feat: Sentiment desk — gauge threshold alerts (Option B)
Each macro gauge selected in the Sentiment desk can now be independently configured with three alert criteria: - Seuil bas (≤): alert when value crosses below - Seuil haut (≥): alert when value crosses above - Variation % (Δ%): alert when N-day % change exceeds threshold Frontend: GaugeThresholdConfig component — one row per selected gauge, compact grid layout with enable toggle + 3 numeric inputs. Stored in config.gauge_thresholds[gauge_id]. Backend: _check_sentiment() extended — after CBOE signals, reads macro_gauge_snapshots history, checks each enabled gauge threshold, emits sentiment market_events with options_note for each breach. Gauge → affected_assets mapping covers all 32 gauge keys. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
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OpenSquared
@@ -972,6 +972,123 @@ def _check_sentiment(desk_cfg: Dict[str, Any]) -> List[Dict[str, Any]]:
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["VXX","SPY"],
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"Skew bas → acheter protection bon marché (puts OTM relativement peu chers).")
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# ── Custom gauge threshold alerts ────────────────────────────────────────────
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gauge_thresholds = desk_cfg.get("gauge_thresholds", {})
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selected_gauges = desk_cfg.get("_instruments") or []
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if gauge_thresholds and selected_gauges:
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from services.database import get_macro_gauge_history
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from services.data_fetcher import MACRO_GAUGE_CONFIG
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gauge_label_map = {gid: label for gid, label, _, _, _ in MACRO_GAUGE_CONFIG}
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gauge_label_map.update({
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"slope_10y3m": "Slope 10Y-3M",
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"gold_copper_ratio": "Ratio Or/Cuivre",
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"spx_vs_200d": "SPX vs MA 200j",
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})
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_gauge_assets: Dict[str, List[str]] = {
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"dxy": ["GLD", "EEM", "EURUSD=X"],
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"us10y": ["TLT", "IEF", "SPY"],
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"us3m": ["TLT", "IEF"],
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"tips": ["TLT", "GLD"],
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"tlt": ["TLT", "IEF", "SPY"],
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"vix": ["VXX", "SPY", "QQQ"],
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"hyg": ["HYG", "LQD", "SPY"],
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"lqd": ["LQD", "HYG", "TLT"],
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"ief": ["IEF", "TLT"],
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"brent": ["USO", "XOM"],
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"ng": ["UNG", "XOM"],
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"gold": ["GLD", "SLV"],
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"silver": ["SLV", "GLD"],
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"copper": ["XLI", "EEM"],
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"spx": ["SPY", "QQQ"],
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"iwm": ["IWM", "SPY"],
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"xli": ["XLI", "SPY"],
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"xlk": ["XLK", "QQQ"],
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"xlf": ["XLF", "SPY"],
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"xlp": ["XLP", "SPY"],
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"xlu": ["XLU", "SPY"],
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"vvix": ["VXX", "SPY"],
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"skew": ["SPY", "QQQ", "TLT"],
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"ovx": ["USO", "XOM"],
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"gvz": ["GLD", "SLV"],
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"eem": ["EEM", "EFA"],
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"emb": ["EMB", "EEM"],
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"fxi": ["FXI", "EEM"],
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"usdjpy": ["USDJPY=X", "GLD"],
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"slope_10y3m": ["TLT", "SPY", "HYG"],
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"gold_copper_ratio":["GLD", "EEM"],
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"spx_vs_200d": ["SPY", "QQQ", "VXX"],
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}
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history = get_macro_gauge_history(days=lookback_days + 2)
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if len(history) >= 1:
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latest_snap = history[0]
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latest_gauges = latest_snap.get("gauges", {})
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latest_date = latest_snap["snapshot_date"]
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oldest_gauges = history[-1].get("gauges", {}) if len(history) > 1 else {}
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for gauge_id in selected_gauges:
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cfg_g = gauge_thresholds.get(gauge_id, {})
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if not cfg_g.get("enabled", False):
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continue
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gauge_data = latest_gauges.get(gauge_id, {})
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value = gauge_data.get("value")
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if value is None:
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continue
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value = float(value)
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label = gauge_label_map.get(gauge_id, gauge_id)
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assets = _gauge_assets.get(gauge_id, [])
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old_data = oldest_gauges.get(gauge_id, {})
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old_value = old_data.get("value")
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old_value = float(old_value) if old_value is not None else None
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low_thr = cfg_g.get("low_threshold")
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high_thr = cfg_g.get("high_threshold")
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chg_thr = cfg_g.get("change_pct_threshold")
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# High threshold crossing (old below, now at or above)
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if high_thr is not None:
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high_thr = float(high_thr)
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crossed = (old_value is not None and old_value < high_thr <= value)
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at_level = (old_value is None and value >= high_thr)
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if crossed or at_level:
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name = f"{label} franchit {high_thr:.2g} à la hausse ({latest_date[:7]})"
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prev_str = f" (précédent: {old_value:.2g})" if old_value is not None else ""
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_emit(name, latest_date, "bearish", f"{gauge_id.upper()} High",
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0.65,
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f"{label} dépasse le seuil haut {high_thr:.2g}{prev_str} → valeur: {value:.2g}.",
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assets,
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f"Niveau haut sur {label} — surveiller exposition options.")
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# Low threshold crossing (old above, now at or below)
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if low_thr is not None:
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low_thr = float(low_thr)
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crossed = (old_value is not None and old_value > low_thr >= value)
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at_level = (old_value is None and value <= low_thr)
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if crossed or at_level:
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name = f"{label} passe sous {low_thr:.2g} ({latest_date[:7]})"
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prev_str = f" (précédent: {old_value:.2g})" if old_value is not None else ""
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_emit(name, latest_date, "bullish", f"{gauge_id.upper()} Low",
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0.65,
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f"{label} passe sous le seuil bas {low_thr:.2g}{prev_str} → valeur: {value:.2g}.",
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assets,
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f"Niveau bas sur {label} — opportunité ou signal de retournement.")
