feat: market event
This commit is contained in:
OpenSquared
@@ -923,25 +923,37 @@ def analyze_event(body: AnalyzeRequest):
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"graph_json": graph, # structure complète pour visualisation frontend
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}
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# Persistance
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conn.execute("""
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INSERT INTO causal_event_analyses
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(market_event_id, template_id, instrument, inputs_json,
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override_params, prediction_json, actual_json,
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activation_score, drift_json, analyzed_at)
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VALUES (?,?,?,?,?,?,?,?,?,?)
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""", (
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body.market_event_id,
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body.template_id,
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primary_inst,
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json.dumps(inputs),
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json.dumps(body.coef_overrides),
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json.dumps(node_values),
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json.dumps(actual_moves),
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activation.get("score"),
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json.dumps(drift_by_inst.get(primary_inst, {})),
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analyzed_at,
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))
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# Persistance — UPSERT : one analysis per (market_event_id, template_id)
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existing = conn.execute(
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"SELECT id FROM causal_event_analyses WHERE market_event_id=? AND template_id=?",
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(body.market_event_id, body.template_id),
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).fetchone()
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if existing:
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conn.execute("""
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UPDATE causal_event_analyses
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SET instrument=?, inputs_json=?, override_params=?, prediction_json=?,
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actual_json=?, activation_score=?, drift_json=?, analyzed_at=?
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WHERE market_event_id=? AND template_id=?
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""", (
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primary_inst, json.dumps(inputs), json.dumps(body.coef_overrides),
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json.dumps(node_values), json.dumps(actual_moves), activation.get("score"),
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json.dumps(drift_by_inst.get(primary_inst, {})), analyzed_at,
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body.market_event_id, body.template_id,
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))
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else:
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conn.execute("""
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INSERT INTO causal_event_analyses
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(market_event_id, template_id, instrument, inputs_json,
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override_params, prediction_json, actual_json,
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activation_score, drift_json, analyzed_at)
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VALUES (?,?,?,?,?,?,?,?,?,?)
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""", (
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body.market_event_id, body.template_id, primary_inst,
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json.dumps(inputs), json.dumps(body.coef_overrides),
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json.dumps(node_values), json.dumps(actual_moves),
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activation.get("score"),
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json.dumps(drift_by_inst.get(primary_inst, {})), analyzed_at,
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))
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conn.commit()
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# Calibration
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@@ -1206,6 +1218,25 @@ def list_analyses(
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raise HTTPException(500, str(e))
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@router.delete("/api/causal-lab/analyses/{analysis_id}")
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def delete_analysis(analysis_id: int):
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try:
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from services.database import get_conn
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conn = get_conn()
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_init(conn)
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row = conn.execute("SELECT id FROM causal_event_analyses WHERE id=?", (analysis_id,)).fetchone()
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if not row:
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conn.close(); raise HTTPException(404, "Analyse introuvable")
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conn.execute("DELETE FROM causal_event_analyses WHERE id=?", (analysis_id,))
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conn.commit(); conn.close()
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return {"ok": True}
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except HTTPException:
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raise
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except Exception as e:
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logger.error(f"[causal_lab] delete_analysis: {e}")
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raise HTTPException(500, str(e))
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@router.get("/api/causal-lab/calibration")
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def get_calibration():
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"""Statistiques de calibration par template (avg_activation, avg_pred vs avg_actual)."""
