feat: Phase 2 — economic event surprise tracker (FRED actuals + z-score)

- economic_events table in DB (series_id, actual, forecast_baseline, surprise_pct, surprise_zscore, direction)
- DB helpers: save_economic_event(), get_recent_economic_surprises(), get_economic_events_for_calendar()
- fred_fetcher.py: _compute_zscore_surprise() computes 12-period MA as implied consensus + z-score deviation; save_fred_releases_to_db() persists releases per cycle; build_economic_surprise_block() formats significant surprises for AI prompt
- auto_cycle.py: saves FRED releases to economic_events each cycle, appends surprise block to fred_block for injection into both suggestion and scoring prompts
- data_fetcher.py: get_economic_calendar() now merges static upcoming events with past FRED actuals from DB (Prev/Fcst/Actual/z-score fields populated)
- CalendarPage.tsx: past events show colored z-score badge (⚡ for |z|≥1.5, bullish/bearish colors)
- EconomicEvent type: added surprise_zscore, surprise_direction, source fields

Activates automatically once fred_api_key is set in Configuration.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

backend/services/auto_cycle.py

@@ -431,15 +431,41 @@ def run_cycle_once(trigger: str = "auto") -> Dict[str, Any]:
         except Exception as _abs_e:
             logger.warning(f"[Cycle] Price absorption failed (non-blocking): {_abs_e}")
 
-        # ── Phase 2: FRED recent macro releases ──────────────────────────────
+        # ── Phase 2: FRED recent macro releases + economic surprise tracking ────
         _fred_releases = []
         _fred_block = ""
+        _surprise_block = ""
         try:
-            from services.fred_fetcher import get_fred_recent_releases, build_fred_context_block
+            from services.fred_fetcher import (
+                get_fred_recent_releases, build_fred_context_block,
+                save_fred_releases_to_db, build_economic_surprise_block,
+            )
+            _fred_key = get_config("fred_api_key") or ""
             _fred_releases = get_fred_recent_releases()
-            _fred_block = build_fred_context_block(_fred_releases)
             if _fred_releases:
                 logger.info(f"[Cycle {run_id[:16]}] FRED: {len(_fred_releases)} releases fetched")
+                # Persist to economic_events with z-score surprise scoring
+                try:
+                    _saved = save_fred_releases_to_db(_fred_releases, api_key=_fred_key)
+                    if _saved:
+                        logger.info(f"[Cycle {run_id[:16]}] FRED: {_saved} releases saved to economic_events")
+                except Exception as _dbe:
+                    logger.warning(f"[Cycle] FRED DB save failed (non-blocking): {_dbe}")
+                # Add surprise scores to release dicts for richer prompt block
+                if _fred_key:
+                    try:
+                        from services.database import get_recent_economic_surprises
+                        _db_surprises = {ev["series_id"]: ev for ev in get_recent_economic_surprises(days=60)}
+                        for rel in _fred_releases:
+                            sid = rel.get("series_id", "")
+                            if sid in _db_surprises:
+                                rel["surprise_zscore"] = _db_surprises[sid].get("surprise_zscore")
+                    except Exception:
+                        pass
+            _fred_block = build_fred_context_block(_fred_releases)
+            _surprise_block = build_economic_surprise_block(days=14)
+            if _surprise_block:
+                _fred_block = _fred_block + "\n\n" + _surprise_block if _fred_block else _surprise_block
         except Exception as _fe:
             logger.warning(f"[Cycle] FRED fetch failed (non-blocking): {_fe}")
 

backend/services/data_fetcher.py

@@ -255,49 +255,99 @@ def extract_tags(text: str) -> List[str]:
 
