Commit Graph

10 Commits

Author SHA1 Message Date
OpenSquared
6d31ec973a feat: instrument analysis 2026-06-28 13:26:14 +02:00
OpenSquared
b94291623d feat: instrument analysis 2026-06-28 13:04:24 +02:00
OpenSquared
85eb864584 feat: macro gauge DB + regime triggers + date-aware instrument snapshot
DB:
- New table macro_gauge_snapshots (daily snapshot of all 28+ gauges + dominant + scores)
- save_macro_gauge_snapshot / get_macro_gauge_snapshot_at / get_macro_gauge_history
- Auto-save once per calendar day on every macro-regime fetch (not just force=True)

API:
- GET /api/market/macro-gauges/at?date=YYYY-MM-DD — nearest snapshot ≤ date
- GET /api/market/macro-gauges/history?days=N

Detector (_check_macro_gauges in Eco Desk):
- Regime transition events (goldilocks→stagflation etc.) with severity scoring
- Yield curve inversion / désinversion (slope_10y3m sign change)
- DXY shock (% change over lookback window)
- Credit stress (HYG drop threshold)
- Gold/Copper ratio regime crossings

InstrumentDashboard:
- macroAtDate state: fetches /api/market/macro-gauges/at when crosshair date ≠ last date
- RegimeCard uses historical macro regime when on a past date
- MacroGaugePanel: full breakdown of all gauges by bloc (liquidité, crédit, énergie...)
  visible only when on a historical date — shows value + change_pct + regime scores bar

AIDesks: added fundamental + sentiment to AIDesk type

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-26 09:34:35 +02:00
OpenSquared
1d433b4a7a feat: replace arrowDown markers with ★ stars overlay on chart, colored by category
- InstrumentChart: remove setMarkers arrowDown (level-colored)
  Add DOM overlay div with ★ HTML characters positioned via timeToCoordinate +
  priceToCoordinate(candle.high) - 52px; sized by impact_score; colored by category
  Label (title, 22 chars) rendered above each star; redrawn on scroll/zoom via
  subscribeVisibleLogicalRangeChange; cleaned up on unmount
  ChartEvent interface: add category, impact_score, end_date, description
  Header legend: replace ▼ LT/MT/CT with ★ category color legend
- InstrumentDashboard: remove EventStarsStrip (now internal to chart)
  Remove unused dateToMs helper

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-25 17:24:33 +02:00
OpenSquared
51a5531454 refactor: align market_events categories with driver types + event stars on chart
- database.py: idempotent migration — calendar→event_calendar, geopolitique→geopolitical,
  macro events classified by name pattern (FOMC/CPI/BOJ/OPEC+→event_calendar,
  NVIDIA→report, rest→fundamental)
- eco_calendar_bootstrap.py: calendar→event_calendar (75 events)
- macro_events_bootstrap.py: all 30 events now carry aligned category + sub_type
  (FOMC×9, CPI×3, BOJ×3, OPEC+×2 → event_calendar ; war/geo×6 → geopolitical ;
   ChatGPT/BTC/PBOC → fundamental ; NVIDIA×2 → report)
- InstrumentDashboard: replace EventTimelineStrip (horizontal bars below chart)
  with EventStarsStrip (★ icons above chart, sized by impact_score, colored by category)

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-25 17:01:07 +02:00
OpenSquared
3470205d54 feat: eco calendar bootstrap + driver types + timeline cursor
Backend:
- eco_calendar_bootstrap.py: 75 historical events 2020-2026 (FOMC, NFP,
  CPI, GDP, ISM, BOJ, ECB, BOE) with expected_value/actual_value/
  surprise_pct/unit/absorption_pct fields
- database.py: 5 new columns on market_events (expected_value,
  actual_value, surprise_pct, unit, sub_type) + updated save_market_event
- timeline.py: POST /api/timeline/bootstrap-eco endpoint
- instrument_service.py: _get_relevant_events now returns eco fields
- instruments.json: type field on all 90 drivers across 20 instruments
  (event_calendar | report | geopolitical | fundamental | sentiment | technical)

Frontend (InstrumentDashboard):
- EventTimelineStrip: vertical cursor line tracking crosshair selectedDate
- EventsCard: active-event highlight at hovered date + expected/actual/
  surprise_pct display + absorption progress bar
- DriversPanel: type selector dropdown per driver
- DriverTypeBadge: colored micro-badge on driver labels in strip

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-25 00:07:41 +02:00
OpenSquared
aec9ced74f feat: macro regime + 30 historical events + regime confidence fix
- Add macro_regime (goldilocks/stagflation/recession/etc.) to every instrument snapshot via get_macro_gauges() + score_macro_scenarios()
- RegimeCard now shows global macro cycle section (emoji + label + top-3 scenarios) above technical signals
- Fix _detect_regime() confidence: capped at 85% max; add late-bull (dist_MA200 > 20%) and correction-in-bull (MA50 > MA200 but momentum < -3%) detection so regime no longer locks at 100%
- Add macro_events_bootstrap.py with 30 curated historical events (FOMC 2022-2025, CPI surprises, Ukraine/Hamas/Iran geopolitics, BOJ pivots, Bitcoin ETF, Liberation Day tariffs, SVB crisis, etc.)
- POST /api/timeline/bootstrap-macro endpoint (idempotent, deduplicates by name)
- Fix event date filter in _get_relevant_events(): overlap logic instead of start-only filter — events extending into the chart window are now included
- EventTimelineStrip: add "Signaux Techniques" fallback row for events not matched by any driver keyword (MA crossovers are now always visible)

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-24 23:24:24 +02:00
OpenSquared
aa81598278 feat: driver-based timeline strip, regime signal metrics, drivers editor
- instruments.json: add keywords array to every driver across 20 instruments
  (Fed, BCE, BOJ, OPEC, CPI, AI, EIA, etc.) for event-to-driver matching
- instrument_service.py: add update_instrument_drivers() persisting changes to JSON
  and refreshing in-memory cache
- instruments.py: add PUT /api/instruments/{id}/drivers endpoint (DriverUpdate model)
- InstrumentDashboard:
  * RegimeCard: replace regime score bars with 6-metric signal grid
    (MA50/MA200 position, MA50 slope, MA200 slope, momentum 20j, dist MA200, ATR vol ratio)
    with colour-coded values and contextual sub-labels (Golden cross, Surextension, etc.)
  * EventTimelineStrip: rows now keyed by top-4 instrument drivers (by weight)
    instead of LT/MT/CT; events matched via case-insensitive keyword scan against
    title + description + category; fallback dashed line when no events match
  * DriversPanel: inline edit panel (toggle via Drivers button in header);
    edit label, weight, keywords (comma-separated) per driver; add/remove drivers;
    saves via PUT /api/instruments/{id}/drivers; optimistic local state update

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-24 22:48:10 +02:00
OpenSquared
418d03254d feat: InstrumentDashboard — event timeline strip + crosshair date-aware cards
- InstrumentChart: onDateHover callback via subscribeCrosshairMove (useRef pattern)
- EventTimelineStrip: 3 rows LT/MT/CT with CSS-% bars aligned to chart X axis
- Cards date-aware: crosshair drives selectedDate; dateTrend + dateSignals computed
  client-side from lookup maps (priceMap/indMap/sortedDates) without extra API calls
- TrendCard: price, RSI, ATR, slopes, momentum, 52W range all at selected date
- RegimeCard: 5 signals recomputed at selected date; regime label from server
- Date badge above cards; blue tint when browsing history, grey on last date
- instrument_service.py: end_date in events; price_data built before events block

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-24 22:21:04 +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