mirror of
https://github.com/caty21/forex-dashboard.git
synced 2026-07-27 20:37:45 +00:00
fix: CPI/taux/expectations — corrections sources données mai 2026
Indicateurs : - JPY CPI : null → IMF/IFS DBnomics MoM% (override 0.1% mai 2026) - AUD CPI : mauvais ID FRED (AUSCPIALLMINMEI→AUSCPIALLQINMEI) + override 1.4% T1 2026 - NZD CPI : mauvais ID FRED (NZLCPIALLMINMEI→NZLCPIALLQINMEI) + override 0.9% T1 2026 - Nouveau data/cpi_overrides.json — surcharge manuelle quand FRED/DBnomics en retard - Override date-comparé : source auto reprend quand elle dépasse l'override Taux directeurs : - GBP : BoE API IUDBEDR primary + IR3TIB01GBM156N fallback FRED (IRSTCB01 inexistant) - USD/EUR/CAD/NZD : sources déduplicées (DFEDTARU, ECBDFR, BoC Valet, IRSTCB01) Zone Euro : - EUR CPI fallback : prc_hicp_mmr (404) → prc_hicp_midx + toIndicatorPct - EUR chômage : geo=EA21 (2026) + fallback EA20 Expectations : - data/rate_expectations.json : données correctes 29/05/2026 (Fed 68bps, ECB 49bps, BoE 53bps, BoJ +32bps, etc.) UI : - Tooltip bps : explication "1 bp = 0,01% de taux" - NarrativeButton : affiche le vrai message d'erreur (était "Erreur Bytez") - Groq API key manquante : message descriptif avec chemin Vercel Types : - IndicatorResult type explicite → corrige erreurs tsc pre-existantes (prev/lastUpdated) - toPmiIndicator retourne IndicatorResult Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
Capucine Gest
+252
-68
@@ -1,10 +1,10 @@
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import { NextRequest, NextResponse } from "next/server";
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import { FRED_SERIES } from "@/lib/constants";
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import type { Currency } from "@/lib/types";
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import cpiOverridesRaw from "@/data/cpi_overrides.json";
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const FRED_BASE = "https://api.stlouisfed.org/fred/series/observations";
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// Macro data changes monthly/quarterly — cache 24h
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const REVALIDATE = 86400;
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const REVALIDATE = 86400; // cache 24h
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// ── FRED ─────────────────────────────────────────────────────────────────────
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@@ -20,10 +20,39 @@ async function fredObs(seriesId: string, apiKey: string, limit = 5) {
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} catch { return []; }
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}
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/**
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* Récupère deux séries FRED en parallèle et retourne celle avec la date la plus récente.
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* Utilisé pour choisir la meilleure source disponible (ex: IRSTCB01 vs IR3TIB01).
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*/
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async function fredObsFreshest(s1: string, s2: string, apiKey: string, limit = 5): Promise<Obs[]> {
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const [a, b] = await Promise.all([fredObs(s1, apiKey, limit), fredObs(s2, apiKey, limit)]);
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if (!a.length) return b;
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if (!b.length) return a;
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return a[0].date >= b[0].date ? a : b;
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}
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// ── Banque du Canada — Valet API ──────────────────────────────────────────────
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// V80691311 = Taux d'intérêt directeur de la Banque du Canada (quotidien officiel)
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// Source fiable, gratuite, sans clé, JSON structuré.
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async function bocRate(): Promise<Obs[]> {
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try {
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const url = "https://www.bankofcanada.ca/valet/observations/V80691311/json?recent=10";
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const res = await fetch(url, { next: { revalidate: REVALIDATE } });
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if (!res.ok) return [];
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const json = await res.json();
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type BoCObs = Record<string, unknown> & { d?: unknown; V80691311?: { v: string } };
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return ((json?.observations ?? []) as BoCObs[])
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.filter((o) => typeof o.V80691311?.v === "string")
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.map((o) => ({ date: String(o.d ?? ""), value: parseFloat(o.V80691311!.v) }))
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.filter((o) => o.date && !isNaN(o.value))
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.sort((a, b) => b.date.localeCompare(a.date)); // newest first
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} catch { return []; }
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}
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// ── Eurostat SDMX-JSON API ─────────────────────────────────────────────────────
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// IMPORTANT: toutes les dimensions non-temporelles DOIVENT avoir une valeur unique
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// dans les paramètres (freq, unit, s_adj, coicop…) sinon la correspondance
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// position → indice temporel est fausse et on obtient des NaN.
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// IMPORTANT : toutes les dimensions non-temporelles DOIVENT avoir une valeur
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// unique dans les params (freq, unit, s_adj…) → position value[]=timeIndex correct.
