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3 Commits

Author SHA1 Message Date
OpenSquared
c9f7757a86 fix: COT fetch returns 0 — CFTC exchange names changed since 2022 
Replace per-endpoint market name matching with unified contract code
lookup on the legacy Socrata endpoint (6dca-aqww.json). COMEX became
"COMMODITY EXCHANGE INC.", CBOT became "CHICAGO BOARD OF TRADE", and
the disaggregated endpoints stopped receiving Natural Gas / financial
instruments after Feb 2022. Contract codes (067651, 023651, etc.) are
stable across rebranding. Fetch now returns 19/19 markets dated
2026-06-16.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
 2026-06-23 18:53:51 +02:00
OpenSquared
3b7fa35456 feat: Specialist Desks v2 — COT, Forward Curves, Surprise Index, Hawk/Dove scorer 
- COT Positioning: CFTC disaggregated + financial futures (19 markets) via Socrata free API
  net MM position % OI + weekly change stored in cot_data table
- Forward Curves: yfinance front-month vs +3M slope (8 commodities)
  contango/backwardation/flat stored in forward_curve_data table
- Surprise Index: consensus_estimate + actual_value on specialist_reports
  auto-computes surprise_score = actual - consensus on save
- Hawk/Dove Text Scorer: GPT-4o-mini endpoint for CB statements
  score -1..+1, label, summary, key_phrases (forex/bonds: hawk/dove; commodities: bull/bear)
- AI context injection: COT net positioning, forward curve structure,
  surprise scores, upcoming consensus estimates injected into all desk blocks
- Frontend: COT panel (net% bars), Forward Curves panel, SurpriseInput
  on report cards, Hawk/Dove scorer in forex/bonds config tab
- auto_cycle.py: non-blocking COT + curve refresh before each cycle

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
 2026-06-23 18:00:46 +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