Commit Graph

17 Commits

Author SHA1 Message Date
OpenSquared
9afc01c7f5 feat: isolated cycle action — Check New Market Events
Décompose le cycle en 8 actions appelables individuellement.
Action 1 implémentée : scan de 4 sources (news RSS, surprises FRED,
MA crossovers yfinance, rapports institutionnels) → création de
market_events avec déduplication. UI CycleActions page + sidebar link.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-25 18:07:38 +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
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
OpenSquared
8afa06118c feat: frise chronologique + page Snapshot Externe 4 piliers
- TimelineFrise.tsx : visualisation horizontale scrollable COVID→aujourd'hui
  3 lanes (long/medium/short), événements cliquables, marqueur aujourd'hui/date, axe années
- ExternalSnapshot.tsx (/snapshot) : dashboard 4 piliers du contexte externe
  Pilier 1 Géopolitique : 3 badges L/M/C avec J+ depuis événement + lien /timeline?date=
  Pilier 2 Prix & Marchés : quotes SPY/QQQ/GLD/USO/TLT/UUP live + lien Specialist Desks
  Pilier 3 Régimes Macro : régime dominant + scores scénarios + jauges VIX/DXY/10Y
  Pilier 4 Calendrier Économique : prochains événements + récents, liens Calendar/Institutional
- Timeline.tsx : remplace mini-strip par TimelineFrise, lit ?date= query param
- Sidebar : Snapshot Externe (ScanEye) + Timeline (Layers)

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-24 18:36:12 +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
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
cbf989502c feat: Pattern Lab — historical backtest engine for pattern discovery
- Remove all built-in patterns (no proof of legitimacy); seed_builtin_patterns is now a no-op
- DB: add backtest_lab_runs table + backtest_hits/runs_count columns on patterns
- services/pattern_lab.py: build_historical_context (yfinance + RSI/MA200),
  run_ai_backtest (GPT-4o as historical analyst), evaluate_outcomes (actual moves at T+horizon)
- routers/pattern_lab.py: POST /run, POST /evaluate/{id}, GET /runs, DELETE /runs/{id},
  POST /save-pattern (promotes hit pattern to library with reliability counters)
- PatternLab.tsx: 34 preset events 2015-2025 (macro/geo/credit/fx/commodities/volatility/tech),
  3-panel layout — preset selector + wizard + run history, market data table,
  AI pattern cards with hit/miss outcome display, Save to Library button
- useApi.ts: usePatternLabRuns, useRunPatternLab, useEvaluatePatternLab, useSaveLabPattern, useDeleteLabRun
- Sidebar + App.tsx: /pattern-lab route + FlaskConical nav link

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-22 17:55:48 +02:00
OpenSquared
3edbd6b0b7 feat: institutional reports — CFTC COT + EIA petroleum weekly
- New institutional_reports table (DB) with importance, signals per asset class, key points, absorption tracking
- cot_fetcher.py: CFTC Socrata API (6dca-aqww), 7 instruments (Gold/Silver/Copper/WTI/NatGas/SP500/EURUSD), net positioning + 52-week z-score
- eia_fetcher.py: EIA API v2, 4 series (crude/Cushing/gasoline/distillates), WoW surprise detection
- institutional.py router: GET /reports, GET /reports/{id}, POST /refresh, GET /stats
- institutional_scheduler.py: weekly auto-fetch (COT Saturdays, EIA Wednesday afternoons)
- ai_analyzer.py: build_institutional_block() + institutional_block param injected into AI scoring prompt
- auto_cycle.py: inject institutional block into suggestion + scoring, absorption tracking via keyword overlap after each cycle commentary
- InstitutionalReports.tsx: full page with filter bar (type/category/importance/period), cards with key point bullets, EXTREME alerts highlighted, signal badges, absorption badge, trading implications, expandable detail

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-22 13:45:07 +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
e2d5bebef4 feat: Rapport de Cycle — auto-généré à chaque run avec contexte IA, delta, PnL/VaR snapshot
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-20 07:57:41 +02:00
OpenSquared
4a1dc76d26 feat: page Historique Positions + diff entre 2 snapshots PnL
Backend:
- get_pnl_snapshot(id) : détail complet d'un snapshot avec trades parsés
- diff_pnl_snapshots(a, b) : diff positions entre deux snapshots (nouvelles /
  fermées / évolution PnL par position + delta portfolio)
- GET /api/var/pnl/snapshots/{id} : détail snapshot
- GET /api/var/pnl/diff?a=&b= : calcul du diff

