Commit Graph

87 Commits

Author SHA1 Message Date
OpenSquared
78eda311f8 feat: option lab 2026-07-21 17:23:55 +02:00
OpenSquared
b6e9b96dc4 feat: cockpit 2026-07-21 16:48:12 +02:00
OpenSquared
59fbb9b023 feat: calendar eco 2026-07-21 14:08:56 +02:00
OpenSquared
0bdf3f382d feat: calendar eco 2026-07-21 12:41:26 +02:00
OpenSquared
6c22b3f552 feat: strategy builder 2026-07-21 10:18:15 +02:00
OpenSquared
e7247d4c4c feat: saxo history 2026-07-19 08:49:57 +02:00
OpenSquared
d4fb15ca9a feat: saxo 2026-07-19 00:55:46 +02:00
OpenSquared
ca30e37942 feat: srategy builder 2026-07-18 23:25:13 +02:00
OpenSquared
8fe18a8ff9 feat: saxo 2026-07-18 23:14:16 +02:00
OpenSquared
dec5da37b1 feat: saxo connector 2026-07-18 19:44:32 +02:00
OpenSquared
ff242bd2a6 feat: saxo history 2026-07-18 18:26:07 +02:00
OpenSquared
bff2f70781 Saxo connector 2026-07-18 17:14:13 +02:00
OpenSquared
91054979ec feat: strategy builder 2026-07-18 16:37:35 +02:00
OpenSquared
16ccc7c2c7 feat: cycle 2026-07-15 14:59:11 +02:00
OpenSquared
2d474c9194 feat: cycle 2026-07-15 12:03:02 +02:00
OpenSquared
ce9c0b53a9 feat: chatbot 2026-07-15 08:47:16 +02:00
OpenSquared
c4de6957ea feat: chatbot 2026-07-14 17:31:34 +02:00
OpenSquared
b693aca2dc feat: wavelets 2026-07-14 16:23:18 +02:00
OpenSquared
ad07c8d886 feat: new cockpit 2026-07-14 11:21:43 +02:00
OpenSquared
e1681edffc feat: causal lab 2026-07-01 21:01:00 +02:00
OpenSquared
8b59eff744 feat: macro series 2026-07-01 16:16:51 +02:00
OpenSquared
292d2c6413 feat: bank forceasts 2026-06-30 21:47:20 +02:00
OpenSquared
bb614936c3 feat: macro series 2026-06-30 19:08:33 +02:00
OpenSquared
551ebc3ef4 feat: desk ia 2026-06-29 19:50:18 +02:00
OpenSquared
f7acca2152 feat: desk ia 2026-06-29 17:16:57 +02:00
OpenSquared
69418ab650 feat: desk ia 2026-06-29 15:45:21 +02:00
OpenSquared
c286c7c000 feat: desk IA 2026-06-28 17:14:40 +02:00
OpenSquared
e4e17330b4 feat: instrument analysis 2026-06-28 16:36:28 +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
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
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
OpenSquared
27ee4410cf refactor: separate Sentiment and Technical desks — no signal overlap
- Mark 6 price signals (ma_cross, rsi_extreme, bb_squeeze, new_52w_extreme, price_gap, volume_spike) as desk_type=technical so they no longer appear in the Sentiment desk
- Sentiment desk now shows MacroGaugeSelector (32 gauges grouped by bloc: Liquidité, Crédit, Volatilité, Métaux…) instead of the stock/ETF instrument picker
- Sentiment desk instruments seed updated to macro gauge keys (vix, vvix, skew, hyg, dxy, slope_10y3m, gold_copper_ratio)
- Signal init useEffect extended to cover sentiment desk as well as technical

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-26 13:48:14 +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
a12d7a1ef3 feat: 6 AI desks complets — fundamental, report, sentiment (options triggers)
- Fundamental Desk: filtre corporate news (layoffs, M&A, earnings, credit)
  avec prompt dédié + dedup sémantique
- Report Desk: wiring desk config (days, min_importance, system_prompt)
- Sentiment Desk: 5 signaux VIX/SKEW pour options lab
  (vix_level thresholds, vix_spike %, vix_term_structure, vvix_extreme, skew_extreme)
  Chaque event contient options_note actionnable (vente puts, straddles, calendar spreads)
- check_new_market_events() couvre les 6 sources, charge desk configs dynamiquement
- Signal catalog: 12 signaux (7 technical + 5 sentiment), filtrés par desk_type dans UI
- AIDesks.tsx: FundamentalConfig + ReportConfig + SignalToggle filtré par desk type
- 3 nouveaux desks seedés dans init_db (idempotent)

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-26 09:21:29 +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
06a27e4492 fix: add sub_type to update_market_event SQL — was silently dropped
The UPDATE statement listed all columns except sub_type, so the
AI-matched category auto-set was written to the object but never
persisted to the DB. The category dropdown stayed blank after evaluate.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-25 22:18:09 +02:00
OpenSquared
0b1fcff49c feat: Market Events — catégories, cleanup sidebar, rename
- Supprime Timeline & ImpactMonitor du routing (redirects /impact + /timeline → /market-events)
- Renomme 'Instrument Snap.' → 'Instrument Analysis' dans la sidebar
- Onglet 'Catégories & Defaults' dans Market Events: CRUD complet (créer/éditer/supprimer)
  chaque catégorie a une table d'impacts par défaut (instrument, sensibilité, direction, notes)
- impact_service: meilleur matching catégorie (sub_type fuzzy + type fallback)
- DB: delete_event_category() + DELETE /api/impact/categories/{name}

