feat: instrument model

2026-07-03 17:20:22 +02:00
parent 2bb8109eb4
commit ff551deecd
2 changed files with 203 additions and 93 deletions
--- a/backend/services/instrument_models.py
+++ b/backend/services/instrument_models.py
@@ -529,49 +529,115 @@ INSTRUMENT_MODELS: dict[str, dict] = {
 # ══════════════════════════════════════════════════════════════════════════════
 "EURUSD": {
  "name": "EUR/USD",
-  "description": "EUR/USD — Graphe causal macro-natif : noeuds = variables macro réelles auto-synchronisées depuis FF Calendar",
+  "description": "Graphe causal pondéré 7 couches : macro fondamentaux → hawkishness → dynamiques marché → taux & demande → positionnement → flux → prix",
  "output_node": "eurusd",
  "price_intercept": 1.10,
  "pip_to_price": 0.0001,
  "yf_ticker": "EURUSD=X",
+  "col_labels": ["Variables Macro", "Politique Monétaire", "Dynamiques Marché", "Taux & Demande", "Positionnement", "Order Flow", "Output"],
  "nodes": [
-    # ── Layer 0a : chocs événementiels (surprises court terme) ───────────────
-    {"id":"in_cb",    "label":"Choc Banques Centrales", "node_type":"input_event","category":"central_bank", "unit":"pips","display_col":0,"event_category":"central_bank", "description":"Surprises Fed/BCE : décisions inattendues, guidance hawkish/dovish, minutes."},
-    {"id":"in_geo",   "label":"Choc Géopolitique",      "node_type":"input_event","category":"geopolitical", "unit":"pips","display_col":0,"event_category":"geopolitical",  "description":"Conflits, sanctions, tensions → flight to USD."},
-    {"id":"in_trade", "label":"Choc Commercial/Tarifs", "node_type":"input_event","category":"trade_policy", "unit":"pips","display_col":0,"event_category":"trade_policy",  "description":"Tarifs US-UE, représailles → USD/EUR volatilité."},
-    {"id":"in_credit","label":"Stress Crédit",          "node_type":"input_event","category":"credit_stress","unit":"pips","display_col":0,"event_category":"credit_stress",  "description":"Stress bancaire, spreads → USD safe haven."},
-    # ── Layer 0b : politique monétaire (taux directeurs absolus) ─────────────
-    # macro_key = id → auto-sync depuis ff_calendar sans mapping manuel
-    {"id":"fed_rate","label":"Taux Fed (%)",       "node_type":"input_manual","category":"monetary","unit":"%","coefficient_to_pips":-30,   "macro_key":"fed_rate",  "display_col":1,"description":"Taux directeur Fed en %. Hausse → USD fort → pair ↓. Auto-sync depuis FF Calendar."},
-    {"id":"ecb_rate","label":"Taux BCE (%)",        "node_type":"input_manual","category":"monetary","unit":"%","coefficient_to_pips":+30,   "macro_key":"ecb_rate",  "display_col":1,"description":"Taux directeur BCE en %. Hausse → EUR fort → pair ↑. Auto-sync depuis FF Calendar."},
-    # ── Layer 0c : inflation ─────────────────────────────────────────────────
-    {"id":"us_cpi",  "label":"CPI US YoY (%)",     "node_type":"input_manual","category":"inflation","unit":"%","coefficient_to_pips":-10, "macro_key":"us_cpi_yoy","display_col":1,"description":"Inflation US YoY. Hausse → anticipations Fed hawkish → USD ↑ → pair ↓."},
-    {"id":"eu_cpi",  "label":"HICP Eurozone (%)",   "node_type":"input_manual","category":"inflation","unit":"%","coefficient_to_pips":+10, "macro_key":"eu_cpi_yoy","display_col":1,"description":"Inflation EU YoY. Hausse → BCE hawkish → EUR ↑ → pair ↑."},
-    # ── Layer 0d : croissance ─────────────────────────────────────────────────
-    {"id":"us_gdp",  "label":"GDP US QoQ (%)",      "node_type":"input_manual","category":"growth","unit":"%","coefficient_to_pips":-15,  "macro_key":"us_gdp",    "display_col":1,"description":"Croissance US trimestrielle. Surperformance → USD ↑ → pair ↓."},
-    {"id":"eu_gdp",  "label":"GDP Eurozone QoQ (%)","node_type":"input_manual","category":"growth","unit":"%","coefficient_to_pips":+15,  "macro_key":"eu_gdp",    "display_col":1,"description":"Croissance EU trimestrielle. Surperformance → EUR ↑ → pair ↑."},
-    # ── Layer 0e : emploi & activité ─────────────────────────────────────────
