OpenSquared
a31f6e21b1
docs: v6.1 — Specialist Desks v2 (COT, Forward Curves, Surprise, Hawk/Dove)
...
Section 12 refonte complète : 4 nouvelles sous-sections documentant le
COT CFTC (19 marchés par codes contrat stables), les Forward Curves
yfinance (contango/backwardation), le Surprise Index (actual-consensus)
et le Hawk/Dove Text Scorer GPT-4o-mini. Architecture : +2 tables DB
(cot_data, forward_curve_data), +6 colonnes specialist_reports. Schéma
et étape 4b mis à jour avec les nouvelles sources injectées dans le
contexte IA.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com >
2026-06-23 18:59:24 +02:00
OpenSquared
3b7fa35456
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 >
2026-06-23 18:00:46 +02:00
OpenSquared
4423ad91db
docs: update documentation to v5.0 — Phase 5, 19 pages, IV Gate, Pattern Convergence
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Major additions since v4.4:
- Cover/version bump to v5.0 (5 phases, 19 pages)
- Section 1.4: pages table updated 15→19 (VaR Analysis, Position History, Backtest, Calendar, System Logs)
- Step 1 macro engine: 50 signals table (vol surface, sector rotation XLK/XLF/XLP/XLU, EM/carry EEM/EMB/USDJPY, silver, 5 derived metrics)
- New Section 2b: Cycle Context Engine (delta temporal, news decay, context snapshot, FRED, technical indicators by horizon, price discovery, replay, weekend-aware scheduler)
- Section 3: IV Gate (2-level threshold, formula, rationale) + dynamic IV Watchlist (3 types, bootstrap)
- New Section 5b: Pattern Convergence (8 categories, signal_direction, conviction_score, Trade Ideas tab, IBKR ticket auto-calc)
- Section 8: 6 new tables (system_logs, iv_watchlist, context_snapshots, iv_history, pnl_snapshots, var_snapshots) + new columns in existing tables
- Section 9: Journal updated to 7 tabs, guide pages 14–19 (VaR, Position History, Backtest, Calendar, System Logs, Config v5)
- Section 10: 5 new design decisions (IV Gate, watchlist DB, weekend scheduler, indicators by horizon, context snapshot)
- Section 11: 14 new glossary terms (cycle_meta, news decay, IV Gate, signal direction, conviction score, IBKR ticket, DTE, vol surface regime, watchlist dynamique, etc.)
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com >
2026-06-22 09:40:46 +02:00
OpenSquared
58c3767a9d
feat: simulation portfolio surveillance + patterns grid/filter UI
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Portfolio Monitor (v4.4):
- New portfolio_risk.py service: concentration by asset_class, directional
conflict detection (same underlying, opposite directions), overweight alerts
- AI agent (Step 7b) runs GPT-4o-mini after each cycle log: assessment +
prioritized actions + rebalance suggestion, persisted in system_logs
- GET /api/journal/portfolio-risk — full risk breakdown + latest AI monitor reco
- POST /api/journal/trade-check — pre-entry conflict & concentration check
- asset_class column added to trade_entry_prices (auto-migration + populated at INSERT)
- Journal: new "Risque Sim." tab with concentration bars, conflict alerts,
AI recommendations; red badge on tab when danger alerts exist
PatternEditor:
- Grid view default (2-3 cols responsive), list toggle
- Asset class filter chips (energy/metals/agri/equities/indices/forex/rates)
- Sort: Date (default) / Score IA / Prob.
- Period filter: Tout / 7j / 30j
- Result count badge when filters active
Doc: v4.3 → v4.4, updated Journal/PatternEditor/cycle steps/schema/glossary
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com >
2026-06-19 15:49:46 +02:00
OpenSquared
8122bd019c
docs: v4.3 — trade lifecycle, exit defaults, PostgreSQL migration note
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- Page 8 Journal de Bord: réécriture complète pour les 5 onglets, badges
🎯 /🛑 , barre Cible/Stop, modal de fermeture, onglet Fermés avec stats
- Table des pages: Page 8 description mise à jour (Ouverts/Fermés/1-clic),
Page 14 Config mention exit defaults, 15+ tables architecture
- Section 10 Décisions: 2 nouvelles entrées (3 modes de fermeture,
confirmation humaine toujours requise), note migration PostgreSQL
- Glossaire: 4 nouvelles entrées (Cycle de vie, Exit Defaults,
P&L Réalisé vs Théorique, Alert Type)
- Footer et titre: v4.2 → v4.3
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com >
2026-06-19 14:23:34 +02:00
