Commit Graph

163 Commits

Author SHA1 Message Date
OpenSquared
69418ab650 feat: desk ia 2026-06-29 15:45:21 +02:00
OpenSquared
9c30b58f22 feat: market event 2026-06-29 14:41:25 +02:00
OpenSquared
ac441ad5cb feat: market event 2026-06-29 12:49:12 +02:00
OpenSquared
79593a8fd3 feat: instrument analysis 2026-06-29 12:38:28 +02:00
OpenSquared
495ccfdee4 feat: market event 2026-06-29 11:48:52 +02:00
OpenSquared
c5d1f7b4bc feat: causal lab 2026-06-29 11:37:35 +02:00
OpenSquared
7ac7c4c619 feat: market event 2026-06-29 11:27:28 +02:00
OpenSquared
4be3ad9ce3 feat: market event 2026-06-29 11:15:08 +02:00
OpenSquared
9f90c97461 feat: market event 2026-06-29 11:05:25 +02:00
OpenSquared
bcdf1fbf2e feat: causal lab 2026-06-29 10:32:18 +02:00
OpenSquared
97077af369 feat: market event 2026-06-29 08:14:25 +02:00
OpenSquared
5e65424500 feat: instrument analysis 2026-06-29 00:06:14 +02:00
OpenSquared
3bcecdab09 feat: instrument analysis 2026-06-28 23:43:52 +02:00
OpenSquared
6ebbf4326e feat: causal lab 2026-06-28 18:08:09 +02:00
OpenSquared
c286c7c000 feat: desk IA 2026-06-28 17:14:40 +02:00
OpenSquared
bab09a1b09 feat: causal lab 2026-06-28 17:03:37 +02:00
OpenSquared
e4e17330b4 feat: instrument analysis 2026-06-28 16:36:28 +02:00
OpenSquared
1e44557551 feat:: causal lab 2026-06-28 15:38:19 +02:00
OpenSquared
863ba67610 feat: causal lab 2026-06-28 14:18:43 +02:00
OpenSquared
20f1897211 feat: instrument analysis 2026-06-28 13:52:34 +02:00
OpenSquared
b94291623d feat: instrument analysis 2026-06-28 13:04:24 +02:00
OpenSquared
79d4a9f741 Calendar synchro 2026-06-28 12:15:25 +02:00
OpenSquared
98d6be8212 feat: temporal params (lag/diffusion/decay) sur aretes causales
- CausalEdge: lag_min, diffusion_min, decay_days
- SVG: labels +Xm (jaune, source) et decay (gris, cible) sur les aretes
- Editeur: champs lag/diffusion/decay dans add-edge et edit-edge
- Bibliotheque: section Parametres temporels avec grille editable + sauvegarde PATCH
- Backend: _drift_metrics utilise lag_min pour decaler fenetre intraday 5min
- analyze: calcule effective_lag depuis aretes → market_asset, retourne dans resultat

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-28 11:47:04 +02:00
OpenSquared
1117e9ee8a feat: causal lab - delete template + observable mapping + edge editing
- TabLibrary: bouton Supprimer (templates user uniquement)
- TabEditor: inputMapping dans EditorState, panneau mapping visible quand noeud observable selectionne
- TabEditor: edition d aretes (cliquer sur arête pour modifier style/force/signe/label)
- Backend: GET /api/causal-lab/data-sources (prices/macro_series/ff_events)
- analyze: auto-fetch market_watchlist+economic_events+ff_calendar depuis input_mapping
- TabAnalyze: affiche inputs auto-recuperes vs manuels dans les resultats

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-28 10:53:50 +02:00
OpenSquared
dd31f92aaf feat: causal lab - bouton Mettre a jour + PATCH endpoint
- TabEditor: updateExisting() + bouton bleu visible si templateId set
- Bouton Creer renomme en copie pour clarifier
- PATCH /api/causal-lab/template/{id} pour graph_json + metadonnees

