mirror of
https://github.com/caty21/forex-dashboard.git
synced 2026-08-14 21:18:06 +00:00
feat: OISEnhancedBlock — rate curve, implied pts, scénarios charts per CB
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
caty21
co-authored by
Claude Sonnet 4.6
Claude Sonnet 4.6
parent
a3d847ce59
commit
9da463a424
+106
-56
@@ -1,44 +1,39 @@
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import { NextResponse } from "next/server";
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import { inflateRawSync } from "zlib";
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import { COT_CODES } from "@/lib/constants";
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import type { Currency, CotEntry } from "@/lib/types";
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// ── CFTC Traders in Financial Futures (TFF) — format legacy CSV sans header ──
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// URL : https://www.cftc.gov/dea/newcot/FinFutWk.txt (mis à jour chaque vendredi)
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// ── CFTC Traders in Financial Futures (TFF) — fichier annuel ZIP ──────────────
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// URL : https://www.cftc.gov/files/dea/history/fut_fin_txt_YYYY.zip
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// Contient toutes les semaines de l'année en ordre décroissant.
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// On extrait les 2 dernières semaines par devise pour calculer les deltas.
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//
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// Colonnes (0-based, séparées par virgule) :
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// 0 Market_and_Exchange_Names
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// 1 As_of_Date_In_Form_YYMMDD
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// 2 Report_Date_as_YYYY-MM-DD
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// 3 CFTC_Contract_Market_Code
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// 4 CFTC_Market_Code
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// 5 CFTC_Region_Code
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// 6 CFTC_Commodity_Code
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// 7 Open_Interest_All
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// 8 Dealer_Positions_Long_All
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// 9 Dealer_Positions_Short_All
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// 10 Dealer_Positions_Spreading_All
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// 11 Asset_Mgr_Positions_Long_All
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// 12 Asset_Mgr_Positions_Short_All
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// 13 Asset_Mgr_Positions_Spreading_All
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// 14 Lev_Money_Positions_Long_All ← hedge funds (positions spéculatives)
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// 14 Lev_Money_Positions_Long_All ← hedge funds
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// 15 Lev_Money_Positions_Short_All
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// 16 Lev_Money_Positions_Spreading_All
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// ...
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const CFTC_URL = "https://www.cftc.gov/dea/newcot/FinFutWk.txt";
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const IDX_CODE = 3;
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const IDX_CODE = 3;
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const IDX_DATE = 2;
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const IDX_AM_LONG = 11;
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const IDX_AM_SHORT = 12;
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const IDX_LEV_LONG = 14;
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const IDX_LEV_SHORT = 15;
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const IDX_DATE = 2;
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function cftcZipUrl(): string {
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return `https://www.cftc.gov/files/dea/history/fut_fin_txt_${new Date().getFullYear()}.zip`;
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}
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// In-memory cache — expire le vendredi suivant à 15h30 UTC (publication CFTC)
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// TTL max 4 jours pour garantir refresh chaque semaine
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let _cache: { data: Record<string, unknown>; ts: number; weekDate: string } | null = null;
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let _cache: { data: Record<string, unknown>; ts: number } | null = null;
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function nextCftcRelease(): number {
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const now = new Date();
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const d = new Date(now);
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// Prochain vendredi 15:30 UTC
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const d = new Date();
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const daysUntilFriday = (5 - d.getUTCDay() + 7) % 7 || 7;
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d.setUTCDate(d.getUTCDate() + daysUntilFriday);
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d.setUTCHours(15, 30, 0, 0);
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@@ -46,9 +41,7 @@ function nextCftcRelease(): number {
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}
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function cacheTtl(): number {
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const ttlToRelease = nextCftcRelease() - Date.now();
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// max 4 jours pour éviter de bloquer sur de vieilles données
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return Math.min(ttlToRelease, 4 * 24 * 3600_000);
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return Math.min(nextCftcRelease() - Date.now(), 4 * 24 * 3600_000);
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}
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export type { CotEntry } from "@/lib/types";
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@@ -59,81 +52,138 @@ export async function GET() {
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}
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try {
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const res = await fetch(CFTC_URL, {
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next: { revalidate: 86400 }, // revalidate quotidien — CFTC sort chaque vendredi
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const res = await fetch(cftcZipUrl(), {
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cache: "no-store",
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headers: { "User-Agent": "Mozilla/5.0 (compatible; ForexDashboard/1.0)" },
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cache: "no-store", // forcer fetch frais pour l'in-memory cache ci-dessus
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});
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if (!res.ok) {
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return NextResponse.json({ error: `CFTC fetch failed: ${res.status}` }, { status: 502 });
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}
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const text = await res.text();
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const result = parseCOT(text);
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const zipBuf = Buffer.from(await res.arrayBuffer());