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@@ -59,6 +59,7 @@ interface CausalAnalysis {
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instrument: string
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activation_score: number | null
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analyzed_at: string
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inputs_json: Record<string, number>
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prediction_json: Record<string, number>
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actual_json: Record<string, number>
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graph_json?: { nodes: GraphNode[]; edges: GraphEdge[] }
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@@ -312,7 +313,7 @@ function CausalGraphMini({ nodes, edges, nodeValues }: {
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const BOX_W = 90, BOX_H = 36, SHORTEN = 21
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return (
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<svg viewBox={`${minX} ${minY} ${vw} ${vh}`} className="w-full" style={{ maxHeight: 250 }}>
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<svg viewBox={`${minX} ${minY} ${vw} ${vh}`} className="w-full" style={{ maxHeight: 400, minHeight: 200 }}>
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<defs>
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{(['positive', 'negative', 'neutral'] as const).map(s => (
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<marker key={s} id={`cgm-arr-${s}`} markerWidth={7} markerHeight={7} refX={6} refY={3} orient="auto">
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@@ -415,7 +416,7 @@ function EventDetail({
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if (data.length > 0) {
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const latest = data[0]
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if (latest.template_id) setSelTmpl(latest.template_id)
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// Reconstruct graph state from stored analysis so it's always visible on reopen
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if (Object.keys(latest.inputs_json || {}).length > 0) setInstInputs(latest.inputs_json)
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setAnResult({
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score: latest.activation_score,
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preds: latest.prediction_json || {},
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@@ -517,6 +518,13 @@ function EventDetail({
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finally { setLoadingCreate(false) }
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}
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const deleteAnalysis = async (analysisId: number) => {
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if (!confirm('Supprimer cette instanciation ?')) return
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await fetch(`/api/causal-lab/analyses/${analysisId}`, { method: 'DELETE' })
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setAnResult(null); setGraphData(null); setInstInputs({})
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await loadAnalyses()
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}
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const runAnalysis = async () => {
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if (!selTmpl) return
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setLoadingAn(true); setAnResult(null); setGraphData(null)
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@@ -699,31 +707,39 @@ function EventDetail({
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.sort(([, v1], [, v2]) => Math.abs(v2) - Math.abs(v1))
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.slice(0, 3)
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return (
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<button
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key={a.id}
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onClick={() => navigate(`/causal-lab?template=${a.template_id}`)}
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className="w-full text-left bg-slate-800/40 hover:bg-slate-800/70 border border-slate-700/40 hover:border-blue-700/40 rounded-lg px-3 py-2 transition-colors"
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>
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<div className="flex items-center justify-between">
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<span className="text-xs font-medium text-slate-200 truncate">{a.template_name}</span>
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{score != null && (
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<span className={clsx(
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'text-xs font-mono px-1.5 py-0.5 rounded shrink-0 ml-2',
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score >= 70 ? 'bg-emerald-500/20 text-emerald-400' :
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score >= 40 ? 'bg-amber-500/20 text-amber-400' :
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'bg-slate-700/40 text-slate-400'
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)}>{score}%</span>
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)}
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</div>
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<div className="flex items-center gap-2 flex-wrap mt-0.5">
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<span className="text-xs text-slate-500">{a.instrument}</span>
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{topPreds.map(([k, v]) => (
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<span key={k} className={clsx('text-xs font-mono', v > 0 ? 'text-emerald-500' : 'text-red-500')}>
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{k}: {v > 0 ? '+' : ''}{Math.round(v)}
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</span>
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))}
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</div>
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</button>
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<div key={a.id} className="flex items-stretch gap-1">
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<button
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onClick={() => navigate(`/causal-lab?template=${a.template_id}`)}
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className="flex-1 text-left bg-slate-800/40 hover:bg-slate-800/70 border border-slate-700/40 hover:border-blue-700/40 rounded-lg px-3 py-2 transition-colors"
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>
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<div className="flex items-center justify-between">
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<span className="text-xs font-medium text-slate-200 truncate">{a.template_name}</span>
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{score != null && (
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<span className={clsx(
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'text-xs font-mono px-1.5 py-0.5 rounded shrink-0 ml-2',
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score >= 70 ? 'bg-emerald-500/20 text-emerald-400' :
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score >= 40 ? 'bg-amber-500/20 text-amber-400' :
