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3704724b0b09756c073fffd69e788ddceedb4c45
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5 Commits

Author SHA1 Message Date
OpenSquared
3704724b0b feat: risk 2026-07-26 14:10:49 +02:00
OpenSquared
ad07c8d886 feat: new cockpit 2026-07-14 11:21:43 +02:00
OpenSquared
dcbc9f19fc feat: translate all UI strings to English for international release 
Complete French→English translation across all frontend pages and backend
services — every label, button, header, empty state, toast, and nav item
is now in English. Build verified clean (tsc + vite). No i18n library
added; direct string replacement throughout.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
 2026-06-22 09:06:37 +02:00
OpenSquared
8f15dff721 fix: sim portfolio asset_class fallback + consolidate risk into Risk Dashboard 
- portfolio_risk.py: add _infer_asset_class() with ticker→asset_class map
  covering energy/metals/agri/indices/forex/rates futures, ETFs, forex pairs,
  exchange prefixes (NSE:). Fallback applied when JOIN finds no match (orphaned
  pattern_id after re-seed). Fixes "unknown 100%" shown in screenshot.

- RiskDashboard.tsx: add Portefeuille Réel / Simulé toggle at top.
  New SimRiskPanel component with KPI row + concentration bars + conflict cards
  + AI recommendations — all visible inline in Risk Dashboard.
  Red badge on Simulé tab when danger alerts exist.

- JournalDeBord.tsx: remove standalone Risque Sim. tab (moved to Risk Dashboard).
  Replace with a red banner in summary cards when conflicts are detected,
  pointing user to Risk Dashboard → Simulé.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
 2026-06-19 18:26:10 +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