auto: sync 2026-06-01 23:46

This commit is contained in:
Capucine Gest
2026-06-01 23:46:41 +02:00
parent 8c479d377e
commit 5c6de88604
5 changed files with 499 additions and 5 deletions
+22
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@@ -5,6 +5,7 @@ import cpiOverridesRaw from "@/data/cpi_overrides.json";
import rateDecisionsRaw from "@/data/rate_decisions.json";
import { fetchFFThisWeek, fetchFFEvents } from "@/lib/forexfactory";
import type { FFEvent } from "@/lib/forexfactory";
import { fetchTECoreInflation } from "@/lib/tecpi";
const FRED_BASE = "https://api.stlouisfed.org/fred/series/observations";
const REVALIDATE = 86400; // cache 24h
@@ -1002,6 +1003,27 @@ export async function GET(req: NextRequest) {
}
}
// ── TE Core CPI (priorité maximale — données du jour, toutes devises) ────────
// Remplace les séries FRED erronées :
// GBP GBRCPIALLMINMEI = All Items (headline), pas core → écart ~1%
// JPY PCPI total (3.6%) ≠ core (1.4%) → erreur massive
// USD CPILFESL retard 1 mois → écart 0.2%
// AUD/NZD trimestriels → retard jusqu'à 3 mois
{
const teCpi = await fetchTECoreInflation();
const te = teCpi[currency];
if (te) {
const surprise = parseFloat((te.value - te.prev).toFixed(3));
indicators.cpiCore = {
value: te.value,
prev: te.prev,
surprise,
trend: surprise > 0 ? "up" : surprise < 0 ? "down" : "flat",
lastUpdated: te.refMonth,
};
}
}
// Stale-if-error
const hasAnyValue = Object.values(indicators).some((v) => v !== null);
if (!hasAnyValue && staleCache) {
+12 -4
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@@ -10,6 +10,7 @@ import CurrencyCard from "@/components/CurrencyCard";
import DriversBar from "@/components/DriversBar";
import CalendarTab from "@/components/CalendarTab";
import SentimentPairsTab from "@/components/SentimentPairsTab";
import YieldsTab from "@/components/YieldsTab";
import type { CalendarEvent } from "@/app/api/calendar/route";
const REFRESH_MS = parseInt(process.env.NEXT_PUBLIC_REFRESH_INTERVAL_MS ?? "3600000");
@@ -17,12 +18,12 @@ const REFRESH_MS = parseInt(process.env.NEXT_PUBLIC_REFRESH_INTERVAL_MS ?? "3600
export default function Dashboard() {
const [drivers, setDrivers] = useState<DriverData | null>(null);
const [expectations, setExpectations] = useState<Record<string, unknown> | null>(null);
const [yields, setYields] = useState<{ yields: Record<string, number | null>; spreads: Record<string, number | null> } | null>(null);
const [yields, setYields] = useState<{ yields: Record<string, number | null>; spreads: Record<string, number | null>; dayDeltas?: Record<string, number | null> } | null>(null);
const [sentiment, setSentiment] = useState<Record<string, SentimentEntry> | null>(null);
const [cot, setCot] = useState<Record<string, CotEntry> | null>(null);
const [calEvents, setCalEvents] = useState<CalendarEvent[]>([]);
const [nextWeekAvail, setNextWeekAvail] = useState(false);
const [activeTab, setActiveTab] = useState<"dashboard" | "calendar" | "pairs">("dashboard");
const [activeTab, setActiveTab] = useState<"dashboard" | "calendar" | "pairs" | "yields">("dashboard");
const [rawSymbols, setRawSymbols] = useState<Array<{ name: string; longPercentage: number; shortPercentage: number; totalPositions: number }> | null>(null);
const [rateProbabilities, setRateProbabilities] = useState<RateProbData | null>(null);
const [lastRefresh, setLastRefresh] = useState<Date>(new Date());
@@ -264,7 +265,7 @@ export default function Dashboard() {
{/* Tab navigation */}
<div className="flex gap-0 border-b border-gray-200 mb-4">
{(["dashboard", "calendar", "pairs"] as const).map((tab) => (
{(["dashboard", "calendar", "pairs", "yields"] as const).map((tab) => (
<button
key={tab}
onClick={() => setActiveTab(tab)}
@@ -274,7 +275,10 @@ export default function Dashboard() {
: "border-transparent text-gray-500 hover:text-gray-700"
}`}
>
{tab === "dashboard" ? "Dashboard" : tab === "calendar" ? "📅 Calendrier" : "↕ Paires"}
{tab === "dashboard" ? "Dashboard"
: tab === "calendar" ? "📅 Calendrier"
: tab === "pairs" ? "↕ Paires"
: "📈 Yields 10Y"}