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-28 10:02:28 +02:00
OpenSquared
e8fb7c13aa feat: causal lab — éditeur visuel, types nœuds, force/signe arêtes, NFP v2 2026-06-28 09:28:43 +02:00
OpenSquared
7a0263989a feat: causal lab — debug endpoint + error display in UI 2026-06-27 23:36:22 +02:00
OpenSquared
a7f5369d7b Causal lab v2 2026-06-27 23:25:59 +02:00
OpenSquared
9ac3ebb4b5 causal lab 2026-06-27 21:45:10 +02:00
OpenSquared
e27ff72c1c feat: simulateur EUR/USD — canaux taux/ton séparés + saisie directe sliders
Modèle causal refactorisé en deux canaux distincts :
- Canal taux (solid) : variations taux directeurs → principalement 2Y (ancrage court terme)
- Canal ton/anticipations (tirets) : discours CB + surprises CPI/NFP → principalement 10Y (anticipations long terme)

Slider : clic sur la valeur affichée → input éditable (Enter/Blur pour valider, Escape pour annuler)

Backend : endpoint /api/simulator/baseline expose us_10y et eu_10y (yfinance ^TNX + GE10YT=RR)

SVG mis à jour : 4 nœuds de taux (2Y/10Y US+EU), 2 nœuds différentiels, flèches solides/tirets
Strip métrique : 6 cellules (US 2Y, US 10Y, Bund 2Y, Bund 10Y, Δ 2Y, Δ 10Y)
Décomposition : séparation "Δ 2Y — taux directeurs" / "Δ 10Y — anticipations/ton"

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-26 23:08:08 +02:00
OpenSquared
fe86cc1994 feat: EUR/USD simulator — live baseline from market data
Backend (routers/simulator.py):
- GET /api/simulator/baseline aggregates current market values:
  1. macro_gauge_snapshots → VIX, Brent oil
  2. FRED economic_events  → FEDFUNDS, ECBDFR, DFII10 (real yield)
  3. yfinance live         → EURUSD=X, ^IRX+^FVX interpolated US 2Y,
                             DE2YT=RR EU 2Y (or ECB rate +15bps fallback),
                             ^VIX, BZ=F
- Returns sources dict so frontend can show data provenance

Frontend (EuroSimulator.tsx):
- Fetch /api/simulator/baseline on mount; use as base anchors
- compute(p, base) now takes dynamic base instead of hardcoded constants
- Reset button returns to today's live baseline, not hardcoded fallback
- Live/Fallback status badge with fetch date
- Sources panel showing data origin per field
- Chart reference line updates to show live base values

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-26 22:42:18 +02:00
OpenSquared
a24cac38ad feat: eco desk enhanced config + EUR/USD causal simulator
Eco desk (market_event_detector.py + AIDesks.tsx):
- Add currencies filter (USD via FRED, EUR/GBP/JPY/etc via ff_calendar)
- Add min_impact filter (high / high+medium / all levels)
- Add create_market_event toggle — detect surprises without creating events
- Add lookback_releases — inject last N historical releases into event description
- New _check_ff_calendar_surprises() for non-USD surprising releases
- Frontend EcoConfig: currency chips, impact dropdown, releases input, toggle

EUR/USD Simulator (EuroSimulator.tsx):
- Pure frontend causal model — no API calls, no historical data
- 3-column layout: controls | causal chain SVG | results
- FED/BCE rate sliders + hawkish/dovish tone selector
- CPI/NFP/PMI surprise inputs
- SVG causal chain: CPI→CB→2Y→ΔRate→EURUSD with dynamic colors
- Real-time pip decomposition by factor, sensitivity bars
- Route /simulator + sidebar entry

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-26 22:17:33 +02:00
OpenSquared
87ded9434f feat: import Trading Economics HTML calendar — 993 events with forecasts
Adds a one-click upload+parse flow for the TE calendar page HTML.
The TE page (tradingeconomics.com/calendar) contains ~1000 events with
actuals, previous, and analyst consensus (forecast) values.

