feat: instrument analysis

backend/routers/instruments.py

@@ -15,11 +15,16 @@ from services.instrument_service import (
     get_snapshot,
     get_narrative,
     update_instrument_drivers,
+    update_instrument_saxo_link,
 )
 
 class DriverUpdate(BaseModel):
     drivers: List[Dict[str, Any]]
 
+
+class SaxoLinkBody(BaseModel):
+    saxo_symbol: Optional[str] = None
+
 router = APIRouter(prefix="/api/instruments", tags=["instruments"])
 
 
@@ -90,6 +95,25 @@ def update_drivers(instrument_id: str, body: DriverUpdate) -> Dict[str, Any]:
     return {"ok": True, "instrument_id": instrument_id.upper(), "drivers_count": len(body.drivers)}
 
 
+@router.put("/{instrument_id}/saxo-link")
+def set_saxo_link(instrument_id: str, body: SaxoLinkBody) -> Dict[str, Any]:
+    """Link this instrument to the Saxo symbol used to price it (chart, indicators, regime,
+    wavelets) instead of yfinance — or pass null to unlink. Mirrors
+    routers/instruments_watchlist.py's /{ticker}/saxo-quote-link, but persisted in
+    instruments.json (this catalog's own store) rather than the instruments_watchlist table."""
+    config = get_instrument(instrument_id)
+    if not config:
+        raise HTTPException(status_code=404, detail=f"Instrument '{instrument_id}' not found")
+
+    saxo_symbol = (body.saxo_symbol or "").strip().upper() or None
+    try:
+        update_instrument_saxo_link(instrument_id, saxo_symbol)
+    except Exception as e:
+        raise HTTPException(status_code=500, detail=str(e))
+
+    return {"instrument_id": instrument_id.upper(), "saxo_quote_symbol": saxo_symbol}
+
+
 # ── Instrument mult (pips → price conversion) ─────────────────────────────────
 
 _INST_MULT: Dict[str, int] = {"EURUSD": 10000, "GBPUSD": 10000, "USDJPY": 100, "AUDUSD": 10000}

backend/routers/wavelet.py

@@ -23,7 +23,26 @@ _PERIOD_TO_DAYS = {
 }
 
 
-def _fetch_history(symbol: str, period: str, interval: str = "1d", start: Optional[str] = None, end: Optional[str] = None):
+def _fetch_history(symbol: str, period: str, interval: str = "1d", start: Optional[str] = None, end: Optional[str] = None, saxo_symbol: Optional[str] = None):
+    """Saxo-first when saxo_symbol is given (resolved via the watchlist/Instrument Analysis
+    Saxo link), yfinance otherwise or as a silent fallback on any Saxo failure. Wavelets only
+    ever consume the close series, so unlike instrument_service's snapshot fetch this doesn't
+    need full OHLCV."""
+    if saxo_symbol and start is None and end is None:
+        # Saxo's Chart API is day-count-from-now only (no explicit date range), so a custom
+        # start_date/end_date request can't be served from Saxo — falls through to yfinance.
+        try:
+            from services.database import get_saxo_catalog_by_symbol
+            from services.saxo_client import get_price_history
+            entry = get_saxo_catalog_by_symbol(saxo_symbol)
+            asset_type = entry["asset_type"] if entry else "FxSpot"
+            days = _PERIOD_TO_DAYS.get(period, 365)
+            bars = get_price_history(saxo_symbol, asset_type, days=days)
+            return [b["close"] for b in bars], [b["date"] for b in bars]
+        except Exception as e:
+            import logging
+            logging.getLogger(__name__).warning(f"[wavelet] Saxo fetch failed for '{saxo_symbol}', falling back to yfinance: {e}")
+
     from services.data_fetcher import get_historical
     hist = get_historical(symbol, period=period, interval=interval, start=start, end=end)
     values = [h["close"] for h in hist]
@@ -34,7 +53,7 @@ def _fetch_history(symbol: str, period: str, interval: str = "1d", start: Option
 def _fetch_padded_history(
     symbol: str, lookback: int, period: str = "1y",
     start_date: Optional[str] = None, end_date: Optional[str] = None,
-    future_padding_days: int = 0,
+    future_padding_days: int = 0, saxo_symbol: Optional[str] = None,
 ):
     """Fetch enough history to cover the requested causal-output range plus a
     `lookback`-sized warmup window before it (mirrors main.py's fetch_start padding).
@@ -60,7 +79,7 @@ def _fetch_padded_history(
     if start_date:
         fetch_start = (date.fromisoformat(start_date) - timedelta(days=pad_days)).isoformat()
         fetch_end = (date.fromisoformat(end_date) + timedelta(days=future_padding_days)).isoformat() if end_date and future_padding_days else end_date
-        values, dates = _fetch_history(symbol, period, start=fetch_start, end=fetch_end)
+        values, dates = _fetch_history(symbol, period, start=fetch_start, end=fetch_end, saxo_symbol=saxo_symbol)
         return values, dates, start_date
 
