OpenSquared
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3b7fa35456
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feat: Specialist Desks v2 — COT, Forward Curves, Surprise Index, Hawk/Dove scorer
- COT Positioning: CFTC disaggregated + financial futures (19 markets) via Socrata free API
net MM position % OI + weekly change stored in cot_data table
- Forward Curves: yfinance front-month vs +3M slope (8 commodities)
contango/backwardation/flat stored in forward_curve_data table
- Surprise Index: consensus_estimate + actual_value on specialist_reports
auto-computes surprise_score = actual - consensus on save
- Hawk/Dove Text Scorer: GPT-4o-mini endpoint for CB statements
score -1..+1, label, summary, key_phrases (forex/bonds: hawk/dove; commodities: bull/bear)
- AI context injection: COT net positioning, forward curve structure,
surprise scores, upcoming consensus estimates injected into all desk blocks
- Frontend: COT panel (net% bars), Forward Curves panel, SurpriseInput
on report cards, Hawk/Dove scorer in forex/bonds config tab
- auto_cycle.py: non-blocking COT + curve refresh before each cycle
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
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2026-06-23 18:00:46 +02:00 |
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OpenSquared
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2fb683eec5
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feat: Specialist Desks — per asset-class fundamental configs + report catalogue
- 7 pre-seeded desks (Forex, Metals, Agri, Energy, Indices, Crypto, Bonds)
each with default fundamental drivers, macro regime sensitivities and
price delta thresholds
- Global report catalogue (specialist_reports) fully manual — add any report
including non-calendar ones (e.g. Cocoa Grinding Report, ICCO)
- Many-to-many report ↔ desk linking (report_desk_links table)
- 12 default reports pre-seeded (COT, EIA, WASDE, FOMC, ECB, CPI, NFP…)
- AI scorer injects SPECIALIST DESK context block for asset classes present
in each scoring batch (upcoming reports, key drivers, regime sensitivity)
- /specialist-desks page: desk sidebar + fundamentals editor + macro
sensitivity tag editor + reports tab + global reports catalogue + modal
to create/edit any report with desk assignment
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
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2026-06-23 09:57:18 +02:00 |
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