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https://github.com/caty21/forex-dashboard.git
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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
+66
-35
@@ -15,6 +15,7 @@ interface YieldsData {
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interface Props {
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yieldsData: YieldsData | null;
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fxDayPct?: Record<string, number | null> | null;
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}
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// ── Helpers ───────────────────────────────────────────────────────────────────
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@@ -54,7 +55,7 @@ function carryLabel(bps: number): { label: string; color: string } {
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// ── Component ─────────────────────────────────────────────────────────────────
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export default function YieldsTab({ yieldsData }: Props) {
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export default function YieldsTab({ yieldsData, fxDayPct }: Props) {
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if (!yieldsData) {
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return (
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<div className="flex items-center justify-center h-48 text-gray-400 text-sm">
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@@ -99,21 +100,35 @@ export default function YieldsTab({ yieldsData }: Props) {
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const topCarry = carryPairs.slice(0, 6);
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const tightPairs = [...carryPairs].sort((a, b) => a.bps - b.bps).slice(0, 4);
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// Divergences : devises dont la direction journalière est opposée à la majorité
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// Divergences yield/FX : yield et devise vont dans des directions opposées
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// Yield ↑ + devise ↓ → obligations vendues MAIS devise sous pression = signal de stress
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// Yield ↓ + devise ↑ → obligations achetées MAIS devise forte = safe-haven ou anomalie
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// Seuils : yield ≥ 2bp (0.02%) ET FX ≥ 0.1% pour filtrer le bruit
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const divergences = useMemo(() => {
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const deltas = sorted.map(([ccy]) => ({ ccy, d: dayDeltas[ccy] ?? 0 }));
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const rising = deltas.filter(x => x.d > 0.001).length;
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const falling = deltas.filter(x => x.d < -0.001).length;
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const majority = rising >= falling ? "up" : "down";
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const YIELD_THRESHOLD = 0.02; // 2 basis points minimum
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const FX_THRESHOLD = 0.1; // 0.1% FX move minimum
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const result: { ccy: string; yieldDelta: number; fxPct: number; type: "stress" | "safehaven" }[] = [];
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return deltas
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.filter(x => {
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if (majority === "up" && x.d < -0.001) return true;
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if (majority === "down" && x.d > 0.001) return true;
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return false;
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})
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.sort((a, b) => Math.abs(b.d) - Math.abs(a.d));
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}, [sorted, dayDeltas]);
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for (const [ccy] of sorted) {
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const yd = dayDeltas[ccy] ?? null;
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const fx = fxDayPct?.[ccy] ?? null;
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if (yd === null || fx === null) continue;
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if (Math.abs(yd) < YIELD_THRESHOLD || Math.abs(fx) < FX_THRESHOLD) continue;
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const yieldUp = yd > 0;
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const fxUp = fx > 0;
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if (yieldUp && !fxUp) {
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// Yield monte, devise baisse → signal de stress / pression vendeuse sur dettes
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result.push({ ccy, yieldDelta: yd, fxPct: fx, type: "stress" });
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} else if (!yieldUp && fxUp) {
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// Yield baisse, devise monte → safe-haven ou anomalie (ex: JPY, CHF)
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result.push({ ccy, yieldDelta: yd, fxPct: fx, type: "safehaven" });
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}
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}
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return result.sort((a, b) => Math.abs(b.yieldDelta) + Math.abs(b.fxPct) - (Math.abs(a.yieldDelta) + Math.abs(a.fxPct)));
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}, [sorted, dayDeltas, fxDayPct]);
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// Movers du jour (triés par amplitude de variation)
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const movers = useMemo(() => {
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@@ -276,42 +291,58 @@ export default function YieldsTab({ yieldsData }: Props) {
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{/* ── Divergences + Movers du jour ────────────────────────────────────── */}
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<div className="grid grid-cols-1 md:grid-cols-2 gap-4">
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{/* Divergences */}
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{/* Divergences yield/FX */}
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<div className="bg-white border border-gray-100 rounded-xl p-4">
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<p className="text-[10px] font-semibold text-gray-400 uppercase tracking-widest mb-3">
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⚡ Divergences du jour
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<p className="text-[10px] font-semibold text-gray-400 uppercase tracking-widest mb-1">
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⚡ Divergences Yield / FX
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</p>
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{divergences.length === 0 ? (
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<p className="text-[9px] text-gray-400 mb-3">
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Yield et devise vont dans des sens opposés — signal d'anomalie ou de stress
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</p>
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{!fxDayPct ? (
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<p className="text-xs text-gray-400 italic">Données FX non disponibles.</p>
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) : divergences.length === 0 ? (
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<p className="text-xs text-gray-400 italic">
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Aucune divergence notable — tous les yields bougent dans la même direction.
