- economic_events table in DB (series_id, actual, forecast_baseline, surprise_pct, surprise_zscore, direction)
- DB helpers: save_economic_event(), get_recent_economic_surprises(), get_economic_events_for_calendar()
- fred_fetcher.py: _compute_zscore_surprise() computes 12-period MA as implied consensus + z-score deviation; save_fred_releases_to_db() persists releases per cycle; build_economic_surprise_block() formats significant surprises for AI prompt
- auto_cycle.py: saves FRED releases to economic_events each cycle, appends surprise block to fred_block for injection into both suggestion and scoring prompts
- data_fetcher.py: get_economic_calendar() now merges static upcoming events with past FRED actuals from DB (Prev/Fcst/Actual/z-score fields populated)
- CalendarPage.tsx: past events show colored z-score badge (⚡ for |z|≥1.5, bullish/bearish colors)
- EconomicEvent type: added surprise_zscore, surprise_direction, source fields
Activates automatically once fred_api_key is set in Configuration.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
- 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>
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>
Phase 1 — Catégorisation:
- database.py: ADD COLUMN category + signal_direction on custom_patterns (migration);
save_custom_pattern persists category/signal_direction; new helpers:
get_unclassified_patterns(), update_pattern_classification(),
get_patterns_with_last_score()
- ai_analyzer.py: PATTERN_CATEGORIES dict (8 categories: géopolitique, macro_monétaire,
technique, commodités_supply, risk_off, flux_saisonnier, géo_économique, crédit_stress);
classify_patterns_batch() → GPT-4o-mini batch classification
- suggest schema: added category + signal_direction fields so new patterns are
classified from birth
- auto_cycle.py: Step 3.1 classifies all unclassified patterns after each suggestion
Phase 2 — Convergence layer (post-scoring, no extra AI call):
- ai_analyzer.py: _compute_convergence() groups scored patterns by (underlying, signal_direction);
conviction_bonus = min(20, +5 per additional agreeing pattern); adds conviction_score,
conviction_bonus, convergence_count, convergence_underlying, convergence_partners to each result;
called at end of score_patterns_with_context(), re-sorts by conviction_score
- auto_cycle.py: logs convergence summary after scoring; propagates category/signal_direction
to scored results for display
Phase optionnelle — Convergence in suggestion prompt:
- ai_analyzer.py: suggest_patterns_from_market_context() accepts convergence_block param;
injected into prompt so AI knows which underlyings have multi-pattern agreement
- auto_cycle.py: before suggestion, loads last-cycle scores via get_patterns_with_last_score(),
calls _compute_convergence() to build convergence block, passes to suggester
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
- auto_cycle.py: _scheduler_loop now distinguishes weekday (interval_hours)
from weekend (weekend_cycle_times UTC slots or sleep until Monday);
_parse_weekend_times() and _next_weekend_slot() helpers;
get_status() exposes weekend_cycle_enabled + weekend_cycle_times
- cycle.py: CycleConfigRequest adds weekend_cycle_enabled + weekend_cycle_times;
update_cycle_config validates HH:MM format and persists to config DB
- Config.tsx: weekend scheduling section with enable toggle + time picker
(06:00/08:00/12:00/18:00/22:00/00:00 UTC presets, multi-select);
weekendEnabled + weekendTimes state synced from cycle status
Default: enabled with 08:00 + 22:00 UTC (covers news scan + Globex open Sunday)
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
- portfolio_context.py: add _safe_float() helper (converts NaN/Inf → None);
use .squeeze().dropna() on yfinance closes before computing moves;
guard division by checking closes.iloc[-2] != 0
- cycle.py: add _sanitize_floats() recursive sanitizer applied to the full
snapshot before FastAPI serializes it — catches any remaining NaN from
iv_rank, technical indicators, or other sources
Fixes 500 on GET /api/cycle/contexts/{run_id} when yfinance returns NaN
weekend data for portfolio positions.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
- auto_cycle.py: detect weekend/market session, build cycle_meta with day_of_week/is_weekend/market_note;
IVGate skips iv_rank>=99 on weekends to avoid artificial weekend option premium cascade;
inject portfolio context (open trades + price moves + concentration) before AI scoring;
pass portfolio_context_block + run_id to both AI scorer and suggester
- ai_analyzer.py: _build_temporal_news_block injects market session banner (WEEKEND warning,
pre/after-market note, or open session label) so AI knows markets are closed and defers execution to Monday
