feat: instrument model
This commit is contained in:
OpenSquared
@@ -43,6 +43,13 @@ class CalibrateBody(BaseModel):
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ref_date: Optional[str] = None
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class CalibrationOverrideBody(BaseModel):
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absorption_days: int = 7
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rise_days: int = 0
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plateau_days: int = 0
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decay_type: str = "exp"
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@router.get("", response_model=List[Dict[str, Any]])
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def list_instrument_models():
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from services.database import get_conn
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@@ -75,8 +82,11 @@ def list_instrument_models():
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@router.get("/{instrument}/gauge-suggestions")
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def get_gauge_suggestions(instrument: str) -> Dict[str, Any]:
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"""Suggestions de valeurs depuis les derniers gauges de marché (macro_regime_history)."""
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def get_gauge_suggestions(
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instrument: str,
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at_date: Optional[str] = Query(None, description="YYYY-MM-DD — snapshot le plus proche de cette date"),
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) -> Dict[str, Any]:
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"""Suggestions de valeurs depuis les gauges de marché (optionnellement à une date historique)."""
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from services.database import get_conn
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from services.gauge_sync import suggest_from_gauges, get_latest_gauges
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from services.instrument_models import INSTRUMENT_MODELS
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@@ -85,14 +95,14 @@ def get_gauge_suggestions(instrument: str) -> Dict[str, Any]:
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inst = instrument.upper()
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if inst not in INSTRUMENT_MODELS:
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raise HTTPException(status_code=404, detail=f"Instrument {inst} non supporté")
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gauges, snap_date = get_latest_gauges(conn)
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gauges, snap_date = get_latest_gauges(conn, at_date=at_date)
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if not gauges:
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raise HTTPException(status_code=404, detail="Aucun snapshot de gauges disponible")
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suggestions = suggest_from_gauges(inst, gauges)
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# Enrich with node label/unit from graph if missing
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return {
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"instrument": inst,
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"gauge_date": snap_date,
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"requested_date": at_date,
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"n_suggestions": len(suggestions),
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"suggestions": suggestions,
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"gauges_available": list(gauges.keys()),
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@@ -219,6 +229,146 @@ def timeline_whatif(
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conn.close()
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@router.get("/{instrument}/calendar-events")
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def get_calendar_events(
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instrument: str,
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days_back: int = Query(365, description="Jours en arrière depuis at_date"),
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days_forward: int = Query(90, description="Jours en avant depuis at_date"),
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at_date: Optional[str]= Query(None),
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) -> List[Dict[str, Any]]:
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"""Events calendrier analysés pour cet instrument — alimente le panneau What-if."""
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from services.database import get_conn
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from services.instrument_models import _lifecycle, init_instrument_model_tables
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from datetime import datetime, date as date_type, timedelta
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import json as _json
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conn = get_conn()
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try:
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inst_upper = instrument.upper()
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inst_lower = inst_upper.lower()
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init_instrument_model_tables(conn)
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try:
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ref = date_type.fromisoformat(at_date) if at_date else datetime.utcnow().date()
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except ValueError:
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ref = datetime.utcnow().date()
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date_from = ref - timedelta(days=days_back)
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date_to = ref + timedelta(days=days_forward)
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rows = conn.execute("""
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SELECT a.id as analysis_id,
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a.prediction_json,
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e.id as event_id, e.name as title, e.start_date, e.end_date, e.sub_type,
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t.category,
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COALESCE(o.calibration_json, t.calibration_json) as calibration_json
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FROM causal_event_analyses a
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JOIN market_events e ON e.id = a.market_event_id
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JOIN causal_graph_templates t ON t.id = a.template_id
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LEFT JOIN event_calibration_overrides o ON o.analysis_id = a.id
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WHERE a.instrument = ?
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AND e.start_date >= ?
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AND e.start_date <= ?
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ORDER BY e.start_date DESC
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""", (inst_upper, str(date_from), str(date_to))).fetchall()
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result = []
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for row in rows:
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r = dict(row)
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try:
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preds = _json.loads(r["prediction_json"] or "{}")
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calib = _json.loads(r["calibration_json"] or "{}")
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except Exception:
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continue
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pips: float = 0.0
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if inst_lower in preds:
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pips = float(preds[inst_lower])
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else:
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for k, v in preds.items():
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if inst_lower in k.lower():
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try: pips = float(v); break
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except (TypeError, ValueError): pass
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try:
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ev_date = date_type.fromisoformat(r["start_date"][:10])
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except ValueError:
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continue
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days = (ref - ev_date).days
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absorption = max(1, int(calib.get("absorption_days", 7)))
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dtype = str(calib.get("decay_type", "exp"))
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rise = max(0, int(calib.get("rise_days", 0)))
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plateau = max(0, int(calib.get("plateau_days", 0)))
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lf = _lifecycle(days, rise, plateau, absorption, dtype) if days >= 0 else 0.0
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result.append({
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"analysis_id": r["analysis_id"],
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"event_id": r.get("event_id"),
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"title": r.get("title") or r.get("sub_type", ""),
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"start_date": r["start_date"][:10],
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"category": r["category"],
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"is_future": ev_date > ref,
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"days_offset": -days, # positive = future, negative = past
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"pip_prediction": round(pips, 1),
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"lifecycle_factor": round(lf, 3),
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"remaining_pips": round(pips * lf, 1),
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"calibration": {
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"absorption_days": absorption,
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"rise_days": rise,
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"plateau_days": plateau,
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"decay_type": dtype,
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},
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})
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return result
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finally:
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conn.close()
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@router.put("/{instrument}/events/{analysis_id}/calibration")
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def update_event_calibration(
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instrument: str,
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analysis_id: int,
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body: CalibrationOverrideBody,
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) -> Dict[str, Any]:
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"""Écrase les paramètres de lifecycle d'une analyse event (override par-event)."""
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from services.database import get_conn
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import json as _json
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conn = get_conn()
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try:
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row = conn.execute(
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"SELECT id FROM causal_event_analyses WHERE id=? AND instrument=?",
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(analysis_id, instrument.upper())
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).fetchone()
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if not row:
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raise HTTPException(status_code=404, detail="Analysis not found")
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calib = {
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"absorption_days": body.absorption_days,
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"rise_days": body.rise_days,
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"plateau_days": body.plateau_days,
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"decay_type": body.decay_type,
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}
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conn.execute("""
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INSERT INTO event_calibration_overrides (analysis_id, calibration_json)
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VALUES (?, ?)
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ON CONFLICT(analysis_id) DO UPDATE SET calibration_json=excluded.calibration_json, updated_at=datetime('now')
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""", (analysis_id, _json.dumps(calib)))
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conn.commit()
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return {"ok": True, "analysis_id": analysis_id, "calibration": calib}
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finally:
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conn.close()
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@router.delete("/{instrument}/events/{analysis_id}/calibration")
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def reset_event_calibration(instrument: str, analysis_id: int) -> Dict[str, Any]:
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"""Supprime l'override de calibration — retour aux paramètres du template."""
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from services.database import get_conn
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conn = get_conn()
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try:
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conn.execute("DELETE FROM event_calibration_overrides WHERE analysis_id=?", (analysis_id,))
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conn.commit()
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return {"ok": True, "analysis_id": analysis_id}
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finally:
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conn.close()
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@router.post("/{instrument}/calibrate")
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def calibrate_intercept(
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instrument: str,
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