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fix: EUR/GBP data, PMI ForexFactory + TE, localStorage PMI persistence

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macro/route.ts :
  - Eurostat EUR CPI : ajout unit=RCH_MOM, freq=M pour que chaque dimension
    ait une seule valeur → position value[]=timeIndex correcte (bug de mapping
    multi-dimensionnel corrigé)
  - Eurostat EUR GDP : passage de CLV10_MEUR (niveaux) à CLV_PCH_PRE (QoQ%
    directement) + toIndicator au lieu de toIndicatorPct
  - Eurostat EUR chômage : ajout freq=M pour unicité de dimension
  - eurostatSorted : fallback automatique EA20 → EA19 si données vides
  - BoE (GBP taux) : ajout User-Agent + Accept → évite la redirection HTML
  - PMI : ForexFactory JSON (semaine courante, données structurées) en source
    primaire + TE scraping enrichi (Accept, Sec-Fetch-*, Pragma) en fallback
  - toPmiIndicator : extrait en fonction globale réutilisable

CurrencyCard.tsx :
  - Préservation des valeurs PMI précédentes du cache localStorage si le
    serveur renvoie null (PMI publié le mois dernier, pas cette semaine)

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
Capucine Gest
2026-05-28 23:13:40 +02:00
parent e4e21755f2
commit b833baf495
2 changed files with 146 additions and 89 deletions
Download Patch File Download Diff File Expand all files Collapse all files
app/api/macro/route.ts
+132 -86
View File
@@ -7,8 +7,6 @@ const FRED_BASE = "https://api.stlouisfed.org/fred/series/observations";
const REVALIDATE = 86400;
// ── FRED ─────────────────────────────────────────────────────────────────────
// Note: we use original index/level URLs (no units= param) so Next.js fetch cache
// stays warm. MoM%/QoQ% are computed locally via toIndicatorPct.
async function fredObs(seriesId: string, apiKey: string, limit = 5) {
const url = `${FRED_BASE}?series_id=${seriesId}&api_key=${apiKey}&file_type=json&sort_order=desc&limit=${limit}`;
@@ -22,11 +20,14 @@ async function fredObs(seriesId: string, apiKey: string, limit = 5) {
} catch { return []; }
}
// ── Eurostat SDMX-JSON API ────────────────────────────────────────────────────
// ── Eurostat SDMX-JSON API ─────────────────────────────────────────────────────
// IMPORTANT: toutes les dimensions non-temporelles DOIVENT avoir une valeur unique
// dans les paramètres (freq, unit, s_adj, coicop…) sinon la correspondance
// position → indice temporel est fausse et on obtient des NaN.
async function eurostatObs(datasetCode: string, params: Record<string, string>) {
try {
const qs = new URLSearchParams({ ...params, format: "JSON" }).toString();
const qs = new URLSearchParams({ ...params, format: "JSON" }).toString();
const url = `https://ec.europa.eu/eurostat/api/dissemination/statistics/1.0/data/${datasetCode}?${qs}`;
const res = await fetch(url, { next: { revalidate: REVALIDATE } });
if (!res.ok) return [];
@@ -39,8 +40,16 @@ async function eurostatObs(datasetCode: string, params: Record<string, string>)
} catch { return []; }
}
async function eurostatObsSorted(datasetCode: string, params: Record<string, string>, limit = 5) {
const obs = await eurostatObs(datasetCode, params);
async function eurostatSorted(
datasetCode: string,
params: Record<string, string>,
limit = 5,
): Promise<{ date: string; value: number }[]> {
// Essaie d'abord les params fournis, puis fallback geo EA20→EA19
let obs = await eurostatObs(datasetCode, params);
if (!obs.length && params.geo === "EA20") {
obs = await eurostatObs(datasetCode, { ...params, geo: "EA19" });
}
return obs.sort((a, b) => b.date.localeCompare(a.date)).slice(0, limit);
}
@@ -48,13 +57,12 @@ async function eurostatObsSorted(datasetCode: string, params: Record<string, str
async function boeRate() {
try {