</button>
))}
</div>
@@ -331,6 +335,10 @@ export default function Dashboard() {
<SentimentPairsTab symbols={rawSymbols} />
)}
{activeTab === "yields" && (
<YieldsTab yieldsData={yields} />
)}
{/* Footer */}
<footer className="mt-6 text-center text-xs text-gray-400 space-y-1">
<p>
+364
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@@ -0,0 +1,364 @@
"use client";
// YieldsTab — Rendements souverains 10Y : classement, opportunités carry, divergences
import { useMemo } from "react";
import { TrendingUp, TrendingDown, Minus, ArrowRight } from "lucide-react";
// ── Types ─────────────────────────────────────────────────────────────────────
interface YieldsData {
yields: Record<string, number | null>;
spreads: Record<string, number | null>;
dayDeltas?: Record<string, number | null>;
}
interface Props {
yieldsData: YieldsData | null;
}
// ── Helpers ───────────────────────────────────────────────────────────────────
const CCY_FLAGS: Record<string, string> = {
USD: "🇺🇸", EUR: "🇪🇺", GBP: "🇬🇧", JPY: "🇯🇵",
AUD: "🇦🇺", CAD: "🇨🇦", CHF: "🇨🇭", NZD: "🇳🇿",
};
const CCY_COUNTRY: Record<string, string> = {
USD: "États-Unis", EUR: "Zone Euro", GBP: "Royaume-Uni",
JPY: "Japon", AUD: "Australie", CAD: "Canada",
CHF: "Suisse", NZD: "Nvl-Zélande",
};
function fmt(n: number | null, dec = 3): string {
return n !== null ? n.toFixed(dec) + "%" : "—";
}
function deltaColor(d: number | null) {
if (d === null || d === 0) return "text-gray-400";
return d > 0 ? "text-green-600" : "text-red-600";
}
function deltaIcon(d: number | null) {
if (d === null || Math.abs(d) < 0.001) return <Minus size={10} />;
return d > 0 ? <TrendingUp size={10} /> : <TrendingDown size={10} />;
}
// Niveau d'écart en bps → label d'opportunité
function carryLabel(bps: number): { label: string; color: string } {
if (bps >= 400) return { label: "Très fort", color: "text-emerald-700 bg-emerald-50 border-emerald-200" };
if (bps >= 200) return { label: "Fort", color: "text-green-700 bg-green-50 border-green-200" };
if (bps >= 100) return { label: "Modéré", color: "text-yellow-700 bg-yellow-50 border-yellow-200" };
return { label: "Faible", color: "text-gray-600 bg-gray-50 border-gray-200" };
}
// ── Component ─────────────────────────────────────────────────────────────────
export default function YieldsTab({ yieldsData }: Props) {
if (!yieldsData) {
return (
<div className="flex items-center justify-center h-48 text-gray-400 text-sm">
Chargement des rendements
</div>
);
}
const { yields, dayDeltas = {} } = yieldsData;
// Filtre les devises avec données, tri décroissant
const sorted = useMemo(() => {
return (Object.entries(yields) as [string, number | null][])
.filter(([, v]) => v !== null)
.sort(([, a], [, b]) => (b as number) - (a as number)) as [string, number][];
}, [yields]);
if (sorted.length === 0) {
return (
<div className="flex items-center justify-center h-48 text-gray-400 text-sm">
Données indisponibles
</div>
);
}
const maxYield = sorted[0][1];
const minYield = sorted[sorted.length - 1][1];
// Top carry pairs (toutes combinaisons triées par écart décroissant)
const carryPairs = useMemo(() => {
const pairs: { long: string; short: string; bps: number }[] = [];
for (let i = 0; i < sorted.length; i++) {
for (let j = i + 1; j < sorted.length; j++) {
const [cLong, yLong] = sorted[i];
const [cShort, yShort] = sorted[j];
pairs.push({ long: cLong, short: cShort, bps: Math.round((yLong - yShort) * 100) });
}
}
return pairs.sort((a, b) => b.bps - a.bps);
}, [sorted]);
const topCarry = carryPairs.slice(0, 6);
const tightPairs = [...carryPairs].sort((a, b) => a.bps - b.bps).slice(0, 4);
// Divergences : devises dont la direction journalière est opposée à la majorité
const divergences = useMemo(() => {
const deltas = sorted.map(([ccy]) => ({ ccy, d: dayDeltas[ccy] ?? 0 }));
const rising = deltas.filter(x => x.d > 0.001).length;
const falling = deltas.filter(x => x.d < -0.001).length;
const majority = rising >= falling ? "up" : "down";
return deltas
.filter(x => {
if (majority === "up" && x.d < -0.001) return true;
