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Capucine Gest
+108
-46
@@ -21,76 +21,138 @@ export const CURRENCY_META: Record<Currency, { name: string; flag: string; cb: s
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// EUR utilise l'Allemagne comme proxy (plus grande économie, données mensuelles récentes)
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// Employment : séries LFEMTTTT*647S (niveaux en milliers → MoM% calculé localement)
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export const FRED_SERIES: Record<Currency, {
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policyRate: string | null;
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cpiCore: string | null;
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gdp: string | null;
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retailSales: string | null;
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unemployment: string | null;
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employment: string | null;
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policyRate: string | null;
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cpiCore: string | null; // CPI core (hors alim+énergie si dispo) → YoY
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cpiHeadline: string | null; // CPI headline (tous articles) → MoM (série différente de cpiCore !)
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gdp: string | null;
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retailSales: string | null;
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unemployment: string | null;
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employment: string | null;
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}> = {
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USD: {
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policyRate: "FEDFUNDS",
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cpiCore: "CPILFESL", // indice niveau → MoM%
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gdp: "GDPC1", // indice niveau → QoQ%
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retailSales: "USASLRTTO01GPSAM", // déjà MoM% — ex-MARTSSM44W72USS (niveau)
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cpiCore: "CPILFESL", // Core CPI (less food+energy) → YoY%
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cpiHeadline: "CPIAUCSL", // Headline CPI All Items SA → MoM% (série différente !)
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gdp: "GDPC1",
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retailSales: "USASLRTTO01GPSAM",
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unemployment: "UNRATE",
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employment: "PAYEMS", // niveau → MoM%
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employment: "PAYEMS",
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},
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EUR: {
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policyRate: "ECBDFR", // taux dépôt BCE
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cpiCore: "CP0000EZCCM086NEST", // HICP total EA composition variable → Index 2025=100 → MoM%
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gdp: null, // → Eurostat dans /api/macro
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retailSales: "DEUSLRTTO01GPSAM", // proxy Allemagne, déjà MoM%
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unemployment: null, // → Eurostat EA21 dans /api/macro
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policyRate: "ECBDFR",
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cpiCore: "CP0000EZCCM086NEST", // HICP total → YoY%
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cpiHeadline: null, // → Eurostat HICP (mêmes obs, MoM calculé)
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gdp: null,
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retailSales: "DEUSLRTTO01GPSAM",
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unemployment: null,
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employment: null,
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},
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GBP: {
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policyRate: null, // → BoE API dans /api/macro
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cpiCore: "GBRCPIALLMINMEI", // indice niveau → MoM%
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gdp: "NGDPRSAXDCGBQ", // Real GDP UK (BEA/ONS) indice niveau → QoQ%
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retailSales: "GBRSLRTTO01GPSAM", // déjà MoM%
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policyRate: null,
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cpiCore: "GBRCPIALLMINMEI", // Headline All Items → YoY (pas de série core mensuelle)
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cpiHeadline: "GBRCPIALLMINMEI", // Même série : headline → MoM depuis mêmes obs
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gdp: "NGDPRSAXDCGBQ",
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retailSales: "GBRSLRTTO01GPSAM",
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unemployment: "LRHUTTTTGBM156S",
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employment: null, // pas de série mensuelle FRED pour GBP
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employment: null,
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},
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JPY: {
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policyRate: "IR3TIB01JPM156N", // 3M interbank (IRSTCB01JPM156N stale 2023)
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cpiCore: null, // JPNCPIALLMINMEI stale depuis 2021 sur FRED
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gdp: "JPNRGDPEXP", // indice niveau → QoQ%
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retailSales: "JPNSLRTTO01GPSAM", // déjà MoM%
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policyRate: "IR3TIB01JPM156N",
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cpiCore: null, // DBnomics M.JP.PCPI_IX → YoY
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cpiHeadline: null, // DBnomics M.JP.PCPI_IX → MoM (mêmes obs)
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gdp: "JPNRGDPEXP",
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retailSales: "JPNSLRTTO01GPSAM",
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unemployment: "LRHUTTTTJPM156S",
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employment: "LFEMTTTTJPM647S", // niveau mensuel → MoM%
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employment: "LFEMTTTTJPM647S",
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},
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CHF: {
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policyRate: "IR3TIB01CHM156N", // 3M interbank — IRSTCB01CHM156N n'existe pas