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const text = extractFirstFileFromZip(zipBuf);
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if (!text) return NextResponse.json({ error: "ZIP parse failed" }, { status: 502 });
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const weekDate = Object.values(result as Record<string, CotEntry>)[0]?.weekDate ?? "";
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_cache = { data: result, ts: Date.now(), weekDate };
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const result = parseCOT(text);
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_cache = { data: result, ts: Date.now() };
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return NextResponse.json(result);
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} catch (err) {
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return NextResponse.json({ error: String(err) }, { status: 502 });
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}
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}
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// ── ZIP parser minimal (format PKZIP, méthode 8 = deflate) ───────────────────
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function extractFirstFileFromZip(buf: Buffer): string | null {
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try {
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// Find End-of-Central-Directory (PK\x05\x06)
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let eocd = -1;
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for (let i = buf.length - 22; i >= 0; i--) {
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if (buf[i] === 0x50 && buf[i + 1] === 0x4b && buf[i + 2] === 0x05 && buf[i + 3] === 0x06) {
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eocd = i; break;
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}
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}
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if (eocd < 0) return null;
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const localHdrOffset = buf.readUInt32LE(buf.readUInt32LE(eocd + 16) + 42);
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const lfnLen = buf.readUInt16LE(localHdrOffset + 26);
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const lexLen = buf.readUInt16LE(localHdrOffset + 28);
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const dataStart = localHdrOffset + 30 + lfnLen + lexLen;
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const compSize = buf.readUInt32LE(localHdrOffset + 18);
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const method = buf.readUInt16LE(localHdrOffset + 8);
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const compressed = buf.slice(dataStart, dataStart + compSize);
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const decompressed = method === 8
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? inflateRawSync(compressed)
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: compressed; // stored (method 0)
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return decompressed.toString("utf8");
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} catch {
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return null;
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}
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}
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// ── Parseur CSV TFF ──────────────────────────────────────────────────────────
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type RawWeek = {
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hfLongs: number; hfShorts: number;
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amLongs: number; amShorts: number;
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weekDate: string;
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};
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function parseCOT(csv: string): Record<string, CotEntry> {
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const lines = csv.split("\n");
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const lines = csv.split("\n");
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const targetCodes = new Set(Object.values(COT_CODES));
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const result: Record<string, CotEntry> = {};
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const raw: Record<string, RawWeek[]> = {};
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for (const line of lines) {
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if (!line.trim()) continue;
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// Split respectant les guillemets
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const cols = splitCsvLine(line);
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if (cols.length < 16) continue;
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const code = cols[IDX_CODE]?.trim();
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if (!code || !targetCodes.has(code)) continue;
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const longs = parseInt(cols[IDX_LEV_LONG]?.trim() ?? "0", 10);
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const shorts = parseInt(cols[IDX_LEV_SHORT]?.trim() ?? "0", 10);
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if (isNaN(longs) || isNaN(shorts)) continue;
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const hfLongs = parseInt(cols[IDX_LEV_LONG]?.trim() ?? "0", 10);
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const hfShorts = parseInt(cols[IDX_LEV_SHORT]?.trim() ?? "0", 10);
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const amLongs = parseInt(cols[IDX_AM_LONG]?.trim() ?? "0", 10);
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const amShorts = parseInt(cols[IDX_AM_SHORT]?.trim() ?? "0", 10);
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if (isNaN(hfLongs) || isNaN(hfShorts) || isNaN(amLongs) || isNaN(amShorts)) continue;
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const total = longs + shorts;
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const net = longs - shorts;
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const weekDate = cols[IDX_DATE]?.trim() ?? "";
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if (!raw[code]) raw[code] = [];
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// Keep only the 2 most-recent weeks (file is in descending date order)
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if (raw[code].length < 2) raw[code].push({ hfLongs, hfShorts, amLongs, amShorts, weekDate });
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}
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const result: Record<string, CotEntry> = {};
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for (const [code, weeks] of Object.entries(raw)) {
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const currency = (Object.entries(COT_CODES) as [Currency, string][])
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.find(([, c]) => c === code)?.[0];
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if (!currency) continue;
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if (!currency || weeks.length === 0) continue;
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const cur = weeks[0];
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const prev = weeks[1] ?? null;
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const hfTotal = cur.hfLongs + cur.hfShorts;
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const hfNet = cur.hfLongs - cur.hfShorts;
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const amTotal = cur.amLongs + cur.amShorts;
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const amNet = cur.amLongs - cur.amShorts;