// URL dynamique : fenêtre glissante de 3 ans → évite la date hardcodée
const now = new Date();
const now = new Date();
const MONTHS = ["Jan","Feb","Mar","Apr","May","Jun","Jul","Aug","Sep","Oct","Nov","Dec"];
const td = now.getDate();
const tm = MONTHS[now.getMonth()];
const ty = now.getFullYear();
const fy = ty - 3; // 3 ans d'historique suffisent
const fy = ty - 3;
const url = [
"https://www.bankofengland.co.uk/boeapps/database/fromshowcolumns.asp",
`?Travel=NIxIRx&FromSeries=1&ToSeries=50&DAT=RNG`,
@@ -62,28 +70,72 @@ async function boeRate() {
`&TD=${td}&TM=${tm}&TY=${ty}`,
`&VPD=Y&html.x=66&html.y=26&SeriesCodes=IUDBEDR&UnitId=GBP&CSVF=TT&csv.x=47&csv.y=26`,
].join("");
const res = await fetch(url, { next: { revalidate: REVALIDATE } });
const res = await fetch(url, {
next: { revalidate: REVALIDATE },
headers: {
// Sans User-Agent le BoE redirige vers une page HTML au lieu du CSV
"User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/124.0.0.0 Safari/537.36",
"Accept": "text/html,application/xhtml+xml,application/xml;q=0.9,*/*;q=0.8",
},
});
if (!res.ok) return [];
const text = await res.text();
// Le CSV BoE peut avoir des guillemets et des en-têtes variables — on filtre proprement
const lines = text.trim().split(/\r?\n/).filter((l) => l.trim() && !l.startsWith('"DATE"') && !l.startsWith('DATE'));
const text = await res.text();
const lines = text.trim().split(/\r?\n/).filter(
(l) => l.trim() && !l.startsWith('"DATE"') && !l.startsWith("DATE")
);
return lines
.reverse()
.slice(0, 5)
.map((line) => {
const cols = line.split(",").map((c) => c.replace(/"/g, "").trim());
const val = parseFloat(cols[1] ?? "NaN");
const val = parseFloat(cols[1] ?? "NaN");
return { date: cols[0] ?? "", value: val };
})
.filter((o) => o.date && !isNaN(o.value));
} catch { return []; }
}
// ── Trading Economics PMI scraping ───────────────────────────────────────────
// URL pattern: https://tradingeconomics.com/{country}/{indicator}
// Source : balise <meta name="description"> dans le HTML
// Ex: "Manufacturing PMI in the United States increased to 55.30 points in May
// from 54.50 points in April of 2026"
// ── ForexFactory calendar (PMI source primaire) ───────────────────────────────
// JSON structuré, pas de scraping, ~98 événements/semaine avec actual/previous/forecast.
// Limité à la semaine courante — complété par le scraping TE si l'event n'est pas encore publié.
async function fetchFFPMI(currency: string): Promise<{
mfg: { value: number; prev: number | null } | null;
svc: { value: number; prev: number | null } | null;
}> {
const empty = { mfg: null, svc: null };
try {
const res = await fetch("https://nfs.faireconomy.media/ff_calendar_thisweek.json", {
next: { revalidate: 3600 },
headers: { "User-Agent": "Mozilla/5.0 (compatible; ForexDashboard/1.0)" },
});
if (!res.ok) return empty;
const events = await res.json() as Array<{
title: string; country: string; actual: string; previous: string; forecast: string;
}>;
const forCcy = events.filter((e) => e.country === currency && e.actual);
const isMfg = (t: string) => /manufacturing\s+pmi|mfg\s+pmi|s&p.*manufacturing/i.test(t);
const isSvc = (t: string) => /services?\s+pmi|ism\s+non.manufactur|composite\s+pmi/i.test(t);
const mfgEv = forCcy.find((e) => isMfg(e.title));
const svcEv = forCcy.find((e) => isSvc(e.title));
const parse = (e: typeof mfgEv) => {
if (!e?.actual) return null;
const val = parseFloat(e.actual);
const prev = parseFloat(e.previous ?? "");
if (isNaN(val)) return null;
return { value: val, prev: isNaN(prev) ? null : prev };
};
return { mfg: parse(mfgEv), svc: parse(svcEv) };
} catch { return empty; }
}
// ── Trading Economics PMI scraping (fallback) ─────────────────────────────────
// Quand ForexFactory n'a pas l'event de la semaine courante, on scrape TE.
