feat: calendrier économique TE+Investing, OIS SNB, yields 10Y, taux directeurs corrects

Calendrier économique - Nouvelles sources : TE HTML scraping (483 events/2 sem.) + Investing.com en co-primaires - Dédupe déterministe par clé currency+category+date (±1j pour policy_rate) - Filtre catégorie "other", filtre discours CB (fix doublon TE vs Investing) - CHF/Switzerland via page séparée TE (hors G20) - Fenêtre 14 jours avec ?startDate=&endDate= passés à TE - ForexFactory+FRED en secours uniquement si les deux scrapers tombent à vide Probabilités OIS - rateprobability.com (7 CBs : FED/ECB/BOJ/BOE/BOC/RBA/RBNZ) - investinglive.com (Dellamotta) : scan URL-date 14 jours → couvre SNB/CHF manquant - SNB : 3% probabilité hausse au 19 juin 2026 (source : IL article 2026-05-29) - rate_expectations.json MAJ : RBNZ 79% hike (corrigé depuis 70% no-change stale) - Dédup ±1 jour pour policy_rate (fix doublon SNB TE-18/06 vs IL-19/06) Taux directeurs - USD : scrapeTeRate() = 3.75% (fin midpoint FRED 3.625%) - AUD prev : 4.10% (corrigé depuis 4.60%) - NZD/CHF/JPY/CAD : cohérents avec TE officiel Yields 10Y souverains - Nouvelle lib lib/tebonds.ts : scrape TE bonds, données du jour, cache 1h - Remplace FRED IRLTLT01XXM156N mensuel (JPY/CHF/AUD/NZD avaient 1 mois de retard) - 8 devises + spread vs USD calculé automatiquement - /api/yields et /api/drivers utilisent la même lib Drivers globaux - BTC : ticker/price Binance (plus précis que 24hr lastPrice) - HY Spread cache : 86400s → 3600s (données FRED du jour) - DriversBar : suppression affichage direct US 10Y, tooltip Crb 2-10 affiche US10Y+US2Y Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-08-21 16:38:06 +00:00 · 2026-06-01 23:16:18 +02:00
parent 3a39904ce5
commit eb416be780
14 changed files with 2614 additions and 244 deletions
@@ -0,0 +1,142 @@
+// lib/investinglive.ts
+// Scrapes Giuseppe Dellamotta's recurring rate-expectations article on investinglive.com
+// URL pattern: /news/how-have-interest-rate-expectations-changed-after-this-weeks-event-YYYYMMDD/
+// Published after major market events (typically on Fridays or post-CB-decision)
+//
+// Data format in articleBody JSON-LD:
+//   "CB: XX bps (YY% probability of rate hike/no change at the next meeting)"
+// Covers all 8 CBs including SNB — the only free public source with CHF OIS-equivalent data.
+
+import type { Currency } from "./types";
+
+// ── CB name → Currency ────────────────────────────────────────────────────────
+
+const CB_TO_CCY: Record<string, Currency> = {
+  "fed":  "USD",
+  "fomc": "USD",
+  "ecb":  "EUR",
+  "boe":  "GBP",
+  "boj":  "JPY",
+  "boc":  "CAD",
+  "rba":  "AUD",
+  "rbnz": "NZD",
+  "snb":  "CHF",
+};
+
+// ── Types ─────────────────────────────────────────────────────────────────────
+
+export interface ILRateExpectation {
+  currency:              Currency;
+  nextMeetingProbPct:    number;   // probability of change at next meeting (0–100)
+  nextMeetingIsHike:     boolean;  // true = hike, false = cut (no-change → isHike stays false)
+  nextMeetingIsNoChange: boolean;
+  bpsYearEnd:            number;   // cumulative bps priced in by year-end
+  publishedDate:         string;   // YYYY-MM-DD
+}
+
+export type ILExpectationsMap = Partial<Record<Currency, ILRateExpectation>>;
+
+// ── URL discovery ─────────────────────────────────────────────────────────────
+// Try the last 14 days to find the most recently published article.
