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Fix macro indicators: add working retail sales and employment FRED series

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Retail Sales: switch all currencies to *SLRTTO01GPSAM format (OECD monthly,
already in MoM%) — covers USD, EUR(DEU proxy), GBP, JPY, CHF, CAD.
Remove retailSales from PCT_FIELDS since values are already percentages.

Employment: add LFEMTTTT*647S series (monthly levels → MoM%) for JPY, CAD,
AUD and quarterly for NZD. These replace null/non-existent FRED series.

PMI stays ⚠ — no free real-time source found.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
Capucine Gest
2026-05-28 21:55:51 +02:00
co-authored by Claude Sonnet 4.6
parent abf04aabbd
commit 3fcb72a25e
2 changed files with 45 additions and 39 deletions
Download Patch File Download Diff File Expand all files Collapse all files
app/api/macro/route.ts
+4 -3
View File
@@ -127,9 +127,10 @@ export async function GET(req: NextRequest) {
if (!key) return NextResponse.json({ error: "FRED_API_KEY missing" }, { status: 500 }); if (!key) return NextResponse.json({ error: "FRED_API_KEY missing" }, { status: 500 });
// Fields and which need period-over-period % conversion // Fields and which need period-over-period % conversion
// policyRate / unemployment → already in % → toIndicator // policyRate / unemployment / retailSales → already in % → toIndicator
// cpiCore / gdp / retailSales / employment → index/level → toIndicatorPct (MoM% or QoQ%) // (retailSales uses *SLRTTO01GPSAM series which report MoM% directly)
const PCT_FIELDS = new Set(["cpiCore", "gdp", "retailSales", "employment"]); // cpiCore / gdp / employment → index/level → toIndicatorPct (MoM% or QoQ%)
const PCT_FIELDS = new Set(["cpiCore", "gdp", "employment"]);
const fieldMap: Record<string, string | null> = { const fieldMap: Record<string, string | null> = {
policyRate: series.policyRate, policyRate: series.policyRate,
lib/constants.ts
+41 -36
View File
@@ -13,8 +13,13 @@ export const CURRENCY_META: Record<Currency, { name: string; flag: string; cb: s
NZD: { name: "Nouvelle-Zélande", flag: "🇳🇿", cb: "Reserve Bank of New Zealand", cbShort: "RBNZ" }, NZD: { name: "Nouvelle-Zélande", flag: "🇳🇿", cb: "Reserve Bank of New Zealand", cbShort: "RBNZ" },
}; };
// FRED series IDs — corrections audit 2026-05-26 // FRED series IDs — corrections audit 2026-05-28
// null = série inexistante ou stale sur FRED → source alternative dans /api/macro // null = série inexistante sur FRED → source alternative dans /api/macro
//
// Retail Sales : séries GPSAM (déjà en MoM%, ne pas convertir)
// Format : {PAYS3}SLRTTO01GPSAM (OECD monthly retail trade, % growth prev. period, SA)
// EUR utilise l'Allemagne comme proxy (plus grande économie, données mensuelles récentes)
// Employment : séries LFEMTTTT*647S (niveaux en milliers → MoM% calculé localement)
export const FRED_SERIES: Record<Currency, { export const FRED_SERIES: Record<Currency, {
policyRate: string | null; policyRate: string | null;
cpiCore: string | null; cpiCore: string | null;
@@ -25,67 +30,67 @@ export const FRED_SERIES: Record<Currency, {
}> = { }> = {
USD: { USD: {
policyRate: "FEDFUNDS", policyRate: "FEDFUNDS",
cpiCore: "CPILFESL", cpiCore: "CPILFESL", // indice niveau → MoM%
gdp: "GDPC1", gdp: "GDPC1", // indice niveau → QoQ%
retailSales: "MARTSSM44W72USS", // correction : ex-RSXFS (discontinuée) retailSales: "USASLRTTO01GPSAM", // déjà MoM% — ex-MARTSSM44W72USS (niveau)
unemployment: "UNRATE", unemployment: "UNRATE",
employment: "PAYEMS", employment: "PAYEMS", // niveau → MoM%
}, },
EUR: { EUR: {