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result[currency] = {
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net,
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longPct: total > 0 ? Math.round((longs / total) * 100) : 50,
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shortPct: total > 0 ? Math.round((shorts / total) * 100) : 50,
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totalLev: total,
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weekDate,
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net: hfNet,
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hfLongs: cur.hfLongs,
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hfShorts: cur.hfShorts,
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longPct: hfTotal > 0 ? Math.round((cur.hfLongs / hfTotal) * 100) : 50,
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shortPct: hfTotal > 0 ? Math.round((cur.hfShorts / hfTotal) * 100) : 50,
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totalLev: hfTotal,
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amNet,
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amLongs: cur.amLongs,
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amShorts: cur.amShorts,
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amLongPct: amTotal > 0 ? Math.round((cur.amLongs / amTotal) * 100) : 50,
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amTotal,
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netDelta: prev !== null ? hfNet - (prev.hfLongs - prev.hfShorts) : null,
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longsDelta: prev !== null ? cur.hfLongs - prev.hfLongs : null,
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shortsDelta: prev !== null ? cur.hfShorts - prev.hfShorts : null,
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amNetDelta: prev !== null ? amNet - (prev.amLongs - prev.amShorts) : null,
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weekDate: cur.weekDate,
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prevWeekDate: prev?.weekDate ?? null,
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};
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}
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return result;
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}
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/** Gère les champs entourés de guillemets doubles dans un CSV */
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function splitCsvLine(line: string): string[] {
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const result: string[] = [];
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let current = "";
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let inQuotes = false;
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for (let i = 0; i < line.length; i++) {
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const ch = line[i];
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if (ch === '"') {
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inQuotes = !inQuotes;
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} else if (ch === "," && !inQuotes) {
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result.push(current);
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current = "";
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} else {
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current += ch;
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}
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if (ch === '"') { inQuotes = !inQuotes; }
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else if (ch === "," && !inQuotes) { result.push(current); current = ""; }
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else { current += ch; }
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}
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result.push(current);
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return result;
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+144
-52
@@ -47,33 +47,6 @@ async function yahooQuote(symbol: string): Promise<FredResult> {
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} catch { return empty; }
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}
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// ── Stooq (Or XAU/USD, Argent XAG/USD — gratuit, sans clé, quasi temps réel) ─
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// delta = Close - Open = variation intraday vs ouverture de session
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async function stooqMetal(symbol: string): Promise<FredResult> {
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const empty: FredResult = { value: null, delta: null, deltaPct: null };
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try {
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const url = `https://stooq.com/q/l/?s=${symbol}&f=sd2t2ohlcv&h&e=csv`;
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const res = await fetch(url, {
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next: { revalidate: 300 }, // cache 5 min
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headers: { "User-Agent": "Mozilla/5.0 (compatible; ForexDashboard/1.0)" },
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});
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if (!res.ok) return empty;
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const text = await res.text();
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const lines = text.trim().split("\n");
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if (lines.length < 2) return empty;
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const cols = lines[1].split(",");
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// CSV header: Symbol,Date,Time,Open,High,Low,Close,Volume
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const open = parseFloat(cols[3]);
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const close = parseFloat(cols[6]);
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if (isNaN(close)) return empty;
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const delta = !isNaN(open) ? parseFloat((close - open).toFixed(2)) : null;
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const deltaPct = (!isNaN(open) && open > 0)
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? parseFloat(((close - open) / open * 100).toFixed(2))
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: null;
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return { value: parseFloat(close.toFixed(2)), delta, deltaPct };
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} catch { return empty; }
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}
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// ── Binance (Bitcoin — gratuit, sans clé, temps réel) ────────────────────────
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// ticker/price = prix spot instantané (plus précis que ticker/24hr lastPrice)
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@@ -110,36 +83,150 @@ async function coingeckoBTC(): Promise<{ value: number | null; change24h: number
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} catch { return { value: null, change24h: null }; }
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}
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// ── investing.com — BTC/USD temps réel (data-test attributes, cache 1 min) ────
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// Sélecteurs stables : data-test="instrument-price-last/change/change-percent"
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async function investingBTC(): Promise<{ value: number | null; delta: number | null; deltaPct: number | null }> {