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-25 21:11:24 +02:00
OpenSquared
bd28b6a73a feat: origin tracing on all market_events
- DB: colonne origin (migration + UPDATE heuristique sur données legacy)
- save/update_market_event: persist origin
- Tous les points de création taguent leur origine:
    bootstrap_macro/eco/ma/legacy | detector_news/eco/technical/report | manual
- UI MarketEvents: badge d'origine avec icône + description dans le panneau détail,
  icône tooltip dans la liste gauche, message explicite si pas de source_refs

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-25 20:58:05 +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
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
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
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
aeb5233deb feat: frise sub-lanes + event manager + MA indicators + absorption
Frise chronologique:
- Sub-lane stacking (assignSubLanes) — overlapping events se décalent verticalement
- Zone d'overlap semi-transparente sur la période commune entre 2 événements
- Hauteur dynamique selon nb de sub-lanes par niveau
- Événements en cours avec flèche ▶ à droite, gradient de fin
- Tri par start_date pour placement greedy

Event Manager (composant EventManager.tsx):
- Tableau filtrable par niveau (Long/Moyen/Court)
- Edit modal complet : tous les champs + absorption_pct éditable
- Bouton "IA — Enrichir" par événement → POST /api/timeline/events/{id}/ai-enrich
  → GPT-4o-mini suggère absorption_pct + indicateurs pertinents par niveau temporel
- Delete avec confirmation double-clic
- Expand row pour voir description + indicateurs
- Intégré Timeline page via bouton "Gérer événements"

Backend:
- Nouvelles colonnes market_events: absorption_pct + relevant_indicators (ALTER idempotent)
- DELETE /api/timeline/events/{id}
- POST /api/timeline/events/{id}/ai-enrich

Snapshot Externe:
- AbsorptionBar par événement dans cellule Géopolitique
- MA indicators : fetch 200j history, compute MA10/MA20/MA100 per level (short/med/long)
- Affichage prix vs MA + % écart dans CellMarkets
- Si relevant_indicators configurés sur l'event → utilise ces symbols au lieu des défauts
- Calendar : horizons exclusifs (short 0-7j, medium 8-30j, long 31-90j) — bug corrigé

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-24 20:31:57 +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
5005324653 fix: SQLite UNIQUE constraint on forward_curve_data — expressions not allowed
Replace UNIQUE(asset, DATE(fetched_at)) with dedicated fetch_date column
+ UNIQUE(asset, fetch_date). SQLite prohibits function calls in inline
UNIQUE/PRIMARY KEY constraints.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-23 18:07:29 +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
91f12e177f feat: pattern calibration — progressive AI→observed expected_move blending
DB (database.py):
- 3 new columns on custom_patterns: calibrated_expected_move, calibration_weight, observed_avg_win_pct
- update_bayesian_posteriors() now also computes credibility blend w=n/(n+5):
  calibrated = (1-w)*ai_estimate + w*observed_avg_win_pct (only when wins exist)
- log_trade_entries() prefers calibrated_expected_move when w>10%
- get_calibration_summary() returns per-pattern state (source: pure_ai/early/mixed/data_driven)

Backend (patterns.py, auto_cycle.py):
- GET /api/patterns/calibration endpoint
- calibration_report block in cycle report: counts by source, avg weight, per-pattern detail

Frontend (PatternExplorer.tsx, RapportIA.tsx, useApi.ts):
- MaturityBadge on each PatternCard: blend bar (AI→observed), win rate, AI estimate vs calibrated
- usePatternCalibration hook
- Cycle report: calibration section with global bar + per-pattern table (weight%, n_trades, WR, AI→calibrated)

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-23 12:38:16 +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
33097e1812 fix: custom tickers now placed in their natural asset-class tab
- Detect yfinance quote_type (CURRENCY→forex, FUTURE→energy, INDEX→indices,
  ETF→etfs, EQUITY→equities) when adding a custom ticker and persist it in
  market_watchlist.asset_class
- get_all_quotes() merges custom tickers into their proper group (e.g. EURUSD=X
  appears under Forex) instead of always under a separate "Custom" group
- "Custom" tab only shows tickers whose type couldn't be detected
- Add market_watchlist.asset_class migration; ensure backtest_lab_runs and
  market_watchlist are always created at init_db() time

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-22 22:11:31 +02:00
OpenSquared
c3ea0b7f8c feat: dynamic market ticker watchlist (Markets page)
Add ability to add/remove custom tickers (e.g. EURCHF=X) on the
Markets & Prices page without editing config. Tickers are validated
via yfinance, persisted in market_watchlist SQLite table, merged into
the quotes feed as a 'custom' group, and shown in a dedicated tab
with per-card remove buttons.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-22 21:54:58 +02:00