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'bg-slate-700/40 text-slate-400'
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)}>{score}%</span>
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)}
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</div>
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<div className="flex items-center gap-2 flex-wrap mt-0.5">
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<span className="text-xs text-slate-500">{a.instrument}</span>
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{topPreds.map(([k, v]) => (
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<span key={k} className={clsx('text-xs font-mono', v > 0 ? 'text-emerald-500' : 'text-red-500')}>
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{k}: {v > 0 ? '+' : ''}{Math.round(v)}
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</span>
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))}
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</div>
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</button>
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<button
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onClick={() => deleteAnalysis(a.id)}
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className="px-2 rounded-lg text-slate-600 hover:text-red-400 hover:bg-red-900/20 border border-slate-700/40 transition-colors shrink-0"
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title="Supprimer cette instanciation"
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>
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<Trash2 size={11} />
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</button>
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</div>
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)
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})}
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</div>
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@@ -822,54 +838,103 @@ function EventDetail({
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</button>
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</div>
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{/* Inline result */}
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{anResult && (
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<div className="bg-slate-900/60 rounded p-2 space-y-2">
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{/* Activation score */}
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{/* Inline result — full-width graph + left recap */}
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{anResult && graphData?.nodes?.length && (() => {
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const inputNodes = graphData.nodes.filter(n => n.type === 'input')
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const outputNodes = graphData.nodes.filter(n => n.type === 'market_asset' || n.type === 'output')
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return (
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<div className="bg-slate-900/60 rounded p-2">
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{/* Activation row */}
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<div className="flex items-center gap-3 mb-2">
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<span className="text-xs text-slate-500">Activation</span>
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{anResult.score != null ? (
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<span className={clsx(
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'text-xs font-mono font-bold',
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anResult.score >= 0.7 ? 'text-emerald-400' :
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anResult.score >= 0.4 ? 'text-amber-400' : 'text-red-400'
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)}>{Math.round(anResult.score * 100)}%</span>
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) : <span className="text-xs text-slate-500">données manquantes</span>}
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</div>
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{/* Side-by-side: recap left + graph right */}
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<div className="flex gap-3">
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{/* ── Recap panel ── */}
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<div className="w-40 shrink-0 space-y-3 text-xs">
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{inputNodes.length > 0 && (
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<div>
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<div className="text-[10px] text-slate-600 uppercase tracking-wide mb-1">Entrées</div>
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{inputNodes.map(n => {
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const val = anResult.preds[n.id] ?? instInputs[n.id]
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return (
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<div key={n.id} className="flex items-center justify-between gap-1 py-0.5 border-b border-slate-800/60 last:border-0">
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<span className="text-slate-400 truncate max-w-[80px]" title={n.label}>{n.label}</span>
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<span className={clsx('font-mono shrink-0', val == null ? 'text-slate-600' : val > 0 ? 'text-emerald-400' : val < 0 ? 'text-red-400' : 'text-slate-500')}>
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{val != null ? `${val > 0 ? '+' : ''}${val.toFixed(1)}` : '—'}
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</span>
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</div>
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)
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})}
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</div>
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)}
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{outputNodes.length > 0 && (
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<div>
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<div className="text-[10px] text-slate-600 uppercase tracking-wide mb-1">Prédictions</div>
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{outputNodes.map(n => {
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const pred = anResult.preds[n.id]
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const actual = anResult.actuals[n.instrument || n.id] ?? anResult.actuals[n.id]
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return (
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<div key={n.id} className="py-0.5 border-b border-slate-800/60 last:border-0">
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<div className="flex items-center justify-between gap-1">
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<span className="text-slate-400 truncate max-w-[70px]" title={n.label}>{n.label}</span>
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<span className={clsx('font-mono shrink-0', pred == null ? 'text-slate-600' : pred > 0 ? 'text-emerald-400' : pred < 0 ? 'text-red-400' : 'text-slate-500')}>
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{pred != null ? `${pred > 0 ? '+' : ''}${Math.round(pred)}${n.unit === 'pips' ? 'p' : n.unit === '%' ? '%' : ''}` : '—'}
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</span>