 
 # ── Economic calendar (using free Trading Economics RSS or static) ────────────
+_FRED_SERIES_TO_CALENDAR = {
+    "PAYEMS":   "US Non-Farm Payrolls",
+    "CPIAUCSL": "US CPI (Consumer Price Index)",
+    "UNRATE":   "US Unemployment Rate",
+    "GDP":      "US GDP (Preliminary)",
+    "ICSA":     "US Initial Jobless Claims",
+    "FEDFUNDS": "Fed Funds Rate (FOMC)",
+    "T10Y2Y":   "10Y-2Y Yield Spread",
+}
+
+
 def get_economic_calendar() -> List[Dict[str, Any]]:
-    """Return next 30 days of major economic events (static + scraped)."""
+    """Return recent + upcoming major economic events, enriched with FRED actuals from DB."""
     from datetime import date, timedelta
     today = date.today()
-    events = [
-        {"title": "US Non-Farm Payrolls", "country": "US", "importance": "high",
+
+    upcoming_static = [
+        {"title": "US Non-Farm Payrolls",          "country": "US",     "importance": "high",
          "date": (today + timedelta(days=(4 - today.weekday()) % 7 + 7)).isoformat(),
          "asset_impact": ["indices", "forex", "rates"]},
-        {"title": "US CPI (Consumer Price Index)", "country": "US", "importance": "high",
+        {"title": "US CPI (Consumer Price Index)",  "country": "US",     "importance": "high",
          "date": (today + timedelta(days=12)).isoformat(),
          "asset_impact": ["indices", "forex", "metals"]},
-        {"title": "FOMC Meeting / Fed Rate Decision", "country": "US", "importance": "high",
+        {"title": "FOMC Meeting / Fed Rate Decision","country": "US",    "importance": "high",
          "date": (today + timedelta(days=18)).isoformat(),
          "asset_impact": ["indices", "forex", "metals", "energy"]},
-        {"title": "ECB Rate Decision", "country": "EU", "importance": "high",
+        {"title": "ECB Rate Decision",              "country": "EU",     "importance": "high",
          "date": (today + timedelta(days=20)).isoformat(),
          "asset_impact": ["forex", "indices"]},
-        {"title": "US GDP (Preliminary)", "country": "US", "importance": "high",
+        {"title": "US GDP (Preliminary)",           "country": "US",     "importance": "high",
          "date": (today + timedelta(days=25)).isoformat(),
          "asset_impact": ["indices", "forex"]},
-        {"title": "OPEC+ Meeting", "country": "Global", "importance": "high",
+        {"title": "OPEC+ Meeting",                  "country": "Global", "importance": "high",
          "date": (today + timedelta(days=14)).isoformat(),
          "asset_impact": ["energy"]},
-        {"title": "US Crude Oil Inventories (EIA)", "country": "US", "importance": "medium",
+        {"title": "US Crude Oil Inventories (EIA)", "country": "US",     "importance": "medium",
          "date": (today + timedelta(days=3)).isoformat(),
          "asset_impact": ["energy"]},
-        {"title": "EU Inflation (CPI)", "country": "EU", "importance": "medium",
+        {"title": "EU Inflation (CPI)",             "country": "EU",     "importance": "medium",
          "date": (today + timedelta(days=8)).isoformat(),
          "asset_impact": ["forex", "indices"]},
-        {"title": "China Trade Balance", "country": "CN", "importance": "medium",
+        {"title": "China Trade Balance",            "country": "CN",     "importance": "medium",
          "date": (today + timedelta(days=10)).isoformat(),
          "asset_impact": ["metals", "agriculture", "forex"]},
-        {"title": "US Unemployment Claims", "country": "US", "importance": "medium",
+        {"title": "US Unemployment Claims",         "country": "US",     "importance": "medium",
          "date": (today + timedelta(days=2)).isoformat(),
          "asset_impact": ["forex", "indices"]},
-        {"title": "USDA Crop Report", "country": "US", "importance": "medium",
+        {"title": "USDA Crop Report",               "country": "US",     "importance": "medium",
          "date": (today + timedelta(days=6)).isoformat(),
          "asset_impact": ["agriculture"]},
-        {"title": "G7 Summit", "country": "Global", "importance": "high",
+        {"title": "G7 Summit",                      "country": "Global", "importance": "high",
          "date": (today + timedelta(days=30)).isoformat(),
          "asset_impact": ["forex", "indices", "metals"]},
     ]
-    return sorted(events, key=lambda x: x["date"])
+
+    # Merge past FRED actuals from DB
+    try:
+        from services.database import get_economic_events_for_calendar
+        db_events = get_economic_events_for_calendar(days_back=45, days_forward=0)
+        past_events = []
+        for ev in db_events:
+            actual = ev.get("actual_value")
+            forecast = ev.get("forecast_value")
+            previous = ev.get("previous_value")
+            unit = ev.get("actual_unit", "")
+            zscore = ev.get("surprise_zscore")
+            past_events.append({
+                "title": ev.get("event_name", ev.get("series_id", "")),
+                "country": "US",
+                "importance": "high" if abs(zscore or 0) >= 1.5 else "medium",
+                "date": ev.get("event_date", ""),
+                "asset_impact": ev.get("assets_impacted", []),
+                "actual": f"{actual:.2f}{unit}" if actual is not None else None,
+                "forecast": f"{forecast:.2f}{unit}" if forecast is not None else None,
+                "previous": f"{previous:.2f}{unit}" if previous is not None else None,
+                "surprise_zscore": zscore,
+                "surprise_direction": ev.get("surprise_direction"),
+                "source": "FRED",
+            })
+    except Exception:
+        past_events = []
+
+    all_events = past_events + upcoming_static
+    # Deduplicate by date+title (past events take precedence)
+    seen = set()
+    result = []
+    for ev in sorted(all_events, key=lambda x: x["date"], reverse=True):
+        key = (ev["date"], ev["title"][:20])
+        if key not in seen:
+            seen.add(key)
+            result.append(ev)
+
+    return sorted(result, key=lambda x: x["date"])
 
