refactor: align market_events categories with driver types + event stars on chart
- database.py: idempotent migration — calendar→event_calendar, geopolitique→geopolitical, macro events classified by name pattern (FOMC/CPI/BOJ/OPEC+→event_calendar, NVIDIA→report, rest→fundamental) - eco_calendar_bootstrap.py: calendar→event_calendar (75 events) - macro_events_bootstrap.py: all 30 events now carry aligned category + sub_type (FOMC×9, CPI×3, BOJ×3, OPEC+×2 → event_calendar ; war/geo×6 → geopolitical ; ChatGPT/BTC/PBOC → fundamental ; NVIDIA×2 → report) - InstrumentDashboard: replace EventTimelineStrip (horizontal bars below chart) with EventStarsStrip (★ icons above chart, sized by impact_score, colored by category) Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
OpenSquared
@@ -916,6 +916,32 @@ def init_db():
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(_t,)
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)
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# ── Migrate legacy market_events category values to aligned driver types ──
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# Idempotent: only updates rows that still carry the old values
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try:
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# eco events: "calendar" → "event_calendar"
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c.execute("UPDATE market_events SET category='event_calendar' WHERE category='calendar'")
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# geo events: "geopolitique" → "geopolitical"
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c.execute("UPDATE market_events SET category='geopolitical' WHERE category='geopolitique'")
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# macro events: classify by name prefix and add sub_type
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for _pattern, _cat, _sub in [
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('FOMC%', 'event_calendar', 'FOMC'),
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('CPI%', 'event_calendar', 'CPI'),
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('BOJ%', 'event_calendar', 'BOJ'),
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('OPEP%', 'event_calendar', 'OPEC+'),
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('OPEC%', 'event_calendar', 'OPEC+'),
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]:
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c.execute(
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"UPDATE market_events SET category=?, sub_type=COALESCE(NULLIF(sub_type,''),?) "
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"WHERE category='macro' AND name LIKE ?",
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(_cat, _sub, _pattern),
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)
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c.execute("UPDATE market_events SET category='report' WHERE category='macro' AND name LIKE 'NVIDIA%'")
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# remaining macro (ChatGPT, Bitcoin, Stimulus...) → fundamental
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c.execute("UPDATE market_events SET category='fundamental' WHERE category='macro'")
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except Exception:
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pass
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conn.commit()
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conn.close()
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@@ -23,147 +23,147 @@ ECO_EVENTS: List[Dict[str, Any]] = [
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# ══════════════════════════════════════════════════════════
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{"name": "FOMC — Urgence COVID : coupe -50pb (entre-séances)",
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"start_date": "2020-03-03", "level": "long", "category": "calendar", "sub_type": "FOMC",
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"start_date": "2020-03-03", "level": "long", "category": "event_calendar", "sub_type": "FOMC",
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"expected_value": "-25pb", "actual_value": "-50pb", "surprise_pct": -12,
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"unit": "pb", "impact_score": 0.95, "absorption_pct": 100,
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"affected_assets": _ALL,
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"description": "Fed coupe -50pb en urgence hors-séance (premier depuis 2008). COVID commence à impacter les marchés. S&P500 avait perdu -10% en une semaine. Marché attendait -25pb."},
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{"name": "FOMC — Urgence COVID : taux à 0% + QE illimité",
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"start_date": "2020-03-16", "level": "long", "category": "calendar", "sub_type": "FOMC",
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"start_date": "2020-03-16", "level": "long", "category": "event_calendar", "sub_type": "FOMC",
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"expected_value": "-50pb", "actual_value": "-100pb + QE∞", "surprise_pct": -20,
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"unit": "pb", "impact_score": 0.98, "absorption_pct": 100,
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"affected_assets": _ALL + ["USO", "EEM"],
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"description": "FOMC coupe -100pb en urgence, amène taux à 0-0.25%. Lance QE illimité (Treasuries + MBS). Bazooka monétaire COVID. Circuit breakers activés ce matin. Le tout en un seul dimanche soir."},
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{"name": "FOMC — Taper talk (dot plot hawkish inattendu)",
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"start_date": "2021-06-16", "level": "medium", "category": "calendar", "sub_type": "FOMC",
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"start_date": "2021-06-16", "level": "medium", "category": "event_calendar", "sub_type": "FOMC",
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"expected_value": "stable", "actual_value": "2 hausses en 2023 signalées", "surprise_pct": -18,
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"unit": "signal", "impact_score": 0.82, "absorption_pct": 100,
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"affected_assets": _EQ + _RATES + ["GLD", "EURUSD=X"],
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"description": "Dot plot de juin 2021 révèle que 13 des 18 membres FOMC prévoient 2+ hausses d'ici 2023. Surprise hawkish. Gold -5% en 2 jours. DXY +1%. Prémices du pivot narratif 2022."},
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{"name": "FOMC — Début réduction QE (tapering annoncé)",
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"start_date": "2021-11-03", "level": "medium", "category": "calendar", "sub_type": "FOMC",
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"start_date": "2021-11-03", "level": "medium", "category": "event_calendar", "sub_type": "FOMC",
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"expected_value": "taper annoncé", "actual_value": "$15Md/mois taper", "surprise_pct": 0,
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"unit": "signal", "impact_score": 0.78, "absorption_pct": 100,
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"affected_assets": _EQ + _RATES + ["GLD", "EURUSD=X"],
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"description": "Fed annonce début du tapering à -$15Md/mois (Nov-Déc 2021). Largement attendu. Marché absorbe sans choc majeur. SPY au plus haut. Signale la fin de l'ère QE COVID."},
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{"name": "FOMC — Accélération taper + 3 hausses 2022 signalées",
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"start_date": "2021-12-15", "level": "long", "category": "calendar", "sub_type": "FOMC",
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"start_date": "2021-12-15", "level": "long", "category": "event_calendar", "sub_type": "FOMC",
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"expected_value": "taper accéléré", "actual_value": "-$30Md/mois + 3 hausses 2022", "surprise_pct": -15,
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"unit": "signal", "impact_score": 0.85, "absorption_pct": 100,
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"affected_assets": _ALL,
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"description": "Fed double la vitesse du tapering (-$30Md/mois) et signale 3 hausses en 2022 vs 1 attendue. Inflation à 6.8% force Powell à pivoter hawkish. Dollar se renforce. Gold résiste."},
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{"name": "FOMC — Premier hike cycle : +25pb (premier depuis 2018)",
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"start_date": "2022-03-16", "level": "long", "category": "calendar", "sub_type": "FOMC",
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"start_date": "2022-03-16", "level": "long", "category": "event_calendar", "sub_type": "FOMC",
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"expected_value": "+25pb", "actual_value": "+25pb (cibles 0.25-0.50%)", "surprise_pct": 0,
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"unit": "pb", "impact_score": 0.88, "absorption_pct": 100,
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"affected_assets": _ALL,
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"description": "Premier hike depuis déc 2018. Taux cible 0.25-0.50%. Ukraine envahie 3 semaines avant. Dot plot : 7 hausses totales en 2022. Powell dit 'l'économie est forte'. Début du cycle de resserrement le plus agressif depuis 40 ans."},
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{"name": "FOMC — +50pb (premier double hike depuis 2000)",
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"start_date": "2022-05-04", "level": "medium", "category": "calendar", "sub_type": "FOMC",
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"start_date": "2022-05-04", "level": "medium", "category": "event_calendar", "sub_type": "FOMC",
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"expected_value": "+50pb", "actual_value": "+50pb + QT annoncé", "surprise_pct": -5,
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"unit": "pb", "impact_score": 0.82, "absorption_pct": 100,
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"affected_assets": _ALL,
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"description": "+50pb, plus forte hausse depuis 2000. Taux 0.75-1.00%. Annonce début QT en juin (-$95Md/mois). CPI à 8.3%. Conférence de presse : Powell exclut +75pb pour la prochaine réunion (retournement de veste en juin)."},
