Commit Graph

23 Commits

Author SHA1 Message Date
OpenSquared
64ff777da6 feat: FRED bootstrap + Calendar page complete rebuild
- backend/services/fred_bootstrap.py: fetch 11 FRED series (PAYEMS, UNRATE, CPI, PCE, FEDFUNDS, ICSA, GDP, HY spread, T10Y2Y, T10Y3M) from public CSV endpoint — no API key needed; computes rolling z-scores and upserts into economic_events table
- backend/routers/eco.py: new /api/eco router with bootstrap (POST + status GET), events list with full filtering (date range, category, series, min z-score, direction, sort/pagination), series catalog, and db status endpoints
- backend/main.py: register eco router
- frontend/src/pages/CalendarPage.tsx: complete rewrite — real data table from /api/eco/events, Bootstrap FRED button with live polling, filter bar (date range, category, series chips, |z| threshold, direction), sort by date/z-score/series, pagination, z-score badges with color coding, sidebar with series inventory + geo alerts + z-score guide

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-26 14:42:44 +02:00
OpenSquared
97706dea7b feat: AI Desks — configurable agent system for news/technical/eco processing
- New ai_desks table with CRUD (get_all/by_type/upsert/delete)
- ai_desks router: REST API + GET /signal-catalog (7 extensible signals)
- News Desk: semantic dedup via AI (±N days window, system_prompt hint)
- Technical Desk: 4 signal detectors driven by desk config
  (ma_cross, rsi_extreme, bb_squeeze, new_52w_extreme)
- 3 more signals in catalog ready to enable: price_gap, volume_spike, macd_crossover
- market_event_detector.py loads desk configs at runtime, falls back to legacy params
- AIDesks.tsx: full editor UI with signal toggles, param sliders, instrument multi-select
- Sidebar: Bot icon + /ai-desks route

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-25 23:08:14 +02:00
OpenSquared
f71e3be3ff feat: market events filters, no-auto-bootstrap, star label deoverlap
- MarketEvents: date presets (7j/30j/3m/6m/1an/Tout/Perso), instrument
  impact filter (ticker + min score + direction → auto-sort by inst score),
  sort controls (date/score/nom + asc/desc), clear-all button, count bar
- Market events list endpoint: full SQL JOIN rewrite supporting instrument
  filter, date range, origin, sort_by=instrument_score
- Disable auto-bootstrap on startup (macro/eco/categories) — manual only
- CycleActions: bootstrap group (Macro/Eco/Categories) with force checkbox,
  grouped layout (detection / bootstrap / data / ai / portfolio)
- cycle_actions router: /bootstrap-macro, /bootstrap-eco, /bootstrap-categories
  endpoints + group field on all action catalogue entries
- InstrumentChart: greedy row placement for star labels (4 rows × 20px)
  to eliminate horizontal overlap; labels now inline (★ + text)

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-25 21:27:21 +02:00
OpenSquared
d5da4737ef feat: Market Events admin page — source_refs + per-instrument impacts
- DB: colonne source_refs sur market_events (migration idempotente)
- save/update_market_event: persist source_refs (JSON array de {url,title,source})
- market_event_detector: stocke source_refs + évalue impacts instruments après chaque création
- Nouveau router /api/market-events: CRUD + evaluate + impacts CRUD
- Page MarketEvents.tsx: liste filtrée/triée + panneau détail (sources cliquables,
  tableau impacts par instrument avec score/direction/rationale inline-éditables,
  ajout manuel, bulk-evaluate)
- Sidebar: entrée Market Events (Radio icon)