- Add backend/services/te_html_parser.py:
  - parse_html(html): extracts events from <tr data-event> rows
  - Maps 14 countries to major currencies (all Eurozone → EUR)
  - Impact inferred from data-category (high/medium/low)
  - Times converted from Europe/Zurich (CET/CEST) → UTC via zoneinfo
  - Actual=td[5], Forecast=td[7] (analyst consensus), Previous=td[6]
- Add POST /api/eco/te-html-upload (saves file to /tmp)
- Add POST /api/eco/te-html-import + GET /status (background parse)
- Add "Import TE HTML" upload button in CalendarPage ImportPanel

Tested locally: 993 events parsed, 854 with forecast, 861 with actual,
date range 2025-03-31 → 2026-06-17, timezone conversion verified.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-26 18:15:02 +02:00
OpenSquared
bdbb87962d feat: FXStreet calendar — free upcoming events with forecasts (no API key)
FXStreet calendar.fxstreet.com/eventdate/ returns ~300-400 events over
6 weeks including consensus forecasts, no authentication required.
FF HTML scraper is blocked by Cloudflare even on residential IPs.
FMP free plan returns 403 on /economic_calendar (requires Starter plan).

- Add backend/services/fxstreet_calendar.py: single GET request returning
  all major currencies; maps Volatility 0/1/2 → low/medium/high
- Add POST /api/eco/fxs-sync + GET /api/eco/fxs-sync/status endpoints
- Add FXStreet to daily background sync in main.py (runs every 24h)
- Add "Sync Upcoming (FXStreet)" button in ImportPanel (no key needed)
- Fix FMP 403 error message to say endpoint requires Starter plan
- Keep FMP panel for users who upgrade to FMP Starter ($14.99/month)

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-26 17:54:15 +02:00
OpenSquared
5c86d6e715 feat: replace Trading Economics with FMP for upcoming calendar forecasts
TE costs $199/month and its Economic Calendar is not in the free tier.
FMP (Financial Modeling Prep) offers a free API key (250 req/day) with
full economic calendar coverage including consensus estimates (forecasts).

- Add backend/services/fmp_calendar.py: fetches upcoming events from
  GET /api/v3/economic_calendar (one request, all countries, date range)
- Replace /api/eco/te-key + te-sync endpoints with fmp-key + fmp-sync
- Update daily background sync in main.py to use fmp_calendar
- Replace TEPanel with FMPPanel in CalendarPage.tsx (link to FMP docs)
- Remove broken Cloudflare-blocked FF HTML scrape button from ImportPanel

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-26 17:42:09 +02:00
OpenSquared
ec6fcc1e3d feat: Trading Economics API for upcoming events with forecasts
- New services/te_calendar.py: fetch_upcoming(weeks_ahead) calls TE API
  for 9 countries (USD/EUR/GBP/JPY/AUD/CAD/NZD/CHF/CNY), converts to
  ff_calendar format, upserts with source='te_api'
- New endpoints: GET/POST /api/eco/te-key, POST /api/eco/te-sync,
  GET /api/eco/te-sync/status
- Daily scheduler in main.py: FF live sync + TE sync (if key configured)
  run 60s after startup then every 24h
- CalendarPage: TEPanel with key input (password field, Enter to save,
  "Get free key" link to tradingeconomics.com/api/login),
  "Sync upcoming (6 weeks)" button with polling

FF HTML scraper kept as fallback but TE API is the primary source
for upcoming forecasts (no Cloudflare blocking on server IPs).

