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feat: instrument analysis

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This commit is contained in:
OpenSquared
2026-06-30 16:15:39 +02:00
parent 69ca36bd7e
commit 9904c066b2
2 changed files with 15 additions and 9 deletions
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15
backend/services/instrument_service.py
View File

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

9
frontend/src/pages/InstrumentDashboard.tsx
View File

@@ -42,8 +42,9 @@ interface SnapshotEvent {
category: string; sub_type?: string; description: string; impact_score: number category: string; sub_type?: string; description: string; impact_score: number
expected_value?: string | null; actual_value?: string | null expected_value?: string | null; actual_value?: string | null
surprise_pct?: number | null; unit?: string | null; absorption_pct?: number | null surprise_pct?: number | null; unit?: string | null; absorption_pct?: number | null
prediction_json?: string | null // JSON: {node_id: pips} from causal_event_analyses prediction_json?: string | null // JSON: {node_id: pips} from causal_event_analyses
actual_json?: string | null // JSON: {instrument: pips} from causal_event_analyses actual_json?: string | null // JSON: {instrument: pips} from causal_event_analyses
activation_score?: number | null // stored directional accuracy from causal_event_analyses
} }
interface RegimeSignals { interface RegimeSignals {
@@ -704,6 +705,9 @@ function templateAbsorptionDays(tmpl: CausalTemplate): number {
/** Score 0-100 measuring how well the graph predicted actual pips for an instrument. */ /** Score 0-100 measuring how well the graph predicted actual pips for an instrument. */
function comprehensionScore(ev: SnapshotEvent, tmpl: CausalTemplate, instrument: string): number | null { function comprehensionScore(ev: SnapshotEvent, tmpl: CausalTemplate, instrument: string): number | null {
// Prefer the stored activation_score from causal_event_analyses (consistent with MarketEvents panel)
if (ev.activation_score != null) return Math.round(ev.activation_score * 100)
if (!ev.prediction_json || !ev.actual_json) return null if (!ev.prediction_json || !ev.actual_json) return null
try { try {
const preds: Record<string, number> = JSON.parse(ev.prediction_json) const preds: Record<string, number> = JSON.parse(ev.prediction_json)
@@ -711,7 +715,6 @@ function comprehensionScore(ev: SnapshotEvent, tmpl: CausalTemplate, instrument:
const actual = actuals[instrument] ?? actuals[instrument.toUpperCase()] ?? actuals[instrument.toLowerCase()] const actual = actuals[instrument] ?? actuals[instrument.toUpperCase()] ?? actuals[instrument.toLowerCase()]
if (actual == null) return null if (actual == null) return null
// Find the output node for this instrument (built-in templates use "output", auto-generated use "market_asset")
const outputNode = tmpl.graph_json.nodes.find(n => const outputNode = tmpl.graph_json.nodes.find(n =>
(n.type === 'market_asset' || n.type === 'output') && n.instrument?.toUpperCase() === instrument.toUpperCase() (n.type === 'market_asset' || n.type === 'output') && n.instrument?.toUpperCase() === instrument.toUpperCase()
) )