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-25 18:29:09 +02:00
OpenSquared
9afc01c7f5 feat: isolated cycle action — Check New Market Events
Décompose le cycle en 8 actions appelables individuellement.
Action 1 implémentée : scan de 4 sources (news RSS, surprises FRED,
MA crossovers yfinance, rapports institutionnels) → création de
market_events avec déduplication. UI CycleActions page + sidebar link.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-25 18:07:38 +02:00
OpenSquared
a68896cf67 feat: Impact Monitor — AI impact evaluation for eco events & geopolitical news
- New DB tables: event_categories (18 bootstrap categories) + instrument_impacts
- impact_categories_bootstrap.py: FOMC/NFP/CPI/GDP/PCE/ISM/BOJ/ECB/BOE/OPEC+ + 7 géopolitical categories with per-instrument sensitivity & direction defaults
- impact_service.py: GPT-4o-mini evaluation (0-1 score, direction, rationale) + monitor data aggregation
- routers/impact.py: GET/POST endpoints for evaluate/bulk/monitor/adjust/categories
- ImpactMonitor.tsx: two-tab page (Évalués / À évaluer), top instruments bar, inline score override modal, category browser
- Startup auto-bootstrap for impact categories
- Route /impact + sidebar nav entry

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-25 16:26:13 +02:00
OpenSquared
9ed59c5ca2 feat: auto-bootstrap macro + eco events on startup
Both bootstrap_macro_events() and bootstrap_eco_events() are now called
in the FastAPI startup event. Idempotent — skips already-existing events.
Logs how many events were inserted on first run.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-25 00:13:22 +02:00
OpenSquared
537fea8148 feat: Instrument Snapshot Dashboard — 5-layer synchronized view for 20 instruments
- 20 instruments configured (equity indices, metals, energy, bonds, FX, stocks, crypto)
  each with custom drivers, regime labels, MA periods, event keywords, ai_context
- InstrumentChart: TradingView lightweight-charts candlesticks + MA lines + Bollinger
  + volume histogram + macro event markers overlaid on price
- InstrumentDashboard: regime detection card (scores + signals), trend indicators
  (RSI gauge, MA slopes, momentum, 52W range), events card (links to Timeline),
  AI narrative via GPT-4o-mini (cached by day)
- Backend: instrument_service (OHLCV fetch, indicators, regime scoring, GPT narrative)
  + /api/instruments router (3 endpoints)
- Route: /instruments/:id with selector dropdown, period buttons (3M/6M/1Y/2Y/5Y)

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-24 21:36:39 +02:00
OpenSquared
c6178c14d5 feat: Timeline Navigator — contexte historique 3 temporalités COVID → aujourd'hui
- 2 nouvelles tables SQLite : market_events + timeline_context
- 32 événements historiques seedés (long/medium/short de feb 2020 à juin 2026)
- timeline_service.py : bootstrap, get_events_for_date, génération commentaires GPT-4o-mini
- /api/timeline router : GET /day/{date}, GET /events, POST /generate/{date}, POST /bootstrap
- Timeline.tsx : navigateur date avec strip visuel, 3 panneaux contextuels, catalogue d'événements
- Sidebar : entrée Timeline avec icône Layers

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-24 17:45:35 +02:00
OpenSquared
2fb683eec5 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>
2026-06-23 09:57:18 +02:00
OpenSquared
cbf989502c feat: Pattern Lab — historical backtest engine for pattern discovery
- Remove all built-in patterns (no proof of legitimacy); seed_builtin_patterns is now a no-op
- DB: add backtest_lab_runs table + backtest_hits/runs_count columns on patterns
- services/pattern_lab.py: build_historical_context (yfinance + RSI/MA200),
  run_ai_backtest (GPT-4o as historical analyst), evaluate_outcomes (actual moves at T+horizon)
- routers/pattern_lab.py: POST /run, POST /evaluate/{id}, GET /runs, DELETE /runs/{id},
  POST /save-pattern (promotes hit pattern to library with reliability counters)
- PatternLab.tsx: 34 preset events 2015-2025 (macro/geo/credit/fx/commodities/volatility/tech),
  3-panel layout — preset selector + wizard + run history, market data table,
  AI pattern cards with hit/miss outcome display, Save to Library button
- useApi.ts: usePatternLabRuns, useRunPatternLab, useEvaluatePatternLab, useSaveLabPattern, useDeleteLabRun
- Sidebar + App.tsx: /pattern-lab route + FlaskConical nav link

