feat: instrument model

2026-07-03 11:55:51 +02:00
parent 352fd48e46
commit 90f894e5c6
2 changed files with 128 additions and 3 deletions
--- a/backend/services/instrument_models.py
+++ b/backend/services/instrument_models.py
@@ -1112,6 +1112,7 @@ def simulate_timeline(
    while cur <= today:
        # Accumule les events virtuels (What-if) actifs ce jour
        ev_by_cat: dict[str, float] = {}
+        active_events_detail: list[dict] = []
        for ev in events:
            if ev["ev_date"] > cur:
                continue
@@ -1123,8 +1124,17 @@ def simulate_timeline(
            df   = _lifecycle(days, ev["rise"], ev["plateau"], ev["absorption"], ev["dtype"])
            if df < 0.01:
                continue
-            cat = ev["category"]
-            ev_by_cat[cat] = ev_by_cat.get(cat, 0.0) + round(ev["pips"] * df, 2)
+            cat          = ev["category"]
+            contribution = round(ev["pips"] * df, 2)
+            ev_by_cat[cat] = ev_by_cat.get(cat, 0.0) + contribution
+            active_events_detail.append({
+                "label":            ev["label"],
+                "pips":             ev["pips"],
+                "lifecycle_factor": round(df, 3),
+                "contribution":     contribution,
+                "date":             str(ev["ev_date"]),
+                "category":         cat,
+            })

        if ev_by_cat:
            # Des events virtuels sont actifs → recalcul complet avec régime
@@ -1149,6 +1159,7 @@ def simulate_timeline(
            "synthetic_price":   round(price_intercept + start_offset + net * pip_to_price, 6),
            "regime":            regime_label,
            "nodes":             {k: round(float(v), 1) for k, v in vals.items()},
+            "active_events":     active_events_detail,
        })
        cur += timedelta(days=1)

--- a/frontend/src/pages/InstrumentModels.tsx
+++ b/frontend/src/pages/InstrumentModels.tsx
@@ -74,6 +74,15 @@ interface ModelState {
  event_details: Record<string, EventDetail[]>
 }

+interface ActiveEvent {
+  label: string
+  pips: number
+  lifecycle_factor: number
+  contribution: number
+  date: string
+  category: string
+}
+
 interface TimelinePoint {
  date: string
  net_pips: number
@@ -83,6 +92,7 @@ interface TimelinePoint {
  synthetic_price: number
  regime?: string
  nodes: Record<string, number>
+  active_events?: ActiveEvent[]
 }

 interface PricePoint {
@@ -891,6 +901,8 @@ function TimelineView({ instrument }: { instrument: string }) {
  const [filterSurprise, setFilterSurprise] = useState(false)
  const [filterMinPips,  setFilterMinPips]  = useState(0)
  const canvasRef                   = useRef<HTMLCanvasElement>(null)
+  const [hoverIdx, setHoverIdx]     = useState<number | null>(null)
+  const [hoverX,   setHoverX]       = useState<number | null>(null)   // CSS px, for crosshair

  const activeData = whatifData ?? data

@@ -1114,6 +1126,19 @@ function TimelineView({ instrument }: { instrument: string }) {

  }, [activeData, realPrices, showReal, showFund, showPips, shownLayers, virtuals, whatifData])

+  function handleCanvasMouseMove(e: React.MouseEvent<HTMLCanvasElement>) {
+    const canvas = canvasRef.current
+    if (!canvas || activeData.length === 0) return
+    const rect = canvas.getBoundingClientRect()
+    const cssX  = e.clientX - rect.left
+    const mL = 64, mR = 16
+    const cW = rect.width - mL - mR
+    const rawIdx = ((cssX - mL) / cW) * (activeData.length - 1)
+    const idx = Math.max(0, Math.min(activeData.length - 1, Math.round(rawIdx)))
+    setHoverIdx(idx)
+    setHoverX(cssX)
+  }
+
  async function runWhatIf() {
    if (activeVirtuals.length === 0) return
    setWhatifLoading(true)
@@ -1212,7 +1237,19 @@ function TimelineView({ instrument }: { instrument: string }) {

