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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>
This commit is contained in:
Capucine Gest
co-authored by
Claude Sonnet 4.6
Claude Sonnet 4.6
parent
3a39904ce5
commit
eb416be780
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// lib/tradingeconomics.ts
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// Trading Economics Economic Calendar
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//
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// Strategy:
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// 1. Primary : TE paid API (TRADING_ECONOMICS_API_KEY in .env.local)
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// 2. Fallback : HTML scraping of https://tradingeconomics.com/calendar
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// → The HTML includes previous/consensus/forecast in static DOM.
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// Actual values are pushed via Socket.IO when released (real-time only),
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// so upcoming events get full forecast data; recently published events
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// may show null actual (supplemented by ForexFactory/FRED for key releases).
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//
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// Socket.IO details (for reference):
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// URL : https://live.tradingeconomics.com?key=sun
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// Auth : JWT token embedded in page (epoch+IP bound, refreshes each fetch)
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// Crypto : NaCl secretbox (XSalsa20-Poly1305) + pako inflate
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// → Not used here: Socket.IO is for real-time actuals, not the snapshot we need.
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import type { Currency } from "./types";
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import type { EventCategory } from "@/app/api/calendar/route";
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// ── Country → Currency ────────────────────────────────────────────────────────
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const TE_COUNTRY_TO_CCY: Record<string, Currency> = {
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"united states": "USD",
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"euro area": "EUR",
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"united kingdom": "GBP",
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"japan": "JPY",
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"switzerland": "CHF",
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"canada": "CAD",
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"australia": "AUD",
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"new zealand": "NZD",
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};
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// ── Category ──────────────────────────────────────────────────────────────────
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// eventName = data-event attribute (titre brut TE), utilisé pour détecter les discours
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// indépendamment du data-category (qui vaut souvent "interest rate" pour les speeches CB)
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function teCategory(cat: string, eventName?: string): EventCategory {
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const e = (eventName ?? "").toLowerCase();
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if (/\bspeech\b|speaks?\b|testimony|\bpress\s+conf/.test(e)) return "cb_speech";
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const c = cat.toLowerCase();
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if (/\bpmi\b|purchasing\s+managers/.test(c)) return "pmi";
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if (/interest\s+rate|monetary\s+policy|rate\s+decision|bank\s+rate/.test(c)) return "policy_rate";
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if (/speech|speaks?|testimony|press\s+conf|central\s+bank/.test(c)) return "cb_speech";
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if (/inflation|cpi|hicp|consumer\s+price|ppi/.test(c)) return "inflation";
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if (/\bgdp\b|gross\s+domestic|growth\s+rate/.test(c)) return "gdp";
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if (/retail\s+sales|core\s+retail/.test(c)) return "retail_sales";
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if (/trade\s+balance|current\s+account|balance\s+of\s+trade/.test(c)) return "trade_balance";
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if (/employment|payrolls|nonfarm|jobless|unemployment|job\s+creation/.test(c)) return "employment";
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return "other";
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}
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// ── Importance (1/2/3) → impact ───────────────────────────────────────────────
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function teImpact(n: number): "high" | "medium" | "low" {
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if (n >= 3) return "high";
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if (n >= 2) return "medium";
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return "low";
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}
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// ── 12h → ISO time ────────────────────────────────────────────────────────────
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// TE times are in UTC (default when no timezone cookie is set on the server)
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function to24h(t: string): string {
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const m = t.trim().match(/^(\d{1,2}):(\d{2})\s*(AM|PM)$/i);
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if (!m) return "12:00";
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let h = parseInt(m[1]);
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const pm = m[3].toUpperCase() === "PM";
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if (pm && h !== 12) h += 12;
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if (!pm && h === 12) h = 0;
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return `${String(h).padStart(2, "0")}:${m[2]}`;
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}
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// ── Decode HTML entities ───────────────────────────────────────────────────────
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function decodeHTMLEntities(s: string): string {
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return s
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.replace(/&/g, "&")
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.replace(/</g, "<")
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.replace(/>/g, ">")
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.replace(/"/g, '"')
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.replace(/'/g, "'")
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.replace(/ /g, " ")
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.trim();
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}
