""" Causal Lab v2 — Bibliothèque de graphes causaux + analyse empirique. Sources d'événements : market_events (toutes catégories). Templates de graphes : causal_graph_templates (seed automatique au démarrage). IA : GPT-4o pour recommandation de template + coefficients. Endpoints : GET /api/causal-lab/templates — liste des templates GET /api/causal-lab/template/{id} — détail d'un template PUT /api/causal-lab/template/{id} — mettre à jour les coefficients GET /api/causal-lab/market-events — événements analysables POST /api/causal-lab/recommend — GPT-4o recommande un template POST /api/causal-lab/analyze — analyse (prédiction + réel) GET /api/causal-lab/analyses — historique des analyses GET /api/causal-lab/calibration — stats de calibration par template """ import json import logging import math from datetime import datetime, timedelta from typing import Optional from fastapi import APIRouter, HTTPException, Query from pydantic import BaseModel router = APIRouter() logger = logging.getLogger(__name__) # ── Initialisation DB (appelée depuis startup) ──────────────────────────────── def _init(conn): from services.causal_graphs import init_tables, seed_templates init_tables(conn) seed_templates(conn) # ── Récupération des prix autour d'un événement ─────────────────────────────── def _fetch_prices(event_date_str: str, instruments: list[str]) -> dict: """ Télécharge les prix autour de l'événement pour chaque instrument demandé. Retourne dict { instrument: [{"t": iso, "c": float}, ...] } """ YFINANCE_MAP = { "EURUSD": "EURUSD=X", "XAUUSD": "GC=F", "SP500": "^GSPC", "BRENT": "BZ=F", "US2Y": "US2YT=RR", "US10Y": "^TNX", "EU10Y": "GE10YT=RR", } out: dict = {"mode": "none"} for inst in instruments + ["US2Y", "US10Y", "EU10Y"]: out[inst] = [] try: import yfinance as yf event_dt = datetime.strptime(event_date_str[:10], "%Y-%m-%d") days_ago = (datetime.utcnow() - event_dt).days # Intraday 5min (< 55 jours) pour les FX / actifs principaux use_intraday = days_ago < 55 for inst in instruments: sym = YFINANCE_MAP.get(inst) if not sym: continue try: if use_intraday: start = (event_dt - timedelta(days=1)).strftime("%Y-%m-%d") end = (event_dt + timedelta(days=2)).strftime("%Y-%m-%d") df = yf.download(sym, start=start, end=end, interval="5m", progress=False, auto_adjust=True) if df is not None and len(df) > 0: if hasattr(df.columns, "levels"): df.columns = df.columns.get_level_values(0) day_df = df[df.index.date == event_dt.date()] rows = [ {"t": idx.isoformat(), "c": round(float(row["Close"]), 5)} for idx, row in day_df.iterrows() if not math.isnan(float(row["Close"])) ] if len(rows) >= 6: out[inst] = rows out["mode"] = "intraday_5m" continue # Fallback journalier start = (event_dt - timedelta(days=5)).strftime("%Y-%m-%d") end = (event_dt + timedelta(days=5)).strftime("%Y-%m-%d") df = yf.download(sym, start=start, end=end, interval="1d", progress=False, auto_adjust=True) if df is not None and len(df) > 0: if hasattr(df.columns, "levels"): df.columns = df.columns.get_level_values(0) out[inst] = [ {"t": str(idx.date()), "c": round(float(row["Close"]), 5)} for idx, row in df.iterrows() if float(row["Close"]) == float(row["Close"]) ] if out["mode"] == "none": out["mode"] = "daily" except Exception as e: logger.debug(f"[causal_lab] price {sym}: {e}") # Taux (toujours en journalier) start = (event_dt - timedelta(days=4)).strftime("%Y-%m-%d") end = (event_dt + timedelta(days=4)).strftime("%Y-%m-%d") for key in ["US2Y", "US10Y", "EU10Y"]: sym = YFINANCE_MAP.get(key) if not sym: continue try: df = yf.download(sym, start=start, end=end, interval="1d", progress=False, auto_adjust=True) if df is None or len(df) == 0: continue if hasattr(df.columns, "levels"): df.columns = df.columns.get_level_values(0) out[key] = [ {"t": str(idx.date()), "c": round(float(row["Close"]), 3)} for idx, row in df.iterrows() if float(row["Close"]) == float(row["Close"]) ] except Exception as e: logger.debug(f"[causal_lab] yield {sym}: {e}") except Exception as e: logger.error(f"[causal_lab] _fetch_prices: {e}") return out def _drift_metrics(prices: dict, event_date_str: str, inst: str) -> dict: series = prices.get(inst, []) mode = prices.get("mode", "none") edate = event_date_str[:10] empty = {"pre_pips": None, "post_pips": None, "drift_ratio": None, "leak": "unknown"} if