mirror of
https://github.com/caty21/forex-dashboard.git
synced 2026-08-17 14:38:05 +00:00
feat: retail sales MoM (TE scraping), smart cache, IL weekly delta arrows, OIS phase labels
- Retail Sales: switch from FRED OECD series (4-6w lag) to Trading Economics real-time scraping for all 8 currencies; label changed to "Retail Sales MoM" - Cache TTL: 24h → 1h base + 15min hot when ForexFactory detects recent high-impact event - Rate probability trend arrows: server-side IL weekly delta (current vs previous Dellamotta article) with per-metric thresholds (prob ≥3%/10%, bps ≥10/25) and colour coding (sky=dovish, amber=hawkish) - Cycle phase: replaced FRED trend heuristic with OIS-based logic using peakMeeting.probMovePct, probIsCut, and yearEndBps; dynamic descriptions include real market numbers - investinglive.ts: find both current + previous article to compute week-over-week delta server-side 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
1a2ea02b22
commit
f82afe9d5b
+131
-40
@@ -1,6 +1,6 @@
|
||||
"use client";
|
||||
|
||||
import { useEffect, useState, useCallback } from "react";
|
||||
import { useEffect, useState, useCallback, useMemo } from "react";
|
||||
import { motion, AnimatePresence } from "framer-motion";
|
||||
import {
|
||||
TrendingUp, TrendingDown, Minus, Loader2, Database,
|
||||
@@ -15,7 +15,7 @@ import { CURRENCY_META, COUNTRY_PROFILES } from "@/lib/constants";
|
||||
import { biasLabel, calcMacroScore } from "@/lib/scoring";
|
||||
import { saveCache, loadCache, formatCacheDate } from "@/lib/localCache";
|
||||
import type { Currency, BiasPhase, RateExpectation } from "@/lib/types";
|
||||
import type { CBRatePath } from "@/lib/rateprobability";
|
||||
import type { CBRatePath, ILWeeklyDelta } from "@/lib/rateprobability";
|
||||
import type { SentimentEntry, CotEntry } from "@/lib/types";
|
||||
import NarrativeButton from "./NarrativeButton";
|
||||
|
||||
@@ -76,6 +76,48 @@ function phaseLabel(p: BiasPhase) {
|
||||
return "Transition";
|
||||
}
|
||||
|
||||
// ─── Phase depuis OIS (source primaire) ──────────────────────────────────────
|
||||
// Ordre de priorité :
|
||||
// 1. Resserrement actif : proba de hausse >60% ET bps annuels >+15
|
||||
// 2. Assouplissement actif: proba de coupe >60% OU bps annuels <−40
|
||||
// 3. Pause dovish : bps annuels ≤ −15 (coupes attendues, pas imminentes)
|
||||
// 4. Pause hawkish : bps annuels ≥ +20 OU biais sans coupe modérément pricé
|
||||
// 5. Transition : anticipations neutres (fin de cycle, CB en attente)
|
||||
function computePhaseFromOIS(ratePath: CBRatePath | null): BiasPhase | null {
|
||||
if (!ratePath?.peakMeeting) return null;
|
||||
const yearEndBps = ratePath.yearEndImplied !== null
|
||||
? Math.round((ratePath.yearEndImplied - ratePath.currentRate) * 100)
|
||||
: 0;
|
||||
const { probMovePct, probIsCut } = ratePath.peakMeeting;
|
||||
if (!probIsCut && probMovePct > 60 && yearEndBps >= 15) return "tightening";
|
||||
if (probIsCut && (probMovePct > 60 || yearEndBps <= -40)) return "easing";
|
||||
if (yearEndBps <= -15) return "dovish_pause";
|
||||
if (yearEndBps >= 20 || (!probIsCut && probMovePct > 40 && yearEndBps > 5)) return "hawkish_pause";
|
||||
return "transition";
|
||||
}
|
||||
|
||||
// ─── Description contextuelle de la phase (avec vrais chiffres OIS) ──────────
|
||||
function phaseDescription(phase: BiasPhase, ratePath: CBRatePath | null): string {
|
||||
const yearEndBps = (ratePath?.yearEndImplied != null && ratePath?.currentRate != null)
|
||||
? Math.round((ratePath.yearEndImplied - ratePath.currentRate) * 100)
|
||||
