feat: instrument analysis
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@@ -544,10 +544,11 @@ def _get_relevant_events(
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(SELECT GROUP_CONCAT(DISTINCT a.instrument)
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FROM causal_event_analyses a
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WHERE a.market_event_id = e.id) AS analyzed_instruments,
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(SELECT a.template_id FROM causal_event_analyses a WHERE a.market_event_id = e.id ORDER BY a.id DESC LIMIT 1) AS cea_template_id,
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(SELECT a.id FROM causal_event_analyses a WHERE a.market_event_id = e.id ORDER BY a.id DESC LIMIT 1) AS analysis_id,
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(SELECT a.prediction_json FROM causal_event_analyses a WHERE a.market_event_id = e.id ORDER BY a.id DESC LIMIT 1) AS cea_prediction_json,
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(SELECT a.actual_json FROM causal_event_analyses a WHERE a.market_event_id = e.id ORDER BY a.id DESC LIMIT 1) AS cea_actual_json
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(SELECT a.template_id FROM causal_event_analyses a WHERE a.market_event_id = e.id ORDER BY a.id DESC LIMIT 1) AS cea_template_id,
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(SELECT a.id FROM causal_event_analyses a WHERE a.market_event_id = e.id ORDER BY a.id DESC LIMIT 1) AS analysis_id,
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(SELECT a.prediction_json FROM causal_event_analyses a WHERE a.market_event_id = e.id ORDER BY a.id DESC LIMIT 1) AS cea_prediction_json,
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(SELECT a.actual_json FROM causal_event_analyses a WHERE a.market_event_id = e.id ORDER BY a.id DESC LIMIT 1) AS cea_actual_json,
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(SELECT a.activation_score FROM causal_event_analyses a WHERE a.market_event_id = e.id ORDER BY a.id DESC LIMIT 1) AS cea_activation_score
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FROM market_events e
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ORDER BY e.start_date DESC
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""").fetchall()
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@@ -556,8 +557,9 @@ def _get_relevant_events(
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# any collision with an e.* column named template_id
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all_events = [
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{**dict(r), "template_id": r["cea_template_id"],
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"prediction_json": r["cea_prediction_json"],
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"actual_json": r["cea_actual_json"]}
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"prediction_json": r["cea_prediction_json"],
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"actual_json": r["cea_actual_json"],
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"activation_score": r["cea_activation_score"]}
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for r in rows
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]
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except Exception as e:
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@@ -626,6 +628,7 @@ def _get_relevant_events(
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"absorption_pct": ev.get("absorption_pct"),
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"prediction_json": ev.get("prediction_json") or None,
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"actual_json": ev.get("actual_json") or None,
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"activation_score": ev.get("activation_score"),
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})
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# Sort by start_date asc for timeline display, cap at 30
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