 
 # ── Macro Gauges & Scenario Scoring ──────────────────────────────────────────

backend/services/database.py

@@ -576,6 +576,29 @@ def init_db():
     except Exception:
         pass
 
+    c.execute("""CREATE TABLE IF NOT EXISTS economic_events (
+        id INTEGER PRIMARY KEY AUTOINCREMENT,
+        event_name TEXT NOT NULL,
+        series_id TEXT NOT NULL,
+        event_date TEXT NOT NULL,
+        actual_value REAL,
+        actual_unit TEXT DEFAULT '',
+        forecast_value REAL,
+        previous_value REAL,
+        surprise_pct REAL,
+        surprise_zscore REAL,
+        surprise_direction TEXT DEFAULT 'neutral',
+        assets_impacted TEXT DEFAULT '[]',
+        source TEXT DEFAULT 'FRED',
+        fetched_at TEXT NOT NULL DEFAULT (datetime('now')),
+        UNIQUE(series_id, event_date)
+    )""")
+    try:
+        c.execute("CREATE INDEX IF NOT EXISTS idx_econ_date ON economic_events(event_date DESC)")
+        c.execute("CREATE INDEX IF NOT EXISTS idx_econ_series ON economic_events(series_id, event_date DESC)")
+    except Exception:
+        pass
+
     try:
         c.execute("CREATE INDEX IF NOT EXISTS idx_kb_category ON knowledge_base(category, status)")
         c.execute("CREATE INDEX IF NOT EXISTS idx_rs_version ON reasoning_state(version DESC)")
@@ -3742,3 +3765,99 @@ def get_latest_trade_assessments(limit: int = 20) -> List[Dict[str, Any]]:
             d["issues"] = []
         result.append(d)
     return result
+
+
+# ── Economic events (Phase 2) ─────────────────────────────────────────────────
+
+def save_economic_event(
+    event_name: str,
+    series_id: str,
+    event_date: str,
+    actual_value: Optional[float],
+    actual_unit: str = "",
+    forecast_value: Optional[float] = None,
+    previous_value: Optional[float] = None,
+    surprise_pct: Optional[float] = None,
+    surprise_zscore: Optional[float] = None,
+    surprise_direction: str = "neutral",
+    assets_impacted: Optional[List] = None,
+    source: str = "FRED",
+) -> Optional[int]:
+    conn = get_conn()
+    try:
+        conn.execute(
+            """INSERT INTO economic_events
+               (event_name, series_id, event_date, actual_value, actual_unit,
+                forecast_value, previous_value, surprise_pct, surprise_zscore,
+                surprise_direction, assets_impacted, source)
+               VALUES (?,?,?,?,?,?,?,?,?,?,?,?)
+               ON CONFLICT(series_id, event_date) DO UPDATE SET
+                 actual_value=excluded.actual_value,
+                 forecast_value=excluded.forecast_value,
+                 previous_value=excluded.previous_value,
+                 surprise_pct=excluded.surprise_pct,
+                 surprise_zscore=excluded.surprise_zscore,
+                 surprise_direction=excluded.surprise_direction,
+                 fetched_at=datetime('now')""",
+            (
+                event_name, series_id, event_date, actual_value, actual_unit,
+                forecast_value, previous_value, surprise_pct, surprise_zscore,
+                surprise_direction,
+                json.dumps(assets_impacted or []),
+                source,
+            ),
+        )
+        conn.commit()
+        return conn.execute("SELECT last_insert_rowid()").fetchone()[0]
+    finally:
+        conn.close()
+
+
+def get_recent_economic_surprises(days: int = 30, min_zscore: float = 0.0) -> List[Dict[str, Any]]:
+    conn = get_conn()
+    try:
+        cutoff = (datetime.utcnow() - timedelta(days=days)).strftime("%Y-%m-%d")
+        rows = conn.execute(
+            """SELECT * FROM economic_events
+               WHERE event_date >= ?
+                 AND ABS(COALESCE(surprise_zscore, 0)) >= ?
+               ORDER BY event_date DESC, ABS(COALESCE(surprise_zscore, 0)) DESC
+               LIMIT 20""",
+            (cutoff, min_zscore),
+        ).fetchall()
+        result = []
+        for r in rows:
+            d = dict(r)
+            try:
+                d["assets_impacted"] = json.loads(d.get("assets_impacted") or "[]")
+            except Exception:
+                d["assets_impacted"] = []
+            result.append(d)
+        return result
+    finally:
+        conn.close()
+
+
+def get_economic_events_for_calendar(days_back: int = 30, days_forward: int = 14) -> List[Dict[str, Any]]:
+    """Return stored economic events for calendar enrichment."""
+    conn = get_conn()
+    try:
+        cutoff_past = (datetime.utcnow() - timedelta(days=days_back)).strftime("%Y-%m-%d")
+        cutoff_future = (datetime.utcnow() + timedelta(days=days_forward)).strftime("%Y-%m-%d")
+        rows = conn.execute(
+            """SELECT * FROM economic_events
+               WHERE event_date BETWEEN ? AND ?
+               ORDER BY event_date DESC""",
+            (cutoff_past, cutoff_future),
+        ).fetchall()
+        result = []
+        for r in rows:
+            d = dict(r)
+            try:
+                d["assets_impacted"] = json.loads(d.get("assets_impacted") or "[]")
+            except Exception:
+                d["assets_impacted"] = []
+            result.append(d)
+        return result
+    finally:
+        conn.close()

backend/services/fred_fetcher.py

@@ -157,20 +157,123 @@ def get_fred_recent_releases() -> List[Dict[str, Any]]:
     return results
 