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async function eurostatObs(datasetCode: string, params: Record<string, string>) {
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try {
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@@ -44,9 +73,9 @@ async function eurostatSorted(
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datasetCode: string,
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params: Record<string, string>,
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limit = 5,
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): Promise<{ date: string; value: number }[]> {
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// Essaie d'abord les params fournis, puis fallback geo EA20→EA19
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): Promise<Obs[]> {
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let obs = await eurostatObs(datasetCode, params);
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// Fallback automatique EA20 → EA19 pour les agrégats zone euro
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if (!obs.length && params.geo === "EA20") {
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obs = await eurostatObs(datasetCode, { ...params, geo: "EA19" });
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}
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@@ -55,7 +84,7 @@ async function eurostatSorted(
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// ── BoE API (GBP policy rate) ─────────────────────────────────────────────────
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async function boeRate() {
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async function boeRate(): Promise<Obs[]> {
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try {
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const now = new Date();
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const MONTHS = ["Jan","Feb","Mar","Apr","May","Jun","Jul","Aug","Sep","Oct","Nov","Dec"];
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@@ -73,9 +102,8 @@ async function boeRate() {
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const res = await fetch(url, {
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next: { revalidate: REVALIDATE },
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headers: {
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// Sans User-Agent le BoE redirige vers une page HTML au lieu du CSV
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"User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/124.0.0.0 Safari/537.36",
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"Accept": "text/html,application/xhtml+xml,application/xml;q=0.9,*/*;q=0.8",
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"Accept": "text/html,application/xhtml+xml,application/xml;q=0.9,*/*;q=0.8",
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},
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});
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if (!res.ok) return [];
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@@ -88,16 +116,38 @@ async function boeRate() {
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.slice(0, 5)
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.map((line) => {
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const cols = line.split(",").map((c) => c.replace(/"/g, "").trim());
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const val = parseFloat(cols[1] ?? "NaN");
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return { date: cols[0] ?? "", value: val };
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return { date: cols[0] ?? "", value: parseFloat(cols[1] ?? "NaN") };
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})
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.filter((o) => o.date && !isNaN(o.value));
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} catch { return []; }
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}
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// ── ForexFactory calendar (PMI source primaire) ───────────────────────────────
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// JSON structuré, pas de scraping, ~98 événements/semaine avec actual/previous/forecast.
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// Limité à la semaine courante — complété par le scraping TE si l'event n'est pas encore publié.
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// ── DBnomics API (agrégateur IMF/IFS, BIS, OECD…) ────────────────────────────
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// Format : https://api.db.nomics.world/v22/series/{provider}/{dataset}/{code}?observations=1
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// Utilisé pour les séries absentes de FRED : JPY CPI, AUD/NZD CPI fallback
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// Réponse : series.docs[0].period[] + series.docs[0].value[]
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async function dbnomicsObs(provider: string, dataset: string, seriesCode: string, limit = 8): Promise<Obs[]> {
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try {
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const url = `https://api.db.nomics.world/v22/series/${provider}/${dataset}/${seriesCode}?observations=1`;
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const res = await fetch(url, { next: { revalidate: REVALIDATE } });
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if (!res.ok) return [];
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const json = await res.json();
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const s = json?.series?.docs?.[0] as { period?: string[]; value?: (number | null)[] } | undefined;
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const periods = s?.period ?? [];
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const values = s?.value ?? [];
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const obs: Obs[] = [];
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for (let i = periods.length - 1; i >= 0 && obs.length < limit; i--) {
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const v = values[i];
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if (v !== null && v !== undefined && !isNaN(Number(v))) {
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obs.push({ date: periods[i], value: Number(v) });
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}
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}
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return obs;
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} catch { return []; }
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}
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// ── ForexFactory calendar (PMI primaire) ──────────────────────────────────────
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async function fetchFFPMI(currency: string): Promise<{
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mfg: { value: number; prev: number | null } | null;
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@@ -111,41 +161,26 @@ async function fetchFFPMI(currency: string): Promise<{
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});
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if (!res.ok) return empty;
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const events = await res.json() as Array<{
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title: string; country: string; actual: string; previous: string; forecast: string;
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title: string; country: string; actual: string; previous: string;
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}>;
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const forCcy = events.filter((e) => e.country === currency && e.actual);
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const isMfg = (t: string) => /manufacturing\s+pmi|mfg\s+pmi|s&p.*manufacturing/i.test(t);
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const isMfg = (t: string) => /manufacturing\s+pmi|mfg\s+pmi/i.test(t);
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const isSvc = (t: string) => /services?\s+pmi|ism\s+non.manufactur|composite\s+pmi/i.test(t);
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const mfgEv = forCcy.find((e) => isMfg(e.title));
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const svcEv = forCcy.find((e) => isSvc(e.title));
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const parse = (e: typeof mfgEv) => {
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const parse = (e: typeof forCcy[0] | undefined) => {
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if (!e?.actual) return null;
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const val = parseFloat(e.actual);
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const prev = parseFloat(e.previous ?? "");
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if (isNaN(val)) return null;
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return { value: val, prev: isNaN(prev) ? null : prev };
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return isNaN(val) ? null : { value: val, prev: isNaN(prev) ? null : prev };
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};
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return { mfg: parse(mfgEv), svc: parse(svcEv) };
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return { mfg: parse(forCcy.find((e) => isMfg(e.title))), svc: parse(forCcy.find((e) => isSvc(e.title))) };
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} catch { return empty; }
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}
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// ── Trading Economics PMI scraping (fallback) ─────────────────────────────────
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// Quand ForexFactory n'a pas l'event de la semaine courante, on scrape TE.
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// Extrait la valeur et le précédent depuis la balise <meta name="description">.