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-22 17:55:48 +02:00
OpenSquared
3edbd6b0b7 feat: institutional reports — CFTC COT + EIA petroleum weekly
- New institutional_reports table (DB) with importance, signals per asset class, key points, absorption tracking
- cot_fetcher.py: CFTC Socrata API (6dca-aqww), 7 instruments (Gold/Silver/Copper/WTI/NatGas/SP500/EURUSD), net positioning + 52-week z-score
- eia_fetcher.py: EIA API v2, 4 series (crude/Cushing/gasoline/distillates), WoW surprise detection
- institutional.py router: GET /reports, GET /reports/{id}, POST /refresh, GET /stats
- institutional_scheduler.py: weekly auto-fetch (COT Saturdays, EIA Wednesday afternoons)
- ai_analyzer.py: build_institutional_block() + institutional_block param injected into AI scoring prompt
- auto_cycle.py: inject institutional block into suggestion + scoring, absorption tracking via keyword overlap after each cycle commentary
- InstitutionalReports.tsx: full page with filter bar (type/category/importance/period), cards with key point bullets, EXTREME alerts highlighted, signal badges, absorption badge, trading implications, expandable detail

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-22 13:45:07 +02:00
OpenSquared
e2d5bebef4 feat: Rapport de Cycle — auto-généré à chaque run avec contexte IA, delta, PnL/VaR snapshot
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-20 07:57:41 +02:00
OpenSquared
b4f3089c58 feat: VaR/PnL schedulers + snapshots DB + page sur bouton
Backend:
- Tables var_snapshots + pnl_snapshots dans SQLite (contexte macro + prix tickers)
- var_service.py : save_var_snapshot, save_pnl_snapshot + fonctions get_*
- var_scheduler.py : threads APScheduler pour VaR (défaut 6h) et PnL (défaut 1h)
- router var.py : /run-now (POST compute+save), /latest, /snapshots, /pnl/run-now,
  /pnl/latest, /scheduler/status, /scheduler/config
- main.py : démarrage des deux schedulers au startup

Frontend:
- VaRAnalysis.tsx : plus d'auto-fetch ; charge le dernier snapshot DB au mount ;
  bouton "Calculer" → POST /run-now ; erreur backend = message clair ; historique
  de snapshots sélectionnables
- Config.tsx : section "Schedulers VaR & PnL" dans l'onglet cycle avec toggle
  enable/disable, intervalle, et boutons "Snapshot maintenant"

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-20 06:21:20 +02:00
OpenSquared
d64d1029bf feat: page VaR Analyse avec approche delta Black-Scholes
- Service var_service.py : calcul VaR Historique / Paramétrique / Monte Carlo
  stressé (vol ×1.5) + CVaR par méthode, deltas BS par position, fallback
  synthétique si yfinance indisponible
- Router /api/var/compute : paramètres confidence, horizon, lookback, IV défaut
- Page VaRAnalysis.tsx : cartes métriques %, montants EUR, histogramme retours,
  VaR glissante 30j, tableau positions + deltas, backtest Kupiec pass/fail
- Route /var + nav sidebar « VaR Analyse »

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-19 23:15:39 +02:00
OpenSquared
05a475fb04 feat: system logs page + dynamic IV watchlist with auto-add from cycle
Backend:
- DB: add system_logs table (level/source/cycle_id/ticker/message) and
  iv_watchlist table (ticker/added_by/is_active); seed builtin 18 tickers
- DBLogHandler attached at startup — all WARNING+ logs auto-persist to DB
- log_system_event() helper for structured manual events
- New router /api/logs: GET with filters (level, source, cycle_id, ticker,
  date range), GET /sources, GET /cycles for dropdowns, DELETE /clear
- iv_watchlist now read from DB instead of hardcoded constant; options_vol
  watchlist/refresh/bootstrap endpoints all use get_watchlist_tickers()
- New endpoints: POST/DELETE /options-vol/watchlist-tickers/{ticker} to
  add/remove tickers; adding triggers background 1-year bootstrap
- auto_cycle: after log_trade_entries(), auto-detect new underlying proxies
  not yet in watchlist, add them and bootstrap their IV history