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const empty = { value: null, delta: null, deltaPct: null };
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try {
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const res = await fetch("https://www.investing.com/crypto/bitcoin/btc-usd", {
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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/120.0.0.0 Safari/537.36",
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"Accept-Language": "en-US,en;q=0.9",
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},
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next: { revalidate: 60 },
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});
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if (!res.ok) return empty;
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const html = await res.text();
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// "61,307.0" → 61307
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const priceMatch = html.match(/data-test="instrument-price-last">([^<]+)/);
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const deltaMatch = html.match(/data-test="instrument-price-change">([^<]+)/);
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// "(-0.75%)" → -0.75
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const pctMatch = html.match(/data-test="instrument-price-change-percent">\(([^)%]+)%\)/);
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if (!priceMatch) return empty;
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const value = parseFloat(priceMatch[1].replace(/,/g, ""));
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if (isNaN(value)) return empty;
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const delta = deltaMatch ? parseFloat(deltaMatch[1].replace(/,/g, "")) : null;
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const deltaPct = pctMatch ? parseFloat(pctMatch[1])
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: delta !== null && value > 0 ? parseFloat(((delta / (value - delta)) * 100).toFixed(2))
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: null;
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return {
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value: Math.round(value),
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delta: delta !== null && !isNaN(delta) ? Math.round(delta) : null,
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deltaPct: deltaPct !== null && !isNaN(deltaPct) ? deltaPct : null,
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};
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} catch { return empty; }
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}
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// ── Business Insider Markets — WTI & S&P 500 (JSON inline, cache 1 min) ──────
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// JSON pattern dans le HTML : "currentValue":XX.XX et "previousClose":XX.XX
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async function biMarket(url: string): Promise<{ value: number | null; delta: number | null; deltaPct: number | null }> {
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const empty = { value: null, delta: null, deltaPct: null };
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try {
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const res = await fetch(url, {
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headers: { "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/120.0.0.0 Safari/537.36" },
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next: { revalidate: 60 },
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});
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if (!res.ok) return empty;
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const html = await res.text();
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const curMatch = html.match(/"currentValue":([\d.]+)/);
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const prevMatch = html.match(/"previousClose":([\d.]+)/);
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if (!curMatch) return empty;
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const value = parseFloat(curMatch[1]);
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const prev = prevMatch ? parseFloat(prevMatch[1]) : null;
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if (isNaN(value)) return empty;
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const delta = prev !== null ? parseFloat((value - prev).toFixed(2)) : null;
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const deltaPct = delta !== null && prev !== null && prev > 0
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? parseFloat(((delta / prev) * 100).toFixed(2)) : null;
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return { value: parseFloat(value.toFixed(2)), delta, deltaPct };
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} catch { return empty; }
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}
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// ── abcbourse.com — Brent spot temps réel (Six Financial Information) ────────
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// Sélecteurs HTML stables : id="lastcx" (cours), id="veille" (clôture J-1), id="varcx" (%)
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async function abcbourseBrent(): Promise<{ value: number | null; delta: number | null; deltaPct: number | null }> {
|
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const empty = { value: null, delta: null, deltaPct: null };
|
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try {
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const res = await fetch("https://www.abcbourse.com/cotation/XBRUSDu", {
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headers: { "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/120.0.0.0 Safari/537.36" },
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next: { revalidate: 60 },
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});
|
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if (!res.ok) return empty;
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const html = await res.text();
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|
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const priceMatch = html.match(/id="lastcx">([^<]+)/);
|
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const prevMatch = html.match(/id="veille">([^<]+)/);
|
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const pctMatch = html.match(/id="varcx"[^>]*>([^<]+)/);
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if (!priceMatch) return empty;
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// "96,70 $" → 96.70
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const value = parseFloat(priceMatch[1].replace(/[^\d,]/g, "").replace(",", "."));
|
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if (isNaN(value)) return empty;
|
||||
|
||||
const prev = prevMatch ? parseFloat(prevMatch[1].replace(",", ".").trim()) : null;
|
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const delta = prev !== null && !isNaN(prev) ? parseFloat((value - prev).toFixed(2)) : null;
|
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let deltaPct: number | null = null;
|
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if (pctMatch) {
|
||||
// + = "+" ; − ou − = "−"
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||||
const pctStr = pctMatch[1]
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||||
.replace(/[Bb];/g, "+")
|
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.replace(/−|−/g, "-")
|
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.replace("%", "")
|
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.replace(",", ".")