 
+def _compute_zscore_surprise(series_id: str, api_key: str, latest_value: float) -> tuple:
+    """Compute z-score of latest value vs 12-period MA. Returns (forecast, surprise_pct, zscore)."""
+    import math
+    obs = _fetch_series_observations(series_id, api_key, count=14)
+    values = [_parse_value(o["value"]) for o in obs if _parse_value(o["value"]) is not None]
+    if len(values) < 3:
+        return None, None, None
+    # Use obs[1:] as history (exclude latest), up to 12 periods
+    history = values[1:13]
+    if not history:
+        return None, None, None
+    mean = sum(history) / len(history)
+    variance = sum((x - mean) ** 2 for x in history) / len(history)
+    std = math.sqrt(variance) if variance > 0 else 0.0
+    surprise_pct = round((latest_value - mean) / abs(mean) * 100, 2) if mean != 0 else 0.0
+    zscore = round((latest_value - mean) / std, 2) if std > 0 else 0.0
+    return round(mean, 4), surprise_pct, zscore
+
+
+def save_fred_releases_to_db(releases: List[Dict], api_key: str = "") -> int:
+    """Persist FRED releases to economic_events table with surprise scores. Returns count saved."""
+    from services.database import save_economic_event
+    import json as _json
+
+    # Map series_id → assets_impacted from FRED_SERIES config
+    _assets_map = {sid: assets for sid, _, _, assets, _ in FRED_SERIES}
+
+    saved = 0
+    for r in releases:
+        sid = r.get("series_id", "")
+        if not sid or r.get("latest_value") is None:
+            continue
+        # Compute z-score surprise if api_key available
+        forecast_val, surprise_pct, zscore = (None, None, None)
+        if api_key:
+            try:
+                forecast_val, surprise_pct, zscore = _compute_zscore_surprise(sid, api_key, r["latest_value"])
+            except Exception:
+                pass
+
+        try:
+            save_economic_event(
+                event_name=r.get("label", sid),
+                series_id=sid,
+                event_date=r.get("latest_date", ""),
+                actual_value=r.get("latest_value"),
+                actual_unit=r.get("unit", ""),
+                forecast_value=forecast_val,
+                previous_value=r.get("previous_value"),
+                surprise_pct=surprise_pct,
+                surprise_zscore=zscore,
+                surprise_direction=r.get("direction", "neutral"),
+                assets_impacted=_assets_map.get(sid, []),
+                source="FRED",
+            )
+            saved += 1
+        except Exception as e:
+            logger.warning(f"[FRED] Failed to save {sid} to DB: {e}")
+
+    return saved
+
+
 def build_fred_context_block(releases: List[Dict]) -> str:
-    """Format FRED releases as a prompt-ready string."""
+    """Format FRED releases as a prompt-ready string with surprise scoring."""
     if not releases:
         return ""
-    lines = ["## 📈 DONNÉES MACRO RÉCENTES (FRED — dernières releases)"]
+    lines = ["## RECENT MACRO DATA (FRED — latest releases)"]
     for r in releases:
-        val_str = f"{r['latest_value']:.2f}{r['unit']}" if isinstance(r.get("latest_value"), float) else str(r.get("latest_value", "N/A"))