- iv_engine.py: add WHEAT/EUR/USD ticker aliases; skip saving IV snapshots on weekends to protect history;
resolve aliases before slash-format conversion in _resolve_ticker
- technical_indicators.py: fix pandas MultiIndex from yfinance>=0.2 (droplevel+squeeze);
use period proportional to lookback instead of fixed period=1d
- database.py: asset_class ticker-based fallback (_asset_class_from_ticker); one-time backfill migration
for all NULL asset_class rows; ai_call_logs table + save/get helpers; normalize_ticker public function
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
Portfolio context (portfolio_context.py):
- get_open_trades_with_moves(): fetches open trades + 1d/5d yfinance price moves
- get_portfolio_concentration(): counts by asset_class
- build_portfolio_context_block(): formatted prompt block with strict AI instructions
(no double positions, flag contradictions, avoid overweight classes)
AI call logging:
- ai_call_logs table in DB (run_id, call_type, system/user prompt, response, tokens, ms)
- _chat() now accepts log_meta dict → saves call to DB non-blocking after each call
- suggest and score_batch calls pass run_id + call_type for full traceability
auto_cycle.py:
- Builds portfolio context before snapshot and both AI calls
- Context snapshot now includes portfolio_open_positions key
SystemLogs.tsx:
- "Contexte IA" tab gains sub-tabs: Contexte / Appels IA
- AiCallRow: expandable with 3 panes (user prompt / system prompt / response)
shows model, tokens breakdown, duration, call type badge
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
- _normalize_asset_class() now accepts ticker param and infers class from
a full ticker→class lookup table (energy/metals/agri/indices/equities/forex)
- init_db() runs one-time UPDATE to backfill all NULL asset_class rows in
trade_entry_prices and skipped_trades using known ticker lists
- log_trade_entries and log_skipped_trade pass ticker to normalizer
- Frontend _normalizeAssetClass() gets same ticker lookup + pattern fallbacks
for =F futures, NSE: prefixed equities, =X currency pairs
- All 3 filter calls now pass t.underlying as second argument
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
Direction (Ouvert) : t.direction n'existe pas dans trade_entry_prices → utilisait
undefined, excluait tout. Remplacé par _isBearishStr(t.strategy) comme Fermés.
Asset class (Ouvert, Fermés, Non loggés) : l'IA retournait parfois "commodities",
"currencies", "fx", "equity" au lieu des clés canoniques. Double correction :
- Frontend : _normalizeAssetClass() mappe les variantes → energy|metals|agriculture|
indices|equities|forex dans les 3 sections filtrées
- Backend database.py : _normalize_asset_class() appliqué à l'INSERT dans
trade_entry_prices et skipped_trades (nouveaux trades normalisés au stockage)
- Prompt ai_analyzer.py : suggested_trades[].asset_class contraint à l'enum explicite
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
Phase 4 — Price Discovery Status (la pièce maîtresse) :
- price_discovery.py (nouveau) : capture_price_snapshots() sauve les prix des tickers
liés à chaque news scorée (energy→BZ=F/NG=F, metals→GC=F/HG=F, indices→^GSPC/IWM)
- compute_absorptions() mesure combien du mouvement attendu s'est déjà produit
(status: not_yet_priced <30% / partially_priced 30-80% / fully_priced >80%)
- build_price_discovery_block() → bloc prompt avec opportunités classées
- database.py : table news_price_snapshots + save/get/purge fonctions
- auto_cycle.py : capture après ai_score_news_batch, compute avant suggestions,
block injecté dans suggestion + scoring prompts + context snapshot
- ai_analyzer.py : param price_discovery_block dans suggest + score
Phase 5 — Replay historique :
- cycle.py : POST /api/cycle/contexts/{run_id}/replay — recharge le snapshot historique
et relance suggest_patterns_from_market_context avec le contexte original
- useApi.ts : hook useReplayCycle
- SystemLogs.tsx : bouton "Rejouer ce cycle" dans onglet Contexte IA avec champ
notes, résultats inline (liste des patterns générés), section price_discovery
ouverte par défaut en rouge
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
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>
get_trade_entry_prices filtre WHERE status='open', les trades fermés n'y
apparaissaient jamais. Réalisé branche maintenant sur useClosedTrades(90)
avec calcul EUR = capital * pnl_realized% / 100 et affichage avg %.
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>
Partie basse de la card : 5 indicateurs clés expliquant le régime
(VIX, S&P vs 200j MA, Pente 10Y-3M, Cuivre, Or) avec couleur
contextuelle et hint court, puis chips des signaux déclencheurs
du régime dominant issus de scenarios.reasons[dominant].
