feat(COT/Idees): redesign COT chart + NC group + editeur riche IdeesTab

COT : - Ajoute groupe NC (Non-Commercial Legacy) via Socrata API CFTC - Graphique bidirectionnel (barres avec gradient, zéro centré, track complet) - Barre L/S split sous chaque groupe, valeur nette + %L empilés - Corrige verdict bug : amDominates vérifié avant hfIsShort - Supprime 'k contrats', ajoute légende ΔL/ΔS/ΔNet IdeesTab : - Réécriture NotePane : contentEditable Notion-like avec images inline - Toolbar riche : gras, italique, souligné, listes, alignement - Redimensionnement image inline (25/40/60/80/100%) - Archives : affichage complet screenshot + texte, restauration vers slot actif Sentiment DXM : - Affichage brut paire par paire (Myfxbook) pour vérification directe - SentimentPair type + pairs[] dans SentimentEntry Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-08-23 09:28:04 +00:00 · 2026-06-29 23:33:00 +02:00
parent 333ce5947a
commit 48d3b9c473
5 changed files with 766 additions and 352 deletions
@@ -7,18 +7,7 @@ export const dynamic = "force-dynamic";

 // ── CFTC Traders in Financial Futures (TFF) — fichier annuel ZIP ──────────────
 // URL : https://www.cftc.gov/files/dea/history/fut_fin_txt_YYYY.zip
-// Contient toutes les semaines de l'année en ordre décroissant.
-// On extrait les 2 dernières semaines par devise pour calculer les deltas.
-//
-// Colonnes (0-based, séparées par virgule) :
-//   0  Market_and_Exchange_Names
-//   1  As_of_Date_In_Form_YYMMDD
-//   2  Report_Date_as_YYYY-MM-DD
-//   3  CFTC_Contract_Market_Code
-//  11  Asset_Mgr_Positions_Long_All
-//  12  Asset_Mgr_Positions_Short_All
-//  14  Lev_Money_Positions_Long_All   ← hedge funds
-//  15  Lev_Money_Positions_Short_All
+// Colonnes : 3=code, 2=date, 11=AM long, 12=AM short, 14=HF long, 15=HF short

 const IDX_CODE      = 3;
 const IDX_DATE      = 2;
@@ -27,6 +16,14 @@ const IDX_AM_SHORT  = 12;
 const IDX_LEV_LONG  = 14;
 const IDX_LEV_SHORT = 15;

+// ── CFTC Legacy COT (Non-Commercial) — via Socrata API ────────────────────────
+// Dataset : 6dca-aqww  (Legacy Futures Only)
+// Fields  : noncomm_positions_long_all, noncomm_positions_short_all + changes
+
+const SODA_BASE   = "https://publicreporting.cftc.gov/resource";
+const CODES_LIST  = Object.values(COT_CODES).map(c => `'${c}'`).join(",");
+const SODA_WHERE  = `cftc_contract_market_code in(${CODES_LIST}) AND futonly_or_combined='FutOnly'`;
+
 function cftcZipUrl(): string {
  return `https://www.cftc.gov/files/dea/history/fut_fin_txt_${new Date().getFullYear()}.zip`;
 }
@@ -48,16 +45,71 @@ function cacheTtl(): number {

 export type { CotEntry } from "@/lib/types";

+// ── NC (Non-Commercial Legacy) via Socrata ─────────────────────────────────────
+
+interface LegacyRow {
+  cftc_contract_market_code:  string;
+  report_date_as_yyyy_mm_dd:  string;
+  noncomm_positions_long_all:  string;
+  noncomm_positions_short_all: string;
+  change_in_noncomm_long_all:  string;
+  change_in_noncomm_short_all: string;
+}
+
+interface NcData {
+  longs: number; shorts: number;
+  longsDelta: number | null; shortsDelta: number | null;
+}
+
+async function fetchNcData(): Promise<Record<string, NcData>> {
+  const url = `${SODA_BASE}/6dca-aqww.json?$where=${encodeURIComponent(SODA_WHERE)}&$limit=20&$order=report_date_as_yyyy_mm_dd DESC`;
+  const rows: LegacyRow[] = await fetch(url, { cache: "no-store" }).then(r => r.json()).catch(() => []);
+
+  // On garde max 2 semaines par devise (ordre DESC = plus récente en premier)
+  const seen: Record<string, LegacyRow[]> = {};
+  for (const row of rows) {
+    const code = row.cftc_contract_market_code;
+    if (!seen[code]) seen[code] = [];
+    if (seen[code].length < 2) seen[code].push(row);
+  }
+
+  const codeMap = Object.fromEntries(
+    (Object.entries(COT_CODES) as [Currency, string][]).map(([ccy, code]) => [code, ccy])
+  );
+
+  const result: Record<string, NcData> = {};
+  for (const [code, weeks] of Object.entries(seen)) {
+    const ccy = codeMap[code];
+    if (!ccy || weeks.length === 0) continue;
+    const cur  = weeks[0];
+    const prev = weeks[1] ?? null;
+    const longs  = parseInt(cur.noncomm_positions_long_all  ?? "0", 10) || 0;
+    const shorts = parseInt(cur.noncomm_positions_short_all ?? "0", 10) || 0;
+    const prevL  = prev ? parseInt(prev.noncomm_positions_long_all  ?? "0", 10) || 0 : null;
+    const prevS  = prev ? parseInt(prev.noncomm_positions_short_all ?? "0", 10) || 0 : null;
+    result[ccy] = {
+      longs, shorts,
+      longsDelta:  prevL !== null ? longs  - prevL : null,
+      shortsDelta: prevS !== null ? shorts - prevS : null,
+    };
+  }
+  return result;
+}
+
 export async function GET() {
  if (_cache && Date.now() - _cache.ts < cacheTtl()) {
    return NextResponse.json(_cache.data);
  }