|
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.trim();
|
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const pctNum = parseFloat(pctStr);
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if (!isNaN(pctNum)) deltaPct = pctNum;
|
||||
} else if (delta !== null && prev !== null && prev > 0) {
|
||||
deltaPct = parseFloat(((delta / prev) * 100).toFixed(2));
|
||||
}
|
||||
|
||||
return { value, delta, deltaPct };
|
||||
} catch { return empty; }
|
||||
}
|
||||
|
||||
// ── GET ───────────────────────────────────────────────────────────────────────
|
||||
|
||||
export async function GET() {
|
||||
const fredKey = process.env.FRED_API_KEY;
|
||||
if (!fredKey) return NextResponse.json({ error: "FRED_API_KEY missing" }, { status: 500 });
|
||||
|
||||
// 1. Indices — Yahoo Finance (temps réel, cache 5 min)
|
||||
// ^VIX = CBOE Volatility Index | ^GSPC = S&P 500
|
||||
const [vixQ, sp500Q] = await Promise.all([
|
||||
// 1. Indices — Business Insider (JSON inline, cache 1 min) + fallback Yahoo Finance
|
||||
// VIX reste Yahoo (Business Insider n'a pas VIX)
|
||||
const [vixQ, sp500Raw] = await Promise.all([
|
||||
yahooQuote("^VIX"),
|
||||
yahooQuote("^GSPC"),
|
||||
biMarket("https://markets.businessinsider.com/index/s%26p_500"),
|
||||
]);
|
||||
const sp500Q = sp500Raw.value !== null ? sp500Raw : await yahooQuote("^GSPC");
|
||||
|
||||
// Pétrole — Stooq futures (quasi temps réel, cache 5 min, sans clé API)
|
||||
// cl.f = WTI NYMEX | cb.f = Brent ICE → delta = variation intraday vs ouverture
|
||||
const [brentQ, wtiQ] = await Promise.all([
|
||||
stooqMetal("cb.f"),
|
||||
stooqMetal("cl.f"),
|
||||
// Brent — abcbourse.com (Six Financial Information, temps réel, cache 1 min)
|
||||
// Fallback : Yahoo Finance BZ=F si le scraping échoue
|
||||
// WTI — Business Insider (JSON inline, cache 1 min) + fallback Yahoo Finance CL=F
|
||||
const [brentRaw, wtiRaw] = await Promise.all([
|
||||
abcbourseBrent(),
|
||||
biMarket("https://markets.businessinsider.com/commodities/oil-price?type=wti"),
|
||||
]);
|
||||
const brentQ = brentRaw.value !== null ? brentRaw : await yahooQuote("BZ=F").then(q => ({
|
||||
value: q.value, delta: q.delta, deltaPct: q.deltaPct,
|
||||
}));
|
||||
const wtiQ = wtiRaw.value !== null ? wtiRaw : await yahooQuote("CL=F");
|
||||
|
||||
// 2. Métaux précieux — Stooq (quasi temps réel, cache 5 min, sans clé API)
|
||||
// delta = variation intraday vs ouverture de session
|
||||
const [goldQ, silverQ] = await Promise.all([
|
||||
stooqMetal("xauusd"),
|
||||
stooqMetal("xagusd"),
|
||||
// 2. Métaux précieux — Business Insider (JSON inline, cache 1 min) + fallback Yahoo Finance
|
||||
const [goldRaw, silverRaw] = await Promise.all([
|
||||
biMarket("https://markets.businessinsider.com/commodities/gold-price"),
|
||||
biMarket("https://markets.businessinsider.com/commodities/silver-price"),
|
||||
]);
|
||||
const goldQ = goldRaw.value !== null ? goldRaw : await yahooQuote("GC=F");
|
||||