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cpiCore: "CHECPICORMINMEI", // indice niveau → MoM%
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gdp: "CHNGDPNQDSMEI", // indice niveau → QoQ% (peut être stale)
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retailSales: "CHESLRTTO01GPSAM", // déjà MoM%
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unemployment: "LRHUTTTTCHQ156S", // trimestriel (LRHUTTTTCHM156S n'existe pas)
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employment: null, // pas de série FRED pour CHF
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policyRate: "IR3TIB01CHM156N",
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cpiCore: "CHECPICORMINMEI", // Core CPI → YoY
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cpiHeadline: "CHECPIALLMINMEI", // Headline CPI → MoM (si absent sur FRED → fallback core MoM)
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gdp: "CHNGDPNQDSMEI",
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retailSales: "CHESLRTTO01GPSAM",
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unemployment: "LRHUTTTTCHQ156S",
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employment: null,
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},
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CAD: {
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policyRate: "IR3TIB01CAM156N", // 3M interbank (IRSTCB01CAM156N stale 2023)
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cpiCore: "CANCPICORMINMEI", // indice niveau → MoM%
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gdp: "NGDPRSAXDCCAQ", // Real GDP Canada (BEA/StatCan) indice niveau → QoQ%
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retailSales: "CANSLRTTO01GPSAM", // déjà MoM%
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policyRate: "IR3TIB01CAM156N",
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cpiCore: "CANCPICORMINMEI", // Core CPI → YoY
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cpiHeadline: "CANCPIALLMINMEI", // Headline CPI → MoM (si absent → fallback core MoM)
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gdp: "NGDPRSAXDCCAQ",
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retailSales: "CANSLRTTO01GPSAM",
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unemployment: "LRHUTTTTCAM156S",
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employment: "LFEMTTTTCAM647S", // niveau mensuel → MoM%
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employment: "LFEMTTTTCAM647S",
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},
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AUD: {
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policyRate: "IR3TIB01AUM156N", // 3M interbank — IRSTCB01AUM156N n'existe pas
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cpiCore: "AUSCPIALLQINMEI", // trimestriel (Q = quarterly, ex-AUSCPIALLMINMEI inexistant)
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gdp: "NGDPRSAXDCAUQ", // Real GDP Australia (ABS) indice niveau → QoQ%
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retailSales: null, // pas de série mensuelle FRED pour AUD
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policyRate: "IR3TIB01AUM156N",
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cpiCore: "AUSCPIALLQINMEI", // trimestriel → YoY
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cpiHeadline: "AUSCPIALLQINMEI", // même série trimestrielle → QoQ (pas de MoM mensuel AUS)
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gdp: "NGDPRSAXDCAUQ",
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retailSales: null,
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unemployment: "LRHUTTTTAUM156S",
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employment: "LFEMTTTTAUM647S", // niveau mensuel → MoM%
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employment: "LFEMTTTTAUM647S",
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},
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NZD: {
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policyRate: "IR3TIB01NZM156N", // 3M interbank — IRSTCB01NZM156N n'existe pas
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cpiCore: "NZLCPIALLQINMEI", // trimestriel (Q = quarterly, ex-NZLCPIALLMINMEI inexistant)
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gdp: "NAEXKP01NZQ661S", // indice niveau → QoQ% (stale ~2023, best available)
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retailSales: null, // pas de série mensuelle FRED pour NZD
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policyRate: "IR3TIB01NZM156N",
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cpiCore: "NZLCPIALLQINMEI", // trimestriel → YoY
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cpiHeadline: "NZLCPIALLQINMEI", // même série trimestrielle → QoQ
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gdp: "NAEXKP01NZQ657S",
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retailSales: null,
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unemployment: "LRUNTTTTNZQ156S",
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employment: "LFEMTTTTNZQ647S", // niveau trimestriel → QoQ% (proxy)
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employment: "LFEMTTTTNZQ647S",
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},
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};
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// ── Profils pays : énergie et matières premières ──────────────────────────────
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// Données structurelles stables (mise à jour ~annuelle)
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// energy: position nette pétrole/gaz du pays vis-à-vis du monde
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// commodities: principales exportations de matières premières (impact forex notable)
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export interface CountryProfile {
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energy: "exporter" | "importer" | "neutral";
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energyNote: string; // description courte (tooltip)
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commodities: string[]; // matières clés en cas de choc prix
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}
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export const COUNTRY_PROFILES: Record<Currency, CountryProfile> = {
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USD: {
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energy: "exporter",
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energyNote: "1er producteur mondial pétrole + gaz (EIA). Exportateur net depuis 2019.",
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commodities: ["Pétrole", "GNL", "Blé", "Soja", "Maïs"],
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},