  try {
-    const res = await fetch(cftcZipUrl(), {
-      cache: "no-store",
-      headers: { "User-Agent": "Mozilla/5.0 (compatible; ForexDashboard/1.0)" },
-    });
+    const [res, ncRaw] = await Promise.all([
+      fetch(cftcZipUrl(), {
+        cache: "no-store",
+        headers: { "User-Agent": "Mozilla/5.0 (compatible; ForexDashboard/1.0)" },
+      }),
+      fetchNcData(),
+    ]);
+
    if (!res.ok) {
      return NextResponse.json({ error: `CFTC fetch failed: ${res.status}` }, { status: 502 });
    }
@@ -66,7 +118,7 @@ export async function GET() {
    const text   = extractFirstFileFromZip(zipBuf);
    if (!text) return NextResponse.json({ error: "ZIP parse failed" }, { status: 502 });

-    const result = parseCOT(text);
+    const result = parseCOT(text, ncRaw);
    _cache = { data: result, ts: Date.now() };
    return NextResponse.json(result);
  } catch (err) {
@@ -113,7 +165,7 @@ type RawWeek = {
  weekDate: string;
 };

-function parseCOT(csv: string): Record<string, CotEntry> {
+function parseCOT(csv: string, nc: Record<string, NcData>): Record<string, CotEntry> {
  const lines       = csv.split("\n");
  const targetCodes = new Set(Object.values(COT_CODES));
  const raw: Record<string, RawWeek[]> = {};
@@ -134,7 +186,6 @@ function parseCOT(csv: string): Record<string, CotEntry> {

    const weekDate = cols[IDX_DATE]?.trim() ?? "";
    if (!raw[code]) raw[code] = [];
-    // Keep only the 2 most-recent weeks (file is in descending date order)
    if (raw[code].length < 2) raw[code].push({ hfLongs, hfShorts, amLongs, amShorts, weekDate });
  }

@@ -153,26 +204,40 @@ function parseCOT(csv: string): Record<string, CotEntry> {
    const amTotal = cur.amLongs + cur.amShorts;
    const amNet   = cur.amLongs - cur.amShorts;

+    const ncEntry  = nc[currency] ?? null;
+    const ncLongs  = ncEntry?.longs  ?? 0;
+    const ncShorts = ncEntry?.shorts ?? 0;
+    const ncTotal  = ncLongs + ncShorts;
+    const ncNet    = ncLongs - ncShorts;
+
    result[currency] = {
-      net:          hfNet,
-      hfLongs:      cur.hfLongs,
-      hfShorts:     cur.hfShorts,
-      longPct:      hfTotal > 0 ? Math.round((cur.hfLongs  / hfTotal) * 100) : 50,
-      shortPct:     hfTotal > 0 ? Math.round((cur.hfShorts / hfTotal) * 100) : 50,
-      totalLev:     hfTotal,
+      net:           hfNet,
+      hfLongs:       cur.hfLongs,
+      hfShorts:      cur.hfShorts,
+      longPct:       hfTotal > 0 ? Math.round((cur.hfLongs  / hfTotal) * 100) : 50,
+      shortPct:      hfTotal > 0 ? Math.round((cur.hfShorts / hfTotal) * 100) : 50,
+      totalLev:      hfTotal,
      amNet,
-      amLongs:      cur.amLongs,
-      amShorts:     cur.amShorts,
-      amLongPct:    amTotal > 0 ? Math.round((cur.amLongs / amTotal) * 100) : 50,
+      amLongs:       cur.amLongs,
+      amShorts:      cur.amShorts,
+      amLongPct:     amTotal > 0 ? Math.round((cur.amLongs / amTotal) * 100) : 50,
      amTotal,
+      ncNet,
+      ncLongs,
+      ncShorts,
+      ncLongPct:     ncTotal > 0 ? Math.round((ncLongs / ncTotal) * 100) : 50,
+      ncTotal,
      netDelta:      prev !== null ? hfNet - (prev.hfLongs - prev.hfShorts) : null,
      longsDelta:    prev !== null ? cur.hfLongs  - prev.hfLongs  : null,
      shortsDelta:   prev !== null ? cur.hfShorts - prev.hfShorts : null,
      amNetDelta:    prev !== null ? amNet - (prev.amLongs - prev.amShorts) : null,
      amLongsDelta:  prev !== null ? cur.amLongs  - prev.amLongs  : null,
      amShortsDelta: prev !== null ? cur.amShorts - prev.amShorts : null,
-      weekDate:     cur.weekDate,
-      prevWeekDate: prev?.weekDate ?? null,
+      ncNetDelta:    ncEntry?.longsDelta != null && ncEntry?.shortsDelta != null ? ncEntry.longsDelta - ncEntry.shortsDelta : null,
+      ncLongsDelta:  ncEntry?.longsDelta  ?? null,
+      ncShortsDelta: ncEntry?.shortsDelta ?? null,
+      weekDate:      cur.weekDate,
+      prevWeekDate:  prev?.weekDate ?? null,
    };
  }