const silverQ = silverRaw.value !== null ? silverRaw : await yahooQuote("SI=F");
|
||||
|
||||
// 3. Bitcoin — Binance (temps réel), fallback CoinGecko
|
||||
const btcBin = await binanceBTC();
|
||||
const btcCg = btcBin.value === null ? await coingeckoBTC() : { value: null, change24h: null };
|
||||
// 3. BTC/USD — investing.com (data-test attrs, cache 1 min) + fallback Binance/CoinGecko
|
||||
const btcRaw = await investingBTC();
|
||||
const btcBin = btcRaw.value === null ? await binanceBTC() : { value: null, change24h: null };
|
||||
const btcCg = btcRaw.value === null && btcBin.value === null ? await coingeckoBTC() : { value: null, change24h: null };
|
||||
|
||||
// 4. FRED — spreads crédit (cache 1h)
|
||||
// Yields 10Y — TE bonds (cache 1h, données du jour)
|
||||
@@ -160,8 +247,9 @@ export async function GET() {
|
||||
sp500: sp500Q.value,
|
||||
sp500Change: sp500Q.delta,
|
||||
sp500ChangePct: sp500Q.deltaPct,
|
||||
btc: btcBin.value ?? btcCg.value,
|
||||
btc: btcRaw.value ?? btcBin.value ?? btcCg.value,
|
||||
btcChange24h: btcBin.change24h ?? btcCg.change24h,
|
||||
btcDeltaPct: btcRaw.deltaPct,
|
||||
// Crédit (FRED, bps)
|
||||
hySpread: hyRaw != null ? Math.round(hyRaw * 100) : null,
|
||||
igSpread: igRaw != null ? Math.round(igRaw * 100) : null,
|
||||
@@ -190,15 +278,19 @@ export async function GET() {
|
||||
us10y,
|
||||
us2y,
|
||||
curveSlope: us10y !== null && us2y !== null ? Math.round((us10y - us2y) * 100) : null,
|
||||
// Commodités — Or/Argent intraday (Stooq), Pétrole j-1 (FRED)
|
||||
gold: goldQ.value,
|
||||
goldDelta: goldQ.delta,
|
||||
silver: silverQ.value,
|
||||
silverDelta: silverQ.delta,
|
||||
brent: brentQ.value,
|
||||
brentDelta: brentQ.delta,
|
||||
// Commodités — Business Insider (cache 1 min) + fallback Yahoo Finance
|
||||
gold: goldQ.value,
|
||||
goldDelta: goldQ.delta,
|
||||
goldDeltaPct: goldQ.deltaPct,
|
||||
silver: silverQ.value,
|
||||
silverDelta: silverQ.delta,
|
||||
silverDeltaPct: silverQ.deltaPct,
|
||||
brent: brentQ.value,
|
||||
brentDelta: brentQ.delta,
|
||||
brentDeltaPct: brentQ.deltaPct,
|
||||
wti: wtiQ.value,
|
||||
wtiDelta: wtiQ.delta,
|
||||
wtiDeltaPct: wtiQ.deltaPct,
|
||||
// Compat
|
||||
copper: null,
|
||||
timestamp: Date.now(),
|
||||
|
||||
+28
-8
@@ -5,7 +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, fetchTEMoMInflation, fetchTEInflationYoY, fetchTECoreCPIMoM, fetchTECoreConsumerPricesIndex, fetchTEPPIMoM, fetchTECoreInflationPages, fetchTEInflationYoYPages, fetchTEAUDCommodityYoY, fetchTEGDPGrowthRate, fetchTEUnemploymentRate, fetchTESTIRRate } from "@/lib/tecpi";
|
||||
import { fetchTECoreInflation, fetchTEMoMInflation, fetchTEInflationYoY, fetchTECoreCPIMoM, fetchTECoreConsumerPricesIndex, fetchTEPPIMoM, fetchTECoreInflationPages, fetchTEInflationYoYPages, fetchTEAUDCommodityYoY, fetchTEGDPGrowthRate, fetchTEUnemploymentRate, fetchTESTIRRate, fetchTEEmploymentChange } from "@/lib/tecpi";
|
||||
