|
||||
elif z <= -1.0:
|
||||
implications.append(f"Bearish spec momentum in {name}")
|
||||
|
||||
if not implications:
|
||||
implications = ["COT positioning broadly neutral — no directional extreme this week"]
|
||||
|
||||
importance = 3 if extremes else 2
|
||||
|
||||
ai_summary = (
|
||||
f"CFTC COT weekly ({report_date}). "
|
||||
f"Tracked {len(results)} instruments. "
|
||||
+ (f"Extreme readings: {', '.join(extremes)}. " if extremes else "")
|
||||
+ f"Energy={signals['signal_energy']}, Metals={signals['signal_metals']}, "
|
||||
f"Indices={signals['signal_indices']}, Forex={signals['signal_forex']}."
|
||||
)
|
||||
|
||||
return {
|
||||
"report_type": "cot",
|
||||
"report_date": report_date,
|
||||
"title": f"CFTC COT Weekly — {report_date}",
|
||||
"source": "CFTC Socrata API",
|
||||
"importance": importance,
|
||||
"category": "multi",
|
||||
"raw_data": results,
|
||||
"key_points": key_points,
|
||||
"trading_implications": " | ".join(implications),
|
||||
**signals,
|
||||
"ai_summary": ai_summary,
|
||||
}
|
||||
@@ -549,6 +549,33 @@ def init_db():
|
||||
except Exception:
|
||||
pass
|
||||
|
||||
c.execute("""CREATE TABLE IF NOT EXISTS institutional_reports (
|
||||
id INTEGER PRIMARY KEY AUTOINCREMENT,
|
||||
report_type TEXT NOT NULL,
|
||||
report_date TEXT NOT NULL,
|
||||
fetch_date TEXT NOT NULL DEFAULT (datetime('now')),
|
||||
title TEXT NOT NULL,
|
||||
source TEXT NOT NULL DEFAULT '',
|
||||
importance INTEGER NOT NULL DEFAULT 2,
|
||||
category TEXT NOT NULL DEFAULT 'multi',
|
||||
raw_data_json TEXT DEFAULT '{}',
|
||||
key_points_json TEXT DEFAULT '[]',
|
||||
trading_implications TEXT DEFAULT '',
|
||||
signal_energy TEXT DEFAULT 'neutral',
|
||||
signal_metals TEXT DEFAULT 'neutral',
|
||||
signal_indices TEXT DEFAULT 'neutral',
|
||||
signal_forex TEXT DEFAULT 'neutral',
|
||||
ai_summary TEXT DEFAULT '',
|
||||
injected_in_cycle_id TEXT DEFAULT NULL,
|
||||
absorbed_score REAL DEFAULT NULL,
|
||||
UNIQUE(report_type, report_date)
|
||||
)""")
|
||||
try:
|
||||
c.execute("CREATE INDEX IF NOT EXISTS idx_inst_type_date ON institutional_reports(report_type, report_date DESC)")
|
||||
c.execute("CREATE INDEX IF NOT EXISTS idx_inst_importance ON institutional_reports(importance DESC, report_date DESC)")
|
||||
except Exception:
|
||||
pass
|
||||
|
||||
try:
|
||||
c.execute("CREATE INDEX IF NOT EXISTS idx_kb_category ON knowledge_base(category, status)")
|
||||
c.execute("CREATE INDEX IF NOT EXISTS idx_rs_version ON reasoning_state(version DESC)")
|
||||
|
||||
165
backend/services/eia_fetcher.py
Normal file
165
backend/services/eia_fetcher.py
Normal file
@@ -0,0 +1,165 @@
|
||||
"""
|
||||
EIA Petroleum Weekly Status Report fetcher.
|
||||
Uses EIA API v2 — free key stored in DB config as 'eia_api_key'.
|
||||
"""
|
||||
import logging
|
||||
from datetime import datetime
|
||||
from typing import Any, Dict, List, Optional
|
||||
|
||||
import requests
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
EIA_BASE_URL = "https://api.eia.gov/v2/petroleum/stoc/wstk/data/"
|
||||
|
||||
EIA_SERIES: Dict[str, Dict[str, str]] = {
|
||||
"WCRSTUS1": {"name": "US Crude Oil Stocks (ex-SPR)", "unit": "Mb"},
|
||||
"WCUOK1A": {"name": "Cushing, OK Crude Stocks", "unit": "Mb"},
|
||||
"WGTSTUS1": {"name": "US Total Gasoline Stocks", "unit": "Mb"},
|
||||
"WDISTUS1": {"name": "US Distillate Fuel Oil Stocks", "unit": "Mb"},
|
||||
}
|
||||
|
||||
SURPRISE_THRESHOLD_MB = 2.0
|
||||
|
||||
|
||||
def _fetch_series(series_id: str, api_key: str, num_weeks: int = 8) -> List[Dict]:
|
||||
params = {
|
||||
"api_key": api_key,
|
||||
"frequency": "weekly",
|
||||
"data[]": "value",
|
||||
"facets[series][]": series_id,
|
||||
"sort[0][column]": "period",
|
||||
"sort[0][direction]": "desc",
|
||||
"length": num_weeks,
|
||||
"offset": 0,
|
||||
}
|
||||
try:
|
||||
resp = requests.get(EIA_BASE_URL, params=params, timeout=20)
|
||||
resp.raise_for_status()
|
||||
return resp.json().get("response", {}).get("data", [])
|
||||
except Exception as e:
|
||||
logger.warning(f"[EIA] Failed to fetch {series_id}: {e}")
|
||||
return []
|
||||
|
||||
|
||||
def fetch_eia_report(api_key: str) -> Optional[Dict]:
|
||||
"""Fetch latest EIA petroleum weekly stocks. Returns None if key missing or all fetches fail."""