if (majority === "down" && x.d > 0.001) return true;
return false;
})
.sort((a, b) => Math.abs(b.d) - Math.abs(a.d));
}, [sorted, dayDeltas]);
// Movers du jour (triés par amplitude de variation)
const movers = useMemo(() => {
return sorted
.map(([ccy]) => ({ ccy, d: dayDeltas[ccy] ?? 0 }))
.filter(x => Math.abs(x.d) >= 0.001)
.sort((a, b) => Math.abs(b.d) - Math.abs(a.d));
}, [sorted, dayDeltas]);
return (
<div className="space-y-5">
{/* ── Header ──────────────────────────────────────────────────────────── */}
<div className="flex items-center justify-between">
<div>
<h2 className="text-sm font-semibold text-gray-800">
Rendements Souverains 10Y
</h2>
<p className="text-[10px] text-gray-400 mt-0.5">
Source : Trading Economics (données du jour) · EUR = Bund allemand
</p>
</div>
<div className="text-right text-[10px] text-gray-400">
<span className="font-semibold text-green-600">{sorted[0][0]} {fmt(maxYield)} max</span>
<span className="mx-2 text-gray-300">|</span>
<span className="font-semibold text-blue-600">{sorted.at(-1)![0]} {fmt(minYield)} min</span>
</div>
</div>
{/* ── Classement barres horizontales ──────────────────────────────────── */}
<div className="bg-white border border-gray-100 rounded-xl p-4">
<p className="text-[10px] font-semibold text-gray-400 uppercase tracking-widest mb-3">
Classement Yield 10Y
</p>
<div className="space-y-2">
{sorted.map(([ccy, yld], i) => {
const pct = maxYield > 0 ? (yld / maxYield) * 100 : 0;
const delta = dayDeltas[ccy] ?? null;
const isMax = i === 0;
const isMin = i === sorted.length - 1;
const barColor = isMax
? "bg-emerald-500"
: isMin
? "bg-blue-400"
: yld > 3.5
? "bg-green-400"
: yld > 2
? "bg-yellow-400"
: "bg-blue-300";
return (
<div key={ccy} className="flex items-center gap-3">
{/* Devise */}
<div className="w-24 flex items-center gap-1.5 flex-shrink-0">
<span className="text-sm">{CCY_FLAGS[ccy]}</span>
<span className="text-xs font-semibold text-gray-700 w-7">{ccy}</span>
{isMax && (
<span className="text-[9px] font-medium bg-emerald-100 text-emerald-700 rounded-full px-1">MAX</span>
)}
{isMin && (
<span className="text-[9px] font-medium bg-blue-100 text-blue-700 rounded-full px-1">MIN</span>
)}
</div>
{/* Barre */}
<div className="flex-1 bg-gray-100 rounded-full h-2.5 overflow-hidden">
<div
className={`h-full rounded-full transition-all duration-500 ${barColor}`}
style={{ width: `${pct}%` }}
/>
</div>
{/* Yield */}
<div className="w-16 text-right text-xs font-mono font-semibold text-gray-800">
{fmt(yld)}
</div>
{/* Delta jour */}
<div className={`w-16 text-right text-[10px] font-mono flex items-center justify-end gap-0.5 ${deltaColor(delta)}`}>
{deltaIcon(delta)}
{delta !== null ? (delta >= 0 ? "+" : "") + delta.toFixed(3) : "—"}
</div>
</div>
);
})}
</div>
</div>
{/* ── Deux colonnes : Top Carry + Spreads Étroits ─────────────────────── */}
<div className="grid grid-cols-1 md:grid-cols-2 gap-4">
{/* Top carry */}
<div className="bg-white border border-gray-100 rounded-xl p-4">
<p className="text-[10px] font-semibold text-gray-400 uppercase tracking-widest mb-3">
🚀 Top Carry Écarts les plus larges
</p>
<div className="space-y-2">
{topCarry.map(({ long, short, bps }) => {
const { label, color } = carryLabel(bps);
return (
<div key={`${long}${short}`} className="flex items-center justify-between gap-2">
<div className="flex items-center gap-1.5">
<span className="text-xs">{CCY_FLAGS[long]}</span>
<span className="text-xs font-semibold text-gray-700">{long}</span>
<ArrowRight size={10} className="text-gray-300" />
<span className="text-xs">{CCY_FLAGS[short]}</span>
<span className="text-xs font-semibold text-gray-700">{short}</span>
</div>
<div className="flex items-center gap-2">
<span className="text-xs font-mono font-semibold text-gray-800">
+{bps} bps
</span>
<span className={`text-[9px] font-medium border rounded-full px-1.5 py-0.5 ${color}`}>
{label}
</span>
</div>
</div>
);
})}
</div>
<p className="text-[9px] text-gray-400 mt-3 border-t border-gray-50 pt-2">
Long = devise avec yield le plus élevé · Court = yield le plus faible.