-    {"id":"us_nfp",  "label":"NFP US (K/mois)",     "node_type":"input_manual","category":"labor","unit":"K","coefficient_to_pips":-0.05, "macro_key":"us_nfp",    "display_col":1,"description":"Emplois non-agricoles US en K. 150K= neutre. Plus → USD ↑ → pair ↓."},
-    {"id":"eu_pmi",  "label":"PMI EU (écart/50)",   "node_type":"input_manual","category":"activity","unit":"pts","coefficient_to_pips":+2.5,"macro_key":"eu_pmi",  "display_col":1,"description":"PMI Composite Eurozone MOINS 50 (+4 = PMI=54, expansion → EUR ↑)."},
-    {"id":"us_pmi",  "label":"PMI US (écart/50)",   "node_type":"input_manual","category":"activity","unit":"pts","coefficient_to_pips":-2.5,"macro_key":"us_pmi",  "display_col":1,"description":"PMI ISM US MOINS 50 (+3 = PMI=53, expansion → USD ↑ → pair ↓)."},
-    # ── Layer 0f : sentiment & risque (pas de macro_key — saisi ou events) ───
-    {"id":"vix",     "label":"VIX (niveau)",         "node_type":"input_manual","category":"risk","unit":"pts","coefficient_to_pips":-1.5,                          "display_col":1,"description":"Volatilité equity US. Spike → safe haven USD → pair ↓."},
-    {"id":"us_equity","label":"S&P 500 momentum",   "node_type":"input_manual","category":"risk","unit":"score","coefficient_to_pips":+0.3,                         "display_col":1,"description":"Risk-on US. Hausse → appétit risque → EUR ↑. Score -5/+5."},
-    {"id":"eu_fragm","label":"Fragmentation EU",     "node_type":"input_manual","category":"political","unit":"score","coefficient_to_pips":-0.5,                   "display_col":1,"description":"Risque fragmentation zone euro, stress BTP/Bund. Score 0-5 → EUR ↓."},
-    # ── Layer 1 : domaines synthèse ───────────────────────────────────────────
-    {"id":"layer_monetary","label":"▶ Différentiel Monétaire","node_type":"intermediate","category":"intermediate","unit":"pips","display_col":2,
-     "formula":"in_cb + fed_rate + ecb_rate + us_cpi + eu_cpi",
-     "description":"Taux directeurs + inflation → différentiel de politique monétaire Fed/BCE."},
-    {"id":"layer_growth",  "label":"▶ Différentiel Croissance","node_type":"intermediate","category":"intermediate","unit":"pips","display_col":2,
-     "formula":"us_gdp + eu_gdp + us_nfp + eu_pmi + us_pmi",
-     "description":"Croissance relative US vs EU. Positif = EU surperform → EUR ↑."},
-    {"id":"layer_risk",    "label":"▶ Sentiment & Risque",    "node_type":"intermediate","category":"intermediate","unit":"pips","display_col":2,
-     "formula":"in_geo + in_trade + in_credit + vix + us_equity + eu_fragm",
-     "description":"Risque géopolitique, sentiment, appétit risque → impact EUR/USD."},
-    # ── Layer 2 : output ──────────────────────────────────────────────────────
-    {"id":"eurusd","label":"EUR/USD — Biais Net","node_type":"output","category":"output","unit":"pips","display_col":3,
-     "formula":"layer_monetary + layer_growth + layer_risk",
-     "description":"Biais net EUR/USD. Positif = haussier EUR. Divisé en 3 piliers : monétaire, croissance, risque."},
+    # ── Chocs CT : événements court terme ─────────────────────────────────────
+    # display_col:-1 → cachés dans le DAG visuel, additifs dans la formule output
+    {"id":"in_cb",    "label":"Choc Banques Centrales","node_type":"input_event","category":"central_bank","unit":"pips","display_col":-1,"event_category":"central_bank","description":"Surprise Fed/BCE : décision inattendue, guidance. Choc CT additionné à l'output."},
+    {"id":"in_geo",   "label":"Choc Géopolitique",     "node_type":"input_event","category":"geopolitical","unit":"pips","display_col":-1,"event_category":"geopolitical","description":"Conflits, sanctions → flight to USD. Choc CT."},
+    {"id":"in_trade", "label":"Choc Commercial",       "node_type":"input_event","category":"trade_policy","unit":"pips","display_col":-1,"event_category":"trade_policy","description":"Tarifs US-UE. Choc CT."},
+    {"id":"in_credit","label":"Stress Crédit",         "node_type":"input_event","category":"credit_stress","unit":"pips","display_col":-1,"event_category":"credit_stress","description":"Stress bancaire → safe haven USD. Choc CT."},
+
+    # ── Layer 0 (col 0) : Variables macro fondamentales ───────────────────────
+    # Toutes auto-synchronisées via FF Calendar (macro_key)
