OpenFin

admin/OpenFin

Fork 0

Commit Graph

Author	SHA1	Message	Date
OpenSquared	e27ff72c1c	feat: simulateur EUR/USD — canaux taux/ton séparés + saisie directe sliders Modèle causal refactorisé en deux canaux distincts : - Canal taux (solid) : variations taux directeurs → principalement 2Y (ancrage court terme) - Canal ton/anticipations (tirets) : discours CB + surprises CPI/NFP → principalement 10Y (anticipations long terme) Slider : clic sur la valeur affichée → input éditable (Enter/Blur pour valider, Escape pour annuler) Backend : endpoint /api/simulator/baseline expose us_10y et eu_10y (yfinance ^TNX + GE10YT=RR) SVG mis à jour : 4 nœuds de taux (2Y/10Y US+EU), 2 nœuds différentiels, flèches solides/tirets Strip métrique : 6 cellules (US 2Y, US 10Y, Bund 2Y, Bund 10Y, Δ 2Y, Δ 10Y) Décomposition : séparation "Δ 2Y — taux directeurs" / "Δ 10Y — anticipations/ton" Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>	2026-06-26 23:08:08 +02:00
OpenSquared	fe86cc1994	feat: EUR/USD simulator — live baseline from market data Backend (routers/simulator.py): - GET /api/simulator/baseline aggregates current market values: 1. macro_gauge_snapshots → VIX, Brent oil 2. FRED economic_events → FEDFUNDS, ECBDFR, DFII10 (real yield) 3. yfinance live → EURUSD=X, ^IRX+^FVX interpolated US 2Y, DE2YT=RR EU 2Y (or ECB rate +15bps fallback), ^VIX, BZ=F - Returns sources dict so frontend can show data provenance Frontend (EuroSimulator.tsx): - Fetch /api/simulator/baseline on mount; use as base anchors - compute(p, base) now takes dynamic base instead of hardcoded constants - Reset button returns to today's live baseline, not hardcoded fallback - Live/Fallback status badge with fetch date - Sources panel showing data origin per field - Chart reference line updates to show live base values Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>	2026-06-26 22:42:18 +02:00

Author

SHA1

Message

Date

OpenSquared

e27ff72c1c

feat: simulateur EUR/USD — canaux taux/ton séparés + saisie directe sliders

Modèle causal refactorisé en deux canaux distincts :
- Canal taux (solid) : variations taux directeurs → principalement 2Y (ancrage court terme)
- Canal ton/anticipations (tirets) : discours CB + surprises CPI/NFP → principalement 10Y (anticipations long terme)

Slider : clic sur la valeur affichée → input éditable (Enter/Blur pour valider, Escape pour annuler)

Backend : endpoint /api/simulator/baseline expose us_10y et eu_10y (yfinance ^TNX + GE10YT=RR)

SVG mis à jour : 4 nœuds de taux (2Y/10Y US+EU), 2 nœuds différentiels, flèches solides/tirets
Strip métrique : 6 cellules (US 2Y, US 10Y, Bund 2Y, Bund 10Y, Δ 2Y, Δ 10Y)
Décomposition : séparation "Δ 2Y — taux directeurs" / "Δ 10Y — anticipations/ton"

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

2026-06-26 23:08:08 +02:00

OpenSquared

fe86cc1994

feat: EUR/USD simulator — live baseline from market data

Backend (routers/simulator.py):
- GET /api/simulator/baseline aggregates current market values:
  1. macro_gauge_snapshots → VIX, Brent oil
  2. FRED economic_events  → FEDFUNDS, ECBDFR, DFII10 (real yield)
  3. yfinance live         → EURUSD=X, ^IRX+^FVX interpolated US 2Y,
                             DE2YT=RR EU 2Y (or ECB rate +15bps fallback),
                             ^VIX, BZ=F
- Returns sources dict so frontend can show data provenance

Frontend (EuroSimulator.tsx):
- Fetch /api/simulator/baseline on mount; use as base anchors
- compute(p, base) now takes dynamic base instead of hardcoded constants
- Reset button returns to today's live baseline, not hardcoded fallback
- Live/Fallback status badge with fetch date
- Sources panel showing data origin per field
- Chart reference line updates to show live base values

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

2026-06-26 22:42:18 +02:00

2 Commits