     out_days = _PERIOD_TO_DAYS.get(period, 365)
@@ -69,7 +88,7 @@ def _fetch_padded_history(
         (p for p, d in sorted(_PERIOD_TO_DAYS.items(), key=lambda kv: kv[1]) if d >= total_days),
         "10y",
     )
-    values, dates = _fetch_history(symbol, fetch_period)
+    values, dates = _fetch_history(symbol, fetch_period, saxo_symbol=saxo_symbol)
     cutoff = (datetime.utcnow() - timedelta(days=out_days)).date().isoformat()
     return values, dates, cutoff
 
@@ -84,10 +103,11 @@ def wavelet_analyze(
     method: str = Query("cwt", description="cwt (default) or ssq"),
     start_date: Optional[str] = Query(None, description="ISO date (YYYY-MM-DD) — overrides `period` with an explicit custom range"),
     end_date: Optional[str] = Query(None, description="ISO date (YYYY-MM-DD), only used alongside start_date; omit for 'through today'"),
+    saxo_symbol: Optional[str] = Query(None, description="Saxo quote symbol — Saxo-first, falls back to `symbol` (yfinance) on any failure"),
 ):
     from services.wavelet_engine import windowed_band_decompose, band_decompose_ssq
 
-    values, dates = _fetch_history(symbol, period, start=start_date, end=end_date)
+    values, dates = _fetch_history(symbol, period, start=start_date, end=end_date, saxo_symbol=saxo_symbol)
     if len(values) < 32:
         raise HTTPException(400, "Historique insuffisant pour une analyse ondelette (32 points minimum).")
 
@@ -112,13 +132,14 @@ def wavelet_rolling(
     method: str = Query("cwt", description="cwt (default) or ssq"),
     start_date: Optional[str] = Query(None, description="ISO date (YYYY-MM-DD) — overrides `period`; the causal output starts here"),
     end_date: Optional[str] = Query(None, description="ISO date (YYYY-MM-DD), only used alongside start_date; omit for 'through today'"),
+    saxo_symbol: Optional[str] = Query(None, description="Saxo quote symbol — Saxo-first, falls back to `symbol` (yfinance) on any failure"),
 ):
     """Walk-forward version of /analyze: band values are computed day by day from a
     trailing `lookback`-point window only, so a trade simulation built on this never
     sees data past its own decision date."""
     from services.wavelet_engine import rolling_causal_bands, rolling_causal_bands_ssq
 
-    values, dates, cutoff = _fetch_padded_history(symbol, lookback, period, start_date, end_date)
+    values, dates, cutoff = _fetch_padded_history(symbol, lookback, period, start_date, end_date, saxo_symbol=saxo_symbol)
     if len(values) < lookback + 32:
         raise HTTPException(400, "Historique insuffisant pour une analyse ondelette (32 points minimum).")
 