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const TE_COUNTRY: Record<string, string> = {
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USD: "united-states",
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EUR: "euro-area",
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GBP: "united-kingdom",
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JPY: "japan",
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CHF: "switzerland",
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CAD: "canada",
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AUD: "australia",
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NZD: "new-zealand",
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USD: "united-states", EUR: "euro-area", GBP: "united-kingdom",
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JPY: "japan", CHF: "switzerland", CAD: "canada", AUD: "australia", NZD: "new-zealand",
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};
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async function scrapePMI(
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@@ -155,8 +190,7 @@ async function scrapePMI(
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const country = TE_COUNTRY[currency];
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if (!country) return { value: null, prev: null };
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try {
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const url = `https://tradingeconomics.com/${country}/${indicator}`;
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const res = await fetch(url, {
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const res = await fetch(`https://tradingeconomics.com/${country}/${indicator}`, {
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next: { revalidate: 3600 },
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headers: {
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"User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/124.0.0.0 Safari/537.36",
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@@ -170,17 +204,15 @@ async function scrapePMI(
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},
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});
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if (!res.ok) return { value: null, prev: null };
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const html = await res.text();
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// Meta description : "Manufacturing PMI in X increased to 55.30 points in May from 54.50 points in April"
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const html = await res.text();
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const metaMatch =
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html.match(/<meta\s+name=["']description["']\s+content=["']([^"']+)["']/i) ??
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html.match(/<meta\s+content=["']([^"']+)["']\s+name=["']description["']/i);
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if (!metaMatch) return { value: null, prev: null };
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const desc = metaMatch[1];
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const numRe = /(?:increased|decreased|declined|rose|fell|eased|stood)\s+(?:at\s+)?to?\s*([\d.]+)\s+points?.+?from\s+([\d.]+)\s+points?/i;
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const numRe = /(?:increased|decreased|declined|rose|fell|eased)\s+to\s*([\d.]+)\s+points?.+?from\s+([\d.]+)\s+points?/i;
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const m = desc.match(numRe);
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if (m) return { value: parseFloat(m[1]), prev: parseFloat(m[2]) };
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// Fallback numérique : deux premiers décimaux dans la description
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const nums = desc.match(/\b(\d{1,3}\.\d{1,2})\b/g);
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if (nums?.length) return { value: parseFloat(nums[0]), prev: nums[1] ? parseFloat(nums[1]) : null };
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return { value: null, prev: null };
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@@ -191,10 +223,19 @@ async function scrapePMI(
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type Obs = { date: string; value: number };
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function toIndicator(obs: Obs[]) {
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// Type commun pour tous les indicateurs (toIndicator, toPmiIndicator, overrides)
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type IndicatorResult = {
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value: number;
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prev: number | null;
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surprise: number | null;
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trend: "up" | "down" | "flat" | null;
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lastUpdated: string | null;
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} | null;
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function toIndicator(obs: Obs[]): IndicatorResult {
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if (!obs.length) return null;
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const value = obs[0].value;
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const prev = obs[1]?.value ?? null;
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const prev = (obs[1]?.value ?? null) as number | null;
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return {
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value,
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prev,
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@@ -204,6 +245,20 @@ function toIndicator(obs: Obs[]) {
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};
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}
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/**
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* Pour les séries quotidiennes de taux directeurs (DFEDTARU, ECBDFR…),
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* supprime les doublons consécutifs pour n'avoir que les dates de décision.
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* prev = taux avant la dernière décision (pas hier).
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*/
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function toIndicatorDeduped(obs: Obs[]) {
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const deduped: Obs[] = [];
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let last = NaN;
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for (const o of obs) {
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if (o.value !== last) { deduped.push(o); last = o.value; }
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}
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return toIndicator(deduped);
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}
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function toIndicatorPct(obs: Obs[]) {
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if (obs.length < 2) return null;
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const pctObs: Obs[] = obs.slice(0, -1).map((cur, i) => ({
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@@ -213,15 +268,15 @@ function toIndicatorPct(obs: Obs[]) {
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return toIndicator(pctObs);
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}
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function toPmiIndicator(raw: { value: number | null; prev: number | null }) {
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function toPmiIndicator(raw: { value: number | null; prev: number | null }): IndicatorResult {
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if (raw.value === null) return null;
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const surprise = raw.prev !== null ? parseFloat((raw.value - raw.prev).toFixed(2)) : null;
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return {
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value: raw.value,
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prev: raw.prev,
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surprise,
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trend: surprise !== null ? (surprise > 0 ? "up" : surprise < 0 ? "down" : "flat") as "up"|"down"|"flat" : null,
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lastUpdated: null as string | null,
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trend: surprise !== null ? (surprise > 0 ? "up" : surprise < 0 ? "down" : "flat") : null,
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lastUpdated: null,
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};
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}
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@@ -256,7 +311,7 @@ export async function GET(req: NextRequest) {
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const fredFields = Object.entries(fieldMap).filter(([, id]) => id !== null) as [string, string][];
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const fredResults = await Promise.all(fredFields.map(([, id]) => fredObs(id, key)));
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const indicators: Record<string, ReturnType<typeof toIndicator>> = {};
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const indicators: Record<string, IndicatorResult> = {};
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fredFields.forEach(([field], i) => {
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indicators[field] = PCT_FIELDS.has(field)
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@@ -266,35 +321,60 @@ export async function GET(req: NextRequest) {
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// ── EUR alternative sources ────────────────────────────────────────────────
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if (currency === "EUR") {
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// CPI: Eurostat HICP MoM% (RCH_MOM = rate of change month-on-month, déjà en %)
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// freq=M et unit=RCH_MOM garantissent que chaque dimension ≤ 1 valeur
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// → position dans value[] = indice temporel, pas de décalage multi-dim.
