feat: market event

backend/routers/causal_lab.py

@@ -37,10 +37,11 @@ def _init(conn):
 
 # ── Récupération des prix autour d'un événement ───────────────────────────────
 
-def _fetch_prices(event_date_str: str, instruments: list[str]) -> dict:
+def _fetch_prices(event_date_str: str, instruments: list[str], lag_days: int = 0) -> dict:
     """
     Télécharge les prix autour de l'événement pour chaque instrument demandé.
     Retourne dict { instrument: [{"t": iso, "c": float}, ...] }
+    Si lag_days > 0, force le mode journalier (la fenêtre doit couvrir N jours après l'event).
     """
     YFINANCE_MAP = {
         "EURUSD": "EURUSD=X",
@@ -61,8 +62,8 @@ def _fetch_prices(event_date_str: str, instruments: list[str]) -> dict:
         event_dt = datetime.strptime(event_date_str[:10], "%Y-%m-%d")
         days_ago = (datetime.utcnow() - event_dt).days
 
-        # Intraday 5min (< 55 jours) pour les FX / actifs principaux
-        use_intraday = days_ago < 55
+        # Intraday 5min (< 55 jours) sauf si lag_days > 0 (besoin fenêtre journalière étendue)
+        use_intraday = days_ago < 55 and lag_days == 0
 
         for inst in instruments:
             sym = YFINANCE_MAP.get(inst)
@@ -88,9 +89,9 @@ def _fetch_prices(event_date_str: str, instruments: list[str]) -> dict:
                             out["mode"] = "intraday_5m"
                             continue
 
-                # Fallback journalier
+                # Fallback journalier (ou mode forcé si lag_days > 0)
                 start = (event_dt - timedelta(days=5)).strftime("%Y-%m-%d")
-                end   = (event_dt + timedelta(days=5)).strftime("%Y-%m-%d")
+                end   = (event_dt + timedelta(days=max(5, lag_days + 3))).strftime("%Y-%m-%d")
                 df    = yf.download(sym, start=start, end=end,
                                     interval="1d", progress=False, auto_adjust=True)
                 if df is not None and len(df) > 0:
@@ -934,7 +935,7 @@ def analyze_event(body: AnalyzeRequest):
             instruments = list(set(tmpl.get("instruments", []))) or ["EURUSD"]
         primary_inst = body.instrument or (instruments[0] if instruments else "EURUSD")
 
-        prices = _fetch_prices(event["start_date"], instruments)
+        prices = _fetch_prices(event["start_date"], instruments, lag_days=effective_lag_days)
         edate  = event["start_date"][:10]
 
         actual_moves: dict = {}