+    # Coefficients calibrés : au neutre (all=0) output=0, range typique ±200 pips
+    {"id":"fed_rate", "label":"Taux Fed (%)",         "node_type":"input_manual","category":"monetary","unit":"%","coefficient_to_pips":-60, "macro_key":"fed_rate",  "display_col":0,"description":"Taux directeur Fed en %. Hausse → USD fort → EURUSD ↓. Dominant driver."},
+    {"id":"ecb_rate", "label":"Taux BCE (%)",         "node_type":"input_manual","category":"monetary","unit":"%","coefficient_to_pips":+60, "macro_key":"ecb_rate",  "display_col":0,"description":"Taux directeur BCE en %. Hausse → EUR fort → EURUSD ↑."},
+    {"id":"us_cpi",   "label":"CPI US YoY (%)",       "node_type":"input_manual","category":"inflation","unit":"%","coefficient_to_pips":-20,"macro_key":"us_cpi_yoy","display_col":0,"description":"Inflation US annuelle. Hausse → Fed hawkish → USD ↑."},
+    {"id":"eu_cpi",   "label":"HICP Eurozone (%)",    "node_type":"input_manual","category":"inflation","unit":"%","coefficient_to_pips":+20,"macro_key":"eu_cpi_yoy","display_col":0,"description":"Inflation EU annuelle. Hausse → BCE hawkish → EUR ↑."},
+    {"id":"us_growth","label":"GDP US QoQ (%)",       "node_type":"input_manual","category":"growth","unit":"%","coefficient_to_pips":-30, "macro_key":"us_gdp",    "display_col":0,"description":"Croissance US trimestrielle. Surperformance → USD dominant."},
+    {"id":"eu_growth","label":"GDP Eurozone QoQ (%)","node_type":"input_manual","category":"growth","unit":"%","coefficient_to_pips":+30, "macro_key":"eu_gdp",    "display_col":0,"description":"Croissance EU trimestrielle. Surperformance → EUR dominant."},
+    {"id":"us_nfp",   "label":"NFP US (K/mois)",      "node_type":"input_manual","category":"labor","unit":"K","coefficient_to_pips":-0.08,"macro_key":"us_nfp",   "display_col":0,"description":"Emplois non-agricoles. Fort (>200K) → USD hawkish."},
+    {"id":"eu_pmi",   "label":"PMI EU (écart/50)",    "node_type":"input_manual","category":"activity","unit":"pts","coefficient_to_pips":+5,"macro_key":"eu_pmi",  "display_col":0,"description":"PMI EU écart/50. Positif = expansion EU → EUR achetée."},
+    {"id":"us_pmi",   "label":"PMI US (écart/50)",    "node_type":"input_manual","category":"activity","unit":"pts","coefficient_to_pips":-5,"macro_key":"us_pmi",  "display_col":0,"description":"PMI US écart/50. Positif = expansion US → USD fort."},
+
+    # ── Layer 1 (col 1) : Politique monétaire ────────────────────────────────
+    # rate_lvl : différentiel de taux directs (driver dominant)
+    # ecb_hawk / fed_hawk : pression hawkish perçue (données macro → anticipations futures)
+    {"id":"rate_lvl", "label":"Niveaux Taux (BCE−Fed)",
+     "node_type":"intermediate","category":"monetary","unit":"pips","display_col":1,
+     "formula":"ecb_rate + fed_rate",
+     "description":"Différentiel de taux directeurs brut BCE−Fed (en pips). Driver dominant du pair."},
+    {"id":"ecb_hawk", "label":"BCE Hawkishness",
+     "node_type":"intermediate","category":"monetary","unit":"pips","display_col":1,
+     "formula":"0.55*eu_cpi + 0.30*eu_growth + 0.15*eu_pmi",
+     "description":"Pression hawkish BCE perçue : inflation + croissance + activité EU → anticipations taux CE."},
+    {"id":"fed_hawk", "label":"Fed Hawkishness",
+     "node_type":"intermediate","category":"monetary","unit":"pips","display_col":1,
+     "formula":"0.55*us_cpi + 0.30*us_growth + 0.12*us_nfp + 0.03*us_pmi",
+     "description":"Pression hawkish Fed perçue : inflation + croissance + emploi → anticipations taux US."},
+
+    # ── Layer 2 (col 2) : Dynamiques de marché ───────────────────────────────
+    # rate_diff : différentiel de hawkishness perçue (secondaire au rate_lvl)
+    # eu_equities / us_equities : proxies croissance/risque equity
+    # risk_on : appétit risque global
+    {"id":"rate_diff", "label":"Différentiel Hawkishness",
+     "node_type":"intermediate","category":"monetary","unit":"pips","display_col":2,
+     "formula":"ecb_hawk + fed_hawk",
+     "description":"Différentiel BCE−Fed de hawkishness. Positif = BCE perçue plus hawkish que Fed."},
+    {"id":"eu_equities","label":"EU Equities",