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if (!indicators.cpiCore) {
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const hicp = await eurostatSorted("prc_hicp_mmr", {
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geo: "EA20", coicop: "CP00", unit: "RCH_MOM", freq: "M",
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});
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indicators.cpiCore = toIndicator(hicp);
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// CP0000EZCCM086NEST indisponible → fallback Eurostat prc_hicp_midx (I15 index → MoM%)
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// prc_hicp_mmr (404 depuis 2025) remplacé par prc_hicp_midx + toIndicatorPct
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const hicp = await eurostatSorted("prc_hicp_midx", {
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geo: "EA", coicop: "CP00", unit: "I15", freq: "M",
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}, 6);
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indicators.cpiCore = toIndicatorPct(hicp);
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}
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// GDP: Eurostat QoQ% directement (CLV_PCH_PRE = % variation vs période précédente)
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// → toIndicator suffit, pas besoin de toIndicatorPct
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if (!indicators.gdp) {
|
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// Essayer EA20 d'abord (données 2023-2025), puis EA19 (fallback automatique via eurostatSorted)
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const gdpObs = await eurostatSorted("namq_10_gdp", {
|
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geo: "EA20", unit: "CLV_PCH_PRE", s_adj: "SCA", na_item: "B1GQ", freq: "Q",
|
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}, 6);
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indicators.gdp = toIndicator(gdpObs);
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}
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|
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// Unemployment: Eurostat monthly SA rate
|
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if (!indicators.unemployment) {
|
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const unObs = await eurostatSorted("une_rt_m", {
|
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geo: "EA20", s_adj: "SA", age: "TOTAL", sex: "T", unit: "PC_ACT", freq: "M",
|
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// EA21 = code actuel Eurostat pour Zone Euro 21 pays (depuis 2026)
|
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// Fallback EA20 si EA21 vide (transition de nomenclature)
|
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let unObs = await eurostatSorted("une_rt_m", {
|
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geo: "EA21", s_adj: "SA", age: "TOTAL", sex: "T", unit: "PC_ACT", freq: "M",
|
||||
});
|
||||
if (!unObs.length) {
|
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unObs = await eurostatSorted("une_rt_m", {
|
||||
geo: "EA20", s_adj: "SA", age: "TOTAL", sex: "T", unit: "PC_ACT", freq: "M",
|
||||
});
|
||||
}
|
||||
indicators.unemployment = toIndicator(unObs);
|
||||
}
|
||||
}
|
||||
|
||||
// ── GBP alternative sources ───────────────────────────────────────────────
|
||||
// ── JPY CPI — IMF/IFS (DBnomics) ─────────────────────────────────────────
|
||||
// FRED n'a pas de série JPY CPI mensuelle récente.
|
||||
// M.JP.PCPI_PC_PP_PT = CPI All Items, % change previous period (MoM%), mensuel.
|
||||
// Dernière donnée disponible : 2025-06 (délai ~2 mois vs publication MIC).
|
||||
// La série est DÉJÀ en % → toIndicator (pas toIndicatorPct).
|
||||
if (currency === "JPY" && !indicators.cpiCore) {
|
||||
const obs = await dbnomicsObs("IMF", "IFS", "M.JP.PCPI_PC_PP_PT");
|
||||
if (obs.length) indicators.cpiCore = toIndicator(obs);
|
||||
}
|
||||
|
||||
// ── AUD/NZD CPI fallback — IMF/IFS (DBnomics) ────────────────────────────
|
||||
// FRED AUSCPIALLQINMEI / NZLCPIALLQINMEI = trimestriels index.
|
||||
// Si FRED échoue ou est absent, IMF/IFS fournit les données trimestrielles
|
||||
// via Q.AU.PCPI_IX / Q.NZ.PCPI_IX (index → QoQ% via toIndicatorPct).
|
||||
if (currency === "AUD" && !indicators.cpiCore) {
|
||||
const obs = await dbnomicsObs("IMF", "IFS", "Q.AU.PCPI_IX");
|
||||
if (obs.length) indicators.cpiCore = toIndicatorPct(obs);
|
||||
}
|
||||
if (currency === "NZD" && !indicators.cpiCore) {
|
||||
const obs = await dbnomicsObs("IMF", "IFS", "Q.NZ.PCPI_IX");
|
||||
if (obs.length) indicators.cpiCore = toIndicatorPct(obs);
|
||||
}
|
||||
|
||||
// ── GBP BoE policy rate ───────────────────────────────────────────────────
|
||||
if (currency === "GBP" && !indicators.policyRate) {
|
||||
const boe = await boeRate();
|
||||
indicators.policyRate = toIndicator(boe);
|
||||
@@ -305,20 +385,124 @@ export async function GET(req: NextRequest) {
|
||||
if (!(field in indicators)) indicators[field] = null;
|
||||
}
|
||||
|
||||
// ══════════════════════════════════════════════════════════════════════════
|
||||
// ── TAUX DIRECTEURS : sources corrigées ───────────────────────────────────
|
||||
//
|
||||
// Problème : les séries mensuelles (FEDFUNDS) ont un lag d'1 mois,
|
||||
// les séries IR3TIB01 sont des taux interbancaires 3M (≠ taux CB).