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# Change % threshold (absolute value)
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if chg_thr is not None and old_value and old_value > 0:
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pct_chg = (value - old_value) / old_value * 100
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if abs(pct_chg) >= abs(float(chg_thr)):
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sign = "+" if pct_chg > 0 else ""
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direction = "bullish" if pct_chg > 0 else "bearish"
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name = f"{label} variation {sign}{pct_chg:.1f}% ({latest_date[:7]})"
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_emit(name, latest_date, direction, f"{gauge_id.upper()} Move",
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min(0.80, 0.45 + abs(pct_chg) * 0.02),
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f"{label} {sign}{pct_chg:.1f}% sur la période ({old_value:.2g} → {value:.2g}). Mouvement significatif.",
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assets,
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f"Mouvement {sign}{pct_chg:.1f}% sur {label} — ajuster stratégie de vol.")
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return created
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@@ -455,6 +455,89 @@ function FundamentalConfig({
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}
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function GaugeThresholdConfig({
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selectedGauges,
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config,
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onChange,
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}: {
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selectedGauges: string[]
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config: Record<string, any>
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onChange: (c: Record<string, any>) => void
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}) {
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if (!selectedGauges.length) return null
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const thresholds: Record<string, any> = config.gauge_thresholds ?? {}
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const update = (gaugeId: string, field: string, val: any) => {
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const current = thresholds[gaugeId] ?? { enabled: false }
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onChange({
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...config,
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gauge_thresholds: { ...thresholds, [gaugeId]: { ...current, [field]: val } },
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})
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}
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const getGauge = (id: string) => MACRO_GAUGE_LIST.find(g => g.id === id)
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return (
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<div className="space-y-1.5">
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<div className="text-xs text-slate-500 mb-2 flex items-center gap-2">
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<span>Alertes par compteur macro sélectionné</span>
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<span className="text-slate-700">— laisser vide pour désactiver le critère</span>
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</div>
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<div className="grid grid-cols-[auto_1fr_auto_auto_auto] gap-x-3 gap-y-1 items-center text-[10px] text-slate-600 px-1 mb-1">
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<span />
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<span>Compteur</span>
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<span className="text-center w-20">≤ Seuil bas</span>
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<span className="text-center w-20">≥ Seuil haut</span>
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<span className="text-center w-16">Δ% alerte</span>
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</div>
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{selectedGauges.map(gaugeId => {
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const gauge = getGauge(gaugeId)
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const cfg_g = thresholds[gaugeId] ?? { enabled: false }
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const enabled = cfg_g.enabled ?? false
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return (
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<div key={gaugeId} className={clsx(
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'grid grid-cols-[auto_1fr_auto_auto_auto] gap-x-3 items-center px-3 py-2 rounded-lg border transition-colors',
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enabled ? 'border-rose-700/40 bg-rose-900/10' : 'border-slate-700/30 bg-dark-800/60',
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)}>
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<button onClick={() => update(gaugeId, 'enabled', !enabled)} className="shrink-0">
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{enabled
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? <ToggleRight className="w-5 h-5 text-rose-400" />
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: <ToggleLeft className="w-5 h-5 text-slate-600" />}
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</button>
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<span className={clsx('text-sm', enabled ? 'text-white' : 'text-slate-500')}>
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{gauge?.label ?? gaugeId}
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<span className="ml-1.5 text-[10px] text-slate-600">{gauge?.bloc}</span>
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</span>
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<input
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type="number" step="any" placeholder="—"
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disabled={!enabled}
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value={cfg_g.low_threshold ?? ''}
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onChange={e => update(gaugeId, 'low_threshold', e.target.value === '' ? null : parseFloat(e.target.value))}
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className="w-20 bg-dark-900 border border-slate-700/40 rounded px-2 py-1 text-xs text-white placeholder-slate-700 disabled:opacity-30"
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/>
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<input
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type="number" step="any" placeholder="—"
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disabled={!enabled}
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value={cfg_g.high_threshold ?? ''}
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onChange={e => update(gaugeId, 'high_threshold', e.target.value === '' ? null : parseFloat(e.target.value))}
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className="w-20 bg-dark-900 border border-slate-700/40 rounded px-2 py-1 text-xs text-white placeholder-slate-700 disabled:opacity-30"
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/>
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<input
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type="number" step="any" placeholder="—"
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disabled={!enabled}
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value={cfg_g.change_pct_threshold ?? ''}
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onChange={e => update(gaugeId, 'change_pct_threshold', e.target.value === '' ? null : parseFloat(e.target.value))}
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className="w-16 bg-dark-900 border border-slate-700/40 rounded px-2 py-1 text-xs text-white placeholder-slate-700 disabled:opacity-30"
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/>
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</div>
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)
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})}
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</div>
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)
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}
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function ReportConfig({
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config,
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onChange,
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@@ -644,6 +727,18 @@ function DeskEditor({
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})()}
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</div>
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{/* Gauge threshold alerts — Sentiment only */}
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{d.type === 'sentiment' && d.instruments.length > 0 && (
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<div>
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<div className="text-xs text-slate-400 mb-2">Configuration des alertes par compteur</div>
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<GaugeThresholdConfig
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selectedGauges={d.instruments}
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config={d.config}
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onChange={c => set('config', c)}
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/>
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</div>
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)}
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{/* Actions */}
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<div className="flex items-center justify-between pt-2 border-t border-slate-700/30">
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<button
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