feat: instrument model

2026-07-03 11:00:23 +02:00
parent 5381b3fb92
commit 8f51e0de7b
3 changed files with 80 additions and 18 deletions
--- a/backend/routers/instrument_models.py
+++ b/backend/routers/instrument_models.py
@@ -37,6 +37,7 @@ class VirtualEvent(BaseModel):
 class WhatIfBody(BaseModel):
    period: str = "1y"
    virtual_events: List[VirtualEvent] = []
+    start_date: Optional[str] = None


 class CalibrateBody(BaseModel):
@@ -192,10 +193,26 @@ def get_price_history(
        conn.close()


+def _ph_period(start_date: Optional[str], fallback_period: str) -> str:
+    """Compute the price-history period string needed to cover start_date → today."""
+    if not start_date:
+        return fallback_period
+    try:
+        from datetime import datetime as _dt
+        days = (_dt.utcnow().date() - _dt.fromisoformat(start_date[:10]).date()).days + 10
+        for p, d in [("5d", 7), ("1mo", 35), ("3mo", 95), ("6mo", 190), ("1y", 370), ("2y", 740)]:
+            if days <= d:
+                return p
+        return "2y"
+    except Exception:
+        return fallback_period
+
+
@router.get("/{instrument}/timeline")
 def get_instrument_timeline(
    instrument: str,
-    period: str = Query("1y", description="5d|1mo|3mo|6mo|1y|2y"),
+    period:     str           = Query("1y",  description="5d|1mo|3mo|6mo|1y|2y"),
+    start_date: Optional[str] = Query(None,  description="Date de début ISO (override period)"),
 ) -> List[Dict[str, Any]]:
    """Simulation jour par jour de tous les nœuds du modèle sur la période."""
    from services.database import get_conn
@@ -203,9 +220,8 @@ def get_instrument_timeline(
    from services.price_history import get_price_history
    conn = get_conn()
    try:
-        # Pré-peupler le cache prix pour que l'auto-anchor ait les données disponibles
-        get_price_history(conn, instrument.upper(), period)
-        data = simulate_timeline(conn, instrument.upper(), period)
+        get_price_history(conn, instrument.upper(), _ph_period(start_date, period))
+        data = simulate_timeline(conn, instrument.upper(), period, start_date=start_date)
        if not data:
            raise HTTPException(status_code=404, detail=f"Modèle introuvable pour {instrument.upper()}")
        return data
@@ -224,10 +240,12 @@ def timeline_whatif(
    from services.price_history import get_price_history
    conn = get_conn()
    try:
-        # Garantir que le cache prix est disponible pour l'auto-anchor
-        get_price_history(conn, instrument.upper(), body.period)
+        get_price_history(conn, instrument.upper(), _ph_period(body.start_date, body.period))
        ve_list = [ve.dict() for ve in body.virtual_events]
-        data = simulate_timeline(conn, instrument.upper(), body.period, virtual_events=ve_list)
+        data = simulate_timeline(
+            conn, instrument.upper(), body.period,
+            virtual_events=ve_list, start_date=body.start_date
+        )
        if not data:
            raise HTTPException(status_code=404, detail=f"Modèle introuvable pour {instrument.upper()}")
        return data
--- a/backend/services/instrument_models.py
+++ b/backend/services/instrument_models.py
@@ -1015,12 +1015,14 @@ def get_model_state(conn, instrument: str, at_date: Optional[str] = None) -> Opt
 def simulate_timeline(
    conn, instrument: str, period: str = "1y",
    virtual_events: Optional[list] = None,
+    start_date: Optional[str] = None,
 ) -> list[dict]:
    """
    Simulate all node values day by day over the period.
    Returns [{date, nodes: {id: value}, net_pips}].
    Uses lifecycle (rise/plateau/decay) for event contributions.
    Manual overrides are static (applied uniformly across the period).
+    start_date overrides the period-based date_from when provided.
    """
    inst_upper = instrument.upper()
    row = conn.execute(
@@ -1033,9 +1035,15 @@ def simulate_timeline(
    output_id = graph_def["output_node"]

    period_days = {"5d":7,"1mo":35,"3mo":95,"6mo":190,"1y":370,"2y":740}
-    lookback = period_days.get(period, 370)
-    today    = datetime.utcnow().date()
-    date_from = today - timedelta(days=lookback)
+    lookback  = period_days.get(period, 370)
+    today     = datetime.utcnow().date()
+    if start_date:
+        try:
+            date_from = date_type.fromisoformat(start_date[:10])
+        except ValueError:
+            date_from = today - timedelta(days=lookback)
+    else:
+        date_from = today - timedelta(days=lookback)