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{"name": "FOMC — Choc +75pb : surprise hawkish (attendu +50pb)",
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"start_date": "2022-06-15", "level": "long", "category": "calendar", "sub_type": "FOMC",
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"start_date": "2022-06-15", "level": "long", "category": "event_calendar", "sub_type": "FOMC",
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"expected_value": "+50pb", "actual_value": "+75pb", "surprise_pct": -25,
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"unit": "pb", "impact_score": 0.96, "absorption_pct": 100,
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"affected_assets": _ALL + ["EEM", "USO"],
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"description": "Fed remonte +75pb, plus fort depuis 1994. FOMC dit +50pb en mai, mais CPI jun 9.1% force la main. Dot plot : taux terminal à 3.4% fin 2022. SPY -3.5%, TLT -2%. Début du bear market officiel."},
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{"name": "FOMC — +75pb (2e consécutif)",
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"start_date": "2022-07-27", "level": "medium", "category": "calendar", "sub_type": "FOMC",
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"start_date": "2022-07-27", "level": "medium", "category": "event_calendar", "sub_type": "FOMC",
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"expected_value": "+75pb", "actual_value": "+75pb (taux 2.25-2.50%)", "surprise_pct": 0,
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"unit": "pb", "impact_score": 0.82, "absorption_pct": 100,
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"affected_assets": _EQ + _RATES + ["GLD", "EURUSD=X"],
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"description": "2e +75pb consécutif. Taux 2.25-2.50%. Powell dit 'probablement approprié de ralentir'. Marché interprète comme dovish → rally court terme. GDP Q2 -0.9% annoncé le même jour (récession technique)."},
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{"name": "FOMC — +75pb + dot plot terminal 4.6% (hawkish peak)",
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"start_date": "2022-09-21", "level": "long", "category": "calendar", "sub_type": "FOMC",
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"start_date": "2022-09-21", "level": "long", "category": "event_calendar", "sub_type": "FOMC",
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"expected_value": "+75pb", "actual_value": "+75pb + terminal 4.6%", "surprise_pct": -20,
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"unit": "pb", "impact_score": 0.93, "absorption_pct": 100,
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"affected_assets": _ALL,
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"description": "3e +75pb. Dot plot choque le marché: taux terminal révisé à 4.6% pour 2023. 'Higher for longer' officiel. Dollar index au plus haut 20 ans. SPY perd -5% semaine. Tous les actifs se vendent."},
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{"name": "FOMC — +75pb (4e consécutif)",
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"start_date": "2022-11-02", "level": "medium", "category": "calendar", "sub_type": "FOMC",
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"start_date": "2022-11-02", "level": "medium", "category": "event_calendar", "sub_type": "FOMC",
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"expected_value": "+75pb", "actual_value": "+75pb (taux 3.75-4.00%)", "surprise_pct": 0,
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"unit": "pb", "impact_score": 0.85, "absorption_pct": 100,
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"affected_assets": _ALL,
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"description": "4e +75pb consécutif. Mais communication laisse entrevoir un ralentissement à venir. 'Timing et ampleur des hausses futures' → signal de pivot. Marché commence à pricer pivot 2023."},
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{"name": "FOMC — Décélération +50pb (fin des gros moves)",
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"start_date": "2022-12-14", "level": "medium", "category": "calendar", "sub_type": "FOMC",
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"start_date": "2022-12-14", "level": "medium", "category": "event_calendar", "sub_type": "FOMC",
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"expected_value": "+50pb", "actual_value": "+50pb + terminal 5.1%", "surprise_pct": -8,
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"unit": "pb", "impact_score": 0.80, "absorption_pct": 100,
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"affected_assets": _EQ + _RATES + ["GLD", "EURUSD=X"],
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"description": "Décélération à +50pb mais dot plot hawkish : terminal révisé à 5.1% (vs 4.6% en sept). SPY -2.5% sur la semaine. Marché était trop optimiste sur le pivot. Gold résistant."},
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{"name": "FOMC — +25pb (déceleration confirmée)",
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"start_date": "2023-02-01", "level": "medium", "category": "calendar", "sub_type": "FOMC",
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"start_date": "2023-02-01", "level": "medium", "category": "event_calendar", "sub_type": "FOMC",
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"expected_value": "+25pb", "actual_value": "+25pb (taux 4.50-4.75%)", "surprise_pct": +5,
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"unit": "pb", "impact_score": 0.75, "absorption_pct": 100,
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"affected_assets": _EQ + _RATES + ["GLD", "EURUSD=X"],
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"description": "Premier +25pb depuis mars 2022. Powell signale 'quelques hausses supplémentaires'. Ton moins hawkish qu'attendu. SPY +1.5%. BTC rally. Début du discours désinflation 2023."},
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{"name": "FOMC — +25pb (avant crise SVB)",
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"start_date": "2023-03-22", "level": "medium", "category": "calendar", "sub_type": "FOMC",
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"start_date": "2023-03-22", "level": "medium", "category": "event_calendar", "sub_type": "FOMC",
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"expected_value": "+25pb", "actual_value": "+25pb + doutes sur la suite", "surprise_pct": +5,
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"unit": "pb", "impact_score": 0.78, "absorption_pct": 100,
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"affected_assets": _EQ + _RATES + ["GLD", "EURUSD=X", "HYG"],
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"description": "Réunion post-SVB (faillite 10 mars). Powell dit la crise bancaire remplace 'une ou deux hausses' de taux. Signal de pause proche. Taux 4.75-5.00%. GLD fort sur les craintes bancaires."},
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{"name": "FOMC — Dernière hausse du cycle : +25pb",
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"start_date": "2023-05-03", "level": "long", "category": "calendar", "sub_type": "FOMC",
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"start_date": "2023-05-03", "level": "long", "category": "event_calendar", "sub_type": "FOMC",
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"expected_value": "+25pb", "actual_value": "+25pb (taux 5.00-5.25%)", "surprise_pct": 0,
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"unit": "pb", "impact_score": 0.82, "absorption_pct": 100,
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"affected_assets": _ALL,
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"description": "Dernière hausse du cycle de resserrement. Taux au plus haut depuis 2007 : 5.00-5.25%. Powell retire la phrase 'additional firming may be appropriate'. Signal de pause officieux. Marché voit le pic."},
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{"name": "FOMC — Première pause du cycle (skip)",
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"start_date": "2023-06-14", "level": "long", "category": "calendar", "sub_type": "FOMC",
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"start_date": "2023-06-14", "level": "long", "category": "event_calendar", "sub_type": "FOMC",
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"expected_value": "+25pb ou pause", "actual_value": "pause (hold)", "surprise_pct": +8,
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"unit": "signal", "impact_score": 0.80, "absorption_pct": 100,
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"affected_assets": _ALL,
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"description": "Première pause depuis mars 2022. Taux stable à 5.00-5.25%. Mais dot plot révise à 5.6% le terminal : une hausse de plus attendue en 2023. SPY tient les gains. 'Higher for longer' s'installe."},
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{"name": "FOMC — Pivot historique : première baisse -50pb (surprise)",
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"start_date": "2024-09-18", "level": "long", "category": "calendar", "sub_type": "FOMC",
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"start_date": "2024-09-18", "level": "long", "category": "event_calendar", "sub_type": "FOMC",
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"expected_value": "-25pb", "actual_value": "-50pb", "surprise_pct": +20,
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"unit": "pb", "impact_score": 0.94, "absorption_pct": 100,
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"affected_assets": _ALL + ["EEM", "USO"],
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"description": "Premier cut depuis mars 2020. La Fed surprend avec -50pb alors que le consensus était -25pb. Taux 4.75-5.00%. Powell: 'Cette décision témoigne de notre confiance croissante'. SPY +1%, GLD +1.2%, BTC +3%. Début du cycle d'assouplissement 2024."},
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{"name": "FOMC — Deuxième baisse -25pb du cycle",
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"start_date": "2024-11-07", "level": "medium", "category": "calendar", "sub_type": "FOMC",
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"start_date": "2024-11-07", "level": "medium", "category": "event_calendar", "sub_type": "FOMC",
