Files
OpenFin/backend/routers/timeline.py
OpenSquared aec9ced74f feat: macro regime + 30 historical events + regime confidence fix
- Add macro_regime (goldilocks/stagflation/recession/etc.) to every instrument snapshot via get_macro_gauges() + score_macro_scenarios()
- RegimeCard now shows global macro cycle section (emoji + label + top-3 scenarios) above technical signals
- Fix _detect_regime() confidence: capped at 85% max; add late-bull (dist_MA200 > 20%) and correction-in-bull (MA50 > MA200 but momentum < -3%) detection so regime no longer locks at 100%
- Add macro_events_bootstrap.py with 30 curated historical events (FOMC 2022-2025, CPI surprises, Ukraine/Hamas/Iran geopolitics, BOJ pivots, Bitcoin ETF, Liberation Day tariffs, SVB crisis, etc.)
- POST /api/timeline/bootstrap-macro endpoint (idempotent, deduplicates by name)
- Fix event date filter in _get_relevant_events(): overlap logic instead of start-only filter — events extending into the chart window are now included
- EventTimelineStrip: add "Signaux Techniques" fallback row for events not matched by any driver keyword (MA crossovers are now always visible)

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-24 23:24:24 +02:00

239 lines
8.3 KiB
Python

"""
Timeline Navigator — historical market context browser.
Prefix: /api/timeline
"""
import json
import logging
import os
from typing import Any, Dict, List, Optional
from fastapi import APIRouter, HTTPException
from pydantic import BaseModel
logger = logging.getLogger(__name__)
router = APIRouter(prefix="/api/timeline", tags=["timeline"])
class EventCreate(BaseModel):
name: str
start_date: str
end_date: Optional[str] = None
level: str # long | medium | short
category: str = "macro"
description: str = ""
market_impact: str = ""
affected_assets: List[str] = []
impact_score: float = 0.5
absorption_pct: Optional[float] = None
relevant_indicators: List[Dict[str, Any]] = []
parent_event_id: Optional[int] = None
class EventUpdate(EventCreate):
pass
@router.get("/events")
def list_events() -> List[Dict[str, Any]]:
from services.database import get_all_market_events
return get_all_market_events()
@router.post("/events")
def create_event(body: EventCreate) -> Dict[str, Any]:
from services.database import save_market_event
new_id = save_market_event(body.dict())
return {"id": new_id, "status": "created"}
@router.put("/events/{event_id}")
def update_event(event_id: int, body: EventUpdate) -> Dict[str, Any]:
from services.database import update_market_event
ok = update_market_event(event_id, body.dict())
if not ok:
raise HTTPException(404, "Event not found")
return {"status": "updated"}
@router.delete("/events/{event_id}")
def delete_event(event_id: int) -> Dict[str, Any]:
from services.database import delete_market_event
delete_market_event(event_id)
return {"status": "deleted"}
@router.post("/events/{event_id}/ai-enrich")
def ai_enrich_event(event_id: int) -> Dict[str, Any]:
"""Ask GPT-4o-mini to suggest absorption_pct + relevant_indicators for this event."""
from services.database import get_all_market_events, update_market_event
from datetime import datetime
api_key = os.environ.get("OPENAI_API_KEY", "")
if not api_key:
raise HTTPException(400, "OpenAI API key not configured")
# Fetch event
all_evs = get_all_market_events()
ev = next((e for e in all_evs if e["id"] == event_id), None)
if not ev:
raise HTTPException(404, "Event not found")
from openai import OpenAI
client = OpenAI(api_key=api_key)
today = datetime.utcnow().strftime("%Y-%m-%d")
days_elapsed = max(0, (datetime.strptime(today, "%Y-%m-%d") -
datetime.strptime(ev["start_date"][:10], "%Y-%m-%d")).days)
is_ongoing = not ev.get("end_date")
prompt = f"""Tu es un analyste macro senior spécialisé en options géopolitiques.
Événement à analyser:
- Nom: {ev['name']}
- Niveau: {ev['level']} (long=structurel, medium=régime, short=catalyseur)
- Catégorie: {ev['category']}
- Début: {ev['start_date']}
- Fin: {ev.get('end_date') or 'en cours'}
- Jours écoulés depuis début: {days_elapsed}j
- Description: {ev['description']}
- Impact marché: {ev.get('market_impact', '')}
- Assets affectés: {ev.get('affected_assets', '[]')}
Ta mission:
1. Estime le taux d'absorption (0-100%) de cet événement par le marché à ce jour.
Absorption = à quel point l'impact attendu est déjà "pricé" par les marchés.
Exemples: 0%=pas encore pricé, 50%=à moitié absorbé, 100%=fully priced in.