+     "node_type":"intermediate","category":"risk","unit":"pips","display_col":2,
+     "formula":"0.60*eu_growth + 0.40*eu_pmi",
+     "description":"Proxy performance equity EU. Croissance + activité → flux entrants zone euro."},
+    {"id":"us_equities","label":"US Equities",
+     "node_type":"intermediate","category":"risk","unit":"pips","display_col":2,
+     "formula":"0.60*us_growth + 0.40*us_pmi",
+     "description":"Proxy performance equity US. Expansion US → USD résilient, risk-on."},
+    {"id":"risk_on",   "label":"Risk-On Global",
+     "node_type":"intermediate","category":"risk","unit":"pips","display_col":2,
+     "formula":"0.50*eu_equities + 0.30*us_equities + 0.20*eu_growth",
+     "description":"Appétit risque global. Risk-on → carry → EUR achetée vs USD."},
+
+    # ── Layer 3 (col 3) : Taux longs & Demande de change ─────────────────────
+    {"id":"us10y",    "label":"US10Y Signal",
+     "node_type":"intermediate","category":"rates","unit":"pips","display_col":3,
+     "formula":"0.50*fed_hawk + 0.30*us_growth + 0.20*us_cpi",
+     "description":"Signal rendement US 10Y. Hausse → USD attractif → EURUSD ↓."},
+    {"id":"carry",    "label":"Carry Trade EUR",
+     "node_type":"intermediate","category":"positioning","unit":"pips","display_col":3,
+     "formula":"0.65*rate_diff + 0.35*risk_on",
+     "description":"Attractivité carry EUR/USD. Positif = taux EU > taux US + marché calme → EUR long."},
+    {"id":"eur_demand","label":"EUR Demand",
+     "node_type":"intermediate","category":"flow","unit":"pips","display_col":3,
+     "formula":"0.55*eu_equities + 0.30*eu_growth + 0.15*eu_pmi",
+     "description":"Demande structurelle EUR : flux investissement zone euro, capitaux entrants."},
+    {"id":"usd_demand","label":"USD Demand",
+     "node_type":"intermediate","category":"flow","unit":"pips","display_col":3,
+     "formula":"0.55*us_equities + 0.30*us_growth + 0.15*us_nfp",
+     "description":"Demande structurelle USD. Forte = EURUSD ↓. (Valeurs déjà en signe négatif.)"},
+
+    # ── Layer 4 (col 4) : Positionnement & Microstructure ────────────────────
+    {"id":"cftc_usd_long","label":"CFTC USD Long",
+     "node_type":"intermediate","category":"positioning","unit":"pips","display_col":4,
+     "formula":"0.50*fed_hawk + 0.30*us10y + 0.20*rate_diff",
+     "description":"Positionnement spéculatif long USD (proxy CFTC). Négatif = longs USD → USD déjà saturé."},
+    {"id":"dealer_gamma","label":"Dealer Gamma",
+     "node_type":"intermediate","category":"positioning","unit":"pips","display_col":4,
+     "formula":"0.60*risk_on + 0.40*carry",
+     "description":"Position gamma dealers. Positif = marché calme, options équilibrées → tends à stabiliser."},
+    {"id":"liquidity", "label":"Liquidité EUR/USD",
+     "node_type":"intermediate","category":"flow","unit":"pips","display_col":4,
+     "formula":"0.50*eur_demand + 0.30*carry + 0.20*dealer_gamma",
+     "description":"Liquidité côté EUR. Profondeur acheteurs EUR institutionnels."},
+
+    # ── Layer 5 (col 5) : Order Flow synthétique ──────────────────────────────
+    {"id":"order_flow","label":"Order Flow Net",
+     "node_type":"intermediate","category":"flow","unit":"pips","display_col":5,
+     "formula":"0.35*eur_demand + 0.25*liquidity + 0.20*carry + 0.12*cftc_usd_long + 0.08*dealer_gamma",
+     "description":"Flux d'ordres net EUR/USD. Positif = pression acheteuse EUR. Driver direct du prix court terme."},
+
+    # ── Output (col 6) ────────────────────────────────────────────────────────
+    # Formule = contribution pondérée cross-couches (pas de double-comptage car nœuds distincts)
+    # + chocs CT additifs (in_cb, in_geo, in_trade, in_credit)
+    {"id":"eurusd",   "label":"EUR/USD — Biais Net",
+     "node_type":"output","category":"output","unit":"pips","display_col":6,
+     "formula":"0.40*rate_lvl + 0.30*rate_diff + 0.20*order_flow + 0.06*eur_demand + 0.04*usd_demand + in_cb + in_geo + in_trade + in_credit",
+     "description":"Biais fondamental net EUR/USD en pips. Positif = haussier EUR. Dominé par différentiel taux + hawkishness + flux."},
  ]
 },