|
||||
//
|
||||
// Solution :
|
||||
// • Séries quotidiennes (DFEDTARU, ECBDFR, IRSTCB01GBM156N)
|
||||
// → toIndicatorDeduped : prev = avant-dernière décision, pas hier
|
||||
// • IRSTCB01 (OCDE) : taux CB officiel, plus fiable que IR3TIB01
|
||||
// • Banque du Canada Valet API : taux annoncé exact (V80691311)
|
||||
// ══════════════════════════════════════════════════════════════════════════
|
||||
|
||||
// USD — DFEDTARU = borne haute de la cible Fed (quotidien, annonce FOMC)
|
||||
if (currency === "USD") {
|
||||
const obs = await fredObs("DFEDTARU", key, 90);
|
||||
if (obs.length) indicators.policyRate = toIndicatorDeduped(obs);
|
||||
}
|
||||
|
||||
// EUR — ECBDFR déjà utilisé mais mensuel → re-fetch 90j + dédupliqué
|
||||
if (currency === "EUR") {
|
||||
const obs = await fredObs("ECBDFR", key, 90);
|
||||
if (obs.length) indicators.policyRate = toIndicatorDeduped(obs);
|
||||
}
|
||||
|
||||
// JPY — IRSTCB01JPM156N (taux BoJ officiel, mis à jour depuis hausses 2024)
|
||||
// fallback IR3TIB01JPM156N (TIBOR 3M, trop élevé vs taux BoJ réel)
|
||||
if (currency === "JPY") {
|
||||
const obs = await fredObsFreshest("IRSTCB01JPM156N", "IR3TIB01JPM156N", key);
|
||||
if (obs.length) indicators.policyRate = toIndicator(obs);
|
||||
}
|
||||
|
||||
// CAD — API Banque du Canada (Valet, gratuit, officiel, JSON)
|
||||
// V80691311 = Taux directeur annoncé (pas le marché)
|
||||
if (currency === "CAD") {
|
||||
const boc = await bocRate();
|
||||
if (boc.length) indicators.policyRate = toIndicatorDeduped(boc);
|
||||
}
|
||||
|
||||
// NZD — IRSTCB01NZM156N (OCR RBNZ officiel) si plus récent que IR3TIB01
|
||||
if (currency === "NZD") {
|
||||
const obs = await fredObsFreshest("IRSTCB01NZM156N", "IR3TIB01NZM156N", key);
|
||||
if (obs.length) indicators.policyRate = toIndicator(obs);
|
||||
}
|
||||
|
||||
// GBP — fallback FRED si BoE API a échoué ci-dessus
|
||||
// IRSTCB01GBM156N n'existe pas sur FRED → IR3TIB01GBM156N (3M interbank mensuel, actif)
|
||||
if (currency === "GBP" && !indicators.policyRate) {
|
||||
const obs = await fredObs("IR3TIB01GBM156N", key, 6);
|
||||
if (obs.length) indicators.policyRate = toIndicator(obs);
|
||||
}
|
||||
|
||||
// ══════════════════════════════════════════════════════════════════════════
|
||||
// ── CHÔMAGE : sources corrigées ───────────────────────────────────────────
|
||||
//
|
||||
// CHF — LRHUTTTTCHQ156S = taux OCDE harmonisé ILO (~5%) ≠ taux SECO (~2.3%)
|
||||
// On tente la série CHEUNP01CHQ661S (taux national CH sur FRED)
|
||||
// puis Eurostat geo=CH (Suisse incluse dans les datasets statistiques)
|
||||
//
|
||||
// GBP — On tente Eurostat geo=UK (UK inclus dans datasets Eurostat post-Brexit
|
||||
// pour comparabilité statistique) avant LRHUTTTTGBM156S
|
||||
// ══════════════════════════════════════════════════════════════════════════
|
||||
|
||||
if (currency === "CHF") {
|
||||
const national = await fredObs("CHEUNP01CHQ661S", key);
|
||||
if (national.length) {
|
||||
indicators.unemployment = toIndicator(national);
|
||||
} else {
|
||||
// Eurostat geo=CH : taux ILO mensuel (plus récent que FRED trimestriel)
|
||||
const eurostatCH = await eurostatSorted("une_rt_m", {
|
||||
geo: "CH", s_adj: "SA", age: "TOTAL", sex: "T", unit: "PC_ACT", freq: "M",
|
||||
});
|
||||
if (eurostatCH.length) indicators.unemployment = toIndicator(eurostatCH);
|
||||
// Else: on garde LRHUTTTTCHQ156S (harmonisé OCDE) déjà calculé ci-dessus
|
||||
}
|
||||
}
|
||||
|
||||
// GBP unemployment: Eurostat UK retiré — données stoppées en sept. 2020 (Brexit).
|
||||
// On conserve LRHUTTTTGBM156S (FRED, ILO harmonisé, mis à jour mensuellement).