Frontend PositionHistory.tsx :
- Timeline scrollable des snapshots avec sparkline PnL
- Clic snapshot → détail des positions à ce moment (prix entrée, prix actuel,
  PnL %, PnL €, régime macro)
- Boutons A/B par snapshot → sélection de deux points à comparer
- Vue diff A→B : nouvelles positions, fermées, évolution PnL par trade,
  delta portfolio (capital, PnL %, PnL €)
- Route /position-history + nav sidebar

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-20 06:36:55 +02:00
OpenSquared
d64d1029bf feat: page VaR Analyse avec approche delta Black-Scholes
- Service var_service.py : calcul VaR Historique / Paramétrique / Monte Carlo
  stressé (vol ×1.5) + CVaR par méthode, deltas BS par position, fallback
  synthétique si yfinance indisponible
- Router /api/var/compute : paramètres confidence, horizon, lookback, IV défaut
- Page VaRAnalysis.tsx : cartes métriques %, montants EUR, histogramme retours,
  VaR glissante 30j, tableau positions + deltas, backtest Kupiec pass/fail
- Route /var + nav sidebar « VaR Analyse »

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-19 23:15:39 +02:00
OpenSquared
05a475fb04 feat: system logs page + dynamic IV watchlist with auto-add from cycle
Backend:
- DB: add system_logs table (level/source/cycle_id/ticker/message) and
  iv_watchlist table (ticker/added_by/is_active); seed builtin 18 tickers
- DBLogHandler attached at startup — all WARNING+ logs auto-persist to DB
- log_system_event() helper for structured manual events
- New router /api/logs: GET with filters (level, source, cycle_id, ticker,
  date range), GET /sources, GET /cycles for dropdowns, DELETE /clear
- iv_watchlist now read from DB instead of hardcoded constant; options_vol
  watchlist/refresh/bootstrap endpoints all use get_watchlist_tickers()
- New endpoints: POST/DELETE /options-vol/watchlist-tickers/{ticker} to
  add/remove tickers; adding triggers background 1-year bootstrap
- auto_cycle: after log_trade_entries(), auto-detect new underlying proxies
  not yet in watchlist, add them and bootstrap their IV history

Frontend:
- New page SystemLogs (/logs): log table with level/source/cycle/ticker/date
  filters, color-coded rows, expandable JSON details, auto-refresh 30s
- Options Lab: WatchlistManager section — add ticker input, chip list with
  builtin/auto/manual color coding, remove button for non-builtins
- Sidebar: Logs Système nav link (ScrollText icon)
- useApi: useSystemLogs, useLogSources, useLogCycles, useClearLogs,
  useWatchlistTickers, useAddWatchlistTicker, useRemoveWatchlistTicker

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-18 13:07:35 +02:00
OpenSquared
246deaf631 feat: Phase 4 — Moteur Probabiliste & Apprentissage Automatique
Sprint 4.1 — Bayesian Updating
- database.py: update_bayesian_posteriors() — Beta(α,β) posteriors sur trades matures
- database.py: get_bayesian_posteriors() — posteriors + IC 95% + dérive prior GPT vs posterior
- Colonnes Bayésiennes ajoutées : bayesian_alpha, bayesian_beta, bayesian_win_rate, bayesian_sample_size
- auto_cycle.py: appel update_bayesian_posteriors() en Step 5.5 (après scoring)

Sprint 4.2 — Détection Automatique de Régimes (K-Means numpy pur)
- database.py: detect_and_save_regime_clusters() — K-Means sur 7 gauges macro (VIX, slope, DXY…)
- database.py: get_regime_cluster_history() — timeline des clusters
- database.py: get_regime_transition_matrix() — P(cluster j | cluster i) sur N transitions
- Table regime_clusters avec anomaly_flag (points > 3σ)
- auto_cycle.py: appel detect_and_save_regime_clusters() en Step 5.6

