Phase 2 — Données macro FRED :
- fred_fetcher.py (nouveau) : 7 séries FRED (CPI, NFP, UNRATE, FEDFUNDS, GDP, ICSA,
spread 10Y-2Y) avec détection direction bullish/bearish et block prompt formaté
- ai_analyzer.py : param fred_block dans suggest + score, injecté dans les deux prompts
- auto_cycle.py : fetch FRED non-bloquant avant la suggestion
Context log — Snapshot du contexte complet :
- database.py : table cycle_context_snapshots + save/get/list fonctions
- auto_cycle.py : sauvegarde le snapshot (meta, news partitionnées, FRED, tech, IV, quotes)
- cycle.py : GET /api/cycle/contexts + GET /api/cycle/contexts/{run_id}
- useApi.ts : hooks useCycleContextSnapshots + useCycleContextSnapshot
- SystemLogs.tsx : onglet "Contexte IA" avec liste de cycles et visualiseur JSON
par section (cycle_meta, macro, news, FRED, tech) avec accordéon
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
- database.py: get_last_completed_cycle_ts() pour mesurer le delta entre cycles
- auto_cycle.py: calcul delta_minutes + cycle_meta dict transmis aux fonctions IA
- ai_analyzer.py: apply_news_decay() (halflife par catégorie), partition_news_by_age()
(3 buckets: inter_cycle / recent_24h / older), _build_temporal_news_block() pour
le prompt suggestion; cycle_meta injecté aussi dans score_patterns_with_context()
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
- Dashboard: P&L card séparé en deux colonnes (Ouvertes/Réalisées) pour Simulé et Portfolio
- Dashboard: closed trades P&L locked from pnl_realized, ne fluctue plus après fermeture
- Journal Ouvert: filtres ticker/stratégie + classe d'actif + direction (haussier/baissier)
- Journal Fermés: mêmes filtres + filtre P&L (gagnants/perdants) + bouton supprimer par ligne
- Journal Non loggés: filtres ticker + classe d'actif + raison de skip
- Backend: DELETE /api/journal/trades/{id} + delete_trade() dans database.py
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
Dashboard: insert 2 rows of 4 mini-cards between top row and trade ideas
- Row 1: PnL Simulé, Risque Simulé, Dernier Cycle, Régime Macro
- Row 2: Super Contexte, Signaux Géo, Meilleur Pattern, Patterns Actifs
- All cards link to underlying pages via react-router Link
Journal: add 'Non loggés' tab exposing trades suggested by cycle
but skipped because no risk profile was matched
- New skipped_trades table (auto-created on backend restart)
- log_trade_entries() persists each skip with score/gain/asset_class
- GET /api/journal/skipped-trades + useSkippedTrades hook
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
- auto_cycle.py: replace _log with logger (NameError at lines 484/489)
- auto_cycle.py: normalize underlying via _normalize_ticker before _resolve_ticker
so WHEAT→ZW=F→WEAT and EUR/USD→EURUSD=X→FXE reach the IV watchlist correctly
- iv_engine.py: _resolve_ticker now strips slash-format forex (EUR/USD→EURUSD=X)
before _PROXY lookup, fixing yfinance 500/404 spam from get_atm_iv
- database.py: _fetch in log_trade_entries uses _normalize_ticker (not _normalize_yf_ticker)
so commodity aliases like WHEAT→ZW=F are applied at price-fetch time
- ai_analyzer.py: max_workers=1 for batch scorer — parallel workers both slept and
retried simultaneously after 429, causing repeated bursts; sequential fixes the pattern
- journal.py + JournalDeBord.tsx: add price_warning field (no_price_data/no_entry_price/
no_live_price) with visible ⚠ badge and amber color on affected ticker/price cells
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
Ticker normalization (_normalize_ticker):
- EUR/USD slash-format → EURUSD=X (was passed raw to yfinance → 500/404 spam)
- bare 6-char forex pairs EURUSD/USDJPY etc → append =X
- commodity alias table: WHEAT→ZW=F, CORN→ZC=F, WTI→CL=F, BRENT→BZ=F,
GOLD→GC=F, SILVER→SI=F, NATGAS→NG=F, SUGAR→SB=F, + 15 others
- also normalize underlying at log_trade_entries time so stored tickers
are already canonical before MtM lookups