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"expected_value": "-25pb", "actual_value": "-25pb (taux 4.50-4.75%)", "surprise_pct": 0,
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"unit": "pb", "impact_score": 0.72, "absorption_pct": 100,
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"affected_assets": _EQ + _RATES + ["GLD", "EURUSD=X"],
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"description": "2e coupe du cycle. Lendemain des élections Trump → incertitude tarifaire. Fed ignore les résultats d'élection. Taux 4.50-4.75%. Marché commence à se questionner sur 2025."},
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{"name": "FOMC — Dot plot hawkish : 2 cuts 2025 seulement",
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"start_date": "2024-12-18", "level": "long", "category": "calendar", "sub_type": "FOMC",
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"start_date": "2024-12-18", "level": "long", "category": "event_calendar", "sub_type": "FOMC",
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"expected_value": "-25pb + 4 cuts 2025", "actual_value": "-25pb + 2 cuts 2025", "surprise_pct": -18,
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"unit": "pb", "impact_score": 0.87, "absorption_pct": 100,
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"affected_assets": _ALL,
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"description": "3e coupe mais dot plot choc : révision de 4 à 2 baisses prévues en 2025. 'Higher for longer' resurgit. SPY -3% sur la séance. TLT -1.5%. Dollar index au plus haut annuel. Correction de fin d'année violente."},
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{"name": "FOMC — Hold (incertitude tarifs Trump)",
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"start_date": "2025-01-29", "level": "medium", "category": "calendar", "sub_type": "FOMC",
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"start_date": "2025-01-29", "level": "medium", "category": "event_calendar", "sub_type": "FOMC",
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"expected_value": "hold", "actual_value": "hold (taux 4.25-4.50%)", "surprise_pct": 0,
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"unit": "pb", "impact_score": 0.70, "absorption_pct": 100,
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"affected_assets": _EQ + _RATES + ["GLD", "EURUSD=X"],
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"description": "Première réunion de l'ère Trump 2. Fed en pause. Incertitude tarifaire force la prudence. CPI encore au-dessus de 2%. Marché commence à réviser les anticipations de baisses 2025 à la baisse."},
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{"name": "FOMC — Hold (choc tarifaire Liberation Day)",
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"start_date": "2025-05-07", "level": "medium", "category": "calendar", "sub_type": "FOMC",
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"start_date": "2025-05-07", "level": "medium", "category": "event_calendar", "sub_type": "FOMC",
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"expected_value": "hold", "actual_value": "hold — 'wait and see' tarifaire", "surprise_pct": 0,
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"unit": "pb", "impact_score": 0.72, "absorption_pct": 100,
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"affected_assets": _EQ + _RATES + ["GLD", "EURUSD=X"],
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@@ -174,70 +174,70 @@ ECO_EVENTS: List[Dict[str, Any]] = [
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# ══════════════════════════════════════════════════════════
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{"name": "NFP Mars 2020 — Premier choc COVID (-701K)",
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"start_date": "2020-04-03", "level": "medium", "category": "calendar", "sub_type": "NFP",
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"start_date": "2020-04-03", "level": "medium", "category": "event_calendar", "sub_type": "NFP",
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"expected_value": "-100K", "actual_value": "-701K", "surprise_pct": -85,
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"unit": "K emplois", "impact_score": 0.88, "absorption_pct": 100,
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"affected_assets": _EQ + ["GLD", "TLT", "VXX"],
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"description": "NFP mars 2020 : -701K (premier mois plein COVID). Attendu -100K. Début de la destruction d'emplois. Le pire viendra en avril. Chômage : 4.4% vs 3.5% en février."},
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{"name": "NFP Avril 2020 — Record absolu destruction emplois (-20.5M)",
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"start_date": "2020-05-08", "level": "long", "category": "calendar", "sub_type": "NFP",
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"start_date": "2020-05-08", "level": "long", "category": "event_calendar", "sub_type": "NFP",
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"expected_value": "-22000K", "actual_value": "-20537K", "surprise_pct": +8,
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"unit": "K emplois", "impact_score": 0.98, "absorption_pct": 100,
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"affected_assets": _ALL,
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"description": "NFP avril 2020 : -20.537M emplois détruits en un seul mois. Record absolu dans l'histoire moderne. Chômage 14.7%. Légèrement mieux qu'attendu (-22M) = paradoxal rallye. Début du V-shape recovery."},
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{"name": "NFP Mai 2020 — Surprise massive de reprise (+2.5M)",
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"start_date": "2020-06-05", "level": "long", "category": "calendar", "sub_type": "NFP",
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"start_date": "2020-06-05", "level": "long", "category": "event_calendar", "sub_type": "NFP",
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"expected_value": "-8000K", "actual_value": "+2509K", "surprise_pct": +100,
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"unit": "K emplois", "impact_score": 0.92, "absorption_pct": 100,
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"affected_assets": _EQ + ["GLD", "EURUSD=X", "VXX"],
|
||||
"description": "NFP mai 2020 : +2.509M ! Attendu -8M. Surprise positive historique. Début de la reprise. SPY +2.6% sur la séance. Fed et marchés reprennent confiance. Mais le taux de chômage mal calculé (mislabeling)."},
|
||||
|
||||
{"name": "NFP Avril 2021 — Miss catastrophique (+266K vs +1000K attendu)",
|
||||
"start_date": "2021-05-07", "level": "medium", "category": "calendar", "sub_type": "NFP",
|
||||
"start_date": "2021-05-07", "level": "medium", "category": "event_calendar", "sub_type": "NFP",
|
||||
"expected_value": "+1000K", "actual_value": "+266K", "surprise_pct": -75,
|
||||
"unit": "K emplois", "impact_score": 0.85, "absorption_pct": 100,
|
||||
"affected_assets": _EQ + ["TLT", "GLD", "EURUSD=X"],
|
||||
"description": "NFP avril 2021 : +266K vs +1000K attendu. Miss le plus large de l'histoire récente. Fed et marchés ont du mal à lire le post-COVID. Dollar chute. Or monte. Fed repousse toute discussion de taper."},
|
||||
|
||||
{"name": "NFP Octobre 2021 — Forte reprise (+531K)",
|
||||
"start_date": "2021-11-05", "level": "short", "category": "calendar", "sub_type": "NFP",
|
||||
"start_date": "2021-11-05", "level": "short", "category": "event_calendar", "sub_type": "NFP",
|
||||
"expected_value": "+450K", "actual_value": "+531K", "surprise_pct": +18,
|
||||
"unit": "K emplois", "impact_score": 0.72, "absorption_pct": 100,
|
||||
"affected_assets": _EQ + ["TLT", "EURUSD=X"],
|
||||
"description": "NFP oct 2021 : +531K, révisions haussières. Marché du travail se resserre. Pression salariale commence. Confirme le taper annoncé en novembre. SPY vers ATH."},
|
||||
|
||||
{"name": "NFP Janvier 2022 — Beat surprise (+467K vs +150K)",
|
||||
"start_date": "2022-02-04", "level": "medium", "category": "calendar", "sub_type": "NFP",
|
||||
"start_date": "2022-02-04", "level": "medium", "category": "event_calendar", "sub_type": "NFP",
|
||||
"expected_value": "+150K", "actual_value": "+467K", "surprise_pct": +58,
|
||||
"unit": "K emplois", "impact_score": 0.80, "absorption_pct": 100,
|
||||
"affected_assets": _EQ + ["TLT", "EURUSD=X", "GLD"],
|
||||
"description": "NFP janvier 2022 : +467K avec révisions massives à la hausse (+708K révisé pour déc). Marché du travail ultra-chaud. Renforce les arguments hawkish pour mars. TLT -1.5%."},
|
||||
|
||||
{"name": "NFP Juin 2022 — Solide malgré craintes récession (+372K)",
|
||||
"start_date": "2022-07-08", "level": "short", "category": "calendar", "sub_type": "NFP",
|
||||
"start_date": "2022-07-08", "level": "short", "category": "event_calendar", "sub_type": "NFP",
|
||||
"expected_value": "+268K", "actual_value": "+372K", "surprise_pct": +39,
|
||||
"unit": "K emplois", "impact_score": 0.72, "absorption_pct": 100,
|
||||
"affected_assets": _EQ + ["TLT", "EURUSD=X"],
|
||||
"description": "NFP juin 2022 : +372K malgré les craintes de récession (GDP Q1 -1.6%, Q2 estimé négatif). Donne à la Fed les munitions pour continuer les hausses agressives."},
|
||||
|
||||
{"name": "NFP Janvier 2023 — Méga-beat choc (+517K vs +185K)",
|
||||
"start_date": "2023-02-03", "level": "long", "category": "calendar", "sub_type": "NFP",
|
||||
"start_date": "2023-02-03", "level": "long", "category": "event_calendar", "sub_type": "NFP",
|
||||
"expected_value": "+185K", "actual_value": "+517K", "surprise_pct": +79,
|
||||
"unit": "K emplois", "impact_score": 0.90, "absorption_pct": 100,
|
||||
"affected_assets": _ALL,
|
||||
"description": "NFP janvier 2023 : +517K ! 2.8x le consensus. Chômage 3.4% (plus bas depuis 1969). Donne à la Fed l'argument pour des hausses supplémentaires. TLT -1.5%. Or -1%. Dollar +0.8%. Remet en question le 'pivot'."},
|
||||
|
||||
{"name": "NFP Juillet 2024 — Choc à la baisse (+114K vs +175K) — Récession panic",
|
||||
"start_date": "2024-08-02", "level": "long", "category": "calendar", "sub_type": "NFP",
|
||||
"start_date": "2024-08-02", "level": "long", "category": "event_calendar", "sub_type": "NFP",
|
||||
"expected_value": "+175K", "actual_value": "+114K", "surprise_pct": -38,
|
||||
"unit": "K emplois", "impact_score": 0.92, "absorption_pct": 100,
|
||||
"affected_assets": _ALL,
|
||||
"description": "NFP juillet 2024 : +114K, massive miss. Chômage 4.3% (Sahm Rule activée → récession signal). Catalyseur du crash août 2024 (SPY -6%, Nikkei -12%). VIX explose à 65. BOJ avait haussé les taux 2 jours avant → double choc."},