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-26 17:30:16 +02:00
OpenSquared
d9762deca7 feat: custom date range filter on calendar page
- Backend: /api/eco/calendar accepts date_from + date_to query params
  when period=custom; get_calendar() uses them directly without override
  Limit raised to 5000 for wide date ranges
- Frontend: "Custom" tab at end of period list; shows two date inputs
  (from/to) with Apply button; displays day count; fetches on Apply click
  (not on every keystroke to avoid hammering the API)

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-26 17:17:01 +02:00
OpenSquared
c36b2b2198 feat: FF HTML scraper for upcoming weeks with forecasts
- scrape_upcoming(weeks_ahead=5) in ff_calendar.py:
  fetches forexfactory.com/calendar?week=... HTML for N weeks ahead,
  parses calendar__table (date/time/currency/impact/event/forecast/previous),
  converts ET times to UTC, upserts into ff_calendar
- Daily scheduler in main.py: runs scrape_upcoming at startup (after 30s delay)
  then every 24h — no manual action needed
- New endpoints: POST /api/eco/ff-scrape?weeks=5, GET /api/eco/ff-scrape/status
- CalendarPage: "Scrape Upcoming (5w)" button (indigo) with polling + result

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-26 17:14:00 +02:00
OpenSquared
a69ced8fff chore: ignore forex_factory_cache.csv (already imported in DB) 2026-06-26 17:08:15 +02:00
OpenSquared
808bd2b564 fix: FF auto-import always runs if CSV present, deletes CSV after success
- Remove count>0 guard — import runs regardless of existing rows (idempotent upsert)
- After successful import, CSV is deleted from /app so next restart skips cleanly
- No more need to manually trigger import or remove CSV from git separately

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-26 17:05:01 +02:00
OpenSquared
7aca0c307a feat: FF CSV bundled in image + auto-import on startup
- forex_factory_cache.csv moved to backend/ (Docker build context)
  → available at /app/forex_factory_cache.csv inside container
- main.py startup: auto-imports CSV in background thread if ff_calendar empty
  (idempotent — skips if rows already present)
- CSV path candidates: /app/ (Docker) → /tmp/ (upload) → local dev paths
- CalendarPage: remove Upload CSV + Import into DB buttons
  → replaced by auto-import status indicator + Sync Live only

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-26 16:58:31 +02:00
OpenSquared
afbfeff468 feat: FF→FRED series mapping + MacroSeries visualization page
Backend:
- ff_calendar: add series_id column (migration) + FF_TO_FRED mapping dict
  (NFP→PAYEMS, CPI→CPIAUCSL, Jobless Claims→ICSA, GDP→GDPC1, FEDFUNDS, PCE)
- import_csv + sync_live now populate series_id on each FF event
- New GET /api/eco/series/{id}/history: FRED time series + linked FF events
  (surprises, forecast, actual) merged by date — enables context queries

Frontend:
- New MacroSeriesPage.tsx: sidebar with 11 FRED series grouped by category,
  recharts ComposedChart with area + z-score surprise reference lines (|z|≥1.5),
  KPI cards (latest/prev/min/max), FF events table (actual vs forecast coloring),
  z-score bar chart for recent surprises, range selector (1Y/2Y/5Y/10Y/All)
- Route /macro-series + Sidebar entry "Macro Series"

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-26 16:51:55 +02:00
OpenSquared
b187107468 fix: FF calendar upload endpoint + path resolution for server deployment
- Add POST /api/eco/ff-upload to receive CSV from browser (saves to /tmp)
- _find_csv() checks /tmp, /app, project root — works local + Docker
- _run_ff_import now takes explicit csv_path parameter
- Frontend: Upload CSV button (file input) → uploads to server first,
  then Import into DB — with upload progress messages

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-26 16:36:31 +02:00
OpenSquared
4053e0669d feat: Forex Factory calendar — unified past+future list style Trading Economics
- New ff_calendar table (event_date, time, currency, impact, actual, forecast, previous)
- New service ff_calendar.py: bulk CSV import (83K events 2007-2025) + live sync
  from faireconomy.media JSON endpoint (this week / next week)
- New API endpoints: POST /api/eco/ff-import, POST /api/eco/ff-sync,
  GET /api/eco/calendar (period filter), GET /api/eco/ff-stats
- CalendarPage.tsx full rewrite: period tabs (Recent/Today/Tomorrow/This Week…),
  currency flags filter, impact filter, unified date-grouped table with
  Time·Flag·Currency·Impact·Event·Actual·Forecast·Previous columns,
  green/red actual vs forecast, TODAY badge, auto-refresh 60s