import { fetchTEInflationForecasts } from "@/lib/tradingeconomics";
|
||||
|
||||
const FRED_BASE = "https://api.stlouisfed.org/fred/series/observations";
|
||||
@@ -625,14 +625,14 @@ function toIndicatorYoY(obs: Obs[], periods = 12): IndicatorResult {
|
||||
*/
|
||||
function toIndicatorDeltaK(obs: Obs[], personsToK: boolean): IndicatorResult {
|
||||
if (obs.length < 2) return null;
|
||||
const raw = obs[0].value - obs[1].value;
|
||||
const valK = personsToK
|
||||
? parseFloat((raw / 1000).toFixed(1))
|
||||
: parseFloat(raw.toFixed(1));
|
||||
const toK = (v: number) => personsToK ? parseFloat((v / 1000).toFixed(1)) : parseFloat(v.toFixed(1));
|
||||
const valK = toK(obs[0].value - obs[1].value);
|
||||
// Période précédente : delta obs[1]-obs[2] si disponible
|
||||
const prevK = obs.length >= 3 ? toK(obs[1].value - obs[2].value) : null;
|
||||
return {
|
||||
value: valK,
|
||||
prev: null,
|
||||
surprise: valK, // surprise = la valeur elle-même (signe = direction)
|
||||
prev: prevK,
|
||||
surprise: prevK !== null ? parseFloat((valK - prevK).toFixed(1)) : valK,
|
||||
trend: valK > 0 ? "up" : valK < 0 ? "down" : "flat",
|
||||
lastUpdated: obs[0].date,
|
||||
};
|
||||
@@ -1109,7 +1109,7 @@ export async function GET(req: NextRequest) {
|
||||
// Remplace séries FRED stale/erronées.
|
||||
// Nouvelles données : cpiYoY headline, cpiCoreMoM (pages individuelles), ppiMoM
|
||||
{
|
||||
const [teCoreMap, teMoMMap, teYoYMap, teCoreMoMMap, teCoreIdxMap, tePPIMap, teCorePages, teYoYPages, teAUDComm, teGDPMap, teUneMap, teSTIRMap] = await Promise.all([
|
||||
const [teCoreMap, teMoMMap, teYoYMap, teCoreMoMMap, teCoreIdxMap, tePPIMap, teCorePages, teYoYPages, teAUDComm, teGDPMap, teUneMap, teSTIRMap, teEmpMap] = await Promise.all([
|
||||
fetchTECoreInflation(),
|
||||
fetchTEMoMInflation(),
|
||||
fetchTEInflationYoY(),
|
||||
@@ -1122,6 +1122,7 @@ export async function GET(req: NextRequest) {
|
||||
fetchTEGDPGrowthRate(),
|
||||
fetchTEUnemploymentRate(),
|
||||
fetchTESTIRRate(),
|
||||
fetchTEEmploymentChange(),
|
||||
]);
|
||||
|
||||
const teCore = teCoreMap[currency];
|
||||
@@ -1286,6 +1287,25 @@ export async function GET(req: NextRequest) {
|
||||
}
|
||||
}
|
||||
|
||||
// Employment Change — TE pages individuelles (USD NFP, GBP MoM, AUD MoM, EUR QoQ%)
|
||||
// Remplace FRED : prev était null (toIndicatorDeltaK ne calculait pas le delta précédent)
|
||||
// EUR/GBP : pas de série FRED disponible → seule source
|
||||
{
|
||||
const teEmp = teEmpMap[currency];
|
||||
if (teEmp) {
|
||||
const surprise = teEmp.prev !== null
|
||||
? parseFloat((teEmp.value - teEmp.prev).toFixed(1))
|
||||
: teEmp.value;
|
||||
indicators.employment = {
|
||||
value: teEmp.value,
|
||||
prev: teEmp.prev,
|
||||
surprise,
|
||||
trend: teEmp.value > 0 ? "up" : teEmp.value < 0 ? "down" : "flat",
|
||||
lastUpdated: null,
|
||||
};
|
||||
}
|
||||
}
|
||||
|
||||
// AUD Commodity Prices YoY
|
||||
if (teAUDComm) {
|
||||
const surprise = teAUDComm.prev !== null
|