|
||||
if not api_key:
|
||||
logger.warning("[EIA] No API key — skipping")
|
||||
return None
|
||||
|
||||
results: Dict[str, Any] = {}
|
||||
report_dates: List[str] = []
|
||||
|
||||
for sid, meta in EIA_SERIES.items():
|
||||
rows = _fetch_series(sid, api_key)
|
||||
if not rows:
|
||||
continue
|
||||
current = rows[0]
|
||||
prior = rows[1] if len(rows) > 1 else None
|
||||
cur_val = float(current.get("value") or 0)
|
||||
pri_val = float(prior.get("value") or 0) if prior else None
|
||||
wow = round(cur_val - pri_val, 1) if pri_val is not None else None
|
||||
|
||||
results[sid] = {
|
||||
"name": meta["name"],
|
||||
"period": (current.get("period") or "")[:10],
|
||||
"value_mb": round(cur_val, 1),
|
||||
"prior_mb": round(pri_val, 1) if pri_val is not None else None,
|
||||
"wow_change_mb": wow,
|
||||
}
|
||||
if current.get("period"):
|
||||
report_dates.append(current["period"][:10])
|
||||
|
||||
if not results:
|
||||
logger.warning("[EIA] No data returned")
|
||||
return None
|
||||
|
||||
report_date = max(report_dates) if report_dates else datetime.utcnow().strftime("%Y-%m-%d")
|
||||
|
||||
key_points: List[str] = []
|
||||
implications: List[str] = []
|
||||
surprises: List[str] = []
|
||||
signal_energy = "neutral"
|
||||
|
||||
crude = results.get("WCRSTUS1")
|
||||
if crude:
|
||||
wow_str = f"{crude['wow_change_mb']:+.1f} Mb" if crude["wow_change_mb"] is not None else "N/A"
|
||||
kp = f"US crude oil stocks: {crude['value_mb']:.1f} Mb (WoW {wow_str})"
|
||||
if crude["wow_change_mb"] is not None and abs(crude["wow_change_mb"]) >= SURPRISE_THRESHOLD_MB:
|
||||
direction = "draw" if crude["wow_change_mb"] < 0 else "build"
|
||||
kp += f" — significant {direction}"
|
||||
surprises.append("crude")
|
||||
signal_energy = "bullish" if crude["wow_change_mb"] < 0 else "bearish"
|
||||
key_points.append(kp)
|
||||
|
||||
cushing = results.get("WCUOK1A")
|
||||
if cushing:
|
||||
wow_str = f"{cushing['wow_change_mb']:+.1f} Mb" if cushing["wow_change_mb"] is not None else "N/A"
|
||||
key_points.append(f"Cushing, OK: {cushing['value_mb']:.1f} Mb (WoW {wow_str})")
|
||||
|
||||
gasoline = results.get("WGTSTUS1")
|
||||
if gasoline:
|
||||
wow_str = f"{gasoline['wow_change_mb']:+.1f} Mb" if gasoline["wow_change_mb"] is not None else "N/A"
|
||||
kp = f"US gasoline stocks: {gasoline['value_mb']:.1f} Mb (WoW {wow_str})"
|
||||
if gasoline["wow_change_mb"] is not None and abs(gasoline["wow_change_mb"]) >= SURPRISE_THRESHOLD_MB:
|
||||
surprises.append("gasoline")
|
||||
key_points.append(kp)
|
||||
|
||||
distillates = results.get("WDISTUS1")
|
||||
if distillates:
|
||||
wow_str = f"{distillates['wow_change_mb']:+.1f} Mb" if distillates["wow_change_mb"] is not None else "N/A"
|
||||
kp = f"US distillate stocks: {distillates['value_mb']:.1f} Mb (WoW {wow_str})"
|
||||
if distillates["wow_change_mb"] is not None and abs(distillates["wow_change_mb"]) >= SURPRISE_THRESHOLD_MB:
|
||||
surprises.append("distillates")
|
||||
key_points.append(kp)
|
||||
|
||||
crude_wow = (crude or {}).get("wow_change_mb")
|
||||
if crude_wow is not None:
|
||||
if crude_wow < -SURPRISE_THRESHOLD_MB:
|
||||
implications.append(
|
||||
f"Crude draw of {abs(crude_wow):.1f} Mb — bullish for WTI/Brent spot"
|
||||
)
|
||||
elif crude_wow > SURPRISE_THRESHOLD_MB:
|
||||
implications.append(
|
||||
f"Crude build of {crude_wow:.1f} Mb — bearish for WTI/Brent spot"
|
||||
)
|
||||
|
||||
gasoline_wow = (gasoline or {}).get("wow_change_mb")
|
||||