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
- Card PnL : area chart historique depuis pnl_snapshots (gradient couleur
selon PnL positif/négatif, axes date + %, tooltip)
- Card Risque : bloc VaR 95% (Historique / CVaR / Monte Carlo ×1.5)
depuis le dernier var_snapshot, avec horodatage du calcul
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
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>
Remplace http://localhost:8000 par des URLs relatives (/api/...)
pour passer par le proxy Vite/Nginx comme toutes les autres pages.
Cause du NetworkError en prod Docker.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
cycleTrades inclut tous les trades du scoring run (anciens patterns
re-scorés inclus). On filtre par cyclePatternIds pour ne compter
que les trades issus de patterns ajoutés pendant ce cycle.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
GeoRadar:
- Filtre période : Aujourd'hui / 7j / 30j / Toutes
- Tri : Impact ↓/↑ · Récentes/Anciennes
- Compteur de news filtrées
Dashboard:
- Remplace Super Contexte par "Top Trades" (top 5 par PnL%)
avec ticker, stratégie, date d'entrée, PnL%
- Card "Scores Patterns" : ajoute la date d'ajout (created_at)
sous le nom de chaque pattern
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
For patterns added in the cycle but below log threshold, display the
recommended_trade (underlying + strategy + score) from scoreMap instead
of just the pattern name. Pattern name moves to secondary small italic line.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
- PnL simulated: Investi ~ et P&L € calculés avec entry_price quand
capital_invested est null (label ~ pour indiquer estimation)
- Dernier Cycle: rename trades loggés -> trades ajoutés + mini mention
des non-loggés quand patternsAdded > tradesLogged
- Trades du cycle: supprime le grand header +N Trades (info déplacée
dans Dernier Cycle); layout inversé — trade en primaire, pattern
en secondaire petit en dessous; trades non loggés affichés en gris
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
- Backend: get_status() now resolves scoring_run_id by querying
trade_entry_prices within the cycle time window, fixing the mismatch
between cycle run_id and the id actually written to trades
- Dashboard: Trades du cycle filters by scoring_run_id (no stale fallback)
- Dashboard: Pattern du cycle shows only patterns added in last cycle
(created_at >= started_at), renamed from Top Patterns
- Dashboard: Dernier Cycle now shows 4 stats (patterns/scorés/loggés/fermés)
+ IA commentary snippet
- Dashboard: P&L simulated mode bottom half shows open/closed/capital/profit
- Dashboard: Régime Macro shows top 4 scenario score bars
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
- PnL card: rename to P&L, add Simulé/Portfolio toggle (localStorage),
simulated shows target/stop alert counts, portfolio shows invested € + P&L €
- Risk card: add asset class allocation horizontal bars (bullish=color/bearish=red)
from simPortfolioRisk.concentration, conflicts badge
- Dernier Cycle: full bilan layout — patterns added / scored / trades logged
in 3 mini-stat boxes
- Trades du cycle: show direction, ticker, strategy, PnL%, score for each trade
- Top Patterns: replaces Meilleur Pattern — shows top 4 scored with rank + ticker
- Top News: replaces Patterns Actifs — useGeoNews sorted by impact_score,
top 3 with title + impact bar
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
- Extract TradeCard/TradeRow/IBKRTicket + TradeIdeasTab self-contained
component to frontend/src/components/TradeIdeas.tsx
- Dashboard: remove trade ideas section, MtM section, all related hooks/
state/computations; replace Signaux Géo mini-card with Trades du cycle;
add News géo link on Risque Géopolitique card
- JournalDeBord: add Idées de trade tab (left of Ouverts) using TradeIdeasTab
- Config: reorganize into 5 tabs — IA & Analyse, Auto-Cycle & Logging,
Sources, Journal & Sortie, Profils de risque; expose min_score_threshold
as a prominent slider in the Auto-Cycle tab
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>
- portfolio_risk.py: add _infer_asset_class() with ticker→asset_class map
covering energy/metals/agri/indices/forex/rates futures, ETFs, forex pairs,
exchange prefixes (NSE:). Fallback applied when JOIN finds no match (orphaned
pattern_id after re-seed). Fixes "unknown 100%" shown in screenshot.
- RiskDashboard.tsx: add Portefeuille Réel / Simulé toggle at top.
New SimRiskPanel component with KPI row + concentration bars + conflict cards
+ AI recommendations — all visible inline in Risk Dashboard.
Red badge on Simulé tab when danger alerts exist.
- JournalDeBord.tsx: remove standalone Risque Sim. tab (moved to Risk Dashboard).
Replace with a red banner in summary cards when conflicts are detected,
pointing user to Risk Dashboard → Simulé.
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>