@@ -3,7 +3,7 @@
 import { useEffect, useState, useCallback } from "react";
 import { RefreshCw, Database, Activity, Maximize2, Minimize2, X, BarChart2 } from "lucide-react";
 import { CURRENCIES, CURRENCY_META } from "@/lib/constants";
-import type { Currency, DriverData, SentimentEntry, CotEntry, MacroSection } from "@/lib/types";
+import type { Currency, DriverData, SentimentEntry, SentimentPair, CotEntry, MacroSection } from "@/lib/types";
 import type { RateProbData } from "@/lib/rateprobability";
 import { saveCache, loadCache, formatCacheDate } from "@/lib/localCache";
 import CurrencyCard from "@/components/CurrencyCard";
@@ -103,36 +103,42 @@ export default function Dashboard() {
    const OUR_CCYS = ["USD", "EUR", "GBP", "JPY", "CHF", "CAD", "AUD", "NZD"];
    const longWeighted: Record<string, number>  = {};
    const totalPos:     Record<string, number>  = {};
-    const pairCount:    Record<string, number>  = {};
+    // paire par paire pour affichage direct
+    const rawPairs: Record<string, SentimentPair[]> = {};

    for (const sym of symbols) {
      const def = PAIR_DEF[sym.name];
-      if (!def || sym.totalPositions <= 0) continue;
+      if (!def) continue;
      const { base, quote } = def;
+      const hasPos = sym.totalPositions > 0 || sym.longPercentage > 0 || sym.shortPercentage > 0;
+      if (!hasPos) continue;
+      const total = sym.totalPositions || 100; // fallback si totalPositions absent

-      // Base currency : long la paire = long la base
+      // Base currency
      if (OUR_CCYS.includes(base)) {
-        longWeighted[base] = (longWeighted[base] ?? 0) + sym.longPercentage * sym.totalPositions;
-        totalPos[base]     = (totalPos[base]     ?? 0) + sym.totalPositions;
-        pairCount[base]    = (pairCount[base]    ?? 0) + 1;
+        longWeighted[base] = (longWeighted[base] ?? 0) + sym.longPercentage * total;
+        totalPos[base]     = (totalPos[base]     ?? 0) + total;
+        if (!rawPairs[base]) rawPairs[base] = [];
+        rawPairs[base].push({ name: sym.name, longPct: sym.longPercentage, shortPct: sym.shortPercentage, longIsBaseLong: true });
      }
-      // Quote currency : long la paire = short la cotation → long cotation = shortPercentage
+      // Quote currency : long paire = short cotation
      if (OUR_CCYS.includes(quote)) {
-        longWeighted[quote] = (longWeighted[quote] ?? 0) + sym.shortPercentage * sym.totalPositions;
-        totalPos[quote]     = (totalPos[quote]     ?? 0) + sym.totalPositions;
-        pairCount[quote]    = (pairCount[quote]    ?? 0) + 1;
+        longWeighted[quote] = (longWeighted[quote] ?? 0) + sym.shortPercentage * total;
+        totalPos[quote]     = (totalPos[quote]     ?? 0) + total;
+        if (!rawPairs[quote]) rawPairs[quote] = [];
+        rawPairs[quote].push({ name: sym.name, longPct: sym.longPercentage, shortPct: sym.shortPercentage, longIsBaseLong: false });
      }
    }

    const result: Record<string, SentimentEntry> = {};
    for (const ccy of OUR_CCYS) {
      const total = totalPos[ccy] ?? 0;
-      if (total === 0) continue;
-      const n       = pairCount[ccy] ?? 1;
-      const longPct = Math.round(longWeighted[ccy] / total);
-      // Label : "DXY (7 paires)" pour USD, "EUR (6 paires)" pour EUR, etc.
-      const label   = ccy === "USD" ? `DXY (${n} paires)` : `${ccy} (${n} paire${n > 1 ? "s" : ""})`;
-      result[ccy]   = { pair: label, longPct, shortPct: 100 - longPct };
+      const pairs = rawPairs[ccy] ?? [];
+      if (total === 0 && pairs.length === 0) continue;
+      const longPct = total > 0 ? Math.round(longWeighted[ccy] / total) : 50;
+      const n = pairs.length;
+      const label = ccy === "USD" ? `DXY (${n} paires)` : `${ccy} (${n} paire${n > 1 ? "s" : ""})`;
+      result[ccy] = { pair: label, longPct, shortPct: 100 - longPct, pairs };
    }

    return result;