+
+async function findLatestArticleUrl(): Promise<{ url: string; dateStr: string } | null> {
+  for (let daysAgo = 0; daysAgo <= 14; daysAgo++) {
+    const d = new Date(Date.now() - daysAgo * 86400000);
+    const yyyymmdd = d.toISOString().slice(0, 10).replace(/-/g, "");
+    const url = `https://investinglive.com/news/how-have-interest-rate-expectations-changed-after-this-weeks-event-${yyyymmdd}/`;
+    try {
+      const res = await fetch(url, {
+        method:  "HEAD",
+        headers: { "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 Chrome/124.0.0.0 Safari/537.36" },
+        next:    { revalidate: 21600 }, // re-check every 6h
+      });
+      if (res.ok) return { url, dateStr: `${yyyymmdd.slice(0,4)}-${yyyymmdd.slice(4,6)}-${yyyymmdd.slice(6,8)}` };
+    } catch { /* try next day */ }
+  }
+  return null;
+}
+
+// ── Article parser ─────────────────────────────────────────────────────────────
+// The structured data JSON-LD "articleBody" contains the raw text we need.
+
+function parseArticleBody(text: string, publishedDate: string): ILExpectationsMap {
+  const result: ILExpectationsMap = {};
+
+  // Matches: "RBNZ: 75 bps (79% probability of rate hike at the next meeting)"
+  //          "Fed: 13 bps (99% probability of no change at the next meeting)"
+  const linePattern = /([A-Za-z]+)\s*:\s*(\d+)\s*bps\s*\(\s*(\d+)%\s*probability\s+of\s+(rate\s+(?:hike|cut)|no\s+change)\s+at\s+the\s+next\s+meeting\)/gi;
+
+  let m: RegExpExecArray | null;
+  while ((m = linePattern.exec(text)) !== null) {
+    const [, cbRaw, bpsStr, probStr, directionRaw] = m;
+    const ccy = CB_TO_CCY[cbRaw.toLowerCase()];
+    if (!ccy) continue;
+
+    const bpsYearEnd            = parseInt(bpsStr);
+    const probPct               = parseInt(probStr);
+    const direction             = directionRaw.toLowerCase();
+    const nextMeetingIsNoChange = direction === "no change";
+    const nextMeetingIsHike     = !nextMeetingIsNoChange && direction.includes("hike");
+    // Probability of change = 100 - probNoChange  OR  directProb if it's a hike/cut
+    const nextMeetingProbPct = nextMeetingIsNoChange ? 100 - probPct : probPct;
+
+    result[ccy] = {
+      currency:              ccy,
+      nextMeetingProbPct,
+      nextMeetingIsHike,
+      nextMeetingIsNoChange,
+      bpsYearEnd,
+      publishedDate,
+    };
+  }
+
+  return result;
+}
+
+// ── Main fetch ────────────────────────────────────────────────────────────────
+
+export async function fetchILExpectations(): Promise<ILExpectationsMap> {
+  try {
+    const found = await findLatestArticleUrl();
+    if (!found) {
+      console.warn("[IL] No recent rate-expectations article found (last 14 days)");
+      return {};
+    }
+
+    const res = await fetch(found.url, {
+      headers: {
+        "User-Agent":      "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 Chrome/124.0.0.0 Safari/537.36",
+        "Accept":          "text/html,application/xhtml+xml",
+        "Accept-Language": "en-US,en;q=0.9",
+      },
+      next: { revalidate: 21600 }, // cache 6h — new article only published after major events
+    });
+    if (!res.ok) {
+      console.warn("[IL] Fetch failed:", res.status);
+      return {};
+    }
+
+    const html = await res.text();
+
+    // Extract articleBody from JSON-LD structured data
+    const jsonLdMatch = html.match(/"articleBody"\s*:\s*"((?:[^"\\]|\\.)*)"/);
+    if (!jsonLdMatch) {
+      console.warn("[IL] articleBody not found in JSON-LD");
+      return {};
+    }
+
+    const articleBody = jsonLdMatch[1]
+      .replace(/\\n/g, "\n")
+      .replace(/\\"/g, '"')
+      .replace(/\\u003c/g, "<")
+      .replace(/\\u003e/g, ">");
+
+    const parsed = parseArticleBody(articleBody, found.dateStr);
+    const count = Object.keys(parsed).length;
+    console.log(`[IL] Parsed ${count} CBs from article dated ${found.dateStr}`);
+    return parsed;
+  } catch (err) {
+    console.error("[IL] error:", err);
+    return {};
+  }
+}