policyRate: "ECBDFR", // ECB deposit rate — disponible sur FRED policyRate: "ECBDFR", // taux dépôt BCE
cpiCore: null, // CP0000EZ20M086NEST n'existe pas sur FRED → ECB API cpiCore: null, // → Eurostat dans /api/macro
gdp: null, // CLVMNACSCAB1GQEA20 n'existe pas sur FRED → Eurostat gdp: null, // → Eurostat dans /api/macro
retailSales: "SLRTTO01DEM189S", // proxy Allemagne — OK sur FRED retailSales: "DEUSLRTTO01GPSAM", // proxy Allemagne, déjà MoM%
unemployment: null, // LRHUTTTTEZM156S arrêtée 2023 → Eurostat unemployment: null, // → Eurostat dans /api/macro
employment: null, employment: null,
}, },
GBP: { GBP: {
policyRate: null, // BoE API (IUDBEDR) — séries OECD FRED stale policyRate: null, // → BoE API dans /api/macro
cpiCore: "GBRCPIALLMINMEI", // OK — mars 2025 cpiCore: "GBRCPIALLMINMEI", // indice niveau → MoM%
gdp: "CLVMNACSCAB1GQGB", gdp: "CLVMNACSCAB1GQGB", // indice niveau → QoQ%
retailSales: "SLRTTO01GBM189S", retailSales: "GBRSLRTTO01GPSAM", // déjà MoM%
unemployment: "LRHUTTTTGBM156S", unemployment: "LRHUTTTTGBM156S",
employment: "LNEMNACSCAB1GQGB", employment: null, // pas de série mensuelle FRED pour GBP
}, },
JPY: { JPY: {
policyRate: "IRSTCB01JPM156N", policyRate: "IRSTCB01JPM156N",
cpiCore: "JPNCPIALLMINMEI", // correction : JPNCPICORMINMEI arrêtée 2021 → All Items cpiCore: "JPNCPIALLMINMEI", // indice niveau → MoM%
gdp: "JPNRGDPEXP", gdp: "JPNRGDPEXP", // indice niveau → QoQ%
retailSales: null, // METI Japan CSV — pas sur FRED retailSales: "JPNSLRTTO01GPSAM", // déjà MoM%
unemployment: "LRHUTTTTJPM156S", unemployment: "LRHUTTTTJPM156S",
employment: null, employment: "LFEMTTTTJPM647S", // niveau mensuel → MoM%
}, },
CHF: { CHF: {
policyRate: "IRSTCB01CHM156N", policyRate: "IRSTCB01CHM156N",
cpiCore: "CHECPICORMINMEI", // OK — avr 2025 cpiCore: "CHECPICORMINMEI", // indice niveau → MoM%
gdp: "CHNGDPNQDSMEI", gdp: "CHNGDPNQDSMEI", // indice niveau → QoQ%
retailSales: null, // OFS Suisse CSV retailSales: "CHESLRTTO01GPSAM", // déjà MoM%
unemployment: "LRHUTTTTCHM156S", unemployment: "LRHUTTTTCHM156S",
employment: null, employment: null, // pas de série FRED pour CHF
}, },
CAD: { CAD: {
policyRate: "IRSTCB01CAM156N", policyRate: "IRSTCB01CAM156N",
cpiCore: "CANCPICORMINMEI", // OK — mars 2025 cpiCore: "CANCPICORMINMEI", // indice niveau → MoM%
gdp: "CLVMNACSCAB1GQCA", gdp: "CLVMNACSCAB1GQCA", // indice niveau → QoQ%
retailSales: "SLRTTO01CAM189S", retailSales: "CANSLRTTO01GPSAM", // déjà MoM%
unemployment: "LRHUTTTTCAM156S", unemployment: "LRHUTTTTCAM156S",
employment: null, employment: "LFEMTTTTCAM647S", // niveau mensuel → MoM%
}, },
AUD: { AUD: {
policyRate: "IRSTCB01AUM156N", policyRate: "IRSTCB01AUM156N",
cpiCore: "AUSCPIALLMINMEI", // trimestriel — pas d'alternative mensuelle FRED cpiCore: "AUSCPIALLMINMEI", // trimestriel
gdp: "CLVMNACSCAB1GQAU", gdp: "CLVMNACSCAB1GQAU", // indice niveau → QoQ%
retailSales: "SLRTTO01AUM189S", retailSales: null, // pas de série mensuelle FRED pour AUD
unemployment: "LRHUTTTTAUM156S", unemployment: "LRHUTTTTAUM156S",
employment: "LNEMNACSCAB1GQAU", employment: "LFEMTTTTAUM647S", // niveau mensuel → MoM%
}, },
NZD: { NZD: {
policyRate: "IRSTCB01NZM156N", policyRate: "IRSTCB01NZM156N",
cpiCore: "NZLCPIALLMINMEI", // trimestriel cpiCore: "NZLCPIALLMINMEI", // trimestriel
gdp: "CLVMNACSCAB1GQNZ", gdp: "CLVMNACSCAB1GQNZ", // indice niveau → QoQ%
retailSales: null, // Stats NZ API trimestriel retailSales: null, // pas de série mensuelle FRED pour NZD
unemployment: "LRUNTTTTNZQ156S", // correction : ex-LRHUTTTTNZM156S (inexistante) unemployment: "LRUNTTTTNZQ156S",
employment: null, employment: "LFEMTTTTNZQ647S", // niveau trimestriel → QoQ% (proxy)
}, },
}; };