if gasoline_wow is not None and abs(gasoline_wow) >= SURPRISE_THRESHOLD_MB:
|
||||
demand_str = "strong" if gasoline_wow < 0 else "weak"
|
||||
implications.append(
|
||||
f"Gasoline {'draw' if gasoline_wow < 0 else 'build'} ({gasoline_wow:+.1f} Mb) — {demand_str} driving demand"
|
||||
)
|
||||
|
||||
if not implications:
|
||||
implications = ["EIA petroleum stocks in line with seasonal norms — no major surprise"]
|
||||
|
||||
importance = 3 if len(surprises) >= 2 else 2 if len(surprises) == 1 else 1
|
||||
crude_val_str = f"{crude['value_mb']:.1f}" if crude else "N/A"
|
||||
crude_wow_str = f" (WoW {crude['wow_change_mb']:+.1f} Mb)" if crude and crude["wow_change_mb"] is not None else ""
|
||||
|
||||
ai_summary = (
|
||||
f"EIA Petroleum Weekly ({report_date}). "
|
||||
f"Crude: {crude_val_str} Mb{crude_wow_str}. "
|
||||
f"Signal: {signal_energy.upper()}. "
|
||||
+ (f"Surprises: {', '.join(surprises)}. " if surprises else "")
|
||||
+ implications[0]
|
||||
)
|
||||
|
||||
return {
|
||||
"report_type": "eia",
|
||||
"report_date": report_date,
|
||||
"title": f"EIA Petroleum Weekly — {report_date}",
|
||||
"source": "EIA API v2",
|
||||
"importance": importance,
|
||||
"category": "energy",
|
||||
"raw_data": results,
|
||||
"key_points": key_points,
|
||||
"trading_implications": " | ".join(implications),
|
||||
"signal_energy": signal_energy,
|
||||
"signal_metals": "neutral",
|
||||
"signal_indices": "neutral",
|
||||
"signal_forex": "neutral",
|
||||
"ai_summary": ai_summary,
|
||||
}
|
||||
104
backend/services/institutional_scheduler.py
Normal file
104
backend/services/institutional_scheduler.py
Normal file
@@ -0,0 +1,104 @@
|
||||
"""
|
||||
Weekly scheduler for institutional reports:
|
||||
- CFTC COT: released every Friday ~15:30 ET → fetch Saturday UTC
|
||||
- EIA Petroleum Weekly: released every Wednesday ~10:30 ET → fetch Wednesday afternoon UTC
|
||||
Checks once per hour; only fetches when the day matches and report not yet fetched this week.
|
||||
"""
|
||||
import logging
|
||||
import threading
|
||||
from datetime import datetime, timedelta
|
||||
from typing import Optional
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
_stop_event = threading.Event()
|
||||
_thread: Optional[threading.Thread] = None
|
||||
_CHECK_INTERVAL_S = 3600 # check every hour
|
||||
|
||||
|
||||
def _should_fetch_cot() -> bool:
|
||||
"""Saturday UTC = day after COT release."""
|
||||
now = datetime.utcnow()
|
||||
return now.weekday() == 5 # Saturday
|
||||
|
||||
|
||||
def _should_fetch_eia() -> bool:
|
||||
"""Wednesday afternoon UTC."""
|
||||
now = datetime.utcnow()
|
||||
return now.weekday() == 2 and now.hour >= 16 # Wednesday ≥16:00 UTC
|
||||
|
||||
|
||||
def _last_fetch_date(report_type: str) -> Optional[str]:
|
||||
try:
|
||||
from services.database import get_conn
|
||||
conn = get_conn()
|
||||
try:
|
||||
row = conn.execute(
|
||||
"SELECT MAX(fetch_date) FROM institutional_reports WHERE report_type=?",
|
||||
(report_type,),
|
||||
).fetchone()
|
||||
return (row[0] or "")[:10] if row else None
|
||||
finally:
|
||||
conn.close()
|
||||
except Exception:
|
||||
return None
|
||||
|
||||
|
||||
def _run_loop():
|
||||
logger.info("[InstitutionalScheduler] Started")
|
||||
while not _stop_event.is_set():
|
||||
try:
|
||||
today = datetime.utcnow().strftime("%Y-%m-%d")
|
||||
|
||||
if _should_fetch_cot():
|
||||
last = _last_fetch_date("cot")
|
||||
if last != today:
|
||||
logger.info("[InstitutionalScheduler] Fetching COT...")