|
||||
|
||||
{"name": "NFP Décembre 2024 — Beat fort (+256K vs +155K attendu)",
|
||||
"start_date": "2025-01-10", "level": "medium", "category": "calendar", "sub_type": "NFP",
|
||||
"start_date": "2025-01-10", "level": "medium", "category": "event_calendar", "sub_type": "NFP",
|
||||
"expected_value": "+155K", "actual_value": "+256K", "surprise_pct": +65,
|
||||
"unit": "K emplois", "impact_score": 0.80, "absorption_pct": 100,
|
||||
"affected_assets": _EQ + ["TLT", "EURUSD=X", "GLD"],
|
||||
@@ -248,70 +248,70 @@ ECO_EVENTS: List[Dict[str, Any]] = [
|
||||
# ══════════════════════════════════════════════════════════
|
||||
|
||||
{"name": "CPI Mai 2021 — Premier saut inflationniste majeur (5.0%)",
|
||||
"start_date": "2021-06-10", "level": "long", "category": "calendar", "sub_type": "CPI",
|
||||
"start_date": "2021-06-10", "level": "long", "category": "event_calendar", "sub_type": "CPI",
|
||||
"expected_value": "4.7%", "actual_value": "5.0%", "surprise_pct": -12,
|
||||
"unit": "% a/a", "impact_score": 0.85, "absorption_pct": 100,
|
||||
"affected_assets": _ALL,
|
||||
"description": "CPI mai 2021 : 5.0% a/a, plus haut depuis 2008. Attendu 4.7%. Début de l'ère inflationniste post-COVID. Fed dit 'transitoire'. Gold réagit peu car taux réels encore très négatifs."},
|
||||
|
||||
{"name": "CPI Octobre 2021 — 6.2% (plus haut depuis 31 ans)",
|
||||
"start_date": "2021-11-10", "level": "long", "category": "calendar", "sub_type": "CPI",
|
||||
"start_date": "2021-11-10", "level": "long", "category": "event_calendar", "sub_type": "CPI",
|
||||
"expected_value": "5.8%", "actual_value": "6.2%", "surprise_pct": -18,
|
||||
"unit": "% a/a", "impact_score": 0.88, "absorption_pct": 100,
|
||||
"affected_assets": _ALL,
|
||||
"description": "CPI oct 2021 : 6.2%, plus haut depuis novembre 1990. Attendu 5.8%. 'Transitoire' commence à être abandonné. Powell devra accélérer le taper. TLT -1.5%. Or +0.5% (protection inflation)."},
|
||||
|
||||
{"name": "CPI Décembre 2021 — 7.0% (pic 40 ans)",
|
||||
"start_date": "2022-01-12", "level": "long", "category": "calendar", "sub_type": "CPI",
|
||||
"start_date": "2022-01-12", "level": "long", "category": "event_calendar", "sub_type": "CPI",
|
||||
"expected_value": "7.0%", "actual_value": "7.0%", "surprise_pct": 0,
|
||||
"unit": "% a/a", "impact_score": 0.85, "absorption_pct": 100,
|
||||
"affected_assets": _ALL,
|
||||
"description": "CPI déc 2021 : 7.0% a/a, plus haut depuis 1982. Comme attendu mais confirme la crise inflationniste. Enterre officiellement le mot 'transitoire'. Force la Fed vers un cycle de hausse agressif en 2022."},
|
||||
|
||||
{"name": "CPI Janvier 2022 — 7.5% (40 ans de record + miss hawkish)",
|
||||
"start_date": "2022-02-10", "level": "long", "category": "calendar", "sub_type": "CPI",
|
||||
"start_date": "2022-02-10", "level": "long", "category": "event_calendar", "sub_type": "CPI",
|
||||
"expected_value": "7.3%", "actual_value": "7.5%", "surprise_pct": -20,
|
||||
"unit": "% a/a", "impact_score": 0.90, "absorption_pct": 100,
|
||||
"affected_assets": _ALL,
|
||||
"description": "CPI jan 2022 : 7.5%, au-dessus des 7.3% attendus. 40Y high. James Bullard (St. Louis Fed) appelle à 100pb de hausse d'ici juillet. TLT -1.5%. SPY -1.8%. Le marché prend conscience de l'ampleur du resserrement nécessaire."},
|
||||
|
||||
{"name": "CPI Mai 2022 — 8.6% (record 43 ans, miss hawkish)",
|
||||
"start_date": "2022-06-10", "level": "long", "category": "calendar", "sub_type": "CPI",
|
||||
"start_date": "2022-06-10", "level": "long", "category": "event_calendar", "sub_type": "CPI",
|
||||
"expected_value": "8.3%", "actual_value": "8.6%", "surprise_pct": -22,
|
||||
"unit": "% a/a", "impact_score": 0.94, "absorption_pct": 100,
|
||||
"affected_assets": _ALL,
|
||||
"description": "CPI mai 2022 : 8.6%, plus haut depuis 1981. Attendu 8.3%. Force la Fed à +75pb la semaine suivante (annoncé dimanche soir). SPY -2.9%. Or, parfois hedge inflation, chute aussi car taux réels remontent. Début du bear market 2022."},
|
||||
|
||||
{"name": "CPI Juin 2022 — Pic 9.1% (sommet 43 ans, pire surprise hawkish 2022)",
|
||||
"start_date": "2022-07-13", "level": "long", "category": "calendar", "sub_type": "CPI",
|
||||
"start_date": "2022-07-13", "level": "long", "category": "event_calendar", "sub_type": "CPI",
|
||||
"expected_value": "8.8%", "actual_value": "9.1%", "surprise_pct": -25,
|
||||
"unit": "% a/a", "impact_score": 0.97, "absorption_pct": 100,
|
||||
"affected_assets": _ALL + ["EEM", "USO"],
|
||||
"description": "CPI juin 2022 : 9.1% a/a, plus haut depuis novembre 1981. Pire surprise de l'année. Oblige la Fed à considérer +100pb en juillet (finalement +75pb). Dollar index au plus haut, GLD sous pression malgré l'inflation (taux réels montent)."},
|
||||
|
||||
{"name": "CPI Octobre 2022 — 7.7% (inflexion baissière, grosse surprise positive)",
|
||||
"start_date": "2022-11-10", "level": "long", "category": "calendar", "sub_type": "CPI",
|
||||
"start_date": "2022-11-10", "level": "long", "category": "event_calendar", "sub_type": "CPI",
|
||||
"expected_value": "7.9%", "actual_value": "7.7%", "surprise_pct": +20,
|
||||
"unit": "% a/a", "impact_score": 0.93, "absorption_pct": 100,
|
||||
"affected_assets": _ALL,
|
||||
"description": "CPI oct 2022 : 7.7%, première inflexion claire sous les attentes. Attendu 7.9%. Rally historique : SPY +5.5%, NAS +7.4%, GLD +2%, BTC +10%, Dollar -2%. Début du pivot narratif et de la désinflation. Point d'inflexion majeur."},
|
||||
|
||||
{"name": "CPI Décembre 2022 — 6.5% (désinflation confirmée)",
|
||||
"start_date": "2023-01-12", "level": "medium", "category": "calendar", "sub_type": "CPI",
|
||||
"start_date": "2023-01-12", "level": "medium", "category": "event_calendar", "sub_type": "CPI",
|
||||
"expected_value": "6.5%", "actual_value": "6.5%", "surprise_pct": 0,
|
||||
"unit": "% a/a", "impact_score": 0.78, "absorption_pct": 100,
|
||||
"affected_assets": _EQ + _RATES + ["GLD", "EURUSD=X"],
|
||||
"description": "CPI déc 2022 : 6.5% a/a. Confirme la tendance désinflationniste. 6e mois consécutif de baisse depuis le pic de 9.1%. Marché confirme que le pire est derrière. Bon pour les actifs risqués et obligations."},
|
||||
|
||||
{"name": "CPI Mars 2024 — 3.5% (surprise hawkish, désinflation bloquée)",
|
||||
"start_date": "2024-04-10", "level": "medium", "category": "calendar", "sub_type": "CPI",
|
||||
"start_date": "2024-04-10", "level": "medium", "category": "event_calendar", "sub_type": "CPI",
|
||||
"expected_value": "3.4%", "actual_value": "3.5%", "surprise_pct": -15,
|
||||
"unit": "% a/a", "impact_score": 0.82, "absorption_pct": 100,
|
||||
"affected_assets": _ALL,
|
||||
"description": "CPI mars 2024 : 3.5%, au-dessus des 3.4% attendus. 3e mois consécutif au-dessus des attentes. Le 'last mile' est difficile. TLT -1.5%, taux 10Y → 4.5%. Report des baisses Fed de juin à septembre. SPY -1%."},
|
||||
|
||||
{"name": "CPI Mars 2025 — 2.4% (impact tariffs Trump commence à apparaître)",
|
||||
"start_date": "2025-04-10", "level": "medium", "category": "calendar", "sub_type": "CPI",
|
||||
"start_date": "2025-04-10", "level": "medium", "category": "event_calendar", "sub_type": "CPI",
|
||||
"expected_value": "2.5%", "actual_value": "2.4%", "surprise_pct": +10,
|
||||
"unit": "% a/a", "impact_score": 0.75, "absorption_pct": 100,
|
||||
"affected_assets": _EQ + _RATES + ["GLD", "EURUSD=X"],
|
||||
@@ -322,56 +322,56 @@ ECO_EVENTS: List[Dict[str, Any]] = [
|
||||
# ══════════════════════════════════════════════════════════
|
||||
|
||||
{"name": "GDP T1 2020 — Premier choc COVID (-4.8% annualisé)",
|
||||
"start_date": "2020-04-29", "level": "long", "category": "calendar", "sub_type": "GDP",
|
||||
"start_date": "2020-04-29", "level": "long", "category": "event_calendar", "sub_type": "GDP",
|
||||
"expected_value": "-4.0%", "actual_value": "-4.8%", "surprise_pct": -15,
|
||||
"unit": "% ann.", "impact_score": 0.88, "absorption_pct": 100,
|
||||
"affected_assets": _ALL,
|
||||
"description": "GDP Q1 2020 (estimé) : -4.8% annualisé. 1er choc COVID sur la croissance. Attendu -4.0%. Pire depuis 2008. Mais le marché sait déjà que Q2 sera catastrophique."},
|
||||
|
||||
{"name": "GDP T2 2020 — Pire contraction de l'histoire US (-32.9%)",
|
||||
"start_date": "2020-07-30", "level": "long", "category": "calendar", "sub_type": "GDP",
|
||||
"start_date": "2020-07-30", "level": "long", "category": "event_calendar", "sub_type": "GDP",
|
||||
"expected_value": "-34.7%", "actual_value": "-32.9%", "surprise_pct": +12,
|
||||
"unit": "% ann.", "impact_score": 0.92, "absorption_pct": 100,
|
||||
"affected_assets": _ALL,
|
||||
"description": "GDP Q2 2020 : -32.9% annualisé. Contraction la plus sévère de l'histoire américaine. Légèrement meilleur qu'attendu (-34.7%) → marché monte légèrement. Marché déjà 'pricé' pour le pire → rallye paradoxal."},
|
||||
|
||||
{"name": "GDP T3 2020 — Rebond en V historique (+33.1%)",
|
||||
"start_date": "2020-10-29", "level": "long", "category": "calendar", "sub_type": "GDP",
|
||||
"start_date": "2020-10-29", "level": "long", "category": "event_calendar", "sub_type": "GDP",
|
||||
"expected_value": "+31.0%", "actual_value": "+33.1%", "surprise_pct": +10,
|
||||
"unit": "% ann.", "impact_score": 0.88, "absorption_pct": 100,
|
||||
"affected_assets": _EQ + ["EURUSD=X", "GLD"],
|
||||
"description": "GDP Q3 2020 : +33.1% annualisé. Rebond en V post-COVID historique. Légère beat. Economies restent sous leur potentiel pre-COVID mais la reprise est en marche. Soutient l'élan des marchés."},
|
||||
|
||||
{"name": "GDP T4 2021 — Croissance forte (+6.9%, beat) malgré Omicron",
|
||||
"start_date": "2022-01-27", "level": "medium", "category": "calendar", "sub_type": "GDP",
|
||||
"start_date": "2022-01-27", "level": "medium", "category": "event_calendar", "sub_type": "GDP",
|
||||
"expected_value": "+5.5%", "actual_value": "+6.9%", "surprise_pct": +20,
|
||||
"unit": "% ann.", "impact_score": 0.78, "absorption_pct": 100,
|
||||
"affected_assets": _EQ + ["TLT", "GLD", "EURUSD=X"],
|
||||
"description": "GDP Q4 2021 : +6.9%, forte beat. Malgré Omicron et les goulots d'étranglement. Ajoute au scénario 'économie forte = Fed peut hiker'. Taux 10Y remontent. TLT perd -2% sur la semaine."},
|
||||
|
||||
{"name": "GDP T1 2022 — Récession surprise (-1.4%, attendu +1.1%)",
|
||||
"start_date": "2022-04-28", "level": "long", "category": "calendar", "sub_type": "GDP",
|
||||
"start_date": "2022-04-28", "level": "long", "category": "event_calendar", "sub_type": "GDP",
|
||||