not series: return empty if mode == "intraday_5m": n = len(series) if n < 8: return empty mid = n // 2 # Convertir en pips (×10000 pour FX, ×10 pour or/pétrole/SP500) mult = 10000 if inst in ("EURUSD",) else 10 pre_pips = round((series[mid - 1]["c"] - series[0]["c"]) * mult) post_pips = round((series[-1]["c"] - series[mid]["c"]) * mult) else: pre = [b for b in series if b["t"] < edate] same = [b for b in series if b["t"] == edate] if not pre or not same: return empty mult = 10000 if inst in ("EURUSD",) else 10 pre_pips = None post_pips = round((same[0]["c"] - pre[-1]["c"]) * mult) ratio: Optional[float] = None if pre_pips is not None and post_pips and post_pips != 0: ratio = round(pre_pips / post_pips, 3) leak = "unknown" if ratio is not None: ar = abs(ratio) leak = "high" if ar > 0.5 else "medium" if ar > 0.25 else "low" return {"pre_pips": pre_pips, "post_pips": post_pips, "drift_ratio": ratio, "leak": leak} def _yield_delta(series: list, event_date: str) -> Optional[float]: if not series: return None pre = [b for b in series if b["t"] < event_date] post = [b for b in series if b["t"] >= event_date] if not pre or not post: return None return round(post[0]["c"] - pre[-1]["c"], 3) def _activation_score(node_values: dict, actual_moves: dict, template_graph: dict) -> dict: """ Compare les sorties du graphe (outputs) aux mouvements réels. Retourne {score, nodes: {node_id: {pred, act, status}}} """ output_nodes = [n for n in template_graph.get("nodes", []) if n.get("type") == "output"] nodes_detail: dict = {} correct = 0 evaluated = 0 for node in output_nodes: nid = node["id"] inst = node.get("instrument", "") pred = node_values.get(nid) act = actual_moves.get(inst) if pred is None or act is None: status = "unknown" elif abs(pred) < 2 and abs(act) < 2: status = "neutral" elif (pred > 0) == (act > 0): status = "correct" correct += 1 evaluated += 1 else: status = "wrong" evaluated += 1 nodes_detail[nid] = { "pred": round(pred, 2) if pred is not None else None, "act": round(act, 2) if act is not None else None, "status": status, "label": node.get("label", nid), } score = round(correct / evaluated, 2) if evaluated else None return {"score": score, "nodes": nodes_detail, "correct": correct, "total": evaluated} # ── Helpers GPT-4o ───────────────────────────────────────────────────────────── def _gpt4o_recommend(event: dict, templates: list) -> dict: """Appelle GPT-4o pour recommander un template + coefficients.""" try: from services.database import get_config import openai key = get_config("openai_api_key") or "" if not key: return {"error": "GPT-4o non configuré (clé OpenAI manquante)"} client = openai.OpenAI(api_key=key) template_summary = [ { "id": t["id"], "name": t["name"], "category": t["category"], "sub_type": t.get("sub_type", ""), "instruments": t.get("instruments", []), "description": t.get("description", ""), } for t in templates ] system_prompt = ( "You are a macro market analyst and causal graph specialist for the GeoOptions platform. " "Given a market event and a library of causal graph templates, recommend the most appropriate template " "and suggest any coefficient adjustments. Respond with a JSON object only." ) user_prompt = f"""Market event to analyze: - Name: {event.get('name')} - Category: {event.get('category')} - Sub-type: {event.get('sub_type', '')} - Description: {event.get('description', '')} - Market impact: {event.get('market_impact', '')} - Affected assets: {event.get('affected_assets', '')} - Impact score: {event.get('impact_score', '')} - Surprise (%): {event.get('surprise_pct', 'N/A')} - Expected: {event.get('expected_value', 'N/A')} - Actual: {event.get('actual_value', 'N/A')} Available templates: {json.dumps(template_summary, ensure_ascii=False, indent=2)} Respond with this exact JSON structure: {{ "template_id": , "template_name": "", "confidence": <0.0-1.0>, "rationale": "<2-3 sentences explaining why this template fits>", "coefficient_suggestions": {{ "": }}, "instrument_focus": [""], "alternative_template_id": , "notes": "" }}""" resp = client.chat.completions.create( model="gpt-4o", messages=[ {"role": "system", "content": system_prompt}, {"role": "user", "content": user_prompt}, ], response_format={"type": "json_object"}, temperature=0.3, max_tokens=600, ) raw = resp.choices[0].message.content or "{}" return json.loads(raw) except Exception as e: logger.error(f"[causal_lab] GPT-4o recommend: {e}") return {"error": str(e)} # ── Schémas Pydantic ────────────────────────────────────────────────────────── class UpdateCoefRequest(BaseModel): coefficients: dict # {coef_key: float} class CreateTemplateRequest(BaseModel): name: str category: str sub_type: str = "" description: str = "" instruments: list = ["EURUSD"] graph_json: dict ai_rationale: str = "" class RecommendRequest(BaseModel): market_event_id: int class AnalyzeRequest(BaseModel): market_event_id: int template_id: int instrument: str = "EURUSD" inputs: dict = {} coef_overrides: dict = {} # ── Endpoints ───────────────────────────────────────────────────────────────── @router.get("/api/causal-lab/debug") def debug_causal(): """Endpoint de diagnostic — vérifie que causal_graphs est bien chargé.""" try: from services.database import get_conn from services.causal_graphs import BUILT_IN_TEMPLATES, init_tables, seed_templates conn = get_conn() init_tables(conn) seed_templates(conn) count = conn.execute("SELECT COUNT(*) FROM causal_graph_templates").fetchone()[0] conn.close() return { "built_in_templates": len(BUILT_IN_TEMPLATES), "db_templates": count, "status": "ok", } except Exception as e: import traceback return {"status": "error", "error": str(e), "trace": traceback.format_exc()} @router.get("/api/causal-lab/templates") def list_templates(category: str = Query("")): try: from services.database import get_conn from services.causal_graphs import get_templates conn = get_conn() _init(conn) data = get_templates(conn, category) conn.close() print(f"[causal_lab] list_templates → {len(data)} templates (category={category!r})", flush=True) return data except Exception as e: import traceback print(f"[causal_lab] list_templates ERROR: {e}\n{traceback.format_exc()}", flush=True) logger.error(f"[causal_lab] list_templates: {e}") raise HTTPException(500, str(e)) @router.post("/api/causal-lab/template") def create_template(body: CreateTemplateRequest): """Crée un nouveau template utilisateur.""" try: from services.database import get_conn from services.causal_graphs import init_tables, seed_templates conn = get_conn() init_tables(conn); seed_templates(conn) existing = conn.execute( "SELECT id FROM causal_graph_templates WHERE name = ?", (body.name,) ).fetchone() if existing: raise HTTPException(409, f"Un template nommé '{body.name}' existe déjà") cur = conn.execute(""" INSERT INTO causal_graph_templates (name, category, sub_type, instruments, description, graph_json, ai_rationale, created_by) VALUES (?, ?, ?, ?, ?, ?, ?, 'user') """, ( body.name, body.category, body.sub_type, json.dumps(body.instruments), body.description, json.dumps(body.graph_json), body.ai_rationale, )) conn.commit() new_id = cur.lastrowid conn.close() return {"id": new_id, "name": body.name} except HTTPException: raise except Exception as e: logger.error(f"[causal_lab] create_template: {e}") raise HTTPException(500, str(e)) @router.delete("/api/causal-lab/template/{template_id}") def delete_template(template_id: int): """Supprime un template utilisateur (les templates system sont protégés).""" try: from services.database import get_conn conn = get_conn() row = conn.execute( "SELECT created_by FROM causal_graph_templates WHERE id = ?", (template_id,) ).fetchone() if not row: conn.close(); raise HTTPException(404, "Template introuvable") if row["created_by"] == "system": conn.close(); raise HTTPException(403, "Les templates système ne peuvent pas être supprimés") conn.execute("DELETE FROM causal_graph_templates WHERE id = ?", (template_id,)) conn.commit(); conn.close() return {"ok": True} except HTTPException: raise except Exception as e: logger.error(f"[causal_lab] delete_template {template_id}: {e}") raise HTTPException(500, str(e)) @router.get("/api/causal-lab/template/{template_id}") def get_template_detail(template_id: int): try: from services.database import get_conn from services.causal_graphs import get_template, init_tables, seed_templates conn = get_conn() init_tables(conn) seed_templates(conn) tmpl = get_template(conn, template_id) conn.close() if not tmpl: raise