@@ -1002,6 +1068,7 @@ def seed_instrument_models(conn):
            "description": model["description"],
            "output_node": model["output_node"],
            "nodes":       model["nodes"],
+            "col_labels":  model.get("col_labels", []),
        })
        conn.execute("""
            INSERT INTO instrument_models (instrument, graph_json)
@@ -1355,6 +1422,7 @@ def get_model_state(conn, instrument: str, at_date: Optional[str] = None) -> Opt
        "output_node":      output_id,
        "regime":           regime_info,
        "event_details":    event_details,
+        "col_labels":       graph_def.get("col_labels", []),
    }


--- a/frontend/src/pages/InstrumentModels.tsx
+++ b/frontend/src/pages/InstrumentModels.tsx
@@ -73,6 +73,7 @@ interface ModelState {
  output_node: string
  regime: RegimeInfo
  event_details: Record<string, EventDetail[]>
+  col_labels?: string[]
 }

 interface ActiveEvent {
@@ -463,7 +464,7 @@ function NodeEditModal({ node, instrument, onClose, onSaved }: {

 // ── DAG View ──────────────────────────────────────────────────────────────────

-const COL_LABELS = ['Events actifs', 'Variables manuelles', 'Couches intermédiaires', 'Résultat net']
+const DEFAULT_COL_LABELS = ['Events actifs', 'Variables manuelles', 'Couches intermédiaires', 'Résultat net']

 function NodeCard({ node, onEdit, eventDetails }: {
  node: ModelNode; onEdit: (n: ModelNode) => void
@@ -551,9 +552,10 @@ interface EdgeDraw {
  fromType: NodeType
 }

