feat: macro gauge DB + regime triggers + date-aware instrument snapshot
DB: - New table macro_gauge_snapshots (daily snapshot of all 28+ gauges + dominant + scores) - save_macro_gauge_snapshot / get_macro_gauge_snapshot_at / get_macro_gauge_history - Auto-save once per calendar day on every macro-regime fetch (not just force=True) API: - GET /api/market/macro-gauges/at?date=YYYY-MM-DD — nearest snapshot ≤ date - GET /api/market/macro-gauges/history?days=N Detector (_check_macro_gauges in Eco Desk): - Regime transition events (goldilocks→stagflation etc.) with severity scoring - Yield curve inversion / désinversion (slope_10y3m sign change) - DXY shock (% change over lookback window) - Credit stress (HYG drop threshold) - Gold/Copper ratio regime crossings InstrumentDashboard: - macroAtDate state: fetches /api/market/macro-gauges/at when crosshair date ≠ last date - RegimeCard uses historical macro regime when on a past date - MacroGaugePanel: full breakdown of all gauges by bloc (liquidité, crédit, énergie...) visible only when on a historical date — shows value + change_pct + regime scores bar AIDesks: added fundamental + sentiment to AIDesk type Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
OpenSquared
@@ -24,7 +24,7 @@ interface SignalDef {
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interface AIDesk {
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id?: number
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name: string
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type: 'news' | 'technical' | 'eco' | 'report'
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type: 'news' | 'fundamental' | 'technical' | 'eco' | 'report' | 'sentiment'
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active: boolean
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system_prompt: string
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instruments: string[]
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@@ -56,6 +56,18 @@ interface MacroRegime {
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asset_bias: Record<string, any>
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}
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interface GaugeValue {
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id: string; label: string; value: number | null; change_pct: number | null
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unit: string; bloc: string; note?: string
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}
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interface MacroGaugeSnap {
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snapshot_date: string
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dominant: string
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regime_scores: Record<string, number>
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gauges: Record<string, GaugeValue>
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}
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interface Snapshot {
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instrument: InstrumentConfig
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price_data: PriceCandle[]
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@@ -621,6 +633,118 @@ function DriversPanel({ instrumentId, drivers, onSave, onClose }: {
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)
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}
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// ── Macro gauge helpers ───────────────────────────────────────────────────────
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const SCENARIO_META: Record<string, { label: string; emoji: string; color: string }> = {
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goldilocks: { label: 'Goldilocks', emoji: '🟢', color: '#10b981' },
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desinflation: { label: 'Désinflation', emoji: '🔵', color: '#3b82f6' },
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soft_landing: { label: 'Soft Landing', emoji: '🔷', color: '#06b6d4' },
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reflation: { label: 'Reflation', emoji: '🟠', color: '#f97316' },
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stagflation: { label: 'Stagflation', emoji: '🟡', color: '#f59e0b' },
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inflation_shock: { label: 'Choc Inflationniste', emoji: '🔥', color: '#dc2626' },
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recession: { label: 'Récession', emoji: '🔴', color: '#ef4444' },
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crise_liquidite: { label: 'Crise de liquidité', emoji: '🟣', color: '#7c3aed' },
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incertain: { label: 'Incertain', emoji: '⬜', color: '#64748b' },
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}
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function snapToMacroRegime(snap: MacroGaugeSnap): MacroRegime {
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const scores = snap.regime_scores ?? {}
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const meta = SCENARIO_META[snap.dominant] ?? SCENARIO_META.incertain
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const ranked = Object.entries(scores)
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.sort(([, a], [, b]) => b - a)
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.map(([k]) => k)
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return {
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dominant: snap.dominant,
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label: meta.label,
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color: meta.color,
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emoji: meta.emoji,
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scores,
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ranked,
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asset_bias: {},
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}
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}
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const BLOC_LABELS: Record<string, string> = {
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liquidite: 'Liquidité / Taux',
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credit: 'Crédit / Vol',
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energie: 'Énergie',
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metaux: 'Métaux',
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croissance: 'Croissance US',
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secteurs: 'Secteurs',
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volatilite: 'Volatilité surf.',
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global: 'Global / EM',
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forex_ro: 'Forex Risk-Off',
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derive: 'Dérivés',
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}
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function MacroGaugePanel({ snap, dateLabel }: { snap: MacroGaugeSnap; dateLabel: string }) {
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const byBloc: Record<string, GaugeValue[]> = {}
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for (const g of Object.values(snap.gauges)) {
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if (g.value === null && g.change_pct === null) continue
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const b = g.bloc ?? 'derive'
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if (!byBloc[b]) byBloc[b] = []
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byBloc[b].push(g)
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}
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const meta = SCENARIO_META[snap.dominant] ?? SCENARIO_META.incertain
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return (
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<div className="bg-dark-800/60 rounded-xl border border-slate-700/30 p-4 space-y-3">
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<div className="flex items-center justify-between">
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<div className="flex items-center gap-2">
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<span className="text-base">{meta.emoji}</span>
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<span className="text-sm font-semibold text-white">{meta.label}</span>
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<span className="text-xs text-slate-500">— contexte macro au {dateLabel}</span>
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</div>