HTTPException(404, "Template introuvable") return tmpl except HTTPException: raise except Exception as e: logger.error(f"[causal_lab] get_template {template_id}: {e}") raise HTTPException(500, str(e)) @router.put("/api/causal-lab/template/{template_id}") def update_template(template_id: int, body: UpdateCoefRequest): try: from services.database import get_conn from services.causal_graphs import update_coefficients, init_tables, seed_templates conn = get_conn() init_tables(conn) seed_templates(conn) ok = update_coefficients(conn, template_id, body.coefficients) conn.close() if not ok: raise HTTPException(404, "Template introuvable") return {"ok": True} except HTTPException: raise except Exception as e: logger.error(f"[causal_lab] update_template {template_id}: {e}") raise HTTPException(500, str(e)) @router.get("/api/causal-lab/market-events") def list_market_events( limit: int = Query(200, le=500), category: str = Query(""), q: str = Query(""), ): """Tous les market_events analysables (avec ou sans analyse existante).""" try: from services.database import get_conn conn = get_conn() _init(conn) conditions = ["1=1"] if category: conditions.append(f"e.category = '{category}'") if q: safe_q = q.replace("'", "''") conditions.append(f"(e.name LIKE '%{safe_q}%' OR e.description LIKE '%{safe_q}%')") where = " AND ".join(conditions) rows = conn.execute(f""" SELECT e.id, e.name, e.category, e.sub_type, e.start_date, e.end_date, e.level, e.impact_score, e.market_impact, e.affected_assets, e.actual_value, e.expected_value, e.surprise_pct, a.id as analysis_id, a.template_id, a.activation_score, a.instrument, a.analyzed_at FROM market_events e LEFT JOIN causal_event_analyses a ON a.market_event_id = e.id WHERE {where} ORDER BY e.start_date DESC LIMIT {limit} """).fetchall() conn.close() return [dict(r) for r in rows] except Exception as e: logger.error(f"[causal_lab] list_market_events: {e}") raise HTTPException(500, str(e)) @router.post("/api/causal-lab/recommend") def recommend_template(body: RecommendRequest): """GPT-4o recommande le template le plus adapté à l'événement.""" try: from services.database import get_conn from services.causal_graphs import get_templates, init_tables, seed_templates conn = get_conn() init_tables(conn) seed_templates(conn) ev_row = conn.execute( "SELECT * FROM market_events WHERE id = ?", (body.market_event_id,) ).fetchone() if not ev_row: conn.close() raise HTTPException(404, "market_event introuvable") event = dict(ev_row) templates = get_templates(conn) conn.close() recommendation = _gpt4o_recommend(event, templates) return {"event": event, "recommendation": recommendation} except HTTPException: raise except Exception as e: logger.error(f"[causal_lab] recommend: {e}") raise HTTPException(500, str(e)) @router.post("/api/causal-lab/analyze") def analyze_event(body: AnalyzeRequest): """ Analyse complète : évalue le template sur l'événement, compare aux mouvements réels, stocke le résultat. """ try: from services.database import get_conn from services.causal_graphs import ( get_template, evaluate_graph, update_calibration, init_tables, seed_templates, ) conn = get_conn() init_tables(conn) seed_templates(conn) ev_row = conn.execute( "SELECT * FROM market_events WHERE id = ?", (body.market_event_id,) ).fetchone() if not ev_row: conn.close() raise HTTPException(404, "market_event introuvable") event = dict(ev_row) tmpl = get_template(conn, body.template_id) if not tmpl: conn.close() raise HTTPException(404, "Template introuvable") graph = tmpl["graph_json"] # Inputs de base depuis l'événement inputs = {} mapping = graph.get("input_mapping", {}) for input_id, cfg in mapping.items(): src = cfg.get("source", "") if src == "surprise" and event.get("surprise_pct") is not None: inputs[input_id] = float(event["surprise_pct"]) elif src == "impact_score_scaled" and event.get("impact_score") is not None: inputs[input_id] = float(event["impact_score"]) / 10.0 elif src == "impact_score_pct" and event.get("impact_score") is not None: inputs[input_id] = float(event["impact_score"]) elif src == "actual_value" and event.get("actual_value") is not None: inputs[input_id] = float(event["actual_value"]) # Inputs manuels (ex: tone_score depuis le frontend) inputs.update(body.inputs) # Évaluation