Commit Graph

11 Commits

Author SHA1 Message Date
OpenSquared
e2d5bebef4 feat: Rapport de Cycle — auto-généré à chaque run avec contexte IA, delta, PnL/VaR snapshot
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-20 07:57:41 +02:00
OpenSquared
b4f3089c58 feat: VaR/PnL schedulers + snapshots DB + page sur bouton
Backend:
- Tables var_snapshots + pnl_snapshots dans SQLite (contexte macro + prix tickers)
- var_service.py : save_var_snapshot, save_pnl_snapshot + fonctions get_*
- var_scheduler.py : threads APScheduler pour VaR (défaut 6h) et PnL (défaut 1h)
- router var.py : /run-now (POST compute+save), /latest, /snapshots, /pnl/run-now,
  /pnl/latest, /scheduler/status, /scheduler/config
- main.py : démarrage des deux schedulers au startup

Frontend:
- VaRAnalysis.tsx : plus d'auto-fetch ; charge le dernier snapshot DB au mount ;
  bouton "Calculer" → POST /run-now ; erreur backend = message clair ; historique
  de snapshots sélectionnables
- Config.tsx : section "Schedulers VaR & PnL" dans l'onglet cycle avec toggle
  enable/disable, intervalle, et boutons "Snapshot maintenant"

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-20 06:21:20 +02:00
OpenSquared
d64d1029bf feat: page VaR Analyse avec approche delta Black-Scholes
- Service var_service.py : calcul VaR Historique / Paramétrique / Monte Carlo
  stressé (vol ×1.5) + CVaR par méthode, deltas BS par position, fallback
  synthétique si yfinance indisponible
- Router /api/var/compute : paramètres confidence, horizon, lookback, IV défaut
- Page VaRAnalysis.tsx : cartes métriques %, montants EUR, histogramme retours,
  VaR glissante 30j, tableau positions + deltas, backtest Kupiec pass/fail
- Route /var + nav sidebar « VaR Analyse »

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-19 23:15:39 +02:00
OpenSquared
05a475fb04 feat: system logs page + dynamic IV watchlist with auto-add from cycle
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>
2026-06-18 13:07:35 +02:00
OpenSquared
e44c8799b9 feat: Phase 3 — Portfolio Risk Engine (Exposition, Clusters, Kelly, Risk Dashboard)
Sprint 3.1 — Vue Portefeuille Consolidée
- database.py: get_portfolio_exposure() — exposition par classe d'actif + facteur de risque
- database.py: get_pnl_timeline() — courbe P&L cumulé pour equity curve
- Alertes concentration automatiques (>40% par classe, >50% par facteur)
- _RISK_FACTOR_MAP: classification géopolitique/inflation/récession/liquidité/dollar

Sprint 3.2 — Risk Cluster Engine
- database.py: get_risk_clusters() — saturation par facteur + risk_prompt_context
- database.py: get_pattern_correlations() — matrice Pearson sur trades matures
- auto_cycle.py: injection du contexte risque dans le prompt de scoring (Step 3.5)
- ai_analyzer.py: paramètre risk_context dans score_patterns_with_context()
- Pénalisation automatique des patterns sur facteurs saturés dans le scoring GPT

Sprint 3.3 — Position Sizing Kelly Fractionnel
- database.py: compute_kelly_sizing() — f* = (p×G - (1-p))/G, Kelly ×33% par défaut
- Ajustement cluster: sizing ÷2 si facteur saturé
- Ajustement fiabilité: sizing ÷2 si win_rate historique <40% (≥5 trades)
- JournalDeBord.tsx: colonne "Kelly" avec KellyCell (% + €, ajustements signalés)
- routers/risk.py: GET /api/risk/kelly/{pattern_id}

Sprint 3.4 — Tableau de Bord Risque Global
- database.py: get_risk_dashboard() — HHI, score diversification, drawdown attendu, recommandation
- database.py: _build_risk_recommendation() — alerte Risk Committee automatique
- RiskDashboard.tsx: nouvelle page — jauges concentration, courbe P&L, corrélations, recommandation
- Dashboard.tsx: banner d'alerte concentration sur le Cockpit avec lien vers /risk
- routers/risk.py: GET /api/risk/exposure|timeline|clusters|correlations|dashboard
- App.tsx + Sidebar.tsx: route /risk + entrée menu Risk Dashboard

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-17 17:18:36 +02:00
OpenSquared
f09c5b8ee7 feat: Phase 2 — Pattern Reliability, Contre-thèses & Calibration probabiliste
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>
2026-06-17 16:50:53 +02:00
OpenSquared
9a6b6f70b1 feat: Phase 1 — IV Rank, Term Structure, Skew, Options Flow (Sprint 1.1/1.2/1.3)
Backend:
- iv_engine.py: ATM IV, term structure (30/60/90/180j), put/call skew,
  options flow (P/C OI ratio, unusual strikes, gamma bias), proxy map for futures→ETFs
- database.py: iv_history table + save_iv_snapshot, get_iv_rank_percentile, get_iv_history
- routers/options_vol.py: /api/options-vol/ endpoints (snapshot, batch, watchlist, history)
- auto_cycle.py: inject IV context string into scoring prompt (step 3.5)
- ai_analyzer.py: score_patterns_with_context accepts iv_context param
- main.py: register options_vol router

Frontend:
- pages/OptionsLab.tsx: full IV dashboard (watchlist by IVR, term structure, skew, flow, sparkline)
- pages/JournalDeBord.tsx: IvRankCell component + IV Rank column per trade
- hooks/useApi.ts: useIvSnapshot, useIvWatchlist, useIvBatch, useIvHistory, useIvForTrade

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-17 16:29:33 +02:00
OpenSquared
07c1a74704 fix: save_config → set_config (correct function name in database.py) 2026-06-17 15:00:31 +02:00
OpenSquared
d726cf430e fix: VPS fresh-DB bootstrap — sync OPENAI_API_KEY from env to DB at startup + show countdown before first cycle
- main.py startup: if DB has no openai_api_key but OPENAI_API_KEY env var is set, auto-save it so cycle trigger returns 200 instead of 400
- Config.tsx: move NextRunCountdown outside cs?.last_cycle block so it renders even when no cycle has run yet

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-17 14:55:42 +02:00
OpenSquared
dc3bc667eb fix: 3 bugs — synthesis crash, stale running cycle, invalid tickers
- 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>
2026-06-17 12:15:32 +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