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// ── Text from HTML element ─────────────────────────────────────────────────────
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function extractText(html: string, id: string): string | null {
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// Matches <span id='X'>VALUE</span> or <a id='X' ...>VALUE</a>
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const m = html.match(new RegExp(`<(?:span|a)[^>]+id=['"]${id}['"][^>]*>([^<]*)<`, "i"));
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const val = m?.[1]?.trim();
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return val && val.length > 0 ? decodeHTMLEntities(val) : null;
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}
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// ── Public type ───────────────────────────────────────────────────────────────
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export interface TECalendarEvent {
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id: string;
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date: string; // ISO with UTC time
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currency: Currency;
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category: EventCategory;
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title: string;
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impact: "high" | "medium" | "low";
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actual: string | null;
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forecast: string | null; // consensus preferred over TE forecast
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previous: string | null;
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isPublished: boolean;
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teId: string;
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}
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// ── HTML scraper ──────────────────────────────────────────────────────────────
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// La page /calendar couvre le G20 (USD/EUR/GBP/JPY/CAD/AUD/NZD) mais PAS la Suisse (CHF).
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// On fetche aussi /switzerland/calendar pour avoir les events CHF.
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async function fetchOneTEPage(url: string): Promise<string> {
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try {
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const res = await fetch(url, {
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next: { revalidate: 1800 },
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headers: {
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"User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 Chrome/124.0.0.0 Safari/537.36",
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"Accept": "text/html,application/xhtml+xml,application/xml;q=0.9,*/*;q=0.8",
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"Accept-Language": "en-US,en;q=0.9",
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},
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});
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if (!res.ok) return "";
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return res.text();
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} catch { return ""; }
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}
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// fromDate / toDate au format YYYY-MM-DD
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export async function fetchTECalendarHTML(fromDate?: string, toDate?: string): Promise<TECalendarEvent[]> {
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const qs = fromDate && toDate ? `?startDate=${fromDate}&endDate=${toDate}` : "";
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const pages = await Promise.all([
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fetchOneTEPage(`https://tradingeconomics.com/calendar${qs}`),
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fetchOneTEPage(`https://tradingeconomics.com/switzerland/calendar${qs}`), // CHF — hors G20
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]);
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const allEvents: TECalendarEvent[] = [];
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const seen = new Set<string>();
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for (const html of pages) {
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if (!html) continue;
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for (const ev of parseCalendarHTML(html)) {
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if (seen.has(ev.id)) continue;
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seen.add(ev.id);
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allEvents.push(ev);
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}
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}
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allEvents.sort((a, b) => new Date(a.date).getTime() - new Date(b.date).getTime());
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return allEvents;
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}
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function parseCalendarHTML(html: string): TECalendarEvent[] {
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const events: TECalendarEvent[] = [];
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const now = new Date();
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// Split on each event row — each <tr data-url= ... data-id= ... data-country= ...>
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const rowPattern = /<tr\s+data-url="[^"]*"\s+data-id="(\d+)"\s+data-country="([^"]+)"\s+data-category="([^"]+)"\s+data-event="([^"]+)"[^>]*>([\s\S]*?)(?=<tr\s+data-url=|<\/tbody>)/g;
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let match: RegExpExecArray | null;
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while ((match = rowPattern.exec(html)) !== null) {
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const [, id, country, category, eventAttr, body] = match;
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const ccy = TE_COUNTRY_TO_CCY[country.toLowerCase()];
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if (!ccy) continue; // only our 8 currencies
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// Date: <td ... class=' 2026-06-01'>
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const dateMatch = body.match(/class=' (\d{4}-\d{2}-\d{2})'/);
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if (!dateMatch) continue;
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const dateStr = dateMatch[1];
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// Time + importance: <span class="event-52 calendar-date-3"> 02:00 PM </span>
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const timeMatch = body.match(/calendar-date-(\d)[^"]*"[^>]*>\s*([\d:]+\s*[AP]M)\s*/i);
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const importance = timeMatch ? parseInt(timeMatch[1]) : 1;
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const timeStr = timeMatch ? timeMatch[2].trim() : "00:00 AM";
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const time24 = to24h(timeStr);
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const isoDate = `${dateStr}T${time24}:00Z`;