|
||||
try:
|
||||
from services.cot_fetcher import fetch_cot_report
|
||||
from routers.institutional import save_institutional_report
|
||||
report = fetch_cot_report()
|
||||
if report:
|
||||
save_institutional_report(report)
|
||||
logger.info(f"[InstitutionalScheduler] COT saved: {report['report_date']}")
|
||||
except Exception as e:
|
||||
logger.warning(f"[InstitutionalScheduler] COT fetch failed: {e}")
|
||||
|
||||
if _should_fetch_eia():
|
||||
last = _last_fetch_date("eia")
|
||||
if last != today:
|
||||
logger.info("[InstitutionalScheduler] Fetching EIA...")
|
||||
try:
|
||||
from services.database import get_config
|
||||
from services.eia_fetcher import fetch_eia_report
|
||||
from routers.institutional import save_institutional_report
|
||||
key = get_config("eia_api_key") or ""
|
||||
if key:
|
||||
report = fetch_eia_report(key)
|
||||
if report:
|
||||
save_institutional_report(report)
|
||||
logger.info(f"[InstitutionalScheduler] EIA saved: {report['report_date']}")
|
||||
else:
|
||||
logger.info("[InstitutionalScheduler] EIA skipped — no API key configured")
|
||||
except Exception as e:
|
||||
logger.warning(f"[InstitutionalScheduler] EIA fetch failed: {e}")
|
||||
|
||||
except Exception as e:
|
||||
logger.warning(f"[InstitutionalScheduler] Loop error: {e}")
|
||||
|
||||
_stop_event.wait(_CHECK_INTERVAL_S)
|
||||
|
||||
logger.info("[InstitutionalScheduler] Stopped")
|
||||
|
||||
|
||||
def start_institutional_scheduler():
|
||||
global _thread
|
||||
_stop_event.clear()
|
||||
_thread = threading.Thread(target=_run_loop, daemon=True, name="institutional-scheduler")
|
||||
_thread.start()
|
||||
|
||||
|
||||
def stop_institutional_scheduler():
|
||||
_stop_event.set()
|
||||
if _thread and _thread.is_alive():
|
||||
_thread.join(timeout=5)
|
||||
@@ -19,6 +19,7 @@ import RiskDashboard from './pages/RiskDashboard'
|
||||
import SystemLogs from './pages/SystemLogs'
|
||||
import VaRAnalysis from './pages/VaRAnalysis'
|
||||
import PositionHistory from './pages/PositionHistory'
|
||||
import InstitutionalReports from './pages/InstitutionalReports'
|
||||
import { useCycleWatcher } from './hooks/useApi'
|
||||
|
||||
function GlobalWatcher() {
|
||||
@@ -53,6 +54,7 @@ export default function App() {
|
||||
<Route path="/var" element={<VaRAnalysis />} />
|
||||
<Route path="/position-history" element={<PositionHistory />} />
|
||||
<Route path="/logs" element={<SystemLogs />} />
|
||||
<Route path="/institutional" element={<InstitutionalReports />} />
|
||||
</Routes>
|
||||
</main>
|
||||
</div>
|
||||
|
||||
@@ -1,7 +1,7 @@
|
||||
import { NavLink } from 'react-router-dom'
|
||||
import {
|
||||
LayoutDashboard, Globe, BarChart2, FlaskConical,
|
||||
History, Calendar, TrendingUp, Zap, DollarSign, Settings, BrainCircuit, Activity, BookOpen, FileBarChart, Brain, ShieldAlert, Microscope, ScrollText, Gauge, GitCompare
|
||||
History, Calendar, TrendingUp, Zap, DollarSign, Settings, BrainCircuit, Activity, BookOpen, FileBarChart, Brain, ShieldAlert, Microscope, ScrollText, Gauge, GitCompare, Building2
|
||||
} from 'lucide-react'
|
||||
import { useGeoRiskScore, useAiStatus, usePortfolioSummary } from '../../hooks/useApi'
|
||||
import clsx from 'clsx'
|
||||
@@ -24,6 +24,7 @@ const nav = [
|
||||
{ to: '/position-history', icon: GitCompare, label: 'Position History' },
|
||||
{ to: '/backtest', icon: History, label: 'Backtest' },
|
||||
{ to: '/calendar', icon: Calendar, label: 'Calendar' },
|
||||
{ to: '/institutional', icon: Building2, label: 'Inst. Reports' },
|
||||
{ to: '/logs', icon: ScrollText, label: 'System Logs' },
|
||||
{ to: '/config', icon: Settings, label: 'Configuration' },
|
||||
]
|
||||
|
||||
@@ -914,3 +914,32 @@ export const useRemoveWatchlistTicker = () =>
|
||||
useMutation({
|
||||
mutationFn: (ticker: string) => api.delete(`/options-vol/watchlist-tickers/${encodeURIComponent(ticker)}`).then(r => r.data),