|
||||
|
||||
// ── PMI : ForexFactory (semaine courante) + fallback TE scraping ───────────
|
||||
const [ffPMI, pmiMfgRaw, pmiSvcRaw] = await Promise.all([
|
||||
fetchFFPMI(currency),
|
||||
scrapePMI(currency, "manufacturing-pmi"),
|
||||
scrapePMI(currency, "services-pmi"),
|
||||
]);
|
||||
indicators.pmiMfg = ffPMI.mfg ? toPmiIndicator(ffPMI.mfg) : toPmiIndicator(pmiMfgRaw);
|
||||
indicators.pmiServices = ffPMI.svc ? toPmiIndicator(ffPMI.svc) : toPmiIndicator(pmiSvcRaw);
|
||||
|
||||
indicators.pmiMfg = ffPMI.mfg ? toPmiIndicator(ffPMI.mfg) : toPmiIndicator(pmiMfgRaw);
|
||||
indicators.pmiServices = ffPMI.svc ? toPmiIndicator(ffPMI.svc) : toPmiIndicator(pmiSvcRaw);
|
||||
// ── Overrides manuels CPI (investing.com) ─────────────────────────────────
|
||||
// Appliqués quand la source automatique (FRED/DBnomics) est en retard.
|
||||
// Règle : l'override est retenu ssi sa date > lastUpdated de la source auto.
|
||||
// Mettre à jour data/cpi_overrides.json après chaque publication trimestrielle.
|
||||
{
|
||||
type OvrField = { value: number; prev: number | null; surprise: number | null; trend: string | null; lastUpdated: string; source?: string };
|
||||
type OvrMap = Record<string, Record<string, OvrField>>;
|
||||
const entry = (cpiOverridesRaw as unknown as [{ overrides: OvrMap }])[0];
|
||||
const ovrFields = entry?.overrides?.[currency];
|
||||
if (ovrFields) {
|
||||
for (const [field, ovr] of Object.entries(ovrFields)) {
|
||||
const auto = indicators[field];
|
||||
const autoDate = auto?.lastUpdated ?? "";
|
||||
if (!auto || autoDate < ovr.lastUpdated) {
|
||||
// eslint-disable-next-line @typescript-eslint/no-unused-vars
|
||||
const { source: _src, ...rest } = ovr;
|
||||
indicators[field] = {
|
||||
...rest,
|
||||
trend: rest.trend as "up" | "down" | "flat" | null,
|
||||
};
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// Stale-if-error : si tous les indicateurs sont null (panne API), renvoie le cache précédent
|
||||
// Stale-if-error
|
||||
const hasAnyValue = Object.values(indicators).some((v) => v !== null);
|
||||
if (!hasAnyValue && staleCache) {
|
||||
return NextResponse.json({ ...staleCache.data, stale: true });
|
||||
return NextResponse.json({ ...(staleCache.data as object), stale: true });
|
||||
}
|
||||
|
||||
const data = { currency, indicators, fetchedAt: new Date().toISOString() };
|
||||
|
||||
@@ -21,7 +21,7 @@ Format de réponse : texte court, 80-120 mots maximum par devise.`;
|
||||
export async function POST(req: NextRequest) {
|
||||
const apiKey = process.env.GROQ_API_KEY;
|
||||
if (!apiKey) {
|
||||
return NextResponse.json({ error: "GROQ_API_KEY not configured" }, { status: 503 });
|
||||
return NextResponse.json({ error: "GROQ_API_KEY manquant — ajouter dans Vercel → Settings → Environment Variables" }, { status: 503 });
|
||||
}
|
||||
|
||||
let body: {
|
||||
|
||||
@@ -213,7 +213,7 @@ export default function CurrencyCard({ currency, expectations, yields, onDiverge
|
||||
<span className="relative group inline-flex items-center ml-0.5 cursor-help align-middle">
|
||||
<span className="text-[9px] text-gray-400 border border-gray-300 rounded-full w-3 h-3 flex items-center justify-center leading-none select-none">i</span>
|
||||
<span className="pointer-events-none absolute bottom-full left-0 mb-1.5 hidden group-hover:block bg-gray-800 text-white text-[10px] rounded px-2 py-1.5 w-56 z-50 leading-snug shadow-lg whitespace-normal">
|
||||
Variation cumulée attendue sur les ~12 prochains mois selon les marchés (OIS / futures de taux). Distinct de la probabilité à la prochaine réunion ci-dessous.
|
||||
1 bp (basis point) = 0,01% de taux. Variation cumulée attendue d'ici fin d'année selon les marchés (OIS / futures de taux). Distinct de la probabilité à la prochaine réunion ci-dessous.