+        val_str = f"{r['latest_value']:.2f} {r['unit']}" if isinstance(r.get("latest_value"), float) else str(r.get("latest_value", "N/A"))
         chg_str = ""
         if r.get("change") is not None:
-            arrow = "▲" if r["change"] > 0 else "▼"
-            chg_str = f" ({arrow}{abs(r['change']):.3f} vs release précédente)"
-        dir_emoji = {"bullish": "🟢", "bearish": "🔴", "neutral": "⚪"}.get(r.get("direction", "neutral"), "⚪")
+            arrow = "+" if r["change"] > 0 else ""
+            chg_str = f" ({arrow}{r['change']:.3f} vs prior)"
+        surprise_str = ""
+        if r.get("surprise_zscore") is not None:
+            z = r["surprise_zscore"]
+            if abs(z) >= 1.5:
+                surprise_str = f" ⚡ SURPRISE z={z:+.1f}"
+            elif abs(z) >= 0.8:
+                surprise_str = f" (notable z={z:+.1f})"
+        dir_tag = {"bullish": "[BULLISH]", "bearish": "[BEARISH]", "neutral": "[NEUTRAL]"}.get(r.get("direction", "neutral"), "")
         lines.append(
-            f"  {dir_emoji} {r['label']} [{r['latest_date']}] : {val_str}{chg_str} → {r['direction'].upper()}"
+            f"  {r['label']} [{r['latest_date']}]: {val_str}{chg_str}{surprise_str} → {dir_tag}"
         )
-    lines.append("⚠️ Compare ces chiffres au consensus attendu pour évaluer si le marché a déjà intégré la surprise.")
+    lines.append("Use these figures to assess whether current market pricing already reflects macro reality.")
     return "\n".join(lines)
+
+
+def build_economic_surprise_block(days: int = 14) -> str:
+    """Build a prompt block from stored economic_events table — recent surprises highlighted."""
+    try:
+        from services.database import get_recent_economic_surprises
+        events = get_recent_economic_surprises(days=days, min_zscore=0.0)
+        if not events:
+            return ""
+        lines = [f"## ECONOMIC SURPRISE TRACKER (last {days} days — FRED actuals vs trend baseline)"]
+        for ev in events[:8]:
+            z = ev.get("surprise_zscore") or 0.0
+            sp = ev.get("surprise_pct") or 0.0
+            direction = ev.get("surprise_direction", "neutral")
+            actual = ev.get("actual_value")
+            unit = ev.get("actual_unit", "")
+            forecast = ev.get("forecast_value")
+            flag = ""
+            if abs(z) >= 1.5:
+                flag = " ⚡ SIGNIFICANT SURPRISE"
+            elif abs(z) >= 0.8:
+                flag = " (notable)"
+            actual_str = f"{actual:.2f}{unit}" if actual is not None else "N/A"
+            forecast_str = f"{forecast:.2f}{unit}" if forecast is not None else "N/A"
+            dir_tag = {"bullish": "BULLISH", "bearish": "BEARISH", "neutral": "NEUTRAL"}.get(direction, "")
+            lines.append(
+                f"  [{ev['event_date']}] {ev['event_name']}: actual={actual_str} vs baseline={forecast_str}"
+                f" (z={z:+.2f}, {sp:+.1f}%) → {dir_tag}{flag}"
+            )
+        lines.append("→ High z-scores = unexpected move vs recent trend → potential mispricing in related assets")
+        return "\n".join(lines)
+    except Exception as e:
+        logger.warning(f"[FRED] build_economic_surprise_block failed: {e}")
+        return ""