|
||||
})
|
||||
|
||||
|
||||
// ── Institutional Reports ─────────────────────────────────────────────────────
|
||||
|
||||
export const useInstitutionalReports = (params: {
|
||||
report_type?: string
|
||||
category?: string
|
||||
importance?: number
|
||||
days?: number
|
||||
}) =>
|
||||
useQuery({
|
||||
queryKey: ['institutional-reports', params],
|
||||
queryFn: () =>
|
||||
api.get('/institutional/reports', { params }).then(r => r.data),
|
||||
refetchInterval: 3_600_000,
|
||||
})
|
||||
|
||||
export const useInstitutionalStats = () =>
|
||||
useQuery({
|
||||
queryKey: ['institutional-stats'],
|
||||
queryFn: () => api.get('/institutional/stats').then(r => r.data),
|
||||
staleTime: 300_000,
|
||||
})
|
||||
|
||||
export const useRefreshInstitutionalReports = () =>
|
||||
useMutation({
|
||||
mutationFn: (report_type?: string) =>
|
||||
api.post('/institutional/refresh', null, { params: report_type ? { report_type } : {} }).then(r => r.data),
|
||||
})
|
||||
|
||||
366
frontend/src/pages/InstitutionalReports.tsx
Normal file
366
frontend/src/pages/InstitutionalReports.tsx
Normal file
@@ -0,0 +1,366 @@
|
||||
import { useState } from 'react'
|
||||
import { useInstitutionalReports, useInstitutionalStats, useRefreshInstitutionalReports } from '../hooks/useApi'
|
||||
import { useQueryClient } from '@tanstack/react-query'
|
||||
import { RefreshCw, TrendingUp, TrendingDown, Minus, AlertTriangle, Star, CheckCircle, Clock } from 'lucide-react'
|
||||
import clsx from 'clsx'
|
||||
import { format } from 'date-fns'
|
||||
|
||||
interface InstitutionalReport {
|
||||
id: number
|
||||
report_type: string
|
||||
report_date: string
|
||||
fetch_date: string
|
||||
title: string
|
||||
source: string
|
||||
importance: number
|
||||
category: string
|
||||
key_points: string[]
|
||||
trading_implications: string
|
||||
signal_energy: string
|
||||
signal_metals: string
|
||||
signal_indices: string
|
||||
signal_forex: string
|
||||
ai_summary: string
|
||||
absorbed_score: number | null
|
||||
injected_in_cycle_id: string | null
|
||||
}
|
||||
|
||||
const SIGNAL_CONFIG: Record<string, { label: string; color: string; icon: React.ReactNode }> = {
|
||||
bullish: { label: 'Bullish', color: 'text-emerald-400 bg-emerald-900/30 border-emerald-700/40', icon: <TrendingUp className="w-3 h-3" /> },
|
||||
bearish: { label: 'Bearish', color: 'text-red-400 bg-red-900/30 border-red-700/40', icon: <TrendingDown className="w-3 h-3" /> },
|
||||
neutral: { label: 'Neutral', color: 'text-slate-400 bg-slate-800/50 border-slate-700/40', icon: <Minus className="w-3 h-3" /> },
|
||||
}
|
||||
|
||||
const ASSET_CLASSES = ['energy', 'metals', 'indices', 'forex'] as const
|
||||
|
||||
function SignalBadge({ signal, label }: { signal: string; label: string }) {
|
||||
const cfg = SIGNAL_CONFIG[signal] ?? SIGNAL_CONFIG.neutral
|
||||
return (
|
||||
<span className={clsx('inline-flex items-center gap-1 px-1.5 py-0.5 rounded border text-xs font-medium', cfg.color)}>
|
||||
{cfg.icon}
|
||||
<span className="text-slate-400 mr-0.5">{label}:</span>
|
||||
{cfg.label}
|
||||
</span>
|
||||
)
|
||||
}
|
||||
|
||||
function ImportanceStars({ n }: { n: number }) {
|
||||
return (
|
||||
<span className="flex items-center gap-0.5">
|
||||
{[1, 2, 3].map(i => (
|
||||
<Star
|
||||
key={i}
|
||||
className={clsx('w-3 h-3', i <= n ? 'text-amber-400 fill-amber-400' : 'text-slate-700')}
|
||||
/>
|
||||
))}
|
||||
</span>
|
||||
)
|
||||
}
|
||||
|
||||
function AbsorptionBadge({ score }: { score: number | null }) {
|
||||
if (score === null || score === undefined) {
|
||||
return (
|
||||
<span className="inline-flex items-center gap-1 px-1.5 py-0.5 rounded border border-slate-700/40 bg-slate-800/50 text-slate-500 text-xs">
|
||||
<Clock className="w-3 h-3" />
|
||||
Not absorbed
|
||||
</span>
|
||||
)
|