    # Load overrides (static)
    overrides = {r["node_id"]: dict(r) for r in conn.execute(
@@ -1107,6 +1115,10 @@ def simulate_timeline(
        for ev in events:
            if ev["ev_date"] > cur:
                continue
+            if ev["ev_date"] < date_from:
+                # Events avant la fenêtre ne portent pas de lifecycle dans la simu
+                # (leur impact est absorbé dans l'auto-anchor du prix de départ)
+                continue
            days = (cur - ev["ev_date"]).days
            df   = _lifecycle(days, ev["rise"], ev["plateau"], ev["absorption"], ev["dtype"])
            if df < 0.01:
--- a/frontend/src/pages/InstrumentModels.tsx
+++ b/frontend/src/pages/InstrumentModels.tsx
@@ -870,6 +870,7 @@ function newVirtualEvent(): VirtualEventForm {

 function TimelineView({ instrument }: { instrument: string }) {
  const [period, setPeriod]         = useState<Period>('3mo')
+  const [startDate, setStartDate]   = useState<string | null>(null)  // override period-based start
  const [data, setData]             = useState<TimelinePoint[]>([])
  const [realPrices, setRealPrices] = useState<PricePoint[]>([])
  const [loading, setLoading]       = useState(false)
@@ -910,7 +911,8 @@ function TimelineView({ instrument }: { instrument: string }) {
  useEffect(() => {
    setLoading(true)
    setWhatifData(null)
-    api.get<TimelinePoint[]>(`/instrument-models/${instrument}/timeline?period=${period}`)
+    const sdParam = startDate ? `&start_date=${startDate}` : ''
+    api.get<TimelinePoint[]>(`/instrument-models/${instrument}/timeline?period=${period}${sdParam}`)
      .then(r => {
        const pts = r.data
        setData(pts)
@@ -921,14 +923,23 @@ function TimelineView({ instrument }: { instrument: string }) {
      })
      .catch(() => setData([]))
      .finally(() => setLoading(false))
-  }, [instrument, period])
+  }, [instrument, period, startDate])

-  // Load real price history
+  // Load real price history — compute the right period when a custom startDate is set
  useEffect(() => {
-    api.get<{ prices: PricePoint[] }>(`/instrument-models/${instrument}/price-history?period=${period}`)
+    const phPeriod = startDate ? (() => {
+      const days = Math.ceil((Date.now() - new Date(startDate).getTime()) / 86_400_000) + 10
+      if (days <= 7)   return '5d'
+      if (days <= 35)  return '1mo'
+      if (days <= 95)  return '3mo'
+      if (days <= 190) return '6mo'
+      if (days <= 370) return '1y'
+      return '2y'
+    })() : period
+    api.get<{ prices: PricePoint[] }>(`/instrument-models/${instrument}/price-history?period=${phPeriod}`)
      .then(r => setRealPrices(r.data.prices || []))
      .catch(() => setRealPrices([]))
-  }, [instrument, period])
+  }, [instrument, period, startDate])

  // Draw canvas
  useEffect(() => {
@@ -1109,6 +1120,7 @@ function TimelineView({ instrument }: { instrument: string }) {
    try {
      const r = await api.post<TimelinePoint[]>(`/instrument-models/${instrument}/timeline-whatif`, {
        period,
+        start_date: startDate ?? undefined,
        virtual_events: activeVirtuals.map(ve => ({
          date:            ve.date,
          category:        ve.category,
@@ -1136,12 +1148,29 @@ function TimelineView({ instrument }: { instrument: string }) {
      {/* Controls */}
      <div className="flex items-center gap-2 flex-wrap">
        {PERIODS.map(p => (
-          <button key={p} onClick={() => setPeriod(p)}
+          <button key={p} onClick={() => { setPeriod(p); setStartDate(null) }}
            className={clsx('px-2 py-1 rounded text-xs font-medium transition-colors',
-              period === p ? 'bg-blue-600 text-white' : 'bg-dark-700 text-slate-400 hover:text-white')}>
+              period === p && !startDate ? 'bg-blue-600 text-white' : 'bg-dark-700 text-slate-400 hover:text-white')}>
            {p}
          </button>
        ))}
+        {/* Custom start date */}
+        <div className="flex items-center gap-1 ml-1">
+          <span className="text-xs text-slate-500">depuis</span>
+          <input
+            type="date"
+            value={startDate ?? ''}
+            max={new Date().toISOString().slice(0, 10)}
+            onChange={e => setStartDate(e.target.value || null)}
+            className={clsx(
+              'bg-dark-700 border rounded px-1.5 py-0.5 text-xs focus:outline-none transition-colors',
+              startDate ? 'border-blue-600/50 text-blue-300' : 'border-slate-700/40 text-slate-500'
+            )}
+          />
+          {startDate && (
+            <button onClick={() => setStartDate(null)} className="text-slate-500 hover:text-slate-300 text-xs">✕</button>
+          )}
+        </div>
        <div className="ml-2 flex gap-1.5">
          <button onClick={() => setShowPips(v => !v)}
            className={clsx('px-2 py-1 rounded text-xs border transition-all',
@@ -1227,8 +1256,11 @@ function TimelineView({ instrument }: { instrument: string }) {
                onClick={async () => {
                  setImportingCal(true)
                  try {
+                    const daysBack = startDate
+                      ? Math.ceil((Date.now() - new Date(startDate).getTime()) / 86_400_000) + 5
+                      : 365
                    const r = await api.get<CalendarEvent[]>(
-                      `/instrument-models/${instrument}/calendar-events?days_back=365&days_forward=90`
+                      `/instrument-models/${instrument}/calendar-events?days_back=${daysBack}&days_forward=90`
                    )
                    const imported: VirtualEventForm[] = r.data.map((ev, i) => ({
                      id:              `ff_${ev.date}_${ev.currency}_${i}`,