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Aucune divergence — yield et devise évoluent de façon cohérente ce jour.
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</p>
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) : (
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<>
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<div className="space-y-2">
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{divergences.map(({ ccy, d }) => (
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<div key={ccy} className="flex items-center justify-between">
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<div className="flex items-center gap-1.5">
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<div className="space-y-2.5">
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{divergences.map(({ ccy, yieldDelta, fxPct, type }) => (
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<div key={ccy} className="flex items-center justify-between gap-2">
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<div className="flex items-center gap-1.5 shrink-0">
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<span className="text-xs">{CCY_FLAGS[ccy]}</span>
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<span className="text-xs font-semibold text-gray-700">{ccy}</span>
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<span className="text-[10px] text-gray-400">{CCY_COUNTRY[ccy]}</span>
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<span className="text-xs font-semibold text-gray-700 w-7">{ccy}</span>
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</div>
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<div className={`flex items-center gap-1 text-xs font-mono font-semibold ${deltaColor(d)}`}>
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{deltaIcon(d)}
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{d >= 0 ? "+" : ""}{d.toFixed(3)}%
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<span className={`ml-1 text-[9px] border rounded-full px-1.5 py-0.5 ${
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d > 0
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? "bg-green-50 text-green-700 border-green-200"
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: "bg-red-50 text-red-700 border-red-200"
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<div className="flex items-center gap-2 flex-1 justify-end flex-wrap">
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{/* Yield delta */}
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<span className={`text-[10px] font-mono font-semibold flex items-center gap-0.5 ${deltaColor(yieldDelta)}`}>
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{deltaIcon(yieldDelta)}
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<span className="text-[9px] text-gray-400 mr-0.5">yield</span>
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{yieldDelta >= 0 ? "+" : ""}{yieldDelta.toFixed(3)}%
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</span>
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<span className="text-gray-300 text-[10px]">vs</span>
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{/* FX delta */}
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<span className={`text-[10px] font-mono font-semibold flex items-center gap-0.5 ${deltaColor(fxPct)}`}>
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{deltaIcon(fxPct)}
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<span className="text-[9px] text-gray-400 mr-0.5">FX</span>
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{fxPct >= 0 ? "+" : ""}{fxPct.toFixed(2)}%
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</span>
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{/* Badge type */}
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<span className={`text-[9px] border rounded-full px-1.5 py-0.5 shrink-0 ${
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type === "stress"
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? "bg-red-50 text-red-700 border-red-200"
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: "bg-blue-50 text-blue-700 border-blue-200"
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}`}>
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{d > 0 ? "↑ contre tendance" : "↓ contre tendance"}
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{type === "stress" ? "⚠ stress dette" : "🛡 safe-haven"}
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</span>
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</div>
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</div>
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))}
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</div>
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<p className="text-[9px] text-gray-400 mt-3 border-t border-gray-50 pt-2">
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Ces devises bougent à contre-courant des autres ce jour.
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Signal potentiel de réévaluation ou d'actualité macro spécifique.
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Stress dette : yield ↑ + devise ↓ (obligations vendues, devise sous pression).<br />
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Safe-haven : yield ↓ + devise ↑ (capitaux attirés malgré taux bas).
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</p>
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</>
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)}
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