||||
}
|
||||
const pct = Math.round(score * 100)
|
||||
const isAbsorbed = pct >= 30
|
||||
return (
|
||||
<span className={clsx(
|
||||
'inline-flex items-center gap-1 px-1.5 py-0.5 rounded border text-xs font-medium',
|
||||
isAbsorbed
|
||||
? 'text-blue-400 bg-blue-900/30 border-blue-700/40'
|
||||
: 'text-slate-500 bg-slate-800/50 border-slate-700/40'
|
||||
)}>
|
||||
<CheckCircle className="w-3 h-3" />
|
||||
{isAbsorbed ? `Absorbed ${pct}%` : `Low ${pct}%`}
|
||||
</span>
|
||||
)
|
||||
}
|
||||
|
||||
function ReportCard({ report }: { report: InstitutionalReport }) {
|
||||
const [expanded, setExpanded] = useState(false)
|
||||
const isCot = report.report_type === 'cot'
|
||||
const typeColor = isCot ? 'bg-purple-900/30 text-purple-300 border-purple-700/40' : 'bg-orange-900/30 text-orange-300 border-orange-700/40'
|
||||
|
||||
return (
|
||||
<div className="bg-dark-800 border border-slate-700/40 rounded-lg overflow-hidden hover:border-slate-600/60 transition-colors">
|
||||
{/* Header */}
|
||||
<div className="p-4 flex items-start justify-between gap-3">
|
||||
<div className="flex-1 min-w-0">
|
||||
<div className="flex items-center gap-2 flex-wrap mb-1.5">
|
||||
<span className={clsx('px-2 py-0.5 rounded border text-xs font-bold uppercase tracking-wider', typeColor)}>
|
||||
{report.report_type}
|
||||
</span>
|
||||
<ImportanceStars n={report.importance} />
|
||||
<span className="text-slate-500 text-xs">
|
||||
{report.report_date}
|
||||
</span>
|
||||
<AbsorptionBadge score={report.absorbed_score} />
|
||||
</div>
|
||||
<div className="text-white font-medium text-sm truncate">{report.title}</div>
|
||||
<div className="text-slate-500 text-xs mt-0.5">{report.source}</div>
|
||||
</div>
|
||||
<button
|
||||
onClick={() => setExpanded(e => !e)}
|
||||
className="text-xs text-slate-400 hover:text-white shrink-0 border border-slate-700/40 rounded px-2 py-1"
|
||||
>
|
||||
{expanded ? 'Collapse' : 'Expand'}
|
||||
</button>
|
||||
</div>
|
||||
|
||||
{/* Signal badges row */}
|
||||
<div className="px-4 pb-3 flex flex-wrap gap-1.5">
|
||||
<SignalBadge signal={report.signal_energy} label="Energy" />
|
||||
<SignalBadge signal={report.signal_metals} label="Metals" />
|
||||
<SignalBadge signal={report.signal_indices} label="Indices" />
|
||||
<SignalBadge signal={report.signal_forex} label="Forex" />
|
||||
</div>
|
||||
|
||||
{/* Key points preview (always visible) */}
|
||||
{report.key_points?.length > 0 && (
|
||||
<div className="px-4 pb-3">
|
||||
<ul className="space-y-1">
|
||||
{(expanded ? report.key_points : report.key_points.slice(0, 3)).map((kp, i) => {
|
||||
const isExtreme = kp.includes('EXTREME')
|
||||
return (
|
||||
<li key={i} className={clsx(
|
||||
'text-xs flex items-start gap-1.5',
|
||||
isExtreme ? 'text-amber-300' : 'text-slate-300'
|
||||
)}>
|
||||
{isExtreme
|
||||
? <AlertTriangle className="w-3 h-3 text-amber-400 shrink-0 mt-0.5" />
|
||||
: <span className="w-3 text-center text-slate-600 shrink-0">•</span>
|
||||
}
|
||||
{kp}
|
||||
</li>
|
||||
)
|
||||
})}
|
||||
{!expanded && report.key_points.length > 3 && (
|
||||
<li className="text-xs text-slate-600">+{report.key_points.length - 3} more…</li>
|
||||
)}
|
||||
</ul>
|
||||
</div>
|
||||
)}
|
||||
|
||||
{/* Expanded: trading implications + AI summary */}
|
||||
{expanded && (
|
||||
<div className="border-t border-slate-700/40 p-4 space-y-3">
|
||||
{report.trading_implications && (
|
||||
<div>
|
||||
<div className="text-xs font-semibold text-slate-400 uppercase tracking-wider mb-1.5">
|
||||
Trading Implications
|
||||
</div>
|
||||
<div className="bg-amber-900/10 border border-amber-700/30 rounded p-2.5">
|
||||
{report.trading_implications.split(' | ').map((impl, i) => (
|
||||
<p key={i} className="text-xs text-amber-200 leading-relaxed">{impl}</p>
|
||||
))}
|
||||
</div>
|
||||
</div>
|
||||
)}
|
||||