-function DagView({ nodes, instrument, onEdit, eventDetails }: {
+function DagView({ nodes, instrument, onEdit, eventDetails, colLabels }: {
  nodes: ModelNode[]; instrument: string; onEdit: (n: ModelNode) => void
  eventDetails: Record<string, EventDetail[]>
+  colLabels?: string[]
 }) {
  const wrapperRef = useRef<HTMLDivElement>(null)
  const nodeRefs   = useRef<Map<string, HTMLDivElement>>(new Map())
@@ -561,8 +563,26 @@ function DagView({ nodes, instrument, onEdit, eventDetails }: {
  const [hoveredId, setHoveredId] = useState<string | null>(null)
  const [svgH, setSvgH] = useState(600)

-  const cols: ModelNode[][] = [[], [], [], []]
-  for (const n of nodes) cols[Math.min(n.display_col ?? 0, 3)].push(n)
+  // Separate hidden nodes (display_col < 0 = event chocs) from visible nodes
+  const hiddenEvents = useMemo(() => nodes.filter(n => (n.display_col ?? 0) < 0), [nodes])
+  const visibleNodes = useMemo(() => nodes.filter(n => (n.display_col ?? 0) >= 0), [nodes])
+
+  // Build dynamic columns from visible nodes
+  const maxCol = useMemo(() =>
+    visibleNodes.reduce((m, n) => Math.max(m, n.display_col ?? 0), 0), [visibleNodes])
+  const cols = useMemo(() => {
+    const c: ModelNode[][] = Array.from({ length: maxCol + 1 }, () => [])
+    for (const n of visibleNodes) c[n.display_col ?? 0].push(n)
+    return c
+  }, [visibleNodes, maxCol])
+
+  const effectiveColLabels = useMemo(() => {
+    if (colLabels && colLabels.length >= cols.length) return colLabels
+    // Fall back: fill with defaults then generic labels
+    const base = [...DEFAULT_COL_LABELS]
+    while (base.length <= maxCol) base.push(`Couche ${base.length}`)
+    return base
+  }, [colLabels, cols.length, maxCol])

  const nodeMap = useMemo(() => {
    const m = new Map<string, ModelNode>()
@@ -575,8 +595,9 @@ function DagView({ nodes, instrument, onEdit, eventDetails }: {
    for (const node of nodes) {
      if (!node.formula) continue
      for (const term of node.formula.split('+')) {
-        const t  = term.trim()
-        const m1 = t.match(/^([\d.+-]+)\s*\*\s*(\w+)$/)
+        const t = term.trim()
+        // Match: optional_sign digit.digit * identifier  (e.g. "0.55*ecb_rate" or "0.04*usd_demand")
+        const m1 = t.match(/^(-?[\d.]+)\s*\*\s*(\w+)$/)
        if (m1) {
          result.push({ from: m1[2], to: node.id, coeff: parseFloat(m1[1]) })
        } else if (/^\w+$/.test(t)) {
@@ -605,17 +626,8 @@ function DagView({ nodes, instrument, onEdit, eventDetails }: {
      const fromNode = nodeMap.get(conn.from)
      const fromType = fromNode?.node_type ?? 'input_event'

-      // Weight to display on edge:
-      // • input_manual → intermediate: coefficient_to_pips of the source node
-      // • intermediate → output:  formula coefficient (regime-adjusted)
-      // • input_event → *: nothing (already in pips)
-      let displayWeight: number | null = null
-      if (fromType === 'input_manual') {
-        const c = fromNode?.coefficient_to_pips ?? 1
-        if (c !== 0) displayWeight = c
-      } else if (fromType === 'intermediate' && conn.coeff !== 1.0) {
-        displayWeight = conn.coeff
-      }
+      // Weight to display on edge = formula coefficient (always, if not 1.0)
+      const displayWeight: number | null = conn.coeff !== 1.0 ? conn.coeff : null

      edges.push({
        x1: fr.right - rect0.left + sL,
@@ -642,9 +654,9 @@ function DagView({ nodes, instrument, onEdit, eventDetails }: {
  }, [recompute])

  function edgeColor(e: EdgeDraw): string {
-    if (e.fromType === 'input_event')  return '#38bdf8'
    if (e.fromType === 'input_manual') return '#a78bfa'
-    return '#f59e0b'
+    if (e.fromType === 'intermediate') return '#f59e0b'
+    return '#38bdf8'
  }