"expected_value": "+1.1%", "actual_value": "-1.4%", "surprise_pct": -55,
|
||||
"unit": "% ann.", "impact_score": 0.88, "absorption_pct": 100,
|
||||
"affected_assets": _ALL,
|
||||
"description": "GDP Q1 2022 : -1.4%, première contraction depuis COVID. Attendu +1.1%. Choc : stagflation. Inflation à 8.5% et croissance négative. La Fed va-t-elle hiker malgré la récession? Oui → stagflation trade."},
|
||||
|
||||
{"name": "GDP T2 2022 — Récession technique confirmée (-0.9%)",
|
||||
"start_date": "2022-07-28", "level": "long", "category": "calendar", "sub_type": "GDP",
|
||||
"start_date": "2022-07-28", "level": "long", "category": "event_calendar", "sub_type": "GDP",
|
||||
"expected_value": "+0.4%", "actual_value": "-0.9%", "surprise_pct": -40,
|
||||
"unit": "% ann.", "impact_score": 0.90, "absorption_pct": 100,
|
||||
"affected_assets": _ALL,
|
||||
"description": "GDP Q2 2022 : -0.9%. 2e trimestre négatif consécutif → définition technique de récession. Mais le NBER ne le confirme pas (marché du travail fort). Fed tient le cap hawkish malgré la récession. Jour du +75pb FOMC."},
|
||||
|
||||
{"name": "GDP T1 2024 — Miss (1.6% vs 2.4% attendu, stagflation fear)",
|
||||
"start_date": "2024-04-25", "level": "medium", "category": "calendar", "sub_type": "GDP",
|
||||
"start_date": "2024-04-25", "level": "medium", "category": "event_calendar", "sub_type": "GDP",
|
||||
"expected_value": "+2.4%", "actual_value": "+1.6%", "surprise_pct": -35,
|
||||
"unit": "% ann.", "impact_score": 0.82, "absorption_pct": 100,
|
||||
"affected_assets": _ALL,
|
||||
"description": "GDP Q1 2024 : +1.6%, grosse déception vs +2.4% attendu. PCE prix à +3.7% (inflation toujours haute). 'Stagflation light' : croissance ralentit mais inflation reste. SPY -1.5%. Retarde les baisses Fed."},
|
||||
|
||||
{"name": "GDP T1 2025 — Contraction (-0.3%) sous choc tarifaire Trump",
|
||||
"start_date": "2025-04-30", "level": "long", "category": "calendar", "sub_type": "GDP",
|
||||
"start_date": "2025-04-30", "level": "long", "category": "event_calendar", "sub_type": "GDP",
|
||||
"expected_value": "+0.4%", "actual_value": "-0.3%", "surprise_pct": -40,
|
||||
"unit": "% ann.", "impact_score": 0.90, "absorption_pct": 90,
|
||||
"affected_assets": _ALL,
|
||||
@@ -382,28 +382,28 @@ ECO_EVENTS: List[Dict[str, Any]] = [
|
||||
# ══════════════════════════════════════════════════════════
|
||||
|
||||
{"name": "ISM Manufacturing Mars 2020 — Effondrement COVID (49.1)",
|
||||
"start_date": "2020-04-01", "level": "medium", "category": "calendar", "sub_type": "ISM",
|
||||
"start_date": "2020-04-01", "level": "medium", "category": "event_calendar", "sub_type": "ISM",
|
||||
"expected_value": "44.0", "actual_value": "49.1", "surprise_pct": +13,
|
||||
"unit": "index", "impact_score": 0.80, "absorption_pct": 100,
|
||||
"affected_assets": _EQ + ["GLD", "USO"],
|
||||
"description": "ISM Manufacturing mars 2020 : 49.1 (contraction). Meilleur qu'attendu (44.0 consensus). La déstructuration COVID arrive mais plus progressivement que craint. Les services vont bien pire."},
|
||||
|
||||
{"name": "ISM Manufacturing Décembre 2022 — Contraction prolongée (48.4)",
|
||||
"start_date": "2023-01-04", "level": "medium", "category": "calendar", "sub_type": "ISM",
|
||||
"start_date": "2023-01-04", "level": "medium", "category": "event_calendar", "sub_type": "ISM",
|
||||
"expected_value": "48.5", "actual_value": "48.4", "surprise_pct": -2,
|
||||
"unit": "index", "impact_score": 0.72, "absorption_pct": 100,
|
||||
"affected_assets": _EQ + ["TLT", "EURUSD=X"],
|
||||
"description": "ISM Manufacturing déc 2022 : 48.4, en contraction 2e mois consécutif. Marché commence à pricer un atterrissage plus dur. Mais les services restent solides. Tension entre signaux."},
|
||||
|
||||
{"name": "ISM Manufacturing Juin 2023 — Contraction accélérée (46.0)",
|
||||
"start_date": "2023-07-03", "level": "medium", "category": "calendar", "sub_type": "ISM",
|
||||
"start_date": "2023-07-03", "level": "medium", "category": "event_calendar", "sub_type": "ISM",
|
||||
"expected_value": "47.2", "actual_value": "46.0", "surprise_pct": -18,
|
||||
"unit": "index", "impact_score": 0.75, "absorption_pct": 100,
|
||||
"affected_assets": _EQ + ["TLT", "GLD", "EURUSD=X"],
|
||||
"description": "ISM Manufacturing juin 2023 : 46.0, plus bas depuis mai 2020. Contraction accélère. Attendu 47.2. Ajoute aux craintes de récession malgré le marché du travail fort. TLT + (récession trade)."},
|
||||
|
||||
{"name": "ISM Manufacturing Juillet 2024 — 46.8 (contraction + NFP miss → récession panic)",
|
||||
"start_date": "2024-08-01", "level": "long", "category": "calendar", "sub_type": "ISM",
|
||||
"start_date": "2024-08-01", "level": "long", "category": "event_calendar", "sub_type": "ISM",
|
||||
"expected_value": "48.8", "actual_value": "46.8", "surprise_pct": -25,
|
||||
"unit": "index", "impact_score": 0.85, "absorption_pct": 100,
|
||||
"affected_assets": _ALL,
|
||||
@@ -414,42 +414,42 @@ ECO_EVENTS: List[Dict[str, Any]] = [
|
||||
# ══════════════════════════════════════════════════════════
|
||||
|
||||
{"name": "BOJ — Extension COVID QE + achat ETF actions (stimulus japonais)",
|
||||
"start_date": "2020-04-27", "level": "medium", "category": "calendar", "sub_type": "BOJ",
|
||||
"start_date": "2020-04-27", "level": "medium", "category": "event_calendar", "sub_type": "BOJ",
|
||||
"expected_value": "YCC ±20pb + CP", "actual_value": "YCC ±25pb + achats ETF x2", "surprise_pct": +10,
|
||||
"unit": "signal", "impact_score": 0.78, "absorption_pct": 100,
|
||||
"affected_assets": ["USDJPY=X", "EFA", "GLD"],
|
||||
"description": "BOJ double ses achats d'ETF actions (de 6 à 12T¥/an) et élargit le YCC à ±25pb. Soutien sans précédent des actifs risqués japonais. Yen se déprécie modestement. Nikkei bien soutenu."},
|
||||
|
||||
{"name": "BOJ — Maintien YCC malgré spéculation (forte pression vendeuse JGB)",
|
||||
"start_date": "2022-06-17", "level": "medium", "category": "calendar", "sub_type": "BOJ",
|
||||
"start_date": "2022-06-17", "level": "medium", "category": "event_calendar", "sub_type": "BOJ",
|
||||
"expected_value": "ajustement YCC", "actual_value": "YCC maintenu (±25pb)", "surprise_pct": -15,
|
||||
"unit": "signal", "impact_score": 0.80, "absorption_pct": 100,
|
||||
"affected_assets": ["USDJPY=X", "EFA", "TLT", "GLD"],
|
||||
"description": "BOJ maintient le YCC malgré les attaques spéculatives de hedge funds. Kuroda : 'pas de changement de politique'. USD/JPY monte à 135, plus haut depuis 2002. Yen à 24Y low. Pression inflationniste importée au Japon."},
|
||||
|
||||
{"name": "BOJ — Surprise : élargissement YCC de ±25pb à ±50pb",
|
||||
"start_date": "2022-12-20", "level": "long", "category": "calendar", "sub_type": "BOJ",
|
||||
"start_date": "2022-12-20", "level": "long", "category": "event_calendar", "sub_type": "BOJ",
|
||||
"expected_value": "YCC ±25pb (stable)", "actual_value": "YCC ±50pb", "surprise_pct": -25,
|
||||
"unit": "pb", "impact_score": 0.90, "absorption_pct": 100,
|
||||
"affected_assets": ["USDJPY=X", "TLT", "GLD", "EFA", "SPY"],
|
||||
"description": "BOJ surprend le monde : élargit la bande YCC de ±25pb à ±50pb. Premier mouvement vers normalisation depuis 2016. USD/JPY chute de 137 à 131 en heures. Marché obligataire mondial se vend. Début de la fin du YCC."},
|
||||
|
||||
{"name": "BOJ — Fin des taux négatifs (NIRP) : premier hike depuis 2007",
|
||||
"start_date": "2024-03-19", "level": "long", "category": "calendar", "sub_type": "BOJ",
|
||||
"start_date": "2024-03-19", "level": "long", "category": "event_calendar", "sub_type": "BOJ",
|
||||
"expected_value": "hold ou +10pb", "actual_value": "+10pb (fin NIRP)", "surprise_pct": +5,
|
||||
"unit": "pb", "impact_score": 0.88, "absorption_pct": 100,
|
||||
"affected_assets": ["USDJPY=X", "EFA", "TLT", "GLD", "EURUSD=X"],
|
||||
"description": "BOJ met fin aux taux négatifs (NIRP), première hausse depuis 2007. Taux 0-0.1%. Fin du YCC. Annonce plus douce qu'attendue sur le 'chemin futur'. USD/JPY chute -1.5%, puis se reprend. Début de la normalisation."},
|
||||
|
||||
{"name": "BOJ — Surprise +15pb → Débâcle carry trade (crash août 2024)",
|
||||
"start_date": "2024-07-31", "level": "long", "category": "calendar", "sub_type": "BOJ",
|
||||
"start_date": "2024-07-31", "level": "long", "category": "event_calendar", "sub_type": "BOJ",
|
||||
"expected_value": "hold ou +5pb", "actual_value": "+15pb (taux 0.25%)", "surprise_pct": -30,
|
||||
"unit": "pb", "impact_score": 0.96, "absorption_pct": 100,
|
||||
"affected_assets": ["USDJPY=X", "SPY", "QQQ", "VXX", "GLD", "EFA"],
|
||||
"description": "BOJ hausse +15pb de façon surprise. Yen +7% en 48h. USD/JPY 161 → 141. Débâcle massive du carry trade yen : VIX spike à 65 (3e plus haut jamais), Nikkei -12% en 2 jours, SPY -6%. Crise de liquidité mondiale brève mais intense."},
|
||||
|
||||
{"name": "BOJ — Hausse +25pb (Ueda confirme normalisation graduelle)",
|
||||
"start_date": "2025-01-24", "level": "medium", "category": "calendar", "sub_type": "BOJ",
|
||||
"start_date": "2025-01-24", "level": "medium", "category": "event_calendar", "sub_type": "BOJ",
|
||||
"expected_value": "+15pb ou +25pb", "actual_value": "+25pb (taux 0.50%)", "surprise_pct": +5,
|
||||
"unit": "pb", "impact_score": 0.80, "absorption_pct": 100,
|
||||
"affected_assets": ["USDJPY=X", "EFA", "TLT", "GLD"],
|
||||
@@ -460,28 +460,28 @@ ECO_EVENTS: List[Dict[str, Any]] = [
|
||||
# ══════════════════════════════════════════════════════════
|
||||
|
||||
{"name": "ECB — Première hausse en 11 ans : +50pb (surprise vs +25pb attendu)",
|
||||
"start_date": "2022-07-21", "level": "long", "category": "calendar", "sub_type": "ECB",
|
||||
"start_date": "2022-07-21", "level": "long", "category": "event_calendar", "sub_type": "ECB",
|
||||
"expected_value": "+25pb", "actual_value": "+50pb + TPI anti-fragmentation", "surprise_pct": +15,
|
||||
"unit": "pb", "impact_score": 0.90, "absorption_pct": 100,
|
||||
"affected_assets": ["EURUSD=X", "EFA", "TLT", "GLD", "GBPUSD=X"],
|
||||
"description": "BCE monte +50pb (vs +25 attendu) en première hausse depuis 2011. Lance le TPI (Transmission Protection Instrument) anti-fragmentation. EUR/USD rebond +1.5%. BTP Italie spreads se compriment. Hawkish surprise."},
|
||||
|
||||
{"name": "ECB — Record +75pb (plus grande hausse depuis création Euro)",
|
||||
"start_date": "2022-09-08", "level": "long", "category": "calendar", "sub_type": "ECB",
|
||||
"start_date": "2022-09-08", "level": "long", "category": "event_calendar", "sub_type": "ECB",
|
||||
"expected_value": "+75pb", "actual_value": "+75pb (taux 1.25%)", "surprise_pct": 0,
|
||||