// Extrait la valeur et le précédent depuis la balise <meta name="description">.
const TE_COUNTRY: Record<string, string> = {
USD: "united-states",
@@ -98,41 +150,40 @@ const TE_COUNTRY: Record<string, string> = {
async function scrapePMI(
currency: string,
indicator: "manufacturing-pmi" | "services-pmi"
indicator: "manufacturing-pmi" | "services-pmi",
): Promise<{ value: number | null; prev: number | null }> {
const country = TE_COUNTRY[currency];
if (!country) return { value: null, prev: null };
try {
const url = `https://tradingeconomics.com/${country}/${indicator}`;
const res = await fetch(url, {
next: { revalidate: 3600 }, // cache 1h — données PMI mensuelles
const res = await fetch(url, {
next: { revalidate: 3600 },
headers: {
"User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/124.0.0.0 Safari/537.36",
"Accept-Language": "en-US,en;q=0.9",
"User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/124.0.0.0 Safari/537.36",
"Accept": "text/html,application/xhtml+xml,application/xml;q=0.9,image/avif,image/webp,*/*;q=0.8",
"Accept-Language": "en-US,en;q=0.5",
"Cache-Control": "no-cache",
"Sec-Fetch-Dest": "document",
"Sec-Fetch-Mode": "navigate",
"Sec-Fetch-Site": "none",
"Pragma": "no-cache",
},
});
if (!res.ok) return { value: null, prev: null };
const html = await res.text();
// Cherche la balise meta description
const metaMatch = html.match(/<meta\s+name=["']description["']\s+content=["']([^"']+)["']/i)
?? html.match(/<meta\s+content=["']([^"']+)["']\s+name=["']description["']/i);
// Meta description : "Manufacturing PMI in X increased to 55.30 points in May from 54.50 points in April"
const metaMatch =
html.match(/<meta\s+name=["']description["']\s+content=["']([^"']+)["']/i) ??
html.match(/<meta\s+content=["']([^"']+)["']\s+name=["']description["']/i);
if (!metaMatch) return { value: null, prev: null };
const desc = metaMatch[1];
// Extraction : "...to XX.XX points in ... from YY.YY points..."
const numRe = /(?:increased|decreased|declined|rose|fell|unchanged)\s+to\s+([\d.]+)\s+points?.+?from\s+([\d.]+)\s+points?/i;
const m = desc.match(numRe);
if (!m) {
// Fallback : premier et deuxième nombre dans la description
const nums = desc.match(/\b(\d{1,3}\.\d{1,2})\b/g);
if (nums && nums.length >= 1) {
return {
value: parseFloat(nums[0]),
prev: nums[1] ? parseFloat(nums[1]) : null,
};
}
return { value: null, prev: null };
}
return { value: parseFloat(m[1]), prev: parseFloat(m[2]) };
const desc = metaMatch[1];
const numRe = /(?:increased|decreased|declined|rose|fell|eased|stood)\s+(?:at\s+)?to?\s*([\d.]+)\s+points?.+?from\s+([\d.]+)\s+points?/i;
const m = desc.match(numRe);
if (m) return { value: parseFloat(m[1]), prev: parseFloat(m[2]) };
// Fallback numérique : deux premiers décimaux dans la description
const nums = desc.match(/\b(\d{1,3}\.\d{1,2})\b/g);
if (nums?.length) return { value: parseFloat(nums[0]), prev: nums[1] ? parseFloat(nums[1]) : null };
return { value: null, prev: null };
} catch { return { value: null, prev: null }; }
}
@@ -140,7 +191,6 @@ async function scrapePMI(
type Obs = { date: string; value: number };
/** Direct levels/rates (already in %) */
function toIndicator(obs: Obs[]) {
if (!obs.length) return null;
const value = obs[0].value;
@@ -154,11 +204,6 @@ function toIndicator(obs: Obs[]) {
};
}
/**
* Converts raw level/index observations → period-over-period % change.
