""" Timeline Navigator Service. Manages the historical market event database (COVID → today) and generates 3-level (long/medium/short) temporal context with AI commentary for any date. """ import json import logging from datetime import date, datetime, timedelta from typing import Any, Dict, List, Optional from services.database import ( count_market_events, get_all_market_events, get_events_for_date, get_timeline_context, save_market_event, save_timeline_context, ) logger = logging.getLogger(__name__) # ── Seed event catalogue ────────────────────────────────────────────────────── # Each entry: name, start_date, end_date (None=ongoing), level, category, # description, market_impact, affected_assets (list), impact_score _SEED_EVENTS: List[Dict[str, Any]] = [ # ───── LONG-TERM STRUCTURAL EVENTS ───── { "name": "COVID-19 Crash", "level": "long", "category": "macro", "start_date": "2020-02-20", "end_date": "2020-03-23", "description": "Pandémie mondiale — liquidation forcée de tous les actifs risqués, gel des marchés du crédit, volatilité extrême (VIX>80).", "market_impact": "SPX -34% en 33 jours. VIX 85. Oil négatif avril. Fuite vers USD et T-Bills.", "affected_assets": ["SPX", "VIX", "CL", "HYG", "USD", "Gold"], "impact_score": 1.0, }, { "name": "Fed QE Infinity & ZIRP", "level": "long", "category": "monetary", "start_date": "2020-03-23", "end_date": "2022-03-16", "description": "Fed à 0% + QE illimité. Injection de $4T+ en 2 ans. Régime de taux zéro et liquidité abondante pour tous les actifs.", "market_impact": "Bull market actions/crypto/immobilier. Compression des primes de risque. Carry trades extrêmes.", "affected_assets": ["SPX", "BTC", "Gold", "HYG", "TLT", "EUR/USD"], "impact_score": 0.95, }, { "name": "Inflation Surge", "level": "long", "category": "macro", "start_date": "2021-04-01", "end_date": "2023-06-01", "description": "CPI US monte de 2% à 9,1% (juin 2022). Chocs d'offre post-COVID + demande stimulée + énergie. Fin de l'ère TINA.", "market_impact": "Fin du bull bond. Rotation value/energy. Pression sur multiples tech.", "affected_assets": ["TLT", "GC", "CL", "XLE", "EUR/USD", "TIPS"], "impact_score": 0.9, }, { "name": "Fed Hike Cycle", "level": "long", "category": "monetary", "start_date": "2022-03-16", "end_date": "2023-07-26", "description": "525bps de hausse en 17 mois — cycle de resserrement le plus rapide depuis Volcker. Pivot du QE vers QT.", "market_impact": "Krach obligataire 2022 (-25% TLT). Tech -35%. Strength USD. Recession fears.", "affected_assets": ["TLT", "QQQ", "SPX", "USD", "HYG", "GC"], "impact_score": 0.95, }, { "name": "Fed Pause (Peak Rates)", "level": "long", "category": "monetary", "start_date": "2023-07-26", "end_date": "2024-09-18", "description": "Fed maintient 5,25-5,50% pendant 14 mois. Marché anticipe baisse, puis repousse sans cesse. Atterrissage en douceur.", "market_impact": "Rally équités (SPX +26% 2023). Curve inversion. Gold accumulation.", "affected_assets": ["SPX", "GC", "USD", "TLT", "2Y UST"], "impact_score": 0.7, }, { "name": "Fed Easing Cycle", "level": "long", "category": "monetary", "start_date": "2024-09-18", "end_date": None, "description": "Fed commence à baisser : -25bps sept 2024, -25bps nov 2024, -25bps déc 2024. Pause 2025. Nouveau cycle expansif.", "market_impact": "USD faiblesse. Or new ATH. Courbe se dépente. Risque inflation secondaire.", "affected_assets": ["USD", "GC", "TLT", "EUR/USD", "EM FX"], "impact_score": 0.75, }, { "name": "Trump 2.0 & Tariff Era", "level": "long", "category": "geopolitical", "start_date": "2025-01-20", "end_date": None, "description": "Retour de Trump. Tarifs universels 10% + tarifs China jusqu'à 145%. Restructuration de l'ordre commercial mondial.", "market_impact": "VIX spike. USD strength initial. Disruption chaînes supply. Inflation tarif.", "affected_assets": ["SPX", "USD", "GC", "CL", "EM FX", "ZC", "ZS"], "impact_score": 0.85, }, { "name": "US-Iran Military Conflict", "level": "long", "category": "geopolitical", "start_date": "2025-06-13", "end_date": None, "description": "Frappes US sur sites nucléaires iraniens. Escalade militaire directe USA-Iran en Moyen-Orient.", "market_impact": "CL +15% initial. Gold safe haven. Risque Hormuz