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const evDate = new Date(isoDate);
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// Display title: <a class='calendar-event' ...>ISM Manufacturing PMI</a>
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const titleMatch = body.match(/<a\s+class='calendar-event'[^>]*>([^<]+)<\/a>/);
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const title = titleMatch ? decodeHTMLEntities(titleMatch[1]) : decodeHTMLEntities(eventAttr);
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// Reference period: <span class="calendar-reference">MAY</span>
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const refMatch = body.match(/class="calendar-reference"\s*>([^<]*)</);
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const ref = refMatch ? refMatch[1].trim() : "";
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// Values — all live in id='' span/anchor elements
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const actual = extractText(body, "actual");
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const previous = extractText(body, "previous");
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const consensus = extractText(body, "consensus");
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const forecast = extractText(body, "forecast");
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const displayTitle = ref ? `${title} ${ref}` : title;
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events.push({
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id: `te_${id}`,
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date: isoDate,
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currency: ccy,
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category: teCategory(category, eventAttr),
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title: displayTitle,
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impact: teImpact(importance),
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actual,
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forecast: consensus ?? forecast, // TE consensus > TE proprietary forecast
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previous,
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isPublished: actual !== null || evDate < now,
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teId: id,
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});
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}
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// Sort by date ascending
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events.sort((a, b) => new Date(a.date).getTime() - new Date(b.date).getTime());
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return events;
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}
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// ── Paid API (when TRADING_ECONOMICS_API_KEY is set) ─────────────────────────
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export async function fetchTECalendar(
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apiKey: string,
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fromDate: string,
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toDate: string,
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): Promise<TECalendarEvent[]> {
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const countries = [
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"united states", "euro area", "united kingdom", "japan",
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"switzerland", "canada", "australia", "new zealand",
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].join(",");
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const url = [
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`https://api.tradingeconomics.com/calendar/country/${encodeURIComponent(countries)}`,
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`/${fromDate}/${toDate}`,
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`?c=${encodeURIComponent(apiKey)}&f=json`,
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].join("");
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try {
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const res = await fetch(url, {
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next: { revalidate: 1800 },
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headers: { "Accept": "application/json" },
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});
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if (!res.ok) return [];
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const raw = await res.json() as Array<Record<string, unknown>>;
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if (!Array.isArray(raw)) return [];
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const now = new Date();
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return raw
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.map(ev => {
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const ccy = TE_COUNTRY_TO_CCY[(ev["Country"] as string)?.toLowerCase()];
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if (!ccy) return null;
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const dateRaw = ev["Date"] as string ?? "";
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const isoDate = dateRaw.endsWith("Z") ? dateRaw : dateRaw + "Z";
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const evDate = new Date(isoDate);
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const actual = (ev["Actual"] as string | null) || null;
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const forecast = (ev["Forecast"] as string | null) || (ev["TEForecast"] as string | null) || null;
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const previous = (ev["Previous"] as string | null) || null;
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return {
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id: `te_${ev["CalendarId"]}`,
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date: isoDate,
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currency: ccy,
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category: teCategory(ev["Category"] as string ?? ""),
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title: (ev["Event"] as string ?? ""),
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impact: teImpact(ev["Importance"] as number ?? 1),
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actual: actual !== "" ? actual : null,
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forecast: forecast !== "" ? forecast : null,
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previous: previous !== "" ? previous : null,
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isPublished: actual !== null || evDate < now,
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teId: String(ev["CalendarId"] ?? ""),
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} satisfies TECalendarEvent;
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})
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.filter((e): e is TECalendarEvent => e !== null);
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} catch {
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return [];
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}
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}
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