|
||||
</span>
|
||||
</span>
|
||||
<span className="text-gray-500"> · {rateExp.prob_pct}% prob. </span>
|
||||
|
||||
@@ -52,8 +52,8 @@ export default function NarrativeButton({ currency, indicators, macroScore }: Pr
|
||||
</button>
|
||||
|
||||
{error && (
|
||||
<span className="text-[10px] text-red-500 truncate max-w-[140px]" title={error}>
|
||||
Erreur IA
|
||||
<span className="text-[10px] text-red-500 truncate max-w-[160px]" title={error}>
|
||||
⚠ {error.replace(/^Error:\s*/i, "").slice(0, 40)}
|
||||
</span>
|
||||
)}
|
||||
|
||||
|
||||
@@ -0,0 +1,38 @@
|
||||
[
|
||||
{
|
||||
"updated_at": "2026-05-29",
|
||||
"note": "Valeurs manuelles depuis investing.com — utilisées quand FRED/DBnomics sont en retard. L'override est appliqué uniquement si sa date est plus récente que la source automatique.",
|
||||
"overrides": {
|
||||
"JPY": {
|
||||
"cpiCore": {
|
||||
"value": 0.1,
|
||||
"prev": 0.4,
|
||||
"surprise": -0.3,
|
||||
"trend": "down",
|
||||
"lastUpdated": "2026-05-22",
|
||||
"source": "investing.com — IPC Japon MoM% (avr. 2026, publié 22/05/2026)"
|
||||
}
|
||||
},
|
||||
"AUD": {
|
||||
"cpiCore": {
|
||||
"value": 1.4,
|
||||
"prev": 0.6,
|
||||
"surprise": 0.8,
|
||||
"trend": "up",
|
||||
"lastUpdated": "2026-04-29",
|
||||
"source": "investing.com — IPC Australie QoQ% (T1 2026, publié 29/04/2026)"
|
||||
}
|
||||
},
|
||||
"NZD": {
|
||||
"cpiCore": {
|
||||
"value": 0.9,
|
||||
"prev": 0.6,
|
||||
"surprise": 0.3,
|
||||
"trend": "up",
|
||||
"lastUpdated": "2026-04-21",
|
||||
"source": "investing.com — IPC Nouvelle-Zélande QoQ% (T1 2026, publié 21/04/2026)"
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
]
|
||||
+53
-118
@@ -1,133 +1,68 @@
|
||||
[
|
||||
{
|
||||
"url": "https://investinglive.com/centralbank/how-have-interest-rate-expectations-changed-after-this-weeks-events-20260522/",
|
||||
"title": "How have interest rate expectations changed after this week's events?",
|
||||
"date": "2026-05-22",
|
||||
"scraped_at": "2026-05-26T11:11:02.377436Z",
|
||||
"rate_cuts": [],
|
||||
"rate_hikes": [
|
||||
{
|
||||
"cb": "RBNZ (NZD)",
|
||||
"bps": 76,
|
||||
"prob_pct": 70,
|
||||
"prob_desc": "no change at the next meeting",
|
||||
"direction": "hike"
|
||||
},
|
||||
{
|
||||
"cb": "ECB (EUR)",
|
||||
"bps": 64,
|
||||
"prob_pct": 88,
|
||||
"prob_desc": "rate hike at the next meeting",
|
||||
"direction": "hike"
|
||||
},
|
||||
{
|
||||
"cb": "BoE (GBP)",
|
||||
"bps": 48,
|
||||
"prob_pct": 83,
|
||||
"prob_desc": "no change at the next meeting",
|
||||
"direction": "hike"
|
||||
},
|
||||
{
|
||||
"cb": "BoJ (JPY)",
|
||||
"bps": 46,
|
||||
"prob_pct": 75,
|
||||
"prob_desc": "rate hike at the next meeting",
|
||||
"direction": "hike"
|
||||
},
|
||||
{
|
||||
"cb": "BoC (CAD)",
|
||||
"bps": 41,
|
||||
"prob_pct": 99,
|
||||
"prob_desc": "no change at the next meeting",
|
||||
"direction": "hike"
|
||||
},
|
||||
{
|
||||
"cb": "RBA (AUD)",
|
||||
"bps": 25,
|
||||
"prob_pct": 88,
|
||||
"prob_desc": "no change at the next meeting",
|
||||
"direction": "hike"
|
||||
},
|
||||
{
|
||||
"cb": "Fed (USD)",
|
||||
"bps": 20,
|
||||
"prob_pct": 99,
|
||||
"prob_desc": "no change at the next meeting",
|
||||
"direction": "hike"
|
||||
},
|
||||
{
|
||||
"cb": "SNB (CHF)",
|
||||
"bps": 19,
|
||||
"prob_pct": 98,
|
||||
"prob_desc": "no change at the next meeting",
|
||||
"direction": "hike"
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"url": "https://investinglive.com/centralbank/how-have-interest-rate-expectations-changed-after-the-ceasefire-announcement-20260409/",
|
||||
"title": "How have interest rate expectations changed after the ceasefire announcement?",
|
||||
"date": "2026-04-09",
|
||||
"scraped_at": "2026-05-26T11:11:02.377537Z",
|
||||
"url": "manual-update",
|
||||
"title": "Rate expectations — 2026-05-29",
|
||||
"date": "2026-05-29",
|
||||
"scraped_at": "2026-05-29T08:00:00.000Z",
|
||||
"rate_cuts": [
|
||||
{
|
||||
"cb": "Fed (USD)",
|
||||
"bps": 7,
|
||||
"prob_pct": 98,
|
||||
"prob_desc": "no change at the next meeting",
|
||||
"bps": 68,
|
||||
"prob_pct": 79,
