Commit Graph

4 Commits

Author SHA1 Message Date
OpenSquared
d178615c74 feat: Phase 2 — economic event surprise tracker (FRED actuals + z-score)
- 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>
2026-06-22 14:00:35 +02:00
OpenSquared
44ada3f8f1 feat: stable macro regime detection — blended signals + Bayesian smoothing
Replace 1-day change_pct with weighted blend (20% 1d / 50% 5d / 30% 10d)
for all 20 scored signals. Add Bayesian prior from rolling 25-day history
(weight 15%→45%) and a 10-point persistence threshold before regime switch.

Bootstrap on first load: replays last 20 trading days via yf.download batch
(45d) to pre-populate _regime_history, so stability is visible immediately.

Frontend: adds 'stable Xj' badge and history depth indicator on regime banner.
Doc: updates v4.0→v4.1, rewrites Étape 1 Régime Macro and glossary entry.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-19 12:40:38 +02:00
OpenSquared
d8c0334feb feat: 50-signal macro engine — vol surface, sectors, EM, carry, long bonds
data_fetcher.py
- MACRO_GAUGE_CONFIG: 15 → 29 tickers (+silver, vvix, skew, ovx, gvz,
  usdjpy, xlk, xlf, xlp, xlu, eem, emb, fxi, tlt)
- 5 new derived metrics: silver_gold_ratio, xlk_xlp_momentum, xlf_spx_ratio,
  eem_spx_ratio, vol_surface_regime (composite classification)
- ThreadPoolExecutor max_workers raised to 20
- score_macro_scenarios: +15 new variables; each of 8 scenarios enriched
  with vol-surface (SKEW, VVIX), sector rotation (XLK, XLF, XLP, XLU),
  EM/carry (EEM, EMB, USDJPY), long bonds (TLT), silver signals

ai_analyzer.py
- macro_ctx: 5 → 21 fields per pattern (vol surface, sectors, EM, carry,
  long bonds, silver/gold ratio — all with interpretation comments)
- macro_section in scoring prompt: describes surface de vol regime, sector
  rotation, global/carry signals with explicit GPT instructions for pilier 3e
- DEFAULT_ANALYSIS_TEMPLATE: pilier 3e expanded with SKEW/VVIX/OVX/GVZ guidance

SIGNALS_FUTURES.md: reference document listing 30+ signals not yet
available (FRED, CFTC COT, EIA, Baltic Dry, LME, credit spreads,
hedge fund positioning, central bank balance sheets) with implementation
priority and cost estimate.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-19 08:34:48 +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