"unit": "pb", "impact_score": 0.88, "absorption_pct": 100,
|
||||
"affected_assets": ["EURUSD=X", "EFA", "TLT", "GLD", "GBPUSD=X"],
|
||||
"description": "BCE monte +75pb, le plus fort depuis la création de l'euro en 1999. Inflation eurozone à 9.1%. Lagarde ferme la porte à une récession → marché hausse EUR. Signal que la zone euro va souffrir mais la BCE doit agir."},
|
||||
|
||||
{"name": "ECB — Dernière hausse du cycle : +25pb (pic 4.00%)",
|
||||
"start_date": "2023-09-14", "level": "long", "category": "calendar", "sub_type": "ECB",
|
||||
"start_date": "2023-09-14", "level": "long", "category": "event_calendar", "sub_type": "ECB",
|
||||
"expected_value": "+25pb ou hold", "actual_value": "+25pb (fin du cycle)", "surprise_pct": -5,
|
||||
"unit": "pb", "impact_score": 0.82, "absorption_pct": 100,
|
||||
"affected_assets": ["EURUSD=X", "EFA", "TLT", "GLD"],
|
||||
"description": "BCE monte +25pb à 4.00%, signale que c'est probablement la fin. Taux maintenus à 4% pendant 9 mois. EUR/USD perd -0.5% sur la semaine. Marché commence à pricer les baisses 2024."},
|
||||
|
||||
{"name": "ECB — Première baisse de taux depuis 2019 : -25pb",
|
||||
"start_date": "2024-06-06", "level": "long", "category": "calendar", "sub_type": "ECB",
|
||||
"start_date": "2024-06-06", "level": "long", "category": "event_calendar", "sub_type": "ECB",
|
||||
"expected_value": "-25pb", "actual_value": "-25pb (taux 3.75%)", "surprise_pct": 0,
|
||||
"unit": "pb", "impact_score": 0.82, "absorption_pct": 100,
|
||||
"affected_assets": ["EURUSD=X", "EFA", "TLT", "GLD", "GBPUSD=X"],
|
||||
@@ -492,21 +492,21 @@ ECO_EVENTS: List[Dict[str, Any]] = [
|
||||
# ══════════════════════════════════════════════════════════
|
||||
|
||||
{"name": "BOE — +50pb (plus forte hausse depuis 1995) + Truss Budget Crisis",
|
||||
"start_date": "2022-08-04", "level": "long", "category": "calendar", "sub_type": "BOE",
|
||||
"start_date": "2022-08-04", "level": "long", "category": "event_calendar", "sub_type": "BOE",
|
||||
"expected_value": "+50pb", "actual_value": "+50pb + avertissement récession", "surprise_pct": -10,
|
||||
"unit": "pb", "impact_score": 0.85, "absorption_pct": 100,
|
||||
"affected_assets": ["GBPUSD=X", "TLT", "GLD"],
|
||||
"description": "BOE monte +50pb, plus fort depuis 1995. Prévoit une récession 'prolongée'. CPI UK à 10.1%. Mini-budget Truss fin septembre va accentuer la crise (gilts crash). GBP perd -10% sur les semaines suivantes."},
|
||||
|
||||
{"name": "BOE — Intervention urgence (Gilts crash, fonds de pension)",
|
||||
"start_date": "2022-09-28", "level": "long", "category": "calendar", "sub_type": "BOE",
|
||||
"start_date": "2022-09-28", "level": "long", "category": "event_calendar", "sub_type": "BOE",
|
||||
"expected_value": "QT", "actual_value": "QE urgence temporaire (gilts)", "surprise_pct": +20,
|
||||
"unit": "signal", "impact_score": 0.92, "absorption_pct": 100,
|
||||
"affected_assets": ["GBPUSD=X", "TLT", "GLD", "VXX", "EFA"],
|
||||
"description": "BOE lance un QE d'urgence pour acheter des gilts (obligations UK) après l'effondrement post mini-budget Truss. Gilts à 30Y perdent -30% en une semaine. Fonds de pension LDI en crise de liquidité. GBP à 1.035 (ATL). Crise systémique évitée de justesse."},
|
||||
|
||||
{"name": "BOE — Première baisse de taux depuis COVID : -25pb",
|
||||
"start_date": "2024-08-01", "level": "long", "category": "calendar", "sub_type": "BOE",
|
||||
"start_date": "2024-08-01", "level": "long", "category": "event_calendar", "sub_type": "BOE",
|
||||
"expected_value": "hold ou -25pb (50/50)", "actual_value": "-25pb (taux 5.00%)", "surprise_pct": +8,
|
||||
"unit": "pb", "impact_score": 0.80, "absorption_pct": 100,
|
||||
"affected_assets": ["GBPUSD=X", "EFA", "TLT", "GLD"],
|
||||
@@ -517,14 +517,14 @@ ECO_EVENTS: List[Dict[str, Any]] = [
|
||||
# ══════════════════════════════════════════════════════════
|
||||
|
||||
{"name": "PCE Janvier 2024 — Core PCE 2.8% (inflation sticky, cut repoussé)",
|
||||
"start_date": "2024-02-29", "level": "medium", "category": "calendar", "sub_type": "PCE",
|
||||
"start_date": "2024-02-29", "level": "medium", "category": "event_calendar", "sub_type": "PCE",
|
||||
"expected_value": "2.4%", "actual_value": "2.8%", "surprise_pct": -25,
|
||||
"unit": "% a/a", "impact_score": 0.80, "absorption_pct": 100,
|
||||
"affected_assets": _EQ + ["TLT", "GLD", "EURUSD=X"],
|
||||
"description": "Core PCE jan 2024 : 2.8% a/a, au-dessus de 2.4% attendu et des 2.6% de décembre. L'indicateur préféré de la Fed refuse de descendre. Repousse les anticipations de baisse mars → juin. TLT -1.2%."},
|
||||
|
||||
{"name": "PCE Septembre 2024 — Core PCE 2.6% (vers 2% mais résistant)",
|
||||
"start_date": "2024-10-31", "level": "short", "category": "calendar", "sub_type": "PCE",
|
||||
"start_date": "2024-10-31", "level": "short", "category": "event_calendar", "sub_type": "PCE",
|
||||
"expected_value": "2.6%", "actual_value": "2.6%", "surprise_pct": 0,
|
||||
"unit": "% a/a", "impact_score": 0.68, "absorption_pct": 100,
|
||||
"affected_assets": _EQ + ["TLT", "GLD"],
|
||||
|
||||
@@ -17,63 +17,63 @@ MACRO_EVENTS: List[Dict[str, Any]] = [
|
||||
{
|
||||
"name": "FOMC — Hausse taux +25pb (début cycle de resserrement)",
|
||||
"start_date": "2022-03-16", "end_date": None,
|
||||
"level": "long", "category": "macro",
|
||||
"level": "long", "category": "event_calendar", "sub_type": "FOMC",
|
||||
"description": "Fed commence son cycle de hausse de taux pour combattre l'inflation record. Premier FOMC hawkish depuis 2018. Dollar Index (DXY) s'apprécie fortement. Pression sur les taux réels et les valeurs de croissance.",
|
||||
"affected_assets": '["SPY","QQQ","TLT","GLD","USDJPY=X","BTC-USD"]', "impact_score": 0.85,
|
||||
},
|
||||
{
|
||||
"name": "FOMC — Hausse +50pb (accélération resserrement)",
|
||||
"start_date": "2022-05-04", "end_date": None,
|
||||
"level": "medium", "category": "macro",
|
||||
"level": "medium", "category": "event_calendar", "sub_type": "FOMC",
|
||||
"description": "Fed accélère avec +50pb, le plus fort depuis 2000. Taux cibles 0.75-1.00%. CPI à 8.3% en avril. Signal fort de la Fed pour tuer l'inflation quoi qu'il en coûte.",
|
||||
"affected_assets": '["SPY","QQQ","TLT","GLD","IWM"]', "impact_score": 0.80,
|
||||
},
|
||||
{
|
||||
"name": "FOMC — Choc hawkish +75pb (premier 3/4 de point depuis 1994)",
|
||||
"start_date": "2022-06-15", "end_date": None,
|
||||
"level": "long", "category": "macro",
|
||||
"level": "long", "category": "event_calendar", "sub_type": "FOMC",
|
||||
"description": "FOMC surprise +75pb, le plus fort depuis 1994. CPI a 9.1% en juin (record 40 ans). Taux cibles 1.50-1.75%. Début du vrai bear market sur les indices. Volatilité VIX explose.",
|
||||
"affected_assets": '["SPY","QQQ","TLT","GLD","VXX","USDJPY=X","IWM"]', "impact_score": 0.95,
|
||||
},
|
||||
{
|
||||
"name": "FOMC — Hausse +75pb (4e hausse consécutive hawkish)",
|
||||
"start_date": "2022-09-21", "end_date": None,
|
||||
"level": "medium", "category": "macro",
|
||||
"level": "medium", "category": "event_calendar", "sub_type": "FOMC",
|
||||
"description": "4e hausse consécutive de +75pb. Dot plot révisé fortement à la hausse. Taux terminal attendu à 4.6% en 2023. Dollar au plus haut depuis 20 ans. Pression extrême sur toutes les classes d'actifs.",
|
||||
"affected_assets": '["SPY","QQQ","TLT","GLD","EURUSD=X","IWM","HYG"]', "impact_score": 0.90,
|
||||
},
|
||||
{
|
||||
"name": "FOMC — Hausse +50pb (décélération, pivot en vue)",
|
||||
"start_date": "2022-12-14", "end_date": None,
|
||||
"level": "medium", "category": "macro",
|
||||
"level": "medium", "category": "event_calendar", "sub_type": "FOMC",
|
||||
"description": "Première décélération à +50pb après 4x+75pb. Taux 4.25-4.50%. Dot plot révèle taux terminal de 5.1% pour 2023. Signal que le pic de la vitesse d'augmentation est passé.",
|
||||
"affected_assets": '["SPY","QQQ","TLT","GLD","USDJPY=X"]', "impact_score": 0.80,
|
||||
},
|
||||
{
|
||||
"name": "FOMC — Pause taux (pic du cycle à 5.25-5.50%)",
|
||||
"start_date": "2023-06-14", "end_date": None,
|
||||
"level": "long", "category": "macro",
|
||||
"level": "long", "category": "event_calendar", "sub_type": "FOMC",
|
||||
"description": "FOMC marque une pause après 10 hausses consécutives. Taux directeur au pic du cycle à 5.25-5.50%. Début de la période de 'higher for longer'. Marché commence à pricer les baisses futures.",
|
||||
"affected_assets": '["SPY","QQQ","TLT","GLD","HYG"]', "impact_score": 0.80,
|
||||
},
|
||||
{
|
||||
"name": "FOMC — Pivot Fed : première baisse de taux -50pb",
|
||||
"start_date": "2024-09-18", "end_date": None,
|
||||
"level": "long", "category": "macro",
|
||||
"level": "long", "category": "event_calendar", "sub_type": "FOMC",
|
||||
"description": "Pivot majeur de la Fed : première baisse de taux depuis 2020, -50pb surprend les marchés (consensus attendait -25pb). Taux 4.75-5.00%. Début du cycle d'assouplissement. Signal bullish pour actions, gold, crypto.",
|
||||
"affected_assets": '["SPY","QQQ","GLD","TLT","BTC-USD","IWM","HYG"]', "impact_score": 0.90,
|
||||
},
|
||||
{
|
||||
"name": "FOMC — Dot plot hawkish : révision à la baisse des baisses 2025",
|
||||
"start_date": "2024-12-18", "end_date": None,
|
||||
"level": "medium", "category": "macro",
|
||||
"level": "medium", "category": "event_calendar", "sub_type": "FOMC",
|
||||
"description": "FOMC baisse taux -25pb mais dot plot révise de 4 à 2 baisses prévues en 2025. Ton hawkish surprend. Dollar fort, taux longs remontent. Correction de fin d'année sur les indices.",
|
||||
"affected_assets": '["SPY","QQQ","TLT","GLD","USDJPY=X"]', "impact_score": 0.85,
|
||||
},
|
||||
{
|
||||
"name": "FOMC — Pause prolongée (incertitude tarifaire Trump)",
|
||||
"start_date": "2025-03-19", "end_date": "2025-06-30",
|
||||
"level": "medium", "category": "macro",
|
||||
"level": "medium", "category": "event_calendar", "sub_type": "FOMC",
|
||||
"description": "Fed en pause prolongée face à l'incertitude créée par les tarifs douaniers Trump. CPI autour de 2.8%. Fed attend de voir l'impact inflationniste des tarifs avant de baisser à nouveau.",
|
||||
"affected_assets": '["SPY","QQQ","TLT","GLD","EURUSD=X"]', "impact_score": 0.75,
|
||||
},
|
||||
@@ -82,21 +82,21 @@ MACRO_EVENTS: List[Dict[str, Any]] = [
|
||||
{
|
||||
"name": "CPI Juin 2022 — Pic inflationniste 9.1% (sommet 40 ans)",
|
||||
"start_date": "2022-06-10", "end_date": None,
|
||||
"level": "long", "category": "macro",
|
||||
"level": "long", "category": "event_calendar", "sub_type": "CPI",
|
||||
