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
2026-06-27 14:12:05 +02:00
co-authored by Claude Sonnet 4.6
parent a3d847ce59
commit 9da463a424
12 changed files with 1777 additions and 754 deletions
+35 -12
View File
@@ -110,7 +110,8 @@ export interface DriverData {
sp500Change: number | null; // pts vs clôture j-1
sp500ChangePct: number | null; // % vs clôture j-1
btc: number | null; // BTC/USD
btcChange24h: number | null; // % variation 24h (CoinGecko)
btcChange24h: number | null; // % variation 24h (legacy)
btcDeltaPct: number | null; // % vs clôture J-1 (Business Insider)
// Crédit
hySpread: number | null;
igSpread: number | null;
@@ -121,14 +122,18 @@ export interface DriverData {
us2y: number | null;
curveSlope: number | null;
// Commodités (avec delta vs session précédente)
gold: number | null;
goldDelta: number | null;
silver: number | null;
silverDelta: number | null;
brent: number | null;
brentDelta: number | null;
gold: number | null;
goldDelta: number | null;
goldDeltaPct: number | null;
silver: number | null;
silverDelta: number | null;
silverDeltaPct: number | null;
brent: number | null;
brentDelta: number | null;
brentDeltaPct: number | null;
wti: number | null;
wtiDelta: number | null;
wtiDeltaPct: number | null;
// Compat
copper: number | null;
}
@@ -144,10 +149,28 @@ export interface SentimentEntry {
pair: string;
}
export type MacroSection = "all" | "inflation" | "pmi" | "employment" | "gdp" | "policy";
export interface CotEntry {
net: number;
longPct: number;
shortPct: number;
totalLev: number;
weekDate: string;
// HF — Leveraged Money (spéculation directionnelle, hedge funds / CTAs)
net: number; // longs - shorts
hfLongs: number; // contrats long bruts
hfShorts: number; // contrats short bruts
longPct: number; // % longs / total HF
shortPct: number; // % shorts / total HF
totalLev: number; // total contrats HF
// AM — Asset Manager (hedging institutionnel, fonds pension / souverains)
amNet: number;
amLongs: number;
amShorts: number;
amLongPct: number; // % longs / total AM
amTotal: number;
// Δ semaine précédente (null si pas de données J-7)
netDelta: number | null; // Δ net HF
longsDelta: number | null; // Δ longs HF (+= ajout de longs)
shortsDelta: number | null; // Δ shorts HF (+= ajout de shorts)
amNetDelta: number | null; // Δ net AM
// Métadonnées
weekDate: string;
prevWeekDate: string | null;
}