      {/* Canvas */}
      <div className="rounded-lg bg-dark-900/50 border border-slate-700/30 p-2">
-        <canvas ref={canvasRef} className="w-full" style={{height: 300, display: 'block'}}/>
+        {/* Canvas wrapper — relative for crosshair overlay */}
+        <div className="relative"
+          onMouseLeave={() => { setHoverIdx(null); setHoverX(null) }}>
+          <canvas ref={canvasRef} className="w-full cursor-crosshair"
+            style={{height: 300, display: 'block'}}
+            onMouseMove={handleCanvasMouseMove}
+          />
+          {/* Crosshair vertical line */}
+          {hoverX !== null && (
+            <div className="absolute top-3 pointer-events-none"
+              style={{left: hoverX, bottom: 28, width: 1, background: 'rgba(148,163,184,0.35)'}}/>
+          )}
+        </div>
        {/* Legend */}
        <div className="flex flex-wrap gap-3 mt-2 px-1">
          <div className="flex items-center gap-1.5 text-xs text-slate-500">
@@ -1235,6 +1272,83 @@ function TimelineView({ instrument }: { instrument: string }) {
            </div>
          )}
        </div>
+
+        {/* Hover detail panel */}
+        {hoverIdx !== null && activeData[hoverIdx] && (() => {
+          const pt   = activeData[hoverIdx]
+          const prev = hoverIdx > 0 ? activeData[hoverIdx - 1] : null
+          const dEvent = Math.round((pt.event_pips - (prev?.event_pips ?? 0)) * 10) / 10
+
+          // Nœuds avec delta significatif vs J-1
+          const nodeDeltas = Object.entries(pt.nodes)
+            .map(([k, v]) => ({ k, v, d: Math.round((v - (prev?.nodes[k] ?? v)) * 10) / 10 }))
+            .filter(({ d }) => Math.abs(d) >= 0.5)
+            .sort((a, b) => Math.abs(b.d) - Math.abs(a.d))
+            .slice(0, 8)
+
+          return (
+            <div className="mt-2 rounded border border-slate-700/30 bg-dark-800/60 px-2.5 py-2 text-xs space-y-1.5">
+              {/* Header row */}
+              <div className="flex items-center gap-3 flex-wrap">
+                <span className="text-slate-400 font-mono font-semibold">{pt.date}</span>
+                {!showPips && (
+                  <span className="text-white font-medium">{pt.synthetic_price.toFixed(4)}</span>
+                )}
+                <span className={clsx('font-medium', pt.net_pips >= 0 ? 'text-emerald-400' : 'text-red-400')}>
+                  {pt.net_pips >= 0 ? '+' : ''}{pt.net_pips}p
+                </span>
+                <span className="text-slate-500">struct:{pt.structural_pips}p</span>
+                <span className={clsx(pt.event_pips >= 0 ? 'text-blue-400' : 'text-orange-400')}>
+                  ev:{pt.event_pips >= 0 ? '+' : ''}{pt.event_pips}p
+                  {dEvent !== 0 && (
+                    <span className="text-slate-500 ml-0.5">
+                      (Δ{dEvent > 0 ? '+' : ''}{dEvent})
+                    </span>
+                  )}
+                </span>
+                {pt.regime && pt.regime !== 'BALANCED' && (
+                  <span className="text-slate-500 ml-auto">{pt.regime}</span>
+                )}
+              </div>
+
+              {/* Active events */}
+              {pt.active_events && pt.active_events.length > 0 && (
+                <div className="space-y-0.5 border-t border-slate-700/30 pt-1.5">
+                  {pt.active_events
+                    .sort((a, b) => Math.abs(b.contribution) - Math.abs(a.contribution))
+                    .map((ev, i) => (
+                    <div key={i} className="flex items-center gap-2">
+                      <span className={clsx('w-1.5 h-1.5 rounded-full flex-shrink-0',
+                        ev.contribution >= 0 ? 'bg-emerald-500' : 'bg-red-500')}/>
+                      <span className="flex-1 truncate text-slate-300">{ev.label}</span>
+                      <span className="text-slate-600 font-mono">lf:{ev.lifecycle_factor.toFixed(2)}</span>
+                      <span className={clsx('font-mono w-14 text-right',
+                        ev.contribution >= 0 ? 'text-emerald-400' : 'text-red-400')}>
+                        {ev.contribution >= 0 ? '+' : ''}{ev.contribution}p
+                      </span>
+                    </div>
+                  ))}
+                </div>
+              )}
+
+              {/* Node deltas */}
+              {nodeDeltas.length > 0 && (
+                <div className="flex flex-wrap gap-x-3 gap-y-0.5 border-t border-slate-700/30 pt-1.5">
+                  <span className="text-slate-600 w-full text-xs">Nœuds Δ vs J-1 :</span>
+                  {nodeDeltas.map(({ k, v, d }) => (
+                    <span key={k} className="text-slate-500">
+                      {k.replace('layer_', '').replace(/_/g, ' ')}:
+                      <span className="text-slate-300 ml-0.5">{v.toFixed(1)}</span>
+                      <span className={clsx('ml-0.5', d > 0 ? 'text-emerald-400' : 'text-red-400')}>
+                        ({d > 0 ? '+' : ''}{d})
+                      </span>
+                    </span>
+                  ))}
+                </div>
+              )}
+            </div>
+          )
+        })()}
      </div>

      {/* Virtual Events Panel */}