* MoM% for monthly series, QoQ% for quarterly.
* Requires ≥2 observations (newest first).
*/
function toIndicatorPct(obs: Obs[]) {
if (obs.length < 2) return null;
const pctObs: Obs[] = obs.slice(0, -1).map((cur, i) => ({
@@ -168,6 +213,18 @@ function toIndicatorPct(obs: Obs[]) {
return toIndicator(pctObs);
}
function toPmiIndicator(raw: { value: number | null; prev: number | null }) {
if (raw.value === null) return null;
const surprise = raw.prev !== null ? parseFloat((raw.value - raw.prev).toFixed(2)) : null;
return {
value: raw.value,
prev: raw.prev,
surprise,
trend: surprise !== null ? (surprise > 0 ? "up" : surprise < 0 ? "down" : "flat") as "up"|"down"|"flat" : null,
lastUpdated: null as string | null,
};
}
// ── Server-side cache ─────────────────────────────────────────────────────────
const _cache = new Map<string, { data: unknown; ts: number }>();
@@ -177,19 +234,15 @@ export async function GET(req: NextRequest) {
const series = FRED_SERIES[currency];
if (!series) return NextResponse.json({ error: "Unknown currency" }, { status: 400 });
const cached = _cache.get(currency);
// Sert le cache pendant 24h sans re-fetcher
if (cached && Date.now() - cached.ts < 86_400_000) return NextResponse.json(cached.data);
// Garde une référence au cache précédent pour fallback stale-if-error
const cached = _cache.get(currency);
const staleCache = cached ?? null;
if (cached && Date.now() - cached.ts < 86_400_000) return NextResponse.json(cached.data);
const key = process.env.FRED_API_KEY;
if (!key) return NextResponse.json({ error: "FRED_API_KEY missing" }, { status: 500 });
// Fields and which need period-over-period % conversion
// policyRate / unemployment / retailSales → already in % → toIndicator
// (retailSales uses *SLRTTO01GPSAM series which report MoM% directly)
// cpiCore / gdp / employment → index/level → toIndicatorPct (MoM% or QoQ%)
// policyRate / unemployment / retailSales → already % → toIndicator
// cpiCore / gdp / employment → index/level → toIndicatorPct
const PCT_FIELDS = new Set(["cpiCore", "gdp", "employment"]);
const fieldMap: Record<string, string | null> = {
@@ -212,32 +265,36 @@ export async function GET(req: NextRequest) {
});
// ── EUR alternative sources ────────────────────────────────────────────────
if (currency === "EUR") {
// CPI: Eurostat HICP monthly rate of change (MoM%) — CP00 = all items
// CPI: Eurostat HICP MoM% (RCH_MOM = rate of change month-on-month, déjà en %)
// freq=M et unit=RCH_MOM garantissent que chaque dimension ≤ 1 valeur
// → position dans value[] = indice temporel, pas de décalage multi-dim.