@@ -158,6 +179,7 @@ def wavelet_reliability_endpoint(
     max_future_padding: int = Query(60, ge=10, le=180, description="extra real days fetched beyond the requested range, to cover the slowest band's own (data-driven) confirm horizon"),
     start_date: Optional[str] = Query(None, description="ISO date (YYYY-MM-DD) — overrides `period`; the causal output starts here"),
     end_date: Optional[str] = Query(None, description="ISO date (YYYY-MM-DD), only used alongside start_date; omit for 'through today'"),
+    saxo_symbol: Optional[str] = Query(None, description="Saxo quote symbol — Saxo-first, falls back to `symbol` (yfinance) on any failure"),
 ):
     """For every reversal a live (causal, walk-forward) decomposition would have flagged,
     checks whether redoing the decomposition later still shows the same reversal — a
@@ -169,7 +191,7 @@ def wavelet_reliability_endpoint(
     # The horizon is now computed per band inside wavelet_reliability (from each band's own
     # measured cycle length), so we don't know it in advance here — pad generously enough to
     # cover even a slow band's cycle instead.
-    values, dates, cutoff = _fetch_padded_history(symbol, lookback, period, start_date, end_date, future_padding_days=max_future_padding)
+    values, dates, cutoff = _fetch_padded_history(symbol, lookback, period, start_date, end_date, future_padding_days=max_future_padding, saxo_symbol=saxo_symbol)
     if len(values) < lookback + max_future_padding + 32:
         raise HTTPException(400, "Historique insuffisant pour un test de fiabilité (32 points minimum au-delà de la fenêtre + marge).")
 

backend/services/instrument_service.py

@@ -75,6 +75,32 @@ def update_instrument_drivers(instrument_id: str, drivers: List[Dict]) -> None:
     logger.info(f"[instrument_service] Updated drivers for {uid} ({len(drivers)} drivers)")
 
 
+def update_instrument_saxo_link(instrument_id: str, saxo_symbol: Optional[str]) -> None:
+    """Persist the Saxo quote-symbol link to instruments.json and refresh in-memory config.
+    saxo_symbol=None clears the link (falls back to yfinance)."""
+    global _configs
+    if _configs is None:
+        _load_configs()
+
+    uid = instrument_id.upper()
+    if uid not in _configs:
+        raise ValueError(f"Instrument {uid} not found")
+
+    with open(CONFIG_PATH, "r", encoding="utf-8") as f:
+        raw = json.load(f)
+
+    for inst in raw["instruments"]:
+        if inst["id"] == uid:
+            inst["saxo_quote_symbol"] = saxo_symbol
+            break
+
+    with open(CONFIG_PATH, "w", encoding="utf-8") as f:
+        json.dump(raw, f, ensure_ascii=False, indent=2)
+
+    _configs[uid]["saxo_quote_symbol"] = saxo_symbol
+    logger.info(f"[instrument_service] Updated Saxo link for {uid}: {saxo_symbol}")
+
+
 # ── DataFrame helpers ──────────────────────────────────────────────────────────
 
 def _ohlcv_to_df(records: List[Dict]) -> pd.DataFrame:
@@ -653,6 +679,46 @@ def _get_relevant_events(
 