  return (
@@ -656,38 +668,32 @@ function DagView({ nodes, instrument, onEdit, eventDetails }: {
        aria-hidden="true"
      >
        {svgEdges.map(e => {
-          const isHov        = hoveredId === e.fromId || hoveredId === e.toId
-          const isToOutput   = e.fromType === 'intermediate'
-          // Output edges always visible; input edges ghosted unless hovered
-          const opacity      = isHov ? 0.90 : isToOutput ? 0.60 : 0.18
-          const color        = edgeColor(e)
-          const sw           = isHov ? 2 : isToOutput ? 1.5 : 1
-          const dx           = Math.min(52, (e.x2 - e.x1) * 0.38)
-          const curve        = `M ${e.x1} ${e.y1} C ${e.x1+dx} ${e.y1}, ${e.x2-dx} ${e.y2}, ${e.x2} ${e.y2}`
-          const mx           = (e.x1 + e.x2) / 2
-          const my           = (e.y1 + e.y2) / 2
-          // Show weight: always on output edges, on hover for input edges
-          const showWeight   = e.displayWeight !== null && (isToOutput || isHov)
-          const wLabel       = e.displayWeight !== null
-            ? `w:${Math.abs(e.displayWeight) >= 10 ? Math.round(e.displayWeight) : e.displayWeight.toFixed(1)}`
+          const isHov      = hoveredId === e.fromId || hoveredId === e.toId
+          const isLeafEdge = e.fromType === 'input_manual'
+          const color      = edgeColor(e)
+          const sw         = isHov ? 2.5 : isLeafEdge ? 1 : 1.5
+          const opacity    = isHov ? 0.95 : isLeafEdge ? 0.25 : 0.65
+          const dx         = Math.min(60, (e.x2 - e.x1) * 0.35)
+          const curve      = `M ${e.x1} ${e.y1} C ${e.x1+dx} ${e.y1}, ${e.x2-dx} ${e.y2}, ${e.x2} ${e.y2}`
+          const mx         = (e.x1 + e.x2) / 2
+          const my         = (e.y1 + e.y2) / 2
+          const showWeight = e.displayWeight !== null && (!isLeafEdge || isHov)
+          const wLabel     = e.displayWeight !== null
+            ? (Math.abs(e.displayWeight) >= 10
+                ? `${e.displayWeight > 0 ? '' : '−'}${Math.round(Math.abs(e.displayWeight))}`
+                : `${e.displayWeight.toFixed(2)}`)
            : ''

          return (
            <g key={e.key} opacity={opacity}>
              <path d={curve} fill="none" stroke={color} strokeWidth={sw}/>
-              {/* Arrowhead */}
              <polygon
                points={`${e.x2},${e.y2} ${e.x2-5},${e.y2-2.5} ${e.x2-5},${e.y2+2.5}`}
-                fill={color} fillOpacity={0.8}
+                fill={color} fillOpacity={0.9}
              />
-              {/* Weight label */}
              {showWeight && (
-                <text
-                  x={mx} y={my - 5}
-                  fill={color} fontSize="8" fontFamily="monospace"
-                  textAnchor="middle" dominantBaseline="middle"
-                  style={{ userSelect: 'none' }}
-                >
+                <text x={mx} y={my - 5} fill={color} fontSize="8" fontFamily="monospace"
+                  textAnchor="middle" dominantBaseline="middle" style={{ userSelect:'none' }}>
                  {wLabel}
                </text>
              )}
@@ -696,14 +702,53 @@ function DagView({ nodes, instrument, onEdit, eventDetails }: {
        })}
      </svg>