frontend/src/pages/CalendarPage.tsx

@@ -49,11 +49,27 @@ function EventCard({ ev }: { ev: EconomicEvent }) {
             {format(evDate, "EEEE, MMM d yyyy")} · {ev.country}
           </div>
         </div>
-        <div className="text-right shrink-0">
+        <div className="text-right shrink-0 space-y-0.5">
           <div className={clsx('text-xs font-semibold', cfg.color.split(' ')[0])}>{cfg.label}</div>
-          {ev.previous && <div className="text-xs text-slate-600 mt-0.5">Prev: {ev.previous}</div>}
+          {ev.previous && <div className="text-xs text-slate-600">Prev: {ev.previous}</div>}
           {ev.forecast && <div className="text-xs text-slate-500">Fcst: {ev.forecast}</div>}
-          {ev.actual && <div className="text-xs text-emerald-400 font-bold">Actual: {ev.actual}</div>}
+          {ev.actual && (
+            <div className="text-xs text-emerald-400 font-bold">Actual: {ev.actual}</div>
+          )}
+          {ev.surprise_zscore !== undefined && Math.abs(ev.surprise_zscore) >= 0.8 && (
+            <div className={clsx(
+              'text-xs font-bold px-1.5 py-0.5 rounded border',
+              ev.surprise_direction === 'bullish'
+                ? 'text-emerald-400 border-emerald-700/40 bg-emerald-900/20'
+                : ev.surprise_direction === 'bearish'
+                ? 'text-red-400 border-red-700/40 bg-red-900/20'
+                : 'text-slate-400 border-slate-700/40'
+            )}>
+              z={ev.surprise_zscore > 0 ? '+' : ''}{ev.surprise_zscore?.toFixed(1)} {
+                Math.abs(ev.surprise_zscore) >= 1.5 ? '⚡' : ''
+              }
+            </div>
+          )}
         </div>
       </div>
       {ev.asset_impact && ev.asset_impact.length > 0 && (

frontend/src/types/index.ts

@@ -124,6 +124,9 @@ export interface EconomicEvent {
   previous?: string
   forecast?: string
   actual?: string
+  surprise_zscore?: number
+  surprise_direction?: 'bullish' | 'bearish' | 'neutral'
+  source?: string
 }
 
 export interface HistoricalCandle {