"description": "CPI US atteint 9.1% sur un an, le plus haut depuis 40 ans. Énergie +41.6%, alimentation +10.4%. Oblige la Fed à agir de façon agressive. Choc majeur pour TLT et valeurs de croissance. GLD paradoxalement vendus (dollar fort).",
|
||||
"affected_assets": '["TLT","SPY","QQQ","GLD","EURUSD=X"]', "impact_score": 0.95,
|
||||
},
|
||||
{
|
||||
"name": "CPI Novembre 2022 — Inflexion à la baisse (début désinflation)",
|
||||
"start_date": "2022-11-10", "end_date": None,
|
||||
"level": "long", "category": "macro",
|
||||
"level": "long", "category": "event_calendar", "sub_type": "CPI",
|
||||
"description": "CPI 7.7%, sous les 8% attendus pour la première fois depuis plusieurs mois. Signal d'inflexion décisif. Méga-rally intraday sur les indices (+5%), or, crypto. Dollar chute fortement. Début du discours de désinflation.",
|
||||
"affected_assets": '["SPY","QQQ","GLD","BTC-USD","TLT","EURUSD=X"]', "impact_score": 0.90,
|
||||
},
|
||||
{
|
||||
"name": "CPI Mars 2024 — Surprise haussière 3.5% (recul désinflation)",
|
||||
"start_date": "2024-04-10", "end_date": None,
|
||||
"level": "medium", "category": "macro",
|
||||
"level": "medium", "category": "event_calendar", "sub_type": "CPI",
|
||||
"description": "CPI 3.5% sur un an, au-dessus des attentes. Reporte les anticipations de baisses Fed. Taux 10Y remontent vers 4.5%. Correction sur TLT et valeurs de croissance. GLD résistant grâce aux achats de banques centrales.",
|
||||
"affected_assets": '["TLT","QQQ","SPY","USDJPY=X"]', "impact_score": 0.80,
|
||||
},
|
||||
@@ -105,35 +105,35 @@ MACRO_EVENTS: List[Dict[str, Any]] = [
|
||||
{
|
||||
"name": "Invasion russe de l'Ukraine — Choc géopolitique majeur",
|
||||
"start_date": "2022-02-24", "end_date": "2023-02-24",
|
||||
"level": "long", "category": "geopolitique",
|
||||
"level": "long", "category": "geopolitical",
|
||||
"description": "Russie envahit l'Ukraine. Choc géopolitique majeur. Pétrole Brent +30% en semaines. Gaz naturel européen x5. Gold +5%. Dollar fort. Sanctions massives contre Russie. Crise énergétique en Europe.",
|
||||
"affected_assets": '["GLD","USO","UNG","EURUSD=X","EFA","VXX","SLV"]', "impact_score": 0.98,
|
||||
},
|
||||
{
|
||||
"name": "Attaque Hamas — Israël (Opération Déluge Al-Aqsa)",
|
||||
"start_date": "2023-10-07", "end_date": "2024-06-30",
|
||||
"level": "long", "category": "geopolitique",
|
||||
"level": "long", "category": "geopolitical",
|
||||
"description": "Attaque terroriste du Hamas sur Israël — 1200 morts. Début guerre Gaza. Crainte d'escalade régionale impliquant l'Iran. Prime de risque géopolitique sur pétrole, gold, VIX. Moyen-Orient en tension maximale.",
|
||||
"affected_assets": '["GLD","USO","VXX","SLV"]', "impact_score": 0.90,
|
||||
},
|
||||
{
|
||||
"name": "Iran vs Israël — Attaque directe (drones + missiles)",
|
||||
"start_date": "2024-04-13", "end_date": None,
|
||||
"level": "medium", "category": "geopolitique",
|
||||
"level": "medium", "category": "geopolitical",
|
||||
"description": "Iran lance 300+ drones et missiles sur Israël — première attaque directe de l'Iran. Israel intercepte ~99%. Crainte d'escalade régionale. Pétrole +3%, Gold +2%, VIX +15%. Finalement absorbé rapidement.",
|
||||
"affected_assets": '["GLD","USO","VXX","EURUSD=X"]', "impact_score": 0.85,
|
||||
},
|
||||
{
|
||||
"name": "Donald Trump — Retour à la Maison Blanche (tarifs douaniers)",
|
||||
"start_date": "2025-01-20", "end_date": "2025-12-31",
|
||||
"level": "long", "category": "geopolitique",
|
||||
"level": "long", "category": "geopolitical",
|
||||
"description": "Investiture de Donald Trump. Annonce de tarifs douaniers massifs (10-25% sur Chine, 25% Canada/Mexique). Guerre commerciale mondiale. Dollar fort, dollar canadien/mexicain sous pression. Inflation importée attendue.",
|
||||
"affected_assets": '["SPY","QQQ","EEM","EURUSD=X","GBPUSD=X","GLD","BTC-USD","USO"]', "impact_score": 0.90,
|
||||
},
|
||||
{
|
||||
"name": "Choc tarifaire Trump — Liberation Day (tarifs réciproques)",
|
||||
"start_date": "2025-04-02", "end_date": "2025-04-09",
|
||||
"level": "medium", "category": "geopolitique",
|
||||
"level": "medium", "category": "geopolitical",
|
||||
"description": "Trump annonce tarifs réciproques massifs le 2 avril. SPY -5% sur la semaine. Crainte de récession + inflation. HYG spreads élargissent. TLT flight-to-quality. Gold résistant. Pause annoncée 9 avril (sauf Chine).",
|
||||
"affected_assets": '["SPY","QQQ","IWM","TLT","VXX","GLD","EURUSD=X"]', "impact_score": 0.92,
|
||||
},
|
||||
@@ -142,14 +142,14 @@ MACRO_EVENTS: List[Dict[str, Any]] = [
|
||||
{
|
||||
"name": "OPEP+ — Réduction surprise production -1.16M b/j",
|
||||
"start_date": "2023-04-02", "end_date": None,
|
||||
"level": "medium", "category": "macro",
|
||||
"level": "medium", "category": "event_calendar", "sub_type": "OPEC+",
|
||||
"description": "OPEP+ annonce réduction volontaire surprise de 1.16M barils/jour. Brent +8% en une séance. Crainte de relance inflationniste. Profite à XOM, ExxonMobil et à GLD (inflation). Mauvaise surprise pour les banques centrales.",
|
||||
"affected_assets": '["USO","XOM","GLD","EURUSD=X","SPY"]', "impact_score": 0.85,
|
||||
},
|
||||
{
|
||||
"name": "OPEP+ — Extension coupes production jusqu'à fin 2025",
|
||||
"start_date": "2024-11-05", "end_date": "2025-12-31",
|
||||
"level": "long", "category": "macro",
|
||||
"level": "long", "category": "event_calendar", "sub_type": "OPEC+",
|
||||
"description": "OPEP+ annonce extension des coupes de production jusqu'à fin 2025. Pétrole soutenu autour de 70-80$. Soutien pour les majors pétrolières. Impact modéré car compensé par hausse production US (schiste).",
|
||||
"affected_assets": '["USO","XOM","GLD","EEM"]', "impact_score": 0.70,
|
||||
},
|
||||
@@ -158,21 +158,21 @@ MACRO_EVENTS: List[Dict[str, Any]] = [
|
||||
{
|
||||
"name": "BOJ — Surprise élargissement YCC ±50pb (début fin des taux négatifs)",
|
||||
"start_date": "2022-12-20", "end_date": None,
|
||||
"level": "medium", "category": "macro",
|
||||
"level": "medium", "category": "event_calendar", "sub_type": "BOJ",
|
||||
"description": "BOJ surprend le marché en élargissant la bande de contrôle des taux (YCC) de ±25pb à ±50pb. Premier signe de la fin de la politique ultra-accommodante. Yen +3% instantanément. USD/JPY chute de 137 à 131.",
|
||||
"affected_assets": '["USDJPY=X","TLT","GLD","EFA"]', "impact_score": 0.85,
|
||||
},
|
||||
{
|
||||
"name": "BOJ — Fin des taux négatifs (ZIRP terminé)",
|
||||
"start_date": "2024-03-19", "end_date": None,
|
||||
"level": "long", "category": "macro",
|
||||
"level": "long", "category": "event_calendar", "sub_type": "BOJ",
|
||||
"description": "BOJ relève ses taux pour la première fois depuis 2007. Fin de la politique des taux négatifs (ZIRP). Taux 0-0.1%. Signal historique pour le yen. USD/JPY perd 1.5%. Carry trade commence à se dénouer progressivement.",
|
||||
"affected_assets": '["USDJPY=X","TLT","GLD","EFA","EURUSD=X"]', "impact_score": 0.88,
|
||||
},
|
||||
{
|
||||
"name": "BOJ — Hausse surprise +15pb (débâcle carry trade Yen)",
|
||||
"start_date": "2024-07-31", "end_date": "2024-08-05",
|
||||
"level": "medium", "category": "macro",
|
||||
"level": "medium", "category": "event_calendar", "sub_type": "BOJ",
|
||||
"description": "BOJ hausse ses taux à 0.25% surprise. Yen +7% en 48h. USD/JPY 161 → 141. Débâcle du carry trade yen: VIX spike à 65, SPY -8%, Nikkei -12%. Crise de liquidité brève mais intense. La plus forte correction des marchés de 2024.",
|
||||
"affected_assets": '["USDJPY=X","SPY","QQQ","VXX","GLD","EFA"]', "impact_score": 0.92,
|
||||
},
|
||||
@@ -181,21 +181,21 @@ MACRO_EVENTS: List[Dict[str, Any]] = [
|
||||
{
|
||||
"name": "Lancement ChatGPT — Révolution IA générative (OpenAI)",
|
||||
"start_date": "2022-11-30", "end_date": "2023-06-30",
|
||||
"level": "long", "category": "macro",
|
||||
"level": "long", "category": "fundamental", "sub_type": "Tech/IA",
|
||||
"description": "OpenAI lance ChatGPT. 1 million d'utilisateurs en 5 jours. Début de la révolution IA générative. Reclassification de NVIDIA comme infrastructure critique. Accélération des investissements capex IA des hyperscalers.",
|
||||
"affected_assets": '["NVDA","QQQ","AAPL","SPY"]', "impact_score": 0.95,
|
||||
},
|
||||
{
|
||||
"name": "NVIDIA Earnings — Guidance blow-out AI (H100 en pénurie)",
|
||||
"start_date": "2023-05-24", "end_date": None,
|
||||
"level": "medium", "category": "macro",
|
||||
"level": "medium", "category": "report", "sub_type": "Earnings",
|
||||
"description": "NVIDIA guide pour 11Md$ au Q2 2023 vs 7.2Md$ attendu. Catalyseur IA : la demande GPU H100 explose. NVDA +25% en une séance. Début du mega bull run IA. Entraîne QQQ et les valeurs tech.",
|
||||
"affected_assets": '["NVDA","QQQ","AAPL","SPY"]', "impact_score": 0.88,
|
||||
},
|
||||
{
|
||||
"name": "NVIDIA — Passage en trillion de dollars (capex IA hyperscalers)",
|
||||
"start_date": "2024-06-05", "end_date": None,
|
||||
"level": "medium", "category": "macro",
|
||||
"level": "medium", "category": "report", "sub_type": "Earnings",
|
||||
"description": "NVIDIA earnings record : revenus data center +427% YoY. L'IA capex des hyperscalers (Amazon, Microsoft, Google) explose. NVDA dépasse Apple brièvement en capitalisation. Confirmation du supercycle IA.",
|
||||
"affected_assets": '["NVDA","QQQ","AAPL","SPY"]', "impact_score": 0.85,
|
||||
},
|
||||
@@ -204,14 +204,14 @@ MACRO_EVENTS: List[Dict[str, Any]] = [
|
||||
{
|
||||
"name": "Approbation ETF Bitcoin spot US (BlackRock, Fidelity)",
|
||||
"start_date": "2024-01-10", "end_date": None,
|
||||
"level": "long", "category": "macro",
|
||||
"level": "long", "category": "fundamental", "sub_type": "Crypto",
|
||||
"description": "SEC approuve 11 ETF Bitcoin spot dont BlackRock (IBIT) et Fidelity (FBTC). Événement historique pour l'adoption institutionnelle du Bitcoin. BTC +20% en 2 semaines. Afflux de capitaux via ETF : >10Md$ en 1 mois.",
|
||||
"affected_assets": '["BTC-USD","SPY"]', "impact_score": 0.92,
|
||||
},
|
||||
{
|
||||
"name": "Halving Bitcoin 2024 — Réduction récompense de bloc 50%",
|
||||
"start_date": "2024-04-20", "end_date": None,
|
||||
"level": "medium", "category": "macro",
|
||||
"level": "medium", "category": "fundamental", "sub_type": "Crypto",
|
||||
"description": "4e halving Bitcoin : récompense mineurs passe de 6.25 à 3.125 BTC. Offre réduite de 50%. Catalyseur historique de bull markets. Combiné aux ETF, pression acheteuse sur BTC s'intensifie.",
|
||||
"affected_assets": '["BTC-USD"]', "impact_score": 0.80,
|
||||
},
|
||||
@@ -220,7 +220,7 @@ MACRO_EVENTS: List[Dict[str, Any]] = [
|
||||
{
|
||||