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<span className="text-xs text-slate-600">{snap.snapshot_date}</span>
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</div>
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{/* Regime scores mini bar */}
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<div className="flex gap-1 h-1.5">
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{Object.entries(snap.regime_scores)
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.sort(([,a],[,b]) => b - a)
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.slice(0, 6)
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.map(([k, v]) => (
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<div key={k} title={`${SCENARIO_META[k]?.label ?? k}: ${(v*100).toFixed(0)}%`}
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style={{ width: `${v*100}%`, background: SCENARIO_META[k]?.color ?? '#64748b' }}
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className="rounded-full transition-all"
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/>
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))}
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</div>
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{/* Gauges by bloc */}
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<div className="grid grid-cols-2 gap-x-6 gap-y-3">
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{Object.entries(byBloc).map(([bloc, gauges]) => (
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<div key={bloc}>
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<div className="text-xs text-slate-600 uppercase tracking-wide mb-1">{BLOC_LABELS[bloc] ?? bloc}</div>
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<div className="space-y-0.5">
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{gauges.map(g => (
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<div key={g.id} className="flex items-center justify-between text-xs">
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<span className="text-slate-400 truncate max-w-[120px]" title={g.label}>{g.label}</span>
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<div className="flex items-center gap-2">
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{g.value !== null && (
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<span className="text-white font-mono">
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{g.unit === '%' ? g.value.toFixed(2) + '%'
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: g.unit === 'pts' ? g.value.toFixed(1)
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: g.unit === 'ratio' ? g.value.toFixed(3)
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: g.value.toFixed(2)}
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</span>
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)}
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{g.change_pct !== null && g.change_pct !== undefined && (
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<span className={clsx('font-mono', g.change_pct >= 0 ? 'text-emerald-400' : 'text-red-400')}>
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{g.change_pct >= 0 ? '+' : ''}{g.change_pct.toFixed(1)}%
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</span>
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)}
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</div>
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</div>
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))}
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</div>
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</div>
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))}
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</div>
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</div>
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)
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}
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// ── Main page ─────────────────────────────────────────────────────────────────
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const PERIODS = [
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@@ -641,6 +765,7 @@ export default function InstrumentDashboard() {
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const [selectedDate, setSelectedDate] = useState<string | null>(null)
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const [editDrivers, setEditDrivers] = useState(false)
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const [localDrivers, setLocalDrivers] = useState<Driver[] | null>(null)
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const [macroAtDate, setMacroAtDate] = useState<MacroGaugeSnap | null>(null)
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const instrumentId = id.toUpperCase()
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@@ -655,6 +780,7 @@ export default function InstrumentDashboard() {
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setSelectedDate(null)
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setLocalDrivers(null)
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setEditDrivers(false)
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setMacroAtDate(null)
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api.get(`/instruments/${instrumentId}/snapshot?period=${period}`)
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.then(r => {
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setSnapshot(r.data)
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@@ -691,6 +817,16 @@ export default function InstrumentDashboard() {
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return { priceMap, indMap, sortedDates, dateIndex }
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}, [snapshot])
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// Fetch macro gauge context when crosshair date changes (after sortedDates is available)
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useEffect(() => {
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if (!selectedDate || !sortedDates.length) return
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const isLast = selectedDate === sortedDates[sortedDates.length - 1]
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if (isLast) { setMacroAtDate(null); return }
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api.get(`/market/macro-gauges/at?date=${selectedDate}`)
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.then(r => { if (r.data?.snapshot_date) setMacroAtDate(r.data) })
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.catch(() => {})
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}, [selectedDate, sortedDates])
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const effectiveDate = useMemo(() => {
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if (selectedDate && dateIndex[selectedDate] !== undefined) return selectedDate
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return sortedDates[sortedDates.length - 1] ?? null
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@@ -882,7 +1018,7 @@ export default function InstrumentDashboard() {
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<div className="grid grid-cols-3 gap-4">
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<RegimeCard
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regime={snapshot.regime}
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macroRegime={snapshot.macro_regime ?? null}
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macroRegime={macroAtDate ? snapToMacroRegime(macroAtDate) : (snapshot.macro_regime ?? null)}
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signalsAt={dateSignals}
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dateLabel={dateLabel}
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/>
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@@ -896,6 +1032,11 @@ export default function InstrumentDashboard() {
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/>
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</div>
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{/* Macro gauge detail panel — shown when on a historical date */}
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{macroAtDate && (
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<MacroGaugePanel snap={macroAtDate} dateLabel={dateLabel} />
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)}
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{editDrivers && (
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<DriversPanel
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instrumentId={instrumentId}
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