Carry = emprunter la devise bon marché pour acheter la devise chère.
</p>
</div>
{/* Spreads étroits */}
<div className="bg-white border border-gray-100 rounded-xl p-4">
<p className="text-[10px] font-semibold text-gray-400 uppercase tracking-widest mb-3">
🔄 Convergence Spreads les plus étroits
</p>
<div className="space-y-2">
{tightPairs.map(({ long, short, bps }) => (
<div key={`${long}${short}`} className="flex items-center justify-between gap-2">
<div className="flex items-center gap-1.5">
<span className="text-xs">{CCY_FLAGS[long]}</span>
<span className="text-xs font-semibold text-gray-700">{long}</span>
<span className="text-[9px] text-gray-400">/</span>
<span className="text-xs">{CCY_FLAGS[short]}</span>
<span className="text-xs font-semibold text-gray-700">{short}</span>
</div>
<div className="flex items-center gap-2">
<span className="text-xs font-mono font-semibold text-gray-600">
{bps} bps
</span>
<span className="text-[9px] font-medium border rounded-full px-1.5 py-0.5 bg-purple-50 text-purple-700 border-purple-200">
Range
</span>
</div>
</div>
))}
</div>
<p className="text-[9px] text-gray-400 mt-3 border-t border-gray-50 pt-2">
Spreads étroits = peu d'avantage de taux entre les deux devises.
La paire est davantage guidée par d'autres facteurs (sentiment, données macro).
</p>
</div>
</div>
{/* ── Divergences + Movers du jour ────────────────────────────────────── */}
<div className="grid grid-cols-1 md:grid-cols-2 gap-4">
{/* Divergences */}
<div className="bg-white border border-gray-100 rounded-xl p-4">
<p className="text-[10px] font-semibold text-gray-400 uppercase tracking-widest mb-3">
Divergences du jour
</p>
{divergences.length === 0 ? (
<p className="text-xs text-gray-400 italic">
Aucune divergence notable tous les yields bougent dans la même direction.
</p>
) : (
<>
<div className="space-y-2">
{divergences.map(({ ccy, d }) => (
<div key={ccy} className="flex items-center justify-between">
<div className="flex items-center gap-1.5">
<span className="text-xs">{CCY_FLAGS[ccy]}</span>
<span className="text-xs font-semibold text-gray-700">{ccy}</span>
<span className="text-[10px] text-gray-400">{CCY_COUNTRY[ccy]}</span>
</div>
<div className={`flex items-center gap-1 text-xs font-mono font-semibold ${deltaColor(d)}`}>
{deltaIcon(d)}
{d >= 0 ? "+" : ""}{d.toFixed(3)}%
<span className={`ml-1 text-[9px] border rounded-full px-1.5 py-0.5 ${
d > 0
? "bg-green-50 text-green-700 border-green-200"
: "bg-red-50 text-red-700 border-red-200"
}`}>
{d > 0 ? "↑ contre tendance" : "↓ contre tendance"}
</span>
</div>
</div>
))}
</div>
<p className="text-[9px] text-gray-400 mt-3 border-t border-gray-50 pt-2">
Ces devises bougent à contre-courant des autres ce jour.
Signal potentiel de réévaluation ou d'actualité macro spécifique.
