feat: new cockpit

backend/routers/causal_lab.py

@@ -268,7 +268,7 @@ def _gpt4o_recommend(event: dict, templates: list) -> dict:
         ]
 
         system_prompt = (
-            "You are a macro market analyst and causal graph specialist for the GeoOptions platform. "
+            "You are a macro market analyst and causal graph specialist for the OpenFin platform. "
             "Given a market event and a library of causal graph templates, recommend the most appropriate template "
             "and suggest any coefficient adjustments. Respond with a JSON object only.\n"
             "IMPORTANT: Only recommend a template if it is structurally compatible with the event type "
@@ -1973,7 +1973,7 @@ def ai_to_grammar(template_id: int, body: AiToGrammarRequest):
         )
 
         system_prompt = (
-            "You are a causal graph patch generator for the GeoOptions macro-finance platform.\n"
+            "You are a causal graph patch generator for the OpenFin macro-finance platform.\n"
             "Convert the user's natural language modification request into graph patch operations.\n"
             "Return ONLY the grammar lines — no explanation, no markdown, no fences.\n\n"
             + GRAMMAR_SPEC
@@ -2036,7 +2036,7 @@ def ai_modify_template(template_id: int, body: AiModifyRequest):
         gj = body.current_graph if body.current_graph.get("nodes") else t["graph_json"]
 
         system_prompt = (
-            "You are a causal graph editor for the GeoOptions macro-finance platform.\n"
+            "You are a causal graph editor for the OpenFin macro-finance platform.\n"
             "You receive a causal graph in JSON and a modification request in natural language.\n"
             "Return ONLY the complete modified graph_json as a valid JSON object — no explanation, no markdown.\n\n"
             "Graph format:\n"

backend/routers/instrument_models.py

@@ -439,6 +439,7 @@ def get_calendar_events(
     """
     from services.database import get_conn
     from datetime import datetime, date as date_type, timedelta
+    import json as _json
     conn = get_conn()
     try:
         inst_upper = instrument.upper()
@@ -453,6 +454,23 @@ def get_calendar_events(
         currencies    = _INSTRUMENT_CURRENCIES.get(inst_upper, ["USD"])
         impact_filter = [i.strip() for i in impacts.split(",")] if impacts else ["high", "medium"]
 
+        # Build event_category → node_label map from instrument graph
+        event_node_map: dict[str, str] = {}
+        try:
+            graph_row = conn.execute(
+                "SELECT graph_json FROM instrument_models WHERE instrument=?", [inst_upper]
+            ).fetchone()
+            if graph_row:
+                gdef = _json.loads(graph_row["graph_json"])
+                event_node_map = {
+                    n.get("event_category", ""): n.get("label", n["id"])
+                    for n in gdef.get("nodes", [])
+                    if n.get("node_type") == "input_event" and n.get("event_category")
+                }
+                event_node_map.pop("", None)
+        except Exception:
+            pass
+
         # Auto-sync live si ff_calendar vide pour cette periode
         ph = ",".join("?" * len(currencies))
         n_existing = conn.execute(
@@ -500,6 +518,7 @@ def get_calendar_events(
                 "forecast_value":  r.get("forecast_value"),
                 "previous_value":  r.get("previous_value"),
                 "category":        category,
+                "routed_node":     event_node_map.get(category, "direct"),
                 "is_future":       is_future,
                 "estimated_pips":  est_pips,
                 "has_surprise":    has_surprise,
@@ -738,12 +757,24 @@ def get_macro_guidance(instrument: str) -> List[Dict[str, Any]]:
                 except Exception:
                     pass
 
+            # Unit-aware conversion (same logic as get_macro_sync_items)
+            unit = node.get("unit", "")
+            def _uc(v):
+                if v is None: return None
+                if unit == "K" and abs(v) >= 1_000: return round(v / 1_000, 1)
+                if unit == "pts" and v > 10:        return round(v - 50.0, 1)
+                return round(v, 4)
+
+            next_fv = _uc(next_event.get("forecast") if next_event else None)
+            if next_event:
+                next_event = {**next_event, "forecast": next_fv}
+
             result.append({
                 "node_id":       node["id"],
                 "node_label":    node.get("label", node["id"]),
                 "macro_key":     macro_key,
-                "unit":          node.get("unit", ""),
-                "current_value": round(current_v, 4) if current_v is not None else None,
+                "unit":          unit,
+                "current_value": _uc(current_v),
                 "next_event":    next_event,
             })
 

backend/routers/instruments_watchlist.py

@@ -0,0 +1,80 @@
+from fastapi import APIRouter, HTTPException
+from pydantic import BaseModel
+from typing import List
+
+router = APIRouter(prefix="/api/watchlist", tags=["watchlist"])
+
+# Intentionally duplicated from market_data.py to keep this system fully decoupled
+# from the other instrument-list mechanisms (market_watchlist, INSTRUMENT_MODELS,
+# instruments.json, options_vol watchlist-tickers).
+_QUOTE_TYPE_TO_ASSET_CLASS = {
+    "CURRENCY": "forex",
+    "FUTURE": "energy",
+    "INDEX": "indices",
+    "ETF": "etfs",
+    "EQUITY": "equities",
+    "MUTUALFUND": "etfs",
+}
+
+
+@router.get("/")
+def list_watchlist():
+    from services.database import get_instruments_watchlist
+    return get_instruments_watchlist()
+
+
+@router.get("/quotes")
+def watchlist_quotes():
+    from services.database import get_instruments_watchlist
+    from services.data_fetcher import get_quote
+    items = []
+    for row in get_instruments_watchlist():
+        q = get_quote(row["ticker"]) or {}
+        items.append({
+            **row,
+            "price": q.get("price"),
+            "change_pct": q.get("change_pct"),
+        })
+    return {"items": items}
+
+
+@router.post("/{ticker}")
+def add_ticker(ticker: str):
+    from services.data_fetcher import get_quote
+    from services.database import get_instruments_watchlist, add_instrument_watchlist
+    import yfinance as yf
+    ticker = ticker.strip().upper()
+    if any(row["ticker"] == ticker for row in get_instruments_watchlist()):
+        raise HTTPException(409, f"'{ticker}' is already in the watchlist")
+    q = get_quote(ticker)
+    if not q or not q.get("price"):
+        raise HTTPException(400, f"Ticker '{ticker}' not found on yfinance")
+    name = ticker
+    asset_class = "unknown"
+    try:
+        info = yf.Ticker(ticker).fast_info
+        name = getattr(info, "long_name", None) or getattr(info, "short_name", None) or ticker
+        quote_type = getattr(info, "quote_type", "") or ""
+        asset_class = _QUOTE_TYPE_TO_ASSET_CLASS.get(quote_type.upper(), "unknown")
+    except Exception:
+        pass
+    add_instrument_watchlist(ticker, name, asset_class)
+    return {"ticker": ticker, "name": name, "asset_class": asset_class, "price": q["price"]}
+
+
+@router.delete("/{ticker}")
+def remove_ticker(ticker: str):
+    from services.database import remove_instrument_watchlist
+    remove_instrument_watchlist(ticker.strip().upper())
+    return {"removed": ticker.strip().upper()}
+
+
+class ReorderBody(BaseModel):
+    tickers: List[str]
+
+
+@router.put("/reorder")
+def reorder(body: ReorderBody):
+    from services.database import reorder_instruments_watchlist
+    reorder_instruments_watchlist(body.tickers)
+    return {"ok": True}