premium. Risk-off global.", "affected_assets": ["CL", "NG", "GC", "USD", "VIX", "Tanker stocks"], "impact_score": 0.9, }, # ───── MEDIUM-TERM REGIME EVENTS ───── { "name": "COVID V-Bottom Recovery", "level": "medium", "category": "macro", "start_date": "2020-03-23", "end_date": "2021-01-01", "description": "Rebond historique post-crash. Fed backstop + stimulus fiscal. SPX récupère tous les pertes en 5 mois.", "market_impact": "Tech FAANG leaders. Growth stocks premium. Small cap lagging.", "affected_assets": ["SPX", "QQQ", "IWM", "Gold"], "impact_score": 0.85, }, { "name": "Pfizer Vaccine Rotation", "level": "medium", "category": "macro", "start_date": "2020-11-09", "end_date": "2021-06-01", "description": "Annonce vaccin Pfizer (+95% efficacité). Mega-rotation value vs growth. Cyclicals/energy reprennent.", "market_impact": "Banks +20% en 2 sem. Energy recovery. Growth stocks stagnent.", "affected_assets": ["XLF", "XLE", "IWM", "QQQ", "Oil"], "impact_score": 0.7, }, { "name": "GameStop & Meme Frenzy", "level": "medium", "category": "market", "start_date": "2021-01-13", "end_date": "2021-02-05", "description": "Short squeeze GameStop orchestré par retail Reddit. Systemic risk sur HF leverage. Brokers restriction d'achats.", "market_impact": "GME +2700%. HF losses $10B+. Systemic risk perceptions élevées.", "affected_assets": ["GME", "AMC", "HYG", "VIX"], "impact_score": 0.5, }, { "name": "Archegos Collapse", "level": "medium", "category": "market", "start_date": "2021-03-26", "end_date": "2021-04-10", "description": "Family office Archegos default sur $20B de swaps TRS. Forced selling sur VIACOM/Discovery/GS/MS/CS.", "market_impact": "CS -15%, Nomura -14%. Leverage disclosure concerns. Media stocks -30%.", "affected_assets": ["CS", "Nomura", "Media sector"], "impact_score": 0.55, }, { "name": "China Tech Crackdown", "level": "medium", "category": "geopolitical", "start_date": "2021-07-01", "end_date": "2022-03-01", "description": "Pékin régule les géants tech chinois (Alibaba, Didi, Tencent). Suspension IPO Didi. Education privée bannie.", "market_impact": "KWEB -60%. Alibaba -70%. Risque réglementaire chinois systémique.", "affected_assets": ["BABA", "BIDU", "JD", "KWEB", "FXI"], "impact_score": 0.7, }, { "name": "Evergrande Crisis", "level": "medium", "category": "macro", "start_date": "2021-09-01", "end_date": "2022-01-01", "description": "Evergrande (2ème promoteur immobilier chinois) en défaut sur $300B de dettes. Contagion secteur immo chinois.", "market_impact": "HY spread China +500bps. CNY pressure. Contagion EM partielle.", "affected_assets": ["CNY", "FXI", "HY China bonds", "Iron Ore"], "impact_score": 0.65, }, { "name": "Ukraine Invasion", "level": "medium", "category": "geopolitical", "start_date": "2022-02-24", "end_date": None, "description": "Invasion russe de l'Ukraine. Sanctions massives Russia. Disruption grains, gaz, engrais. Réarmement Europe.", "market_impact": "NG Europe x10. Wheat +60%. Gold safe haven. EUR weakness. Defense rally.", "affected_assets": ["NG", "ZW", "GC", "EUR/USD", "Defense stocks"], "impact_score": 0.9, }, { "name": "CPI Peak 9.1% & Jackson Hole 2022", "level": "medium", "category": "monetary", "start_date": "2022-06-10", "end_date": "2022-10-01", "description": "CPI US 9,1% — peak inflation 40 ans. Jackson Hole Powell hawkish extrême. Marchés capitulent sur pivot.", "market_impact": "SPX -25% 2022. TLT -30%. EUR/USD parité. DXY 114.", "affected_assets": ["SPX", "TLT", "EUR/USD", "USD", "GC"], "impact_score": 0.85, }, { "name": "SVB Collapse & Banking Crisis", "level": "medium", "category": "market", "start_date": "2023-03-08", "end_date": "2023-05-01", "description": "Silicon Valley Bank run sur les dépôts. FDIC intervention. Credit Suisse absorbe par UBS. Contagion régionale US.", "market_impact": "KBE -25%. TLT +10% (flight to safety). VIX spike. Credit tightening.", "affected_assets": ["KBE", "TLT", "VIX", "EUR/USD", "Gold"], "impact_score": 0.7, }, { "name": "AI Boom / Nvidia Mania", "level": "medium", "category": "market", "start_date": "2023-05-25", "end_date": None, "description": "Nvidia guidance x3 — début du mega-cycle IA. ChatGPT + Capex hyperscalers. Concentration marchés