{report.ai_summary && (
|
||||
<div>
|
||||
<div className="text-xs font-semibold text-slate-400 uppercase tracking-wider mb-1.5">
|
||||
AI Summary
|
||||
</div>
|
||||
<p className="text-xs text-slate-400 leading-relaxed">{report.ai_summary}</p>
|
||||
</div>
|
||||
)}
|
||||
{report.injected_in_cycle_id && (
|
||||
<div className="text-xs text-slate-600">
|
||||
Injected in cycle: <span className="font-mono">{report.injected_in_cycle_id.slice(0, 16)}</span>
|
||||
</div>
|
||||
)}
|
||||
</div>
|
||||
)}
|
||||
</div>
|
||||
)
|
||||
}
|
||||
|
||||
export default function InstitutionalReports() {
|
||||
const qc = useQueryClient()
|
||||
const [filterType, setFilterType] = useState<string>('')
|
||||
const [filterCategory, setFilterCategory] = useState<string>('')
|
||||
const [filterImportance, setFilterImportance] = useState<number>(0)
|
||||
const [filterDays, setFilterDays] = useState<number>(90)
|
||||
|
||||
const params = {
|
||||
...(filterType ? { report_type: filterType } : {}),
|
||||
...(filterCategory ? { category: filterCategory } : {}),
|
||||
...(filterImportance ? { importance: filterImportance } : {}),
|
||||
days: filterDays,
|
||||
}
|
||||
|
||||
const { data: reports = [], isLoading, isFetching } = useInstitutionalReports(params)
|
||||
const { data: stats } = useInstitutionalStats()
|
||||
const refresh = useRefreshInstitutionalReports()
|
||||
|
||||
const handleRefresh = (type?: string) => {
|
||||
refresh.mutate(type, {
|
||||
onSuccess: () => {
|
||||
qc.invalidateQueries({ queryKey: ['institutional-reports'] })
|
||||
qc.invalidateQueries({ queryKey: ['institutional-stats'] })
|
||||
},
|
||||
})
|
||||
}
|
||||
|
||||
return (
|
||||
<div className="p-6 space-y-6">
|
||||
{/* Header */}
|
||||
<div className="flex items-start justify-between gap-4">
|
||||
<div>
|
||||
<h1 className="text-xl font-bold text-white">Institutional Reports</h1>
|
||||
<p className="text-slate-400 text-sm mt-0.5">
|
||||
CFTC COT (weekly) + EIA Petroleum (weekly) — positioning & supply signals
|
||||
</p>
|
||||
</div>
|
||||
<div className="flex gap-2">
|
||||
<button
|
||||
onClick={() => handleRefresh('cot')}
|
||||
disabled={refresh.isPending}
|
||||
className="flex items-center gap-1.5 px-3 py-1.5 text-xs bg-purple-900/40 text-purple-300 border border-purple-700/40 rounded hover:bg-purple-800/50 disabled:opacity-50"
|
||||
>
|
||||
<RefreshCw className={clsx('w-3.5 h-3.5', refresh.isPending && 'animate-spin')} />
|
||||
Refresh COT
|
||||
</button>
|
||||
<button
|
||||
onClick={() => handleRefresh('eia')}
|
||||
disabled={refresh.isPending}
|
||||
className="flex items-center gap-1.5 px-3 py-1.5 text-xs bg-orange-900/40 text-orange-300 border border-orange-700/40 rounded hover:bg-orange-800/50 disabled:opacity-50"
|
||||
>
|
||||
<RefreshCw className={clsx('w-3.5 h-3.5', refresh.isPending && 'animate-spin')} />
|
||||
Refresh EIA
|
||||
</button>
|
||||
</div>
|
||||
</div>
|
||||
|
||||
{/* Stats bar */}
|
||||
{stats && (
|
||||
<div className="grid grid-cols-2 sm:grid-cols-4 gap-3">
|
||||
{[
|
||||
{ label: 'Total reports', value: stats.total },
|
||||
{ label: 'COT reports', value: stats.by_type?.cot ?? 0 },
|
||||
{ label: 'EIA reports', value: stats.by_type?.eia ?? 0 },
|
||||
{ label: 'Absorbed (>30%)', value: stats.absorbed_count },
|
||||
].map(({ label, value }) => (
|
||||
<div key={label} className="bg-dark-800 border border-slate-700/40 rounded p-3 text-center">
|
||||
<div className="text-2xl font-bold text-white">{value}</div>
|
||||
<div className="text-xs text-slate-500 mt-0.5">{label}</div>
|
||||
</div>
|
||||
))}
|
||||
</div>
|
||||
)}
|
||||
|
||||
{/* Latest dates */}
|
||||
{stats && (stats.latest_cot || stats.latest_eia) && (
|
||||
<div className="flex gap-4 text-xs text-slate-500">
|
||||
{stats.latest_cot && <span>Latest COT: <span className="text-slate-300">{stats.latest_cot}</span></span>}