: null;
|
||||
const peak = ratePath?.peakMeeting;
|
||||
const bpsStr = yearEndBps !== null ? `${yearEndBps > 0 ? "+" : ""}${yearEndBps}bps fin d'an` : "";
|
||||
const probStr = peak ? `${peak.probMovePct.toFixed(0)}% de ${peak.probIsCut ? "coupe" : "hausse"} (${peak.label})` : "";
|
||||
switch (phase) {
|
||||
case "tightening":
|
||||
return `Cycle de resserrement actif — ${probStr}${bpsStr ? ` · ${bpsStr}` : ""}. Surveiller : inflation, emploi solide, PMI > 50.`;
|
||||
case "easing":
|
||||
return `Cycle d'assouplissement — ${probStr}${bpsStr ? ` · ${bpsStr}` : ""}. Surveiller : désinflation, ralentissement emploi, PMI < 50.`;
|
||||
case "dovish_pause":
|
||||
return `Pause dovish${bpsStr ? ` — ${bpsStr} anticipés` : ""}. Prochaine réunion stable mais coupes attendues plus tard. Surveiller : timing désinflation.`;
|
||||
case "hawkish_pause":
|
||||
return `Pause hawkish${bpsStr ? ` — ${bpsStr} anticipés` : ""}. CB en attente. Surveiller : regain d'inflation ou fort ralentissement.`;
|
||||
case "transition":
|
||||
return `Anticipations neutres${bpsStr ? ` (${bpsStr})` : ""}. CB données-dépendantes — tous les indicateurs comptent.`;
|
||||
}
|
||||
}
|
||||
|
||||
function scoreDir(score: number): SignalDir {
|
||||
if (score >= 3) return "bullish";
|
||||
if (score <= -3) return "bearish";
|
||||
@@ -165,6 +207,29 @@ function trendDir(t: "up"|"down"|"flat"|null): SignalDir {
|
||||
return "neutral";
|
||||
}
|
||||
|
||||
// ─── RpArrow : flèche de tendance pour probabilités de taux (delta IL hebdo) ──
|
||||
// delta = valeur_actuelle - valeur_précédent_article
|
||||
// isBearishIfUp = true si une hausse du delta est baissière pour la devise
|
||||
|
||||
function RpArrow({
|
||||
delta, isBearishIfPositive, suffix, strongT, modT,
|
||||
}: {
|
||||
delta: number; isBearishIfPositive: boolean; suffix: string; strongT: number; modT: number;
|
||||
}) {
|
||||
const abs = Math.abs(delta);
|
||||
if (abs < modT) return null;
|
||||
const strong = abs >= strongT;
|
||||
const up = delta > 0;
|
||||
const bearish = isBearishIfPositive ? up : !up;
|
||||
const color = bearish ? "text-sky-400" : "text-amber-400";
|
||||
const arrow = strong ? (up ? "↑↑" : "↓↓") : (up ? "↑" : "↓");
|
||||
return (
|
||||
<span className={`font-bold ${color}`}>
|
||||
{arrow}{up ? "+" : ""}{Math.abs(Math.round(abs * 10) / 10)}{suffix}
|
||||
</span>
|
||||
);
|
||||
}
|
||||
|
||||
// ─── Sous-composants ─────────────────────────────────────────────────────────
|
||||
|
||||
function MacroBlock({ title, children }: { title: string; children: React.ReactNode }) {
|
||||
@@ -260,7 +325,15 @@ export default function CurrencyCard({
|
||||
|
||||
// ── State ────────────────────────────────────────────────────────────────────
|
||||
const [data, setData] = useState<MacroData | null>(null);
|
||||
const [phase, setPhase] = useState<BiasPhase>("hawkish_pause");
|
||||
// Phase dérivée des probabilités OIS (source primaire) ou du trend FRED (fallback)
|
||||
const phase = useMemo<BiasPhase>(() => {
|
||||
const oisPhase = computePhaseFromOIS(ratePath);
|
||||
if (oisPhase) return oisPhase;
|
||||
const rateInd = data?.indicators?.policyRate;
|
||||
if (rateInd?.trend === "up") return "tightening";
|
||||
if (rateInd?.trend === "down") return "easing";
|
||||
return "hawkish_pause";
|
||||
}, [ratePath, data]);
|
||||
const [loading, setLoading] = useState(true);
|
||||
const [rateExp, setRateExp] = useState<RateExpectation | null>(null);
|
||||
const [fromCache, setFromCache] = useState(false);
|
||||
@@ -293,21 +366,12 @@ export default function CurrencyCard