Frontend:
- New page SystemLogs (/logs): log table with level/source/cycle/ticker/date
  filters, color-coded rows, expandable JSON details, auto-refresh 30s
- Options Lab: WatchlistManager section — add ticker input, chip list with
  builtin/auto/manual color coding, remove button for non-builtins
- Sidebar: Logs Système nav link (ScrollText icon)
- useApi: useSystemLogs, useLogSources, useLogCycles, useClearLogs,
  useWatchlistTickers, useAddWatchlistTicker, useRemoveWatchlistTicker

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-18 13:07:35 +02:00
OpenSquared
e44c8799b9 feat: Phase 3 — Portfolio Risk Engine (Exposition, Clusters, Kelly, Risk Dashboard)
Sprint 3.1 — Vue Portefeuille Consolidée
- database.py: get_portfolio_exposure() — exposition par classe d'actif + facteur de risque
- database.py: get_pnl_timeline() — courbe P&L cumulé pour equity curve
- Alertes concentration automatiques (>40% par classe, >50% par facteur)
- _RISK_FACTOR_MAP: classification géopolitique/inflation/récession/liquidité/dollar

Sprint 3.2 — Risk Cluster Engine
- database.py: get_risk_clusters() — saturation par facteur + risk_prompt_context
- database.py: get_pattern_correlations() — matrice Pearson sur trades matures
- auto_cycle.py: injection du contexte risque dans le prompt de scoring (Step 3.5)
- ai_analyzer.py: paramètre risk_context dans score_patterns_with_context()
- Pénalisation automatique des patterns sur facteurs saturés dans le scoring GPT

Sprint 3.3 — Position Sizing Kelly Fractionnel
- database.py: compute_kelly_sizing() — f* = (p×G - (1-p))/G, Kelly ×33% par défaut
- Ajustement cluster: sizing ÷2 si facteur saturé
- Ajustement fiabilité: sizing ÷2 si win_rate historique <40% (≥5 trades)
- JournalDeBord.tsx: colonne "Kelly" avec KellyCell (% + €, ajustements signalés)
- routers/risk.py: GET /api/risk/kelly/{pattern_id}

Sprint 3.4 — Tableau de Bord Risque Global
- database.py: get_risk_dashboard() — HHI, score diversification, drawdown attendu, recommandation
- database.py: _build_risk_recommendation() — alerte Risk Committee automatique
- RiskDashboard.tsx: nouvelle page — jauges concentration, courbe P&L, corrélations, recommandation
- Dashboard.tsx: banner d'alerte concentration sur le Cockpit avec lien vers /risk
- routers/risk.py: GET /api/risk/exposure|timeline|clusters|correlations|dashboard
- App.tsx + Sidebar.tsx: route /risk + entrée menu Risk Dashboard

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-17 17:18:36 +02:00
OpenSquared
f09c5b8ee7 feat: Phase 2 — Pattern Reliability, Contre-thèses & Calibration probabiliste
Sprint 2.1 — Pattern Reliability Score
- database.py: get_pattern_reliability() — win_rate × log(n+1) sur trades matures (≥35% horizon)
- database.py: get_all_pattern_reliability_map() pour injection rapide dans les prompts
- ai_analyzer.py: inject reliability_map dans suggest_patterns (patterns fiables mis en avant)
- auto_cycle.py: charge reliability_map avant suggestion et le passe au suggéreur
- routers/analytics.py: GET /api/analytics/reliability
- PatternEditor.tsx: ReliabilityBadge sur chaque card + usePatternReliability hook
- useApi.ts: usePatternReliability, useCalibration hooks

Sprint 2.2 — Contre-thèses & Invalidation Triggers
- database.py: migration ALTER TABLE — counter_thesis, invalidation_trigger, invalidation_probability
- database.py: save_custom_pattern() persiste les 3 nouveaux champs
- ai_analyzer.py: counter_thesis + invalidation_trigger + invalidation_probability dans le JSON schema
- auto_cycle.py: détection automatique des triggers d'invalidation contre les news (keyword match)
- routers/analytics.py: GET /api/analytics/invalidation-alerts
- PatternEditor.tsx: affichage contre-thèse dans les cards + champs dans le formulaire
- PatternEditor.tsx: affichage dans AiSuggestModal (suggestions IA)
- routers/patterns.py: PatternRequest inclut les 3 nouveaux champs