Sprint 4.3 — Embeddings Sémantiques (remplace Jaccard)
- database.py: get_or_create_pattern_embedding() — OpenAI text-embedding-3-small, stocké en DB
- database.py: max_cosine_similarity_vs_existing() — similarité cosinus vs patterns existants
- Table pattern_embeddings avec vecteur JSON + model_version
- auto_cycle.py: _is_duplicate_pattern() — cosinus seuil 0.75 avec fallback Jaccard automatique

Sprint 4.4 — Tableau de Bord Analytique Avancé
- AnalyticsAdvanced.tsx: nouvelle page /analytics-advanced
  • BayesianTable : prior GPT vs WR bayésien ± IC 95%, dérive, niveau de confiance
  • ClusterTimeline : timeline colorée des clusters + anomalies
  • TransitionMatrix : heatmap P(j|i) avec diagonale auto-transition
  • EmbeddingsSummary : liste des patterns vectorisés
  • Boutons "Bayesian update" et "Détecter régime" avec mutation React Query
- analytics.py router : 5 nouveaux endpoints (bayesian, regime-clusters, transitions, detect, embeddings)
- useApi.ts : 4 nouveaux hooks (useBayesianPosteriors, useRegimeClusters, useRegimeTransitions, usePatternEmbeddings)
- App.tsx + Sidebar.tsx : route /analytics-advanced + entrée menu

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-17 17:46:34 +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
OpenSquared
f09c5b8ee7 feat: Phase 2 — Pattern Reliability, Contre-thèses & Calibration probabiliste
Sprint 2.1 — Pattern Reliability Score
- database.py: get_pattern_reliability() — win_rate × log(n+1) sur trades matures (≥35% horizon)
- database.py: get_all_pattern_reliability_map() pour injection rapide dans les prompts
- ai_analyzer.py: inject reliability_map dans suggest_patterns (patterns fiables mis en avant)
- auto_cycle.py: charge reliability_map avant suggestion et le passe au suggéreur
- routers/analytics.py: GET /api/analytics/reliability
- PatternEditor.tsx: ReliabilityBadge sur chaque card + usePatternReliability hook
- useApi.ts: usePatternReliability, useCalibration hooks

Sprint 2.2 — Contre-thèses & Invalidation Triggers
- database.py: migration ALTER TABLE — counter_thesis, invalidation_trigger, invalidation_probability
- database.py: save_custom_pattern() persiste les 3 nouveaux champs
- ai_analyzer.py: counter_thesis + invalidation_trigger + invalidation_probability dans le JSON schema
- auto_cycle.py: détection automatique des triggers d'invalidation contre les news (keyword match)
- routers/analytics.py: GET /api/analytics/invalidation-alerts
- PatternEditor.tsx: affichage contre-thèse dans les cards + champs dans le formulaire
- PatternEditor.tsx: affichage dans AiSuggestModal (suggestions IA)
- routers/patterns.py: PatternRequest inclut les 3 nouveaux champs

Sprint 2.3 — Calibration probabiliste & Demi-vie KB
- database.py: migration — predicted_probability sur pattern_score_history
- database.py: save_pattern_scores() stocke probability du pattern à chaque scoring run
- database.py: get_calibration_data() — Brier score + buckets de calibration par décile
- database.py: expires_at + confidence_decay_days sur knowledge_base
- database.py: decay_kb_confidence() — decay automatique + archivage à 0
- auto_cycle.py: decay_kb_confidence() appelé au début de chaque cycle (non-bloquant)
- routers/analytics.py: GET /api/analytics/calibration + POST /api/analytics/kb/decay
- frontend/src/pages/Analytics.tsx: nouvelle page — tableau fiabilité + calibration Brier
- App.tsx + Sidebar.tsx: route /analytics + entrée menu

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-17 16:50:53 +02:00
OpenSquared
d256b65d30 Initial commit — GeoOptions Intelligence Cockpit v2.0
Stack: FastAPI + React/TypeScript + SQLite + GPT-4o
Features: Radar géopolitique, Marchés, Régime Macro, Journal de Bord MTM,
Rapport IA, Super Contexte (base de raisonnement évolutive), Boucle feedback IA.
Deploy: Docker + docker-compose + nginx pour openfin.open-squared.tech

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-16 20:29:59 +02:00