"name": "Effondrement Silicon Valley Bank (SVB) — Crise bancaire US",
|
||||
"start_date": "2023-03-10", "end_date": "2023-03-31",
|
||||
"level": "medium", "category": "geopolitique",
|
||||
"level": "medium", "category": "geopolitical",
|
||||
"description": "SVB fait faillite, la 2e plus grande banque US à s'effondrer. Panique bancaire régionale. Crédit Suisse sous pression (repris par UBS). Fed crée BTFP pour fournir liquidités. IWM et HYG sous pression. GLD refuge.",
|
||||
"affected_assets": '["GLD","IWM","HYG","VXX","TLT","SPY"]', "impact_score": 0.88,
|
||||
},
|
||||
@@ -229,14 +229,14 @@ MACRO_EVENTS: List[Dict[str, Any]] = [
|
||||
{
|
||||
"name": "Xi Jinping — 3e mandat historique (Congrès PCC)",
|
||||
"start_date": "2022-10-16", "end_date": None,
|
||||
"level": "long", "category": "geopolitique",
|
||||
"level": "long", "category": "geopolitical",
|
||||
"description": "Congrès du PCC confirme Xi Jinping pour un 3e mandat sans précédent. Consolidation du pouvoir. Inquiétudes sur l'économie Chine, immobilier (Evergrande), politique Zéro Covid. EEM sous forte pression. Dollar Offshore CNH affaibli.",
|
||||
"affected_assets": '["EEM","AAPL","QQQ","EURUSD=X"]', "impact_score": 0.80,
|
||||
},
|
||||
{
|
||||
"name": "Stimulus Chine — PBOC annonce relance économique massive",
|
||||
"start_date": "2024-09-24", "end_date": "2024-10-31",
|
||||
"level": "medium", "category": "macro",
|
||||
"level": "medium", "category": "fundamental", "sub_type": "PBOC",
|
||||
"description": "PBOC annonce un package de relance économique surprise : baisse RRR, soutien immobilier, liquidités injectées. EEM +15% en 10 jours. Cuivre, pétrole, matières premières en hausse. Signal de redémarrage Chine.",
|
||||
"affected_assets": '["EEM","USO","GLD","SLV","EURUSD=X"]', "impact_score": 0.85,
|
||||
},
|
||||
|
||||
@@ -130,18 +130,6 @@ const DRIVER_TYPE_CFG: Record<string, { short: string; tw: string }> = {
|
||||
technical: { short: 'Tech.', tw: 'text-cyan-400 bg-cyan-900/30 border-cyan-700/30' },
|
||||
}
|
||||
|
||||
function DriverTypeBadge({ type }: { type?: string }) {
|
||||
if (!type) return null
|
||||
const cfg = DRIVER_TYPE_CFG[type]
|
||||
if (!cfg) return null
|
||||
return (
|
||||
<span className={clsx('text-xs px-1 py-0 rounded border leading-none', cfg.tw)}
|
||||
style={{ fontSize: 8, paddingTop: 1, paddingBottom: 1 }}>
|
||||
{cfg.short}
|
||||
</span>
|
||||
)
|
||||
}
|
||||
|
||||
// ── Macro regime colour mapping ───────────────────────────────────────────────
|
||||
|
||||
const MACRO_COLOR_MAP: Record<string, string> = {
|
||||
@@ -519,135 +507,59 @@ function NarrativeCard({ narrative, loading, onLoad, instrument }: {
|
||||
)
|
||||
}
|
||||
|
||||
// ── EventTimelineStrip — by drivers ──────────────────────────────────────────
|
||||
// ── EventStarsStrip — étoiles au-dessus du graphe ────────────────────────────
|
||||
|
||||
const DRIVER_PALETTE = [
|
||||
{ bg: 'bg-violet-800/60', border: 'border-violet-700/60', text: 'text-violet-100', label: 'text-violet-400' },
|
||||
{ bg: 'bg-blue-800/60', border: 'border-blue-700/60', text: 'text-blue-100', label: 'text-blue-400' },
|
||||
{ bg: 'bg-emerald-800/60', border: 'border-emerald-700/60', text: 'text-emerald-100', label: 'text-emerald-400' },
|
||||
{ bg: 'bg-amber-800/60', border: 'border-amber-700/60', text: 'text-amber-100', label: 'text-amber-400' },
|
||||
]
|
||||
|
||||
function eventMatchesDriver(ev: SnapshotEvent, keywords: string[]): boolean {
|
||||
const text = `${ev.title} ${ev.description ?? ''} ${ev.category ?? ''}`.toLowerCase()
|
||||
return keywords.some(kw => text.includes(kw.toLowerCase()))
|
||||
const CAT_STAR_COLORS: Record<string, string> = {
|
||||
event_calendar: '#f59e0b', // amber
|
||||
geopolitical: '#ef4444', // red
|
||||
fundamental: '#10b981', // emerald
|
||||
report: '#3b82f6', // blue
|
||||
sentiment: '#8b5cf6', // violet
|
||||
technical: '#06b6d4', // cyan
|
||||
}
|
||||
|
||||
function EventTimelineStrip({
|
||||
events, priceData, drivers, selectedDate,
|
||||
function EventStarsStrip({
|
||||
events, priceData,
|
||||
}: {
|
||||
events: SnapshotEvent[]; priceData: PriceCandle[]; drivers: Driver[]; selectedDate: string | null
|
||||
events: SnapshotEvent[]
|
||||
priceData: PriceCandle[]
|
||||
}) {
|
||||
if (priceData.length < 2) return null
|
||||
if (priceData.length < 2 || events.length === 0) return null
|
||||
|
||||
const chartStart = dateToMs(priceData[0].time)
|
||||
const chartEnd = dateToMs(priceData[priceData.length - 1].time)
|
||||
const totalMs = chartEnd - chartStart
|
||||
if (totalMs <= 0) return null
|
||||
|
||||
function leftPct(d: string) { return Math.max(0, Math.min(99, ((dateToMs(d) - chartStart) / totalMs) * 100)) }
|
||||
function widthPct(start: string, end: string | null): number {
|
||||
const endMs = end ? dateToMs(end) : dateToMs(start) + totalMs * 0.03
|
||||
return Math.min(100, Math.max(0.4, ((endMs - dateToMs(start)) / totalMs) * 100))
|
||||
function leftPct(d: string) {
|
||||
return Math.max(0.5, Math.min(98.5, ((dateToMs(d) - chartStart) / totalMs) * 100))
|
||||
}
|
||||
|
||||
const topDrivers = [...drivers].sort((a, b) => b.weight - a.weight).slice(0, 4)
|
||||
|
||||
const allKeywords = topDrivers.flatMap(d => d.keywords ?? [])
|
||||
const matchedAnyIdxs = new Set(
|
||||
events.map((ev, i) => eventMatchesDriver(ev, allKeywords) ? i : -1).filter(i => i >= 0)
|
||||
)
|
||||
const unmatchedEvs = events.filter((_ev, i) => !matchedAnyIdxs.has(i))
|
||||
|
||||
// Cursor position for the selected date
|
||||
const cursorLeft = selectedDate ? leftPct(selectedDate) : null
|
||||
|
||||
return (
|
||||
<div className="bg-dark-900/40 rounded-xl border border-slate-700/40 px-4 py-3">
|
||||
<div className="text-xs text-slate-500 uppercase tracking-wide mb-2.5">Événements par driver</div>
|
||||
<div className="space-y-1.5">
|
||||
{topDrivers.map((driver, di) => {
|
||||
const cols = DRIVER_PALETTE[di % DRIVER_PALETTE.length]
|
||||
const matchedEvs = events.filter(ev => eventMatchesDriver(ev, driver.keywords ?? []))
|
||||
return (
|
||||
<div key={driver.key} className="flex items-center gap-2 h-6">
|
||||
<div className="flex items-center gap-1 shrink-0 w-28">
|
||||
<span className={clsx('text-xs font-semibold truncate', cols.label)}
|
||||
style={{ fontSize: 10 }} title={driver.label}>
|
||||
{driver.label}
|
||||
</span>
|
||||
<DriverTypeBadge type={driver.type} />
|
||||
</div>
|
||||
<div className="relative flex-1 h-full" style={{ paddingRight: 62 }}>
|
||||
{matchedEvs.map((ev, i) => {
|
||||
const left = leftPct(ev.date)
|
||||
const width = widthPct(ev.date, ev.end_date)
|
||||
return (
|
||||
<div key={i}
|
||||
title={`${ev.title}\n${ev.date}${ev.end_date ? ' → ' + ev.end_date : ''}\n${ev.description ?? ''}`}
|
||||
className={clsx('absolute top-0 h-full rounded border overflow-hidden', cols.bg, cols.border)}
|
||||
style={{ left: `${left}%`, width: `${width}%` }}
|
||||
>
|
||||
{width > 3 && (
|
||||
<span className={clsx('absolute inset-0 flex items-center px-1 truncate pointer-events-none', cols.text)}
|
||||
style={{ fontSize: 9 }}>
|
||||
{ev.title}
|
||||
</span>
|
||||
)}
|
||||
</div>
|
||||
)
|
||||
})}
|
||||
{matchedEvs.length === 0 && (
|
||||
<div className="absolute inset-0 flex items-center">
|
||||
<div className="w-full border-t border-dashed border-slate-700/30" />
|
||||
</div>
|
||||
)}
|
||||
{/* Vertical cursor for selected date */}
|
||||
{cursorLeft !== null && (
|
||||
<div
|
||||
className="absolute top-0 bottom-0 w-px bg-white/50 z-20 pointer-events-none"
|
||||
style={{ left: `${cursorLeft}%` }}
|
||||
/>
|
||||
)}
|
||||
</div>
|
||||
</div>
|
||||
)
|
||||
})}
|
||||
|
||||
{/* Fallback row: events not matched by any driver keyword */}
|
||||
{unmatchedEvs.length > 0 && (
|
||||
<div className="flex items-center gap-2 h-6">
|
||||
<span className="text-xs font-semibold shrink-0 truncate w-28 text-slate-500"
|
||||
style={{ fontSize: 10 }}>Signaux tech.</span>
|
||||
<div className="relative flex-1 h-full" style={{ paddingRight: 62 }}>
|
||||
{unmatchedEvs.map((ev, i) => {
|
||||
const left = leftPct(ev.date)
|
||||
const width = widthPct(ev.date, ev.end_date)
|
||||
return (
|
||||
<div key={i}
|
||||
title={`${ev.title}\n${ev.date}${ev.end_date ? ' → ' + ev.end_date : ''}\n${ev.description ?? ''}`}
|
||||
className="absolute top-0 h-full rounded border overflow-hidden bg-slate-700/40 border-slate-600/40"
|
||||
style={{ left: `${left}%`, width: `${width}%` }}
|
||||
>
|
||||
{width > 3 && (
|
||||
<span className="absolute inset-0 flex items-center px-1 truncate pointer-events-none text-slate-400"
|
||||
style={{ fontSize: 9 }}>
|
||||
{ev.title}
|
||||
</span>
|
||||
)}
|
||||
</div>
|
||||
)
|
||||
})}
|
||||
{cursorLeft !== null && (
|
||||
<div
|
||||
className="absolute top-0 bottom-0 w-px bg-white/50 z-20 pointer-events-none"
|
||||
style={{ left: `${cursorLeft}%` }}
|
||||
/>
|
||||
)}
|
||||
</div>
|
||||
</div>
|
||||
)}
|
||||
</div>
|
||||
<div className="relative" style={{ height: 28, paddingRight: 62 }}>
|
||||
{events.map((ev, i) => {
|
||||
const left = leftPct(ev.date)
|
||||
const color = CAT_STAR_COLORS[ev.category] ?? '#94a3b8'
|
||||
const score = ev.impact_score ?? 0.5
|
||||
const size = score >= 0.8 ? 16 : score >= 0.6 ? 13 : 11
|
||||
return (
|
||||
<span
|
||||
key={i}
|
||||
className="absolute -translate-x-1/2 select-none cursor-default transition-transform hover:scale-150"
|
||||
style={{
|
||||
left: `${left}%`,
|
||||
bottom: 2,
|
||||
fontSize: size,
|
||||
color,
|
||||
lineHeight: 1,
|
||||
filter: `drop-shadow(0 0 3px ${color}60)`,
|
||||
}}
|
||||
title={`${ev.title}\n${ev.date}${ev.end_date ? ' → ' + ev.end_date : ''}\n${ev.description ?? ''}`}
|
||||
>
|
||||
★
|
||||
</span>
|
||||
)
|
||||
})}
|
||||
</div>
|
||||
)
|
||||
}
|
||||
@@ -1003,6 +915,11 @@ export default function InstrumentDashboard() {
|
||||
{/* ── Content ── */}
|
||||
{!loading && snapshot && (
|
||||
<>
|
||||
<EventStarsStrip
|
||||
events={snapshot.events}
|
||||
priceData={snapshot.price_data}
|
||||
/>
|
||||
|
||||
<InstrumentChart
|
||||
priceData={snapshot.price_data}
|
||||
indicators={snapshot.indicators}
|
||||
@@ -1011,13 +928,6 @@ export default function InstrumentDashboard() {
|
||||
onDateHover={handleDateHover}
|
||||
/>
|
||||
|
||||
<EventTimelineStrip
|
||||
events={snapshot.events}
|
||||
priceData={snapshot.price_data}
|
||||
drivers={activeDrivers}
|
||||
selectedDate={effectiveDate}
|
||||
/>
|
||||
|
||||
{/* Date badge */}
|
||||
<div className="flex items-center gap-2">
|
||||
<div className={clsx(
|
||||
|
||||
Reference in New Issue
Block a user