extrême.", "market_impact": "NVDA +800%. Mag7 domination. SPX concentration record. Small cap underperform.", "affected_assets": ["NVDA", "MSFT", "GOOGL", "QQQ", "SMH"], "impact_score": 0.85, }, { "name": "Israel-Hamas War", "level": "medium", "category": "geopolitical", "start_date": "2023-10-07", "end_date": None, "description": "Attaque Hamas + contre-offensive Gaza. Escalade Hezbollah, Yemen Houthis, Iran proxy. Risque Hormuz.", "market_impact": "CL spike initial +5%. Gold safe haven $2100. Défense stocks +15%.", "affected_assets": ["CL", "GC", "Defense", "ILS"], "impact_score": 0.7, }, { "name": "BOJ Fin du YCC", "level": "medium", "category": "monetary", "start_date": "2024-03-19", "end_date": None, "description": "Bank of Japan abandonne le Yield Curve Control et hausse taux à 0.1% (premier hike en 17 ans). JPY carry unwind.", "market_impact": "JPY +5% en 1 mois. Carry trade unwind global. Nikkei -12% août 2024.", "affected_assets": ["JPY", "Nikkei", "USD/JPY", "JGB", "EM carry"], "impact_score": 0.75, }, { "name": "Jackson Hole Pivot 2024", "level": "medium", "category": "monetary", "start_date": "2024-08-23", "end_date": "2024-12-31", "description": "Powell annonce officiellement la fin du cycle de resserrement et signale des baisses imminentes.", "market_impact": "USD -2%. Gold ATH. Equities rally. Curve bull steepening.", "affected_assets": ["USD", "GC", "SPX", "TLT", "EUR/USD"], "impact_score": 0.75, }, { "name": "Trump Tariff Shock (Liberation Day)", "level": "medium", "category": "geopolitical", "start_date": "2025-04-02", "end_date": "2025-04-09", "description": "Annonce tarifs universels 10% + tarifs pays spécifiques jusqu'à 50%. Pire choc tarifaire depuis 1930.", "market_impact": "SPX -15% en 4 séances. VIX 60. Credit spreads +200bps.", "affected_assets": ["SPX", "VIX", "USD", "GC", "HYG"], "impact_score": 0.9, }, { "name": "90-Day Tariff Pause", "level": "medium", "category": "geopolitical", "start_date": "2025-04-09", "end_date": "2025-07-09", "description": "Trump annonce pause 90 jours sur la majorité des tarifs réciproqués pour permettre des négociations.", "market_impact": "SPX +9.5% en 1 séance (3ème meilleure journée historique). VIX collapse.", "affected_assets": ["SPX", "VIX", "USD", "EUR/USD", "EM"], "impact_score": 0.8, }, { "name": "Iran Ceasefire Talks", "level": "medium", "category": "geopolitical", "start_date": "2025-06-20", "end_date": None, "description": "Négociations de cessez-le-feu US-Iran sous médiation Oman + Suisse. Dé-escalade progressive.", "market_impact": "CL -8%. Hormuz risk premium réduit. Gold consolidation.", "affected_assets": ["CL", "GC", "USD", "VIX"], "impact_score": 0.7, }, # ───── SHORT-TERM CATALYST EVENTS ───── { "name": "Fed Meeting — Pause Confirmée", "level": "short", "category": "monetary", "start_date": "2025-05-07", "end_date": "2025-05-21", "description": "FOMC maintient les taux — attend clarification tarifs avant de bouger. Powell data-dependent.", "market_impact": "USD stable. Marchés attendent. Curve stable.", "affected_assets": ["USD", "TLT", "SPX"], "impact_score": 0.5, }, { "name": "US-China Trade Truce", "level": "short", "category": "geopolitical", "start_date": "2025-05-12", "end_date": "2025-08-12", "description": "Réduction tarifs US-China : 145%→30% (US) et 125%→10% (China) pendant 90 jours suite aux négociations de Genève.", "market_impact": "SPX +3%. USD -1%. Relief rally. Chaînes supply se reconstituent.", "affected_assets": ["SPX", "USD", "CNY", "ZS", "ZC"], "impact_score": 0.7, }, { "name": "US Frappe Iran — Escalade", "level": "short", "category": "geopolitical", "start_date": "2025-06-13", "end_date": "2025-06-20", "description": "Frappes US-Israël sur Natanz et Fordow. Iran riposte sur bases US région. Risk-off maximal.", "market_impact": "CL +15%. Gold +5%. VIX 35. USD strength.", "affected_assets": ["CL", "GC", "VIX", "USD", "Defense"], "impact_score": 0.9, }, { "name": "Iran Ceasefire Signal", "level": "short", "category": "geopolitical", "start_date": "2025-06-20", "end_date": "2025-07-10", "description": "Signal de cessez-le-feu Iran-US via Oman. Début dé-escalade. Marchés absorbent la prime de risque.", "market_impact": "CL -8% en 2 séances. VIX