</p>
</>
)}
</div>
{/* Movers du jour */}
<div className="bg-white border border-gray-100 rounded-xl p-4">
<p className="text-[10px] font-semibold text-gray-400 uppercase tracking-widest mb-3">
📊 Movers du jour (variation yield)
</p>
{movers.length === 0 ? (
<p className="text-xs text-gray-400 italic">Pas de mouvement significatif ce jour.</p>
) : (
<div className="space-y-2">
{movers.map(({ ccy, d }, i) => {
const maxDelta = Math.max(...movers.map(m => Math.abs(m.d)));
const barW = maxDelta > 0 ? (Math.abs(d) / maxDelta) * 100 : 0;
return (
<div key={ccy} className="flex items-center gap-3">
<div className="w-20 flex items-center gap-1.5 flex-shrink-0">
<span className="text-xs">{CCY_FLAGS[ccy]}</span>
<span className="text-xs font-semibold text-gray-700">{ccy}</span>
{i === 0 && (
<span className="text-[9px] bg-orange-100 text-orange-700 rounded-full px-1">1er</span>
)}
</div>
<div className="flex-1 bg-gray-100 rounded-full h-1.5 overflow-hidden">
<div
className={`h-full rounded-full ${d > 0 ? "bg-green-400" : "bg-red-400"}`}
style={{ width: `${barW}%` }}
/>
</div>
<div className={`w-16 text-right text-[10px] font-mono font-semibold ${deltaColor(d)}`}>
{d >= 0 ? "+" : ""}{d.toFixed(3)}%
</div>
</div>
);
})}
</div>
)}
<p className="text-[9px] text-gray-400 mt-3 border-t border-gray-50 pt-2">
Variation du rendement 10Y par rapport à la clôture de la veille.
Un yield qui monte = signal hawkish / pression vendeuse sur l'obligataire.
</p>
</div>
</div>
</div>
);
}
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@@ -0,0 +1,100 @@
// lib/tecpi.ts
// Scrape tradingeconomics.com/country-list/core-inflation-rate pour les 8 devises.
// Une seule requête HTTP (cache 6h via Next.js) — remplace les séries FRED mensuelles
// qui avaient de 1 mois à 1 an de retard (GBP GBRCPIALLMINMEI, JPY PCPI total, etc.)
import type { Currency } from "./types";
const TE_COUNTRY_CPI: Record<Currency, string> = {
USD: "United States",
EUR: "Euro Area",
GBP: "United Kingdom",
JPY: "Japan",
CHF: "Switzerland",
CAD: "Canada",
AUD: "Australia",
NZD: "New Zealand",
};
export interface CoreCPIEntry {
value: number; // YoY %
prev: number; // valeur précédente
refMonth: string; // "2026-04-01"
}
export type CoreCPIMap = Partial<Record<Currency, CoreCPIEntry>>;
// Convertit "Apr/26" → "2026-04-01"
function parseRefDate(raw: string): string {
const MONTHS: Record<string, string> = {
Jan: "01", Feb: "02", Mar: "03", Apr: "04", May: "05", Jun: "06",
Jul: "07", Aug: "08", Sep: "09", Oct: "10", Nov: "11", Dec: "12",
};
const m = raw.match(/([A-Za-z]+)\/(\d{2})/);
if (!m) return "";
const month = MONTHS[m[1]] ?? "01";
const year = `20${m[2]}`;
return `${year}-${month}-01`;
}
export async function fetchTECoreInflation(): Promise<CoreCPIMap> {
try {
const res = await fetch(
"https://tradingeconomics.com/country-list/core-inflation-rate?continent=world",
{
next: { revalidate: 21600 }, // 6h — données mensuelles, inutile de re-fetcher trop souvent
headers: {
"User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 Chrome/124.0.0.0 Safari/537.36",
"Accept": "text/html,application/xhtml+xml,application/xml;q=0.9,*/*;q=0.8",
"Accept-Language": "en-US,en;q=0.9",
},
}
);
if (!res.ok) {
console.warn("[tecpi] HTTP", res.status);
return {};
}
const html = await res.text();
return parseCoreInflationHTML(html);
} catch (err) {
console.error("[tecpi] error:", err);
return {};
}
}
function parseCoreInflationHTML(html: string): CoreCPIMap {
const result: CoreCPIMap = {};
const seen = new Set<Currency>();
const rowPattern = /<tr[^>]*>([\s\S]*?)<\/tr>/g;
let m: RegExpExecArray | null;
while ((m = rowPattern.exec(html)) !== null) {
const text = m[1].replace(/<[^>]+>/g, " ").replace(/\s+/g, " ").trim();
for (const [ccy, country] of Object.entries(TE_COUNTRY_CPI) as [Currency, string][]) {
if (seen.has(ccy)) continue;
if (!text.startsWith(country)) continue;
// Format : "Country Last Previous Mon/YY %"
// Last / Previous peuvent être négatifs (ex : Morocco -0.3)
const nums = text.match(/-?\d+\.?\d*/g);
// Chercher la date de référence (format Mon/YY)
const dateMatch = text.match(/([A-Za-z]{3}\/\d{2})/);
if (nums && nums.length >= 2) {
result[ccy] = {
value: parseFloat(nums[0]),
prev: parseFloat(nums[1]),
refMonth: dateMatch ? parseRefDate(dateMatch[1]) : "",
};
seen.add(ccy);
}
break;
}
if (seen.size === 8) break;
}
return result;
}
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