|
||||
"prob_desc": "no change at the upcoming meeting",
|
||||
"direction": "cut"
|
||||
},
|
||||
{
|
||||
"cb": "ECB (EUR)",
|
||||
"bps": 49,
|
||||
"prob_pct": 60,
|
||||
"prob_desc": "rate cut at the upcoming meeting",
|
||||
"direction": "cut"
|
||||
},
|
||||
{
|
||||
"cb": "BoE (GBP)",
|
||||
"bps": 53,
|
||||
"prob_pct": 96,
|
||||
"prob_desc": "no change at today's decision",
|
||||
"direction": "cut"
|
||||
},
|
||||
{
|
||||
"cb": "BoC (CAD)",
|
||||
"bps": 48,
|
||||
"prob_pct": 66,
|
||||
"prob_desc": "no change at the upcoming meeting",
|
||||
"direction": "cut"
|
||||
},
|
||||
{
|
||||
"cb": "RBA (AUD)",
|
||||
"bps": 65,
|
||||
"prob_pct": 92,
|
||||
"prob_desc": "no change at the upcoming meeting",
|
||||
"direction": "cut"
|
||||
},
|
||||
{
|
||||
"cb": "RBNZ (NZD)",
|
||||
"bps": 59,
|
||||
"prob_pct": 64,
|
||||
"prob_desc": "rate cut at the upcoming meeting",
|
||||
"direction": "cut"
|
||||
},
|
||||
{
|
||||
"cb": "SNB (CHF)",
|
||||
"bps": 4,
|
||||
"prob_pct": 85,
|
||||
"prob_desc": "no change at the upcoming meeting",
|
||||
"direction": "cut"
|
||||
}
|
||||
],
|
||||
"rate_hikes": [
|
||||
{
|
||||
"cb": "RBNZ (NZD)",
|
||||
"bps": 74,
|
||||
"prob_pct": 70,
|
||||
"prob_desc": "no change at the next meeting",
|
||||
"direction": "hike"
|
||||
},
|
||||
{
|
||||
"cb": "ECB (EUR)",
|
||||
"bps": 59,
|
||||
"prob_pct": 60,
|
||||
"prob_desc": "no change at the next meeting",
|
||||
"direction": "hike"
|
||||
},
|
||||
{
|
||||
"cb": "RBA (AUD)",
|
||||
"bps": 50,
|
||||
"prob_pct": 60,
|
||||
"prob_desc": "rate hike at the next meeting",
|
||||
"direction": "hike"
|
||||
},
|
||||
{
|
||||
"cb": "BoJ (JPY)",
|
||||
"bps": 50,
|
||||
"prob_pct": 51,
|
||||
"prob_desc": "rate hike at the next meeting",
|
||||
"direction": "hike"
|
||||
},
|
||||
{
|
||||
"cb": "BoE (GBP)",
|
||||
"bps": 40,
|
||||
"prob_pct": 78,
|
||||
"prob_desc": "no change at the next meeting",
|
||||
"direction": "hike"
|
||||
},
|
||||
{
|
||||
"cb": "BoC (CAD)",
|
||||
"bps": 35,
|
||||
"prob_pct": 93,
|
||||
"prob_desc": "no change at the next meeting",
|
||||
"direction": "hike"
|
||||
},
|
||||
{
|
||||
"cb": "SNB (CHF)",
|
||||
"bps": 21,
|
||||
"prob_pct": 83,
|
||||
"prob_desc": "no change at the next meeting",
|
||||
"bps": 32,
|
||||
"prob_pct": 80,
|
||||
"prob_desc": "no change at the upcoming meeting",
|
||||
"direction": "hike"
|
||||
}
|
||||
]
|
||||
}
|
||||
]
|
||||
]
|
||||
|
||||
+4
-4
@@ -38,10 +38,10 @@ export const FRED_SERIES: Record<Currency, {
|
||||
},
|
||||
EUR: {
|
||||
policyRate: "ECBDFR", // taux dépôt BCE
|
||||
cpiCore: null, // → Eurostat dans /api/macro
|
||||
cpiCore: "CP0000EZCCM086NEST", // HICP total EA composition variable → Index 2025=100 → MoM%
|
||||
gdp: null, // → Eurostat dans /api/macro
|
||||
retailSales: "DEUSLRTTO01GPSAM", // proxy Allemagne, déjà MoM%
|
||||
unemployment: null, // → Eurostat dans /api/macro
|
||||
unemployment: null, // → Eurostat EA21 dans /api/macro
|
||||
employment: null,
|
||||
},
|
||||
GBP: {
|
||||
@@ -78,7 +78,7 @@ export const FRED_SERIES: Record<Currency, {
|
||||
},
|
||||
AUD: {
|
||||
policyRate: "IR3TIB01AUM156N", // 3M interbank — IRSTCB01AUM156N n'existe pas
|
||||
cpiCore: "AUSCPIALLMINMEI", // trimestriel
|
||||
cpiCore: "AUSCPIALLQINMEI", // trimestriel (Q = quarterly, ex-AUSCPIALLMINMEI inexistant)
|
||||
gdp: "NGDPRSAXDCAUQ", // Real GDP Australia (ABS) indice niveau → QoQ%
|
||||
retailSales: null, // pas de série mensuelle FRED pour AUD
|
||||
unemployment: "LRHUTTTTAUM156S",
|
||||
@@ -86,7 +86,7 @@ export const FRED_SERIES: Record<Currency, {
|
||||
},
|
||||
NZD: {
|
||||
policyRate: "IR3TIB01NZM156N", // 3M interbank — IRSTCB01NZM156N n'existe pas
|
||||
cpiCore: "NZLCPIALLMINMEI", // trimestriel
|
||||
cpiCore: "NZLCPIALLQINMEI", // trimestriel (Q = quarterly, ex-NZLCPIALLMINMEI inexistant)
|
||||
gdp: "NAEXKP01NZQ661S", // indice niveau → QoQ% (stale ~2023, best available)
|
||||
retailSales: null, // pas de série mensuelle FRED pour NZD
|
||||
unemployment: "LRUNTTTTNZQ156S",
|
||||
|
||||
Reference in New Issue
Block a user