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feat: chatbot

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OpenSquared
2026-07-15 08:47:16 +02:00
parent da536e2638
commit ce9c0b53a9
11 changed files with 837 additions and 64 deletions
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78
backend/routers/ai_desks.py
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@@ -89,6 +89,84 @@ SIGNAL_CATALOG: List[Dict[str, Any]] = [
"signal": {"type": "int", "label": "Signal", "default": 9, "min": 3, "max": 20},
},
},
# ── Wavelets — décomposition en bandes de fréquence sur la watchlist ────
{
"id": "wavelet_engine",
"label": "Ondelettes — moteur",
"description": "Paramètres partagés du calcul (désactive tous les signaux ondelettes si décoché)",
"desk_type": "technical",
"params": {
"num_levels": {"type": "int", "label": "Nb bandes", "default": 4, "min": 2, "max": 6},
"wavelet": {"type": "select", "label": "Famille", "default": "gmw", "options": ["gmw", "morlet", "bump"]},
"method": {"type": "select", "label": "Méthode", "default": "cwt", "options": ["cwt", "ssq"]},
"lookback_days": {"type": "int", "label": "Lookback (j)", "default": 120, "min": 60, "max": 250},
},
},
{
"id": "wavelet_extremum",
"label": "Ondelettes — extremum",
"description": "Pic ou creux confirmé sur une bande",
"desk_type": "technical",
"params": {},
},
{
"id": "wavelet_level_threshold",
"label": "Ondelettes — seuil de niveau",
"description": "La bande dépasse un seuil de z-score causal (sur/sous-achetée)",
"desk_type": "technical",
"params": {
"threshold_k": {"type": "float", "label": "Seuil (écarts-type)", "default": 2.0, "min": 1.0, "max": 4.0},
},
},
{
"id": "wavelet_trend_flatten",
"label": "Ondelettes — tendance puis tassement",
"description": "Forte pente suivie d'un aplatissement — signal de fin de mouvement",
"desk_type": "technical",
"params": {
"trend_days": {"type": "int", "label": "Jours tendance", "default": 10, "min": 3, "max": 30},
"flatten_days": {"type": "int", "label": "Jours tassement", "default": 5, "min": 2, "max": 15},
"trend_threshold_k": {"type": "float", "label": "Seuil tendance", "default": 1.0, "min": 0.3, "max": 3.0},
"flatten_threshold_k": {"type": "float", "label": "Seuil tassement", "default": 0.3, "min": 0.1, "max": 1.5},
},
},
{
"id": "wavelet_acceleration",
"label": "Ondelettes — déceleration/accélération",
"description": "Accélération soutenue en sens inverse de la pente — signal de retournement",
"desk_type": "technical",
"params": {
"accel_days": {"type": "int", "label": "Jours consécutifs", "default": 3, "min": 1, "max": 10},
"accel_threshold_k":{"type": "float", "label": "Seuil (écarts-type)", "default": 1.5, "min": 0.5, "max": 4.0},
},
},
{
"id": "wavelet_band_cross",
"label": "Ondelettes — croisement de bandes",
"description": "Une bande croise une bande secondaire",
"desk_type": "technical",
"params": {
"secondary_band": {"type": "int", "label": "Index bande secondaire", "default": 1, "min": 0, "max": 5},
},
},
{
"id": "wavelet_ridge_shift",
"label": "Ondelettes — bascule de ridge",
"description": "Le cycle dominant (ridge SSQ) dévie de sa moyenne — nécessite méthode = ssq",
"desk_type": "technical",
"params": {
"threshold_k": {"type": "float", "label": "Seuil (écarts-type)", "default": 2.0, "min": 1.0, "max": 4.0},
},
},
{
"id": "wavelet_energy_threshold",
"label": "Ondelettes — seuil d'énergie",
"description": "L'énergie d'une bande dépasse un seuil — nécessite méthode = ssq",
"desk_type": "technical",
"params": {
"threshold_k": {"type": "float", "label": "Seuil (écarts-type)", "default": 2.0, "min": 1.0, "max": 4.0},
},
},
# ── Sentiment signals ───────────────────────────────────────────────────
{
"id": "vix_level",