|
||||
{stats.latest_eia && <span>Latest EIA: <span className="text-slate-300">{stats.latest_eia}</span></span>}
|
||||
</div>
|
||||
)}
|
||||
|
||||
{/* Filters */}
|
||||
<div className="flex flex-wrap gap-3 bg-dark-800 border border-slate-700/40 rounded-lg p-3">
|
||||
<div className="flex items-center gap-2">
|
||||
<span className="text-xs text-slate-500">Type:</span>
|
||||
<div className="flex gap-1">
|
||||
{['', 'cot', 'eia'].map(t => (
|
||||
<button
|
||||
key={t}
|
||||
onClick={() => setFilterType(t)}
|
||||
className={clsx(
|
||||
'px-2.5 py-1 rounded text-xs font-medium border transition-colors',
|
||||
filterType === t
|
||||
? 'bg-blue-600 text-white border-blue-500'
|
||||
: 'bg-dark-700 text-slate-400 border-slate-700/40 hover:border-slate-600'
|
||||
)}
|
||||
>
|
||||
{t === '' ? 'All' : t.toUpperCase()}
|
||||
</button>
|
||||
))}
|
||||
</div>
|
||||
</div>
|
||||
|
||||
<div className="flex items-center gap-2">
|
||||
<span className="text-xs text-slate-500">Category:</span>
|
||||
<div className="flex gap-1">
|
||||
{['', 'energy', 'metals', 'equities', 'forex', 'multi'].map(c => (
|
||||
<button
|
||||
key={c}
|
||||
onClick={() => setFilterCategory(c)}
|
||||
className={clsx(
|
||||
'px-2.5 py-1 rounded text-xs font-medium border transition-colors',
|
||||
filterCategory === c
|
||||
? 'bg-blue-600 text-white border-blue-500'
|
||||
: 'bg-dark-700 text-slate-400 border-slate-700/40 hover:border-slate-600'
|
||||
)}
|
||||
>
|
||||
{c === '' ? 'All' : c.charAt(0).toUpperCase() + c.slice(1)}
|
||||
</button>
|
||||
))}
|
||||
</div>
|
||||
</div>
|
||||
|
||||
<div className="flex items-center gap-2">
|
||||
<span className="text-xs text-slate-500">Min importance:</span>
|
||||
<div className="flex gap-1">
|
||||
{[0, 1, 2, 3].map(n => (
|
||||
<button
|
||||
key={n}
|
||||
onClick={() => setFilterImportance(n)}
|
||||
className={clsx(
|
||||
'px-2.5 py-1 rounded text-xs font-medium border transition-colors',
|
||||
filterImportance === n
|
||||
? 'bg-blue-600 text-white border-blue-500'
|
||||
: 'bg-dark-700 text-slate-400 border-slate-700/40 hover:border-slate-600'
|
||||
)}
|
||||
>
|
||||
{n === 0 ? 'Any' : '★'.repeat(n)}
|
||||
</button>
|
||||
))}
|
||||
</div>
|
||||
</div>
|
||||
|
||||
<div className="flex items-center gap-2">
|
||||
<span className="text-xs text-slate-500">Period:</span>
|
||||
<select
|
||||
value={filterDays}
|
||||
onChange={e => setFilterDays(Number(e.target.value))}
|
||||
className="bg-dark-700 border border-slate-700/40 text-slate-300 text-xs rounded px-2 py-1"
|
||||
>
|
||||
{[30, 60, 90, 180, 365].map(d => (
|
||||
<option key={d} value={d}>{d}d</option>
|
||||
))}
|
||||
</select>
|
||||
</div>
|
||||
</div>
|
||||
|
||||
{/* Report list */}
|
||||
{isLoading || isFetching ? (
|
||||
<div className="text-center py-12 text-slate-500">
|
||||
<RefreshCw className="w-6 h-6 animate-spin mx-auto mb-2" />
|
||||
Loading reports…
|
||||
</div>
|
||||
) : reports.length === 0 ? (
|
||||
<div className="text-center py-16 space-y-3">
|
||||
<div className="text-slate-600 text-4xl">📋</div>
|
||||
<div className="text-slate-400 font-medium">No institutional reports yet</div>
|
||||
<p className="text-slate-600 text-sm max-w-sm mx-auto">
|
||||
Click <strong className="text-slate-400">Refresh COT</strong> to fetch the latest CFTC positioning data,
|
||||
or configure your EIA API key in <strong className="text-slate-400">Configuration</strong> to enable petroleum reports.
|
||||
</p>
|
||||
</div>
|
||||
) : (
|
||||
<div className="space-y-3">
|
||||
<div className="text-xs text-slate-500">{reports.length} report{reports.length > 1 ? 's' : ''}</div>
|
||||
{(reports as InstitutionalReport[]).map(r => (
|
||||
<ReportCard key={r.id} report={r} />
|
||||
))}
|
||||
</div>
|
||||
)}
|
||||
</div>
|
||||
)
|
||||
}
|
||||
Reference in New Issue
Block a user