if (!indicators.cpiCore) {
const hicp = await eurostatObsSorted("prc_hicp_mmr", { geo: "EA20", coicop: "CP00" });
const hicp = await eurostatSorted("prc_hicp_mmr", {
geo: "EA20", coicop: "CP00", unit: "RCH_MOM", freq: "M",
});
indicators.cpiCore = toIndicator(hicp);
}
// GDP: Eurostat chained volumes → compute QoQ%
// GDP: Eurostat QoQ% directement (CLV_PCH_PRE = % variation vs période précédente)
// → toIndicator suffit, pas besoin de toIndicatorPct
if (!indicators.gdp) {
const gdpRaw = await eurostatObsSorted("namq_10_gdp", { geo: "EA20", unit: "CLV10_MEUR", s_adj: "SCA", na_item: "B1GQ" }, 6);
indicators.gdp = toIndicatorPct(gdpRaw);
const gdpObs = await eurostatSorted("namq_10_gdp", {
geo: "EA20", unit: "CLV_PCH_PRE", s_adj: "SCA", na_item: "B1GQ", freq: "Q",
}, 6);
indicators.gdp = toIndicator(gdpObs);
}
// Unemployment: Eurostat monthly SA rate
if (!indicators.unemployment) {
const unObs = await eurostatObsSorted("une_rt_m", { geo: "EA20", s_adj: "SA", age: "TOTAL", sex: "T", unit: "PC_ACT" });
const unObs = await eurostatSorted("une_rt_m", {
geo: "EA20", s_adj: "SA", age: "TOTAL", sex: "T", unit: "PC_ACT", freq: "M",
});
indicators.unemployment = toIndicator(unObs);
}
// Retail sales for EUR: FRED uses German proxy index → apply MoM% if available
// (already handled above via toIndicatorPct if FRED returned data)
}
// ── GBP alternative sources ───────────────────────────────────────────────
if (currency === "GBP" && !indicators.policyRate) {
const boe = await boeRate();
indicators.policyRate = toIndicator(boe);
@@ -247,29 +304,18 @@ export async function GET(req: NextRequest) {
for (const field of Object.keys(fieldMap)) {
if (!(field in indicators)) indicators[field] = null;
}
// ── PMI scraping (Trading Economics) ──────────────────────────────────────
const [pmiMfgRaw, pmiSvcRaw] = await Promise.all([
// ── PMI : ForexFactory (semaine courante) + fallback TE scraping ───────────
const [ffPMI, pmiMfgRaw, pmiSvcRaw] = await Promise.all([
fetchFFPMI(currency),
scrapePMI(currency, "manufacturing-pmi"),
scrapePMI(currency, "services-pmi"),
]);
// Convertit le résultat { value, prev } en format Indicator (surprise = diff)
const toPmiIndicator = (raw: { value: number | null; prev: number | null }) => {
if (raw.value === null) return null;
const surprise = raw.prev !== null ? parseFloat((raw.value - raw.prev).toFixed(2)) : null;
return {
value: raw.value,
prev: raw.prev,
surprise,
trend: surprise !== null ? (surprise > 0 ? "up" : surprise < 0 ? "down" : "flat") as "up"|"down"|"flat" : null,
lastUpdated: null,
};
};
indicators.pmiMfg = toPmiIndicator(pmiMfgRaw);
indicators.pmiServices = toPmiIndicator(pmiSvcRaw);
indicators.pmiMfg = ffPMI.mfg ? toPmiIndicator(ffPMI.mfg) : toPmiIndicator(pmiMfgRaw);
indicators.pmiServices = ffPMI.svc ? toPmiIndicator(ffPMI.svc) : toPmiIndicator(pmiSvcRaw);
// Stale-if-error : si tous les indicateurs sont null (API en panne),
// on renvoie le cache précédent plutôt que des tirets vides.
// Stale-if-error : si tous les indicateurs sont null (panne API), renvoie le cache précédent
const hasAnyValue = Object.values(indicators).some((v) => v !== null);
if (!hasAnyValue && staleCache) {
return NextResponse.json({ ...staleCache.data, stale: true });
components/CurrencyCard.tsx
+14 -3
View File
@@ -100,13 +100,24 @@ export default function CurrencyCard({ currency, expectations, yields, onDiverge
const json: MacroData = await res.json();
if ("error" in json) throw new Error(String((json as Record<string,unknown>).error));
setData(json);
// PMI est scraped mensuellement → si le serveur renvoie null cette semaine
// (PMI pas encore publié), on conserve la valeur précédente du cache local.
const prevCache = loadCache<MacroData>(cacheKey);
const merged: MacroData = {
...json,
indicators: {
...json.indicators,
pmiMfg: json.indicators.pmiMfg ?? prevCache?.data.indicators.pmiMfg ?? null,
pmiServices: json.indicators.pmiServices ?? prevCache?.data.indicators.pmiServices ?? null,
},
};
setData(merged);
setFromCache(false);
setCacheAge(null);
saveCache(cacheKey, json);
saveCache(cacheKey, merged);
// Infer phase from policy rate trend
const rateInd = json.indicators.policyRate;
const rateInd = merged.indicators.policyRate;
if (rateInd?.trend === "up") setPhase("tightening");
else if (rateInd?.trend === "down") setPhase("easing");
else setPhase("hawkish_pause");