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-26 16:32:26 +02:00
OpenSquared
915560bc31 feat: upcoming economic releases panel on Calendar page
- eco.py: GET /api/eco/upcoming — estimates next release date per series
  from last stored date + frequency + typical publication lag; returns
  status (imminent/due_soon/upcoming/scheduled/overdue/no_data)
- CalendarPage.tsx: UpcomingPanel component in right sidebar showing
  next expected dates, J-N countdown, last value + direction signal;
  color-coded by urgency (orange=cette semaine, yellow=attendu, blue=ce mois)

Dates are approximate (freq + typical lag), not official FRED schedule.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-26 16:01:26 +02:00
OpenSquared
b058b7297a fix: use FRED official JSON API (bypasses CloudFlare) + API key UI
- fred_bootstrap.py: switch from CSV graph endpoint (CloudFlare-blocked)
  to api.stlouisfed.org/fred/series/observations JSON API; reads key
  from DB config 'fred_api_key'; returns clear error if key missing
- eco.py: add GET/POST /api/eco/fred-key to check/save the FRED API key
- CalendarPage.tsx: BootstrapPanel shows API key section with status,
  input to paste key + save button, disables Launch if key missing

Free key: fred.stlouisfed.org -> My Account -> API Keys

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-26 15:47:16 +02:00
OpenSquared
202a8ce97c fix: FRED fetch — add browser User-Agent + print diagnostics to stdout
FRED blocks requests without a valid User-Agent. Added headers matching
a real browser. Also added print() calls so fetch errors appear in
docker logs (logger.warning goes to system_logs table, not stdout).

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-26 15:33:06 +02:00
OpenSquared
d25ca92694 fix: FRED data quality — GDP growth %, CPI/PCE YoY%, ICSA in K
- GDPC1 replaces A191RL1Q225SBEA: compute annualized QoQ growth from
  GDP level ((val/prev)^4 - 1)*100 → displays proper ~2-3% not 31 819
- CPIAUCSL/CPILFESL/PCEPILFE: yoy_pct transform (val/val_12m_ago-1)*100
  → displays 3.x% YoY inflation, not raw index level 334
- ICSA: div1000 transform → displays 226 K claims, not 226 000 K
- delta_absolute flag: pp change for rate/% series, % change for levels
- SurprisePct component: shows 'pp' suffix for %, '%' for K/levels
- Column header renamed from 'Δ%' to 'Δ vs préc.' with tooltip
- Deprecated A191RL1Q225SBEA rows cleaned from DB on next bootstrap
- Warm-up periods: 2yr for yoy_pct, 3yr for qoq_annualized, 1yr others

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-26 15:16:44 +02:00
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
325d52b3b9 feat: market events db migration + generation date filter
Database migration:
- Add 'origin' and 'source_refs' columns to market_events ALTER TABLE migration
  (sub_type/actual_value/expected_value/surprise_pct were already there)
- All new tables (macro_gauge_snapshots, ai_desks) created via CREATE TABLE IF NOT EXISTS
  on next init_db() call (container restart)

Backend:
- GET /api/market-events/db-status — health check returning row counts,
  latest dates, and missing columns for all 6 tables needed by the detector
- list_events() now accepts gen_date_from / gen_date_to query params
  filtering by date(created_at) — separate from start_date event date filters

Frontend (MarketEvents.tsx):
- MarketEvent interface: add created_at field
- EventRow: show generation date as MM-DD next to event date
- Extended filters: new ' Date de génération' section with from/to inputs
  filtered independently from the event date range
- Clear-all button includes genFrom/genTo reset

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-26 14:23:09 +02:00