GPT-4o 429 rate limit:
- _chat() retries up to 3× on rate_limit errors, respects retry-after hint
from error message (e.g. "try again in 12.37s"), falls back to 2^n×5s
- batch scorer: parallel workers 4→2 to halve the token burst per cycle
(2 concurrent batches × ~6K tokens vs 4 × ~6K = 24K burst at 30K limit)
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
- DB: 9 new columns on trade_entry_prices (status, closed_at, close_reason,
close_note, pnl_realized, close_price, target_pct, stop_loss_pct, signal_threshold)
via ALTER TABLE migration; close_trade(), get_closed_trades(),
update_trade_exit_params() helpers; exit_defaults config key
- Backend: PATCH /trades/{id}/close, PATCH /trades/{id}/exit-params,
GET/PUT /exit-defaults, GET /closed-trades with win-rate/avg-PnL stats;
trade-mtm now computes alert_type (target_reached|stop_loss) per trade
- Journal: new "Fermés" tab with closed trades table + stats banner (win rate,
avg PnL, total PnL, best trade); open trades show Cible/Stop progress bar +
🎯/🛑 alert badges + 1-click close modal (price, reason, note)
- Config: new "Paramètres de sortie" panel — target_pct, stop_loss_pct,
signal_reversal_mode, signal_reversal_threshold with live sliders
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
Adds full Interactive Brokers order ticket to both the Dashboard cockpit
and the Journal de Bord MtM expanded rows. Each ticket shows the
underlying, computed strike in dollars, estimated expiry date (nearest
Friday), per-leg BUY/SELL CALL/PUT breakdown, order type LIMIT, budget
and target.
Also adds Strike and DTE columns to the MtM table and persists
strike_guidance + expiry_days_at_entry in trade_entry_prices.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
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>
- JournalDeBord: trade rows now expand inline (full-width) instead of
PostmortemPanel appearing below the whole table. Click anywhere on a
row to toggle. Period selector extended to 15/30/60/90j.
- Config: added Rétention Journal (30/60/90/180j) and Seuil Maturité
(20/30/35/50%) controls, wired to the Appliquer button.
- Backend: journal_retention_days and maturity_threshold_pct read from
config table; seeded at startup with defaults 90d / 35%. get_status()
now returns both values so Config page can initialise correctly.
- cycle.py: CycleConfigRequest accepts and validates both new params.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
Both columns were referenced in queries (reliability, Kelly, calibration,
backtest) but missing from the ALTER TABLE migration block, causing
sqlite3.OperationalError: no such column: pnl_pct on existing VPS DBs.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
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>
- knowledge.py: trade_line crash when pnl_pct is None in dict
(t.get('pnl_pct',0) returns None if key exists with None value — use 'or 0')
- database.py: cleanup_stale_running_cycles() marks any 'running' cycle
as 'error' on startup (uvicorn reload mid-cycle left status stuck)
- main.py: call cleanup_stale_running_cycles() at startup with warning log
- database.py: _normalize_ticker() converts GPT-4o exchange:symbol format
(NSE:RELIANCE → RELIANCE.NS, BSE:X → X.BO, etc.) so yfinance stops
spamming 404 errors for every MTM request
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
- database.py: add delete_ai_report(), delete_reasoning_state(), delete_kb_entry()
- reasoning.py: DELETE /api/reasoning/reports/{id}
- knowledge.py: DELETE /api/knowledge/history/{id} and /entries/{id}
- useApi.ts: useDeleteAiReport, useDeleteReasoningState, useDeleteKbEntry hooks
- RapportIA.tsx: trash icon on hover in archived reports sidebar
- SuperContexte.tsx: trash icon on hover for history versions and KB entries;
both propagate onDelete through CategorySection down to KbEntry
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