retombe. Risk-on partiel.", "affected_assets": ["CL", "VIX", "GC", "SPX"], "impact_score": 0.65, }, { "name": "SNB Meeting — Easing Signalé", "level": "short", "category": "monetary", "start_date": "2026-06-19", "end_date": "2026-07-03", "description": "Swiss National Bank réunion — signal de poursuite du cycle d'assouplissement. CHF sous pression.", "market_impact": "CHF -0.5%. EUR/CHF hausse. Francs positions réduites.", "affected_assets": ["CHF", "EUR/CHF", "USD/CHF"], "impact_score": 0.45, }, ] def bootstrap_events() -> int: """Seed the market_events table. Idempotent — only runs if table is empty.""" if count_market_events() > 0: logger.info("[Timeline] market_events already seeded, skip bootstrap") return 0 saved = 0 for ev in _SEED_EVENTS: try: save_market_event(ev) saved += 1 except Exception as e: logger.warning(f"[Timeline] Failed to save event '{ev['name']}': {e}") logger.info(f"[Timeline] Bootstrapped {saved} market events") return saved def _days_since(ref_date: str, start_date: str) -> int: try: d0 = datetime.strptime(start_date[:10], "%Y-%m-%d").date() d1 = datetime.strptime(ref_date[:10], "%Y-%m-%d").date() return (d1 - d0).days except Exception: return 0 def generate_daily_commentary( ref_date: str, long_ev: Optional[Dict], medium_ev: Optional[Dict], short_ev: Optional[Dict], ) -> Dict[str, str]: """Call GPT-4o-mini to generate 3 French trading commentaries for ref_date.""" import os from openai import OpenAI api_key = os.environ.get("OPENAI_API_KEY", "") if not api_key: return { "long_commentary": "IA non configurée — ajoutez votre clé OpenAI dans la configuration.", "medium_commentary": "", "short_commentary": "", } client = OpenAI(api_key=api_key) def _ev_summary(ev: Optional[Dict], level: str) -> str: if not ev: return f"[Pas d'événement {level} actif]" days = _days_since(ref_date, ev["start_date"]) return ( f"Nom: {ev['name']}\n" f"Depuis: {ev['start_date']} ({days} jours)\n" f"Description: {ev['description']}\n" f"Impact marché: {ev.get('market_impact', '')}" ) prompt = f"""Tu es un analyste macro senior en trading d'options géopolitiques. Date d'analyse: {ref_date} Contexte temporel à cette date: == LONG TERME (régime structurel) == {_ev_summary(long_ev, 'long terme')} == MOYEN TERME (régime courant) == {_ev_summary(medium_ev, 'moyen terme')} == COURT TERME (catalyseur récent) == {_ev_summary(short_ev, 'court terme')} Pour chaque niveau temporel, rédige UN SEUL paragraphe de 3-4 phrases en français. Explique ce que signifie ce contexte pour un trader d'options sur commodités/indices/forex à cette date précise. Sois concret : implications pour le vol, le positionnement, les risques. FORMAT DE RÉPONSE (JSON strict): {{ "long_commentary": "...", "medium_commentary": "...", "short_commentary": "..." }}""" try: response = client.chat.completions.create( model="gpt-4o-mini", messages=[{"role": "user", "content": prompt}], response_format={"type": "json_object"}, temperature=0.4, max_tokens=800, ) result = json.loads(response.choices[0].message.content) return { "long_commentary": result.get("long_commentary", ""), "medium_commentary": result.get("medium_commentary", ""), "short_commentary": result.get("short_commentary", ""), } except Exception as e: logger.warning(f"[Timeline] GPT commentary failed for {ref_date}: {e}") return { "long_commentary": f"Erreur génération IA: {e}", "medium_commentary": "", "short_commentary": "", } def get_or_generate_context(ref_date: str) -> Dict[str, Any]: """Return timeline context for a date — from cache or freshly generated.""" cached = get_timeline_context(ref_date) if cached and cached.get("long_commentary"): events = get_events_for_date(ref_date) return {**cached, "events": events} events = get_events_for_date(ref_date) commentaries = generate_daily_commentary( ref_date, events.get("long"), events.get("medium"), events.get("short"), ) ctx = { "ref_date": ref_date, "long_event_id": events["long"]["id"] if events.get("long") else None, "medium_event_id": events["medium"]["id"] if events.get("medium") else None, "short_event_id": events["short"]["id"] if events.get("short") else None, **commentaries, "evidence_headlines": [], } save_timeline_context(ctx) return {**ctx, "events": events}