du graphe node_values = evaluate_graph(graph, inputs, body.coef_overrides or {}) # Prix réels instruments = list({body.instrument} | set(tmpl.get("instruments", [body.instrument]))) prices = _fetch_prices(event["start_date"], instruments) edate = event["start_date"][:10] actual_moves: dict = {} drift_by_inst: dict = {} for inst in instruments: drift = _drift_metrics(prices, event["start_date"], inst) drift_by_inst[inst] = drift if drift.get("post_pips") is not None: actual_moves[inst] = drift["post_pips"] # Activation activation = _activation_score(node_values, actual_moves, graph) # Taux yields = { "us10y": _yield_delta(prices.get("US10Y", []), edate), "eu10y": _yield_delta(prices.get("EU10Y", []), edate), "us2y": _yield_delta(prices.get("US2Y", []), edate), } analyzed_at = datetime.utcnow().strftime("%Y-%m-%dT%H:%M:%SZ") result = { "event": event, "template_id": body.template_id, "template_name": tmpl["name"], "instrument": body.instrument, "inputs": inputs, "node_values": node_values, "actual_moves": actual_moves, "yields": yields, "activation": activation, "drift": drift_by_inst.get(body.instrument, {}), "prices_mode": prices.get("mode", "none"), "analyzed_at": analyzed_at, } # Persistance conn.execute(""" INSERT INTO causal_event_analyses (market_event_id, template_id, instrument, inputs_json, override_params, prediction_json, actual_json, activation_score, drift_json, analyzed_at) VALUES (?,?,?,?,?,?,?,?,?,?) """, ( body.market_event_id, body.template_id, body.instrument, json.dumps(inputs), json.dumps(body.coef_overrides), json.dumps(node_values), json.dumps(actual_moves), activation.get("score"), json.dumps(drift_by_inst.get(body.instrument, {})), analyzed_at, )) conn.commit() # Calibration update_calibration(conn, body.template_id, { "activation_score": activation.get("score"), "instrument": body.instrument, "pred_pips": node_values.get(body.instrument.lower(), 0) or next((v for k, v in node_values.items() if body.instrument.lower() in k.lower()), 0), "actual_pips": actual_moves.get(body.instrument), "analyzed_at": analyzed_at, }) conn.close() return result except HTTPException: raise except Exception as e: logger.error(f"[causal_lab] analyze: {e}") raise HTTPException(500, str(e)) @router.get("/api/causal-lab/analyses") def list_analyses( template_id: int = Query(0), instrument: str = Query(""), limit: int = Query(100, le=500), ): try: from services.database import get_conn conn = get_conn() _init(conn) conditions = ["1=1"] if template_id: conditions.append(f"a.template_id = {template_id}") if instrument: conditions.append(f"a.instrument = '{instrument}'") where = " AND ".join(conditions) rows = conn.execute(f""" SELECT a.*, e.name as event_name, e.category, e.start_date, t.name as template_name FROM causal_event_analyses a LEFT JOIN market_events e ON e.id = a.market_event_id LEFT JOIN causal_graph_templates t ON t.id = a.template_id WHERE {where} ORDER BY a.analyzed_at DESC LIMIT {limit} """).fetchall() conn.close() result = [] for r in rows: d = dict(r) for f in ("inputs_json", "override_params", "prediction_json", "actual_json", "drift_json"): try: d[f] = json.loads(d[f] or "{}") except Exception: d[f] = {} result.append(d) return result except Exception as e: logger.error(f"[causal_lab] list_analyses: {e}") raise HTTPException(500, str(e)) @router.get("/api/causal-lab/calibration") def get_calibration(): """Statistiques de calibration par template (avg_activation, avg_pred vs avg_actual).""" try: from services.database import get_conn conn = get_conn() _init(conn) rows = conn.execute(""" SELECT t.id, t.name, t.category, t.sub_type, t.calibration_json, t.heuristic_ver, COUNT(a.id) as n_analyses, AVG(a.activation_score) as avg_activation FROM causal_graph_templates t LEFT JOIN causal_event_analyses a ON a.template_id = t.id GROUP BY t.id ORDER BY t.category, t.name """).fetchall() conn.close() result = [] for r in rows: d = dict(r) try: d["calibration"] = json.loads(d.pop("calibration_json") or "{}") except Exception: d["calibration"] = {} if d.get("avg_activation") is not None: d["avg_activation"] = round(d["avg_activation"], 3) result.append(d) return result except Exception as e: logger.error(f"[causal_lab] calibration: {e}") raise HTTPException(500, str(e))