2. Suggère 3-5 indicateurs techniques PERTINENTS pour suivre cet événement dans le contexte d'un trader d'options.
Pour chaque indicateur:
- symbol: ticker yfinance (ex: "CL=F", "GC=F", "SPY", "^VIX")
- indicator: type ("MA10", "MA20", "MA50", "MA100", "price", "RSI14")
- label: nom affiché (ex: "Brent MA100", "Gold prix spot", "VIX 20j avg")
- rationale: 1 phrase pourquoi cet indicateur est pertinent POUR CET ÉVÉNEMENT PRÉCIS
Règle: choisis les indicateurs selon le niveau temporel:
- Long terme → préfère MA100, MA50 (tendances structurelles)
- Moyen terme → MA20, MA50
- Court terme → MA10, MA20, prix spot
FORMAT JSON STRICT:
{{
"absorption_pct": <0-100>,
"absorption_rationale": "<1 phrase expliquant pourquoi ce niveau>",
"relevant_indicators": [
{{"symbol": "...", "indicator": "...", "label": "...", "rationale": "..."}}
]
}}"""
try:
response = client.chat.completions.create(
model="gpt-4o-mini",
messages=[{"role": "user", "content": prompt}],
response_format={"type": "json_object"},
temperature=0.3,
max_tokens=600,
)
result = json.loads(response.choices[0].message.content)
# Update event in DB
ev_update = dict(ev)
ev_update["affected_assets"] = json.loads(ev.get("affected_assets", "[]") or "[]")
ev_update["relevant_indicators"] = result.get("relevant_indicators", [])
ev_update["absorption_pct"] = result.get("absorption_pct")
update_market_event(event_id, ev_update)
return {
"event_id": event_id,
"absorption_pct": result.get("absorption_pct"),
"absorption_rationale": result.get("absorption_rationale", ""),
"relevant_indicators": result.get("relevant_indicators", []),
"status": "enriched",
}
except Exception as e:
logger.error(f"[Timeline] ai_enrich failed for event {event_id}: {e}")
raise HTTPException(500, str(e))
@router.post("/bootstrap-macro")
def bootstrap_macro(force: bool = False) -> Dict[str, Any]:
"""
Seed the market_events table with predefined historical macro + geopolitical events.
Pass ?force=true to re-run even if events already exist.
"""
try:
from services.macro_events_bootstrap import bootstrap_macro_events
result = bootstrap_macro_events(force=force)
return result
except Exception as e:
logger.error(f"[Timeline] bootstrap_macro failed: {e}")
raise HTTPException(500, str(e))
@router.get("/day/{ref_date}")
def get_day_context(ref_date: str) -> Dict[str, Any]:
from services.database import get_events_for_date, get_timeline_context
events = get_events_for_date(ref_date)
cached = get_timeline_context(ref_date)
result: Dict[str, Any] = {
"ref_date": ref_date,
"events": events,
"long_commentary": "",
"medium_commentary": "",
"short_commentary": "",
"evidence_headlines": [],
"generated_at": None,
"has_commentary": False,
}
if cached:
result.update({
"long_commentary": cached.get("long_commentary", ""),
"medium_commentary": cached.get("medium_commentary", ""),
"short_commentary": cached.get("short_commentary", ""),
"evidence_headlines": json.loads(cached.get("evidence_headlines", "[]") or "[]"),
"generated_at": cached.get("generated_at"),
"has_commentary": bool(cached.get("long_commentary")),
})
return result
@router.post("/generate/{ref_date}")
def generate_commentary(ref_date: str) -> Dict[str, Any]:
from services.timeline_service import get_or_generate_context
try:
ctx = get_or_generate_context(ref_date)
return {
"ref_date": ref_date,
"long_commentary": ctx.get("long_commentary", ""),
"medium_commentary": ctx.get("medium_commentary", ""),
"short_commentary": ctx.get("short_commentary", ""),
"evidence_headlines": ctx.get("evidence_headlines", []),
"events": ctx.get("events", {}),
"has_commentary": True,
}
except Exception as e:
logger.error(f"[Timeline] generate_commentary failed for {ref_date}: {e}")
raise HTTPException(500, str(e))
@router.post("/bootstrap")
def bootstrap_events() -> Dict[str, Any]:
from services.timeline_service import bootstrap_events as _bootstrap
count = _bootstrap()
return {"seeded": count, "status": "ok" if count > 0 else "already_seeded"}
@router.post("/bootstrap-ma")
async def bootstrap_ma() -> Dict[str, Any]:
"""Detect MA ruptures on 5 key underlyings and generate historical market events via GPT."""
from services.ma_analyzer import bootstrap_ma_events
try:
result = await bootstrap_ma_events()
return {**result, "status": "ok"}
except Exception as e:
logger.error(f"[Timeline] bootstrap-ma failed: {e}")
raise HTTPException(500, str(e))