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</div>
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{actual != null && (
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<div className="flex items-center justify-between gap-1 mt-0.5 opacity-70">
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<span className="text-slate-600 text-[10px]">réel</span>
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<span className={clsx('font-mono text-[10px] shrink-0', actual > 0 ? 'text-emerald-300' : 'text-red-300')}>
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{actual > 0 ? '+' : ''}{Math.round(actual)}p
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</span>
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</div>
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)}
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</div>
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)
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})}
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</div>
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)}
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</div>
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{/* ── Graph ── */}
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<div className="flex-1 min-w-0">
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<CausalGraphMini
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nodes={graphData.nodes}
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edges={graphData.edges}
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nodeValues={anResult.preds}
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/>
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</div>
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</div>
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</div>
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)
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})()}
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{anResult && !graphData?.nodes?.length && (
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<div className="bg-slate-900/60 rounded p-2 space-y-1">
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<div className="flex items-center gap-2">
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<span className="text-xs text-slate-500">Activation</span>
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{anResult.score != null ? (
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<span className={clsx(
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'text-xs font-mono font-bold',
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anResult.score >= 0.7 ? 'text-emerald-400' :
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anResult.score >= 0.4 ? 'text-amber-400' : 'text-red-400'
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<span className={clsx('text-xs font-mono font-bold',
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anResult.score >= 0.7 ? 'text-emerald-400' : anResult.score >= 0.4 ? 'text-amber-400' : 'text-red-400'
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)}>{Math.round(anResult.score * 100)}%</span>
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) : <span className="text-xs text-slate-500">données manquantes</span>}
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</div>
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{/* Per-instrument actual moves */}
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{Object.keys(anResult.actuals).length > 0 && (
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<div className="space-y-1">
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{Object.entries(anResult.actuals).map(([inst, move]) => {
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const pred = Object.entries(anResult.preds)
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.find(([k]) => k.toLowerCase().includes(inst.toLowerCase()))?.[1]
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return (
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<div key={inst} className="flex items-center justify-between gap-2">
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<span className="text-xs font-mono text-slate-400 w-16 shrink-0">{inst}</span>
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{pred !== undefined && (
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<span className={clsx('text-xs font-mono', pred > 0 ? 'text-blue-400' : 'text-orange-400')}>
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pred {pred > 0 ? '+' : ''}{Math.round(pred)}p
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</span>
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)}
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<span className={clsx('text-xs font-mono font-bold ml-auto', move > 0 ? 'text-emerald-400' : 'text-red-400')}>
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{move > 0 ? '+' : ''}{Math.round(move)}p
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</span>
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</div>
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)
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})}
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</div>
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)}
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{/* Causal graph visualization */}
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{graphData?.nodes?.length && (
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<div className="border-t border-slate-700/50 pt-2">
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<CausalGraphMini
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nodes={graphData.nodes}
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edges={graphData.edges}
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nodeValues={anResult.preds}
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/>
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</div>
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)}
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{Object.entries(anResult.actuals).map(([inst, move]) => {
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const pred = Object.entries(anResult.preds).find(([k]) => k.toLowerCase().includes(inst.toLowerCase()))?.[1]
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return (
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<div key={inst} className="flex items-center justify-between gap-2 text-xs">
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<span className="font-mono text-slate-400">{inst}</span>
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{pred !== undefined && <span className={clsx('font-mono', pred > 0 ? 'text-blue-400' : 'text-orange-400')}>pred {pred > 0 ? '+' : ''}{Math.round(pred)}p</span>}
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<span className={clsx('font-mono font-bold ml-auto', move > 0 ? 'text-emerald-400' : 'text-red-400')}>{move > 0 ? '+' : ''}{Math.round(move)}p</span>
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</div>
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)
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})}
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</div>
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)}
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Reference in New Issue
Block a user