 # ── Main snapshot ──────────────────────────────────────────────────────────────
 
+# Approximate calendar-day span of each yfinance-style period string — used to size the
+# Saxo `days` fetch window (Saxo's Chart API is day-count based, not period-string based).
+# Same values as routers/wavelet.py's _PERIOD_TO_DAYS; duplicated locally since it's a
+# tiny, stable lookup table not worth sharing across modules.
+_PERIOD_TO_DAYS = {
+    "5d": 5, "1mo": 30, "3mo": 90, "6mo": 182,
+    "1y": 365, "2y": 730, "5y": 1825, "10y": 3650, "max": 3650,
+}
+
+
+def _fetch_ohlcv(config: Dict[str, Any], instrument_id: str, period: str, interval: str) -> Tuple[List[Dict], str]:
+    """Fetch OHLCV records for the snapshot — Saxo-first when the instrument has a
+    saxo_quote_symbol linked, yfinance otherwise (or as a silent fallback on any Saxo
+    failure). Returns (records, source)."""
+    saxo_symbol = config.get("saxo_quote_symbol")
+    if saxo_symbol:
+        try:
+            from services.database import get_saxo_catalog_by_symbol
+            from services.saxo_client import get_price_history
+            entry = get_saxo_catalog_by_symbol(saxo_symbol)
+            asset_type = entry["asset_type"] if entry else "FxSpot"
+            days = _PERIOD_TO_DAYS.get(period, 365)
+            bars = get_price_history(saxo_symbol, asset_type, days=days)
+            records = [{"date": b["date"], "open": b.get("open"), "high": b.get("high"),
+                        "low": b.get("low"), "close": b.get("close"), "volume": b.get("volume")}
+                       for b in bars]
+            return records, "saxo"
+        except Exception as e:
+            logger.warning(f"[instrument_service] Saxo fetch failed for {instrument_id} ({saxo_symbol}), falling back to yfinance: {e}")
+
+    yf_ticker = config.get("yf_ticker", instrument_id)
+    try:
+        from services.data_fetcher import get_historical
+        records = get_historical(yf_ticker, period=period, interval=interval)
+    except Exception as e:
+        logger.error(f"[instrument_service] Data fetch failed for {instrument_id}: {e}")
+        records = []
+    return records, "yfinance"
+
+
 async def get_snapshot(
     instrument_id: str,
     period: str = "1y",
@@ -666,16 +732,7 @@ async def get_snapshot(
     if not config:
         return {"error": f"Unknown instrument: {instrument_id}"}
 
-    yf_ticker = config.get("yf_ticker", instrument_id)
-
-    # Fetch OHLCV
-    try:
-        from services.data_fetcher import get_historical
-        records = get_historical(yf_ticker, period=period, interval=interval)
-    except Exception as e:
-        logger.error(f"[instrument_service] Data fetch failed for {instrument_id}: {e}")
-        records = []
-
+    records, source = _fetch_ohlcv(config, instrument_id, period, interval)
     df = _ohlcv_to_df(records)
 
     # Compute everything
@@ -752,6 +809,7 @@ async def get_snapshot(
         "change_pct": change_pct,
         "change_abs": change_abs,
         "period": period,
+        "source": source,
     }
 
 

backend/services/saxo_client.py

@@ -249,7 +249,9 @@ def get_price_history(symbol: str, asset_type: str = "FxSpot", days: int = 90) -
     Callers should treat any failure here (entitlement gap, still-wrong field names for
     some other asset type, etc.) as routine and fall back to another source, not surface
     it as a hard error.
-    Returns oldest-first [{"date": "YYYY-MM-DD", "close": float}, ...].
+    Returns oldest-first [{"date": "YYYY-MM-DD", "close": float, "open": float|None,
+    "high": float|None, "low": float|None, "volume": float|None}, ...] — open/high/low/volume
+    are None when the raw bar doesn't carry them (e.g. FX Spot has no traded volume).
     """
     instrument = resolve_instrument(symbol, asset_types=asset_type)
     data = _get("/chart/v3/charts", {
@@ -271,7 +273,14 @@ def get_price_history(symbol: str, asset_type: str = "FxSpot", days: int = 90) -
             close = (bar["CloseBid"] + bar["CloseAsk"]) / 2
         if close is None or not time_str:
             continue
-        out.append({"date": str(time_str)[:10], "close": float(close)})
+        out.append({
+            "date": str(time_str)[:10],
+            "close": float(close),
+            "open": float(bar["Open"]) if bar.get("Open") is not None else None,
+            "high": float(bar["High"]) if bar.get("High") is not None else None,
+            "low": float(bar["Low"]) if bar.get("Low") is not None else None,
+            "volume": float(bar["Volume"]) if bar.get("Volume") is not None else None,
+        })
     if not out:
         raise ValueError(f"Chart data for '{symbol}' had no usable Close/CloseMid/CloseBid+CloseAsk/Time fields — raw bar keys: {list(bars[0].keys()) if bars else []}")
     return out