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EUR: {
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energy: "importer",
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energyNote: "Import ~55% énergie (MENA, Russie réduit). Très sensible aux chocs pétrole.",
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commodities: ["Blé (FR, DE)", "Machines industrielles"],
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},
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GBP: {
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energy: "neutral",
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energyNote: "Mer du Nord en déclin. Production ≈ consommation (~neutre).",
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commodities: ["Services financiers"],
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},
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JPY: {
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energy: "importer",
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energyNote: "Import ~90% énergie. 3ème importateur GNL mondial. Très sensible Détroit d'Hormuz.",
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commodities: [],
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},
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CHF: {
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energy: "importer",
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energyNote: "Import ~75% énergie (gaz naturel Europe, pétrole OPEP).",
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commodities: [],
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},
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CAD: {
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energy: "exporter",
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energyNote: "3ème réserves mondiales pétrole (sables bitumineux Alberta). Export ~4 Mb/j.",
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commodities: ["Pétrole", "Gaz naturel", "Blé", "Potasse", "Bois d'œuvre"],
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},
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AUD: {
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energy: "exporter",
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energyNote: "2ème exportateur GNL mondial. Export charbon thermique + métallurgique.",
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commodities: ["Minerai de fer", "GNL", "Charbon", "Or", "Blé", "Cuivre"],
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},
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NZD: {
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energy: "importer",
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energyNote: "Import pétrole. Renouvelables ~85% électricité (hydro), indépendant localement.",
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commodities: ["Lait / Produits laitiers", "Viande bovine", "Bois", "Laine"],
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},
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};
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+9
-1
@@ -8,6 +8,14 @@ function signalFromSurprise(surprise: number | null): number {
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return 0;
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}
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// Employment change est en milliers (Δk) → seuil 10k pour signal
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function signalFromDeltaK(deltaK: number | null): number {
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if (deltaK === null) return 0;
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if (deltaK > 10) return 1;
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if (deltaK < -10) return -1;
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return 0;
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}
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// §4 macro score: -16 to +16
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export function calcMacroScore(
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indicators: CurrencyIndicators,
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@@ -23,7 +31,7 @@ export function calcMacroScore(
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{ key: "gdp", signal: signalFromSurprise(indicators.gdp.surprise) },
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{ key: "retailSales", signal: signalFromSurprise(indicators.retailSales.surprise) },
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{ key: "unemployment", signal: signalFromSurprise(indicators.unemployment.surprise) * -1 }, // inversion : chômage bas = haussier
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{ key: "employment", signal: signalFromSurprise(indicators.employment.surprise) },
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{ key: "employment", signal: signalFromDeltaK(indicators.employment.surprise) },
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];
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let total = 0;
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@@ -116,6 +116,7 @@ export interface DriverData {
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igSpread: number | null;
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// Taux & FX
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dxy: number | null;
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dxyDelta: number | null; // pts vs clôture précédente (Yahoo Finance DX=F)
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us10y: number | null;
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us2y: number | null;
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curveSlope: number | null;
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@@ -136,3 +137,17 @@ export interface FXRates {
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[pair: string]: number;
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timestamp: number;
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}
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export interface SentimentEntry {
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longPct: number;
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shortPct: number;
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pair: string;
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}
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export interface CotEntry {
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net: number;
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longPct: number;
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shortPct: number;
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totalLev: number;
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weekDate: string;
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}
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