Sprint 2.3 — Calibration probabiliste & Demi-vie KB
- database.py: migration — predicted_probability sur pattern_score_history
- database.py: save_pattern_scores() stocke probability du pattern à chaque scoring run
- database.py: get_calibration_data() — Brier score + buckets de calibration par décile
- database.py: expires_at + confidence_decay_days sur knowledge_base
- database.py: decay_kb_confidence() — decay automatique + archivage à 0
- auto_cycle.py: decay_kb_confidence() appelé au début de chaque cycle (non-bloquant)
- routers/analytics.py: GET /api/analytics/calibration + POST /api/analytics/kb/decay
- frontend/src/pages/Analytics.tsx: nouvelle page — tableau fiabilité + calibration Brier
- App.tsx + Sidebar.tsx: route /analytics + entrée menu

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-17 16:50:53 +02:00
OpenSquared
9a6b6f70b1 feat: Phase 1 — IV Rank, Term Structure, Skew, Options Flow (Sprint 1.1/1.2/1.3)
Backend:
- iv_engine.py: ATM IV, term structure (30/60/90/180j), put/call skew,
  options flow (P/C OI ratio, unusual strikes, gamma bias), proxy map for futures→ETFs
- database.py: iv_history table + save_iv_snapshot, get_iv_rank_percentile, get_iv_history
- routers/options_vol.py: /api/options-vol/ endpoints (snapshot, batch, watchlist, history)
- auto_cycle.py: inject IV context string into scoring prompt (step 3.5)
- ai_analyzer.py: score_patterns_with_context accepts iv_context param
- main.py: register options_vol router

Frontend:
- pages/OptionsLab.tsx: full IV dashboard (watchlist by IVR, term structure, skew, flow, sparkline)
- pages/JournalDeBord.tsx: IvRankCell component + IV Rank column per trade
- hooks/useApi.ts: useIvSnapshot, useIvWatchlist, useIvBatch, useIvHistory, useIvForTrade

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-17 16:29:33 +02:00
OpenSquared
07c1a74704 fix: save_config → set_config (correct function name in database.py) 2026-06-17 15:00:31 +02:00
OpenSquared
d726cf430e fix: VPS fresh-DB bootstrap — sync OPENAI_API_KEY from env to DB at startup + show countdown before first cycle
- main.py startup: if DB has no openai_api_key but OPENAI_API_KEY env var is set, auto-save it so cycle trigger returns 200 instead of 400
- Config.tsx: move NextRunCountdown outside cs?.last_cycle block so it renders even when no cycle has run yet

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-17 14:55:42 +02:00
OpenSquared
dc3bc667eb fix: 3 bugs — synthesis crash, stale running cycle, invalid tickers
- knowledge.py: trade_line crash when pnl_pct is None in dict
  (t.get('pnl_pct',0) returns None if key exists with None value — use 'or 0')
- database.py: cleanup_stale_running_cycles() marks any 'running' cycle
  as 'error' on startup (uvicorn reload mid-cycle left status stuck)
- main.py: call cleanup_stale_running_cycles() at startup with warning log
- database.py: _normalize_ticker() converts GPT-4o exchange:symbol format
  (NSE:RELIANCE → RELIANCE.NS, BSE:X → X.BO, etc.) so yfinance stops
  spamming 404 errors for every MTM request

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-17 12:15:32 +02:00
OpenSquared
d256b65d30 Initial commit — GeoOptions Intelligence Cockpit v2.0
Stack: FastAPI + React/TypeScript + SQLite + GPT-4o
Features: Radar géopolitique, Marchés, Régime Macro, Journal de Bord MTM,
Rapport IA, Super Contexte (base de raisonnement évolutive), Boucle feedback IA.
Deploy: Docker + docker-compose + nginx pour openfin.open-squared.tech

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-16 20:29:59 +02:00