-      {/* Grille — z:10 */}
-      <div className="grid grid-cols-4 gap-x-4 min-w-[820px]" style={{ position: 'relative', zIndex: 10 }}>
-        {COL_LABELS.map((lbl, ci) => (
+      {/* Chocs CT (événements cachés du DAG) */}
+      {hiddenEvents.length > 0 && (
+        <div className="flex flex-wrap gap-1.5 mb-3 pb-2 border-b border-slate-700/20">
+          <span className="text-xs text-slate-600 uppercase tracking-wider self-center mr-1">Chocs CT</span>
+          {hiddenEvents.map(ev => {
+            const v = ev.pip_contribution
+            const hasVal = v !== 0 || ev.baseline_value
+            return (
+              <div
+                key={ev.id}
+                className={clsx(
+                  'px-2 py-1 rounded border text-xs cursor-pointer transition-colors',
+                  hasVal
+                    ? 'border-sky-700/50 bg-sky-900/20 text-sky-300'
+                    : 'border-slate-700/30 bg-dark-800/30 text-slate-600',
+                )}
+                onClick={() => onEdit(ev)}
+                title={ev.description}
+              >
+                <span className="font-medium">{ev.label}</span>
+                {hasVal && (
+                  <span className={clsx('ml-1 font-mono font-bold', pipColor(v))}>
+                    {v > 0 ? '+' : ''}{fmt(v)}p
+                  </span>
+                )}
+              </div>
+            )
+          })}
+        </div>
+      )}
+
+      {/* Grille dynamique — z:10 */}
+      <div
+        className="grid gap-x-3"
+        style={{
+          gridTemplateColumns: `repeat(${cols.length}, minmax(130px, 1fr))`,
+          minWidth: `${cols.length * 145}px`,
+          position: 'relative',
+          zIndex: 10,
+        }}
+      >
+        {effectiveColLabels.slice(0, cols.length).map((lbl, ci) => (
          <div key={ci}>
-            <div className="text-xs font-semibold text-slate-500 uppercase tracking-wider mb-2 pb-1 border-b border-slate-700/30">
-              {lbl} <span className="font-normal normal-case text-slate-600">({cols[ci].length})</span>
+            <div className="text-xs font-semibold text-slate-500 uppercase tracking-wider mb-2 pb-1 border-b border-slate-700/30 truncate">
+              {lbl} <span className="font-normal normal-case text-slate-600">({cols[ci]?.length ?? 0})</span>
            </div>
-            {cols[ci].map(n => (
+            {(cols[ci] ?? []).map(n => (
              <div
                key={n.id}
                ref={el => { if (el) nodeRefs.current.set(n.id, el); else nodeRefs.current.delete(n.id) }}
@@ -719,17 +764,14 @@ function DagView({ nodes, instrument, onEdit, eventDetails }: {

      {/* Légende */}
      <div className="flex items-center gap-3 mt-3 pt-3 border-t border-slate-700/20 flex-wrap text-xs">
-        <div className="flex items-center gap-1 text-sky-400">
-          <span className="w-4 h-px bg-sky-400 inline-block"/> Events → couches
-        </div>
        <div className="flex items-center gap-1 text-violet-400">
-          <span className="w-4 h-px bg-violet-400 inline-block"/> Manuel → couches <span className="text-slate-600 ml-0.5">(w: au survol)</span>
+          <span className="w-4 h-px bg-violet-400 inline-block"/> Macro → dérivé <span className="text-slate-600 ml-0.5">(w: survol)</span>
        </div>
        <div className="flex items-center gap-1 text-amber-400">
-          <span className="w-4 h-px bg-amber-400 inline-block"/> Couches → output <span className="text-slate-600 ml-0.5">(w: toujours)</span>
+          <span className="w-4 h-px bg-amber-400 inline-block"/> Dérivé → agrégat <span className="text-slate-600 ml-0.5">(w: visible)</span>
        </div>
        <div className="ml-auto flex items-center gap-1 text-slate-500">
-          <Edit3 className="w-3 h-3"/> Cliquer nœud pour éditer
+          <Edit3 className="w-3 h-3"/> Cliquer nœud pour éditer · <span className="text-sky-400">Chocs CT</span> = chocs court terme additifs
        </div>
      </div>
    </div>
@@ -2442,7 +2484,7 @@ export default function InstrumentModels() {
      {/* Main content */}
      {state && (
        <div className="rounded-xl border border-slate-700/40 bg-dark-800/60 p-4">
-          {view === 'dag'         && <DagView nodes={state.nodes} instrument={instrument} onEdit={setEditNode} eventDetails={state.event_details || {}}/>}
+          {view === 'dag'         && <DagView nodes={state.nodes} instrument={instrument} onEdit={setEditNode} eventDetails={state.event_details || {}} colLabels={state.col_labels}/>}
          {view === 'table'       && <TableView nodes={state.nodes} onEdit={setEditNode}/>}
          {view === 'timeline'    && <TimelineView instrument={instrument}/>}
          {view === 'calibration' && <CalibrationView instrument={instrument} eventDetails={state.event_details || {}}/>}