||||
|
||||
+44
-2
@@ -1,13 +1,43 @@
|
||||
import { NextResponse } from "next/server";
|
||||
import { fetchTEBondYields } from "@/lib/tebonds";
|
||||
|
||||
// Variation % d'un pair FX vs clôture J-1 (Yahoo Finance, cache 5 min)
|
||||
// Valeur positive = devise X plus forte vs USD (ou USD plus fort si pair inversé)
|
||||
async function fxChangePct(symbol: string, invert = false): Promise<number | null> {
|
||||
try {
|
||||
const res = await fetch(
|
||||
`https://query1.finance.yahoo.com/v8/finance/chart/${encodeURIComponent(symbol)}?interval=1d&range=2d`,
|
||||
{ next: { revalidate: 300 }, headers: { "User-Agent": "Mozilla/5.0" } }
|
||||
);
|
||||
if (!res.ok) return null;
|
||||
const meta = (await res.json())?.chart?.result?.[0]?.meta as { regularMarketPrice?: number; chartPreviousClose?: number } | undefined;
|
||||
const cur = meta?.regularMarketPrice ?? null;
|
||||
const prev = meta?.chartPreviousClose ?? null;
|
||||
if (cur === null || prev === null || prev === 0) return null;
|
||||
const pct = (cur - prev) / prev * 100;
|
||||
return parseFloat((invert ? -pct : pct).toFixed(3));
|
||||
} catch { return null; }
|
||||
}
|
||||
|
||||
// 10Y sovereign yields — source unique : tradingeconomics.com/bonds (HTML statique)
|
||||
// Remplace les sources précédentes (FRED DGS10 + IRLTLT01XXM156N mensuel + ECB/BoE APIs)
|
||||
// qui avaient des décalages allant de 1 jour (FRED daily) à 1 mois (FRED monthly JPY/CHF/AUD/NZD).
|
||||
// TE bonds = données du jour pour les 8 devises, cache 1h.
|
||||
|
||||
export async function GET() {
|
||||
const bondData = await fetchTEBondYields();
|
||||
const [bondData, fxResults] = await Promise.all([
|
||||
fetchTEBondYields(),
|
||||
Promise.all([
|
||||
fxChangePct("EURUSD=X"), // EUR: positif = EUR fort
|
||||
fxChangePct("GBPUSD=X"), // GBP: positif = GBP fort
|
||||
fxChangePct("USDJPY=X", true), // JPY: inversé (USD/JPY haut = JPY faible)
|
||||
fxChangePct("USDCHF=X", true), // CHF: inversé
|
||||
fxChangePct("USDCAD=X", true), // CAD: inversé
|
||||
fxChangePct("AUDUSD=X"), // AUD: positif = AUD fort
|
||||
fxChangePct("NZDUSD=X"), // NZD: positif = NZD fort
|
||||
]),
|
||||
]);
|
||||
const [eurFx, gbpFx, jpyFx, chfFx, cadFx, audFx, nzdFx] = fxResults;
|
||||
|
||||
const yields: Record<string, number | null> = {
|
||||
USD: bondData.USD?.yield10y ?? null,
|
||||
@@ -42,5 +72,17 @@ export async function GET() {
|
||||
}
|
||||
}
|
||||
|
||||
return NextResponse.json({ yields, spreads, dayDeltas, timestamp: Date.now() });
|
||||
// Variation FX journalière par devise (positif = devise forte vs USD)
|
||||
const fxDayPct: Record<string, number | null> = {
|
||||
USD: 0,
|
||||
EUR: eurFx,
|
||||
GBP: gbpFx,
|
||||
JPY: jpyFx,
|
||||
CHF: chfFx,
|
||||
CAD: cadFx,
|
||||
AUD: audFx,
|
||||
NZD: nzdFx,
|
||||
};
|
||||
|
||||
return NextResponse.json({ yields, spreads, dayDeltas, fxDayPct, timestamp: Date.now() });
|
||||
}
|
||||
|
||||
Reference in New Issue
Block a user