feat: FF→FRED series mapping + MacroSeries visualization page

Backend:
- ff_calendar: add series_id column (migration) + FF_TO_FRED mapping dict
  (NFP→PAYEMS, CPI→CPIAUCSL, Jobless Claims→ICSA, GDP→GDPC1, FEDFUNDS, PCE)
- import_csv + sync_live now populate series_id on each FF event
- New GET /api/eco/series/{id}/history: FRED time series + linked FF events
  (surprises, forecast, actual) merged by date — enables context queries

Frontend:
- New MacroSeriesPage.tsx: sidebar with 11 FRED series grouped by category,
  recharts ComposedChart with area + z-score surprise reference lines (|z|≥1.5),
  KPI cards (latest/prev/min/max), FF events table (actual vs forecast coloring),
  z-score bar chart for recent surprises, range selector (1Y/2Y/5Y/10Y/All)
- Route /macro-series + Sidebar entry "Macro Series"

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
OpenSquared
2026-06-26 16:51:55 +02:00
parent b187107468
commit afbfeff468
6 changed files with 650 additions and 4 deletions

View File

@@ -25,6 +25,7 @@ const nav = [
{ to: '/position-history', icon: GitCompare, label: 'Position History' },
{ to: '/backtest', icon: History, label: 'Backtest' },
{ to: '/calendar', icon: Calendar, label: 'Calendar' },
{ to: '/macro-series', icon: TrendingUp, label: 'Macro Series' },
{ to: '/institutional', icon: Building2, label: 'Inst. Reports' },
{ to: '/specialist-desks', icon: Users, label: 'Specialist Desks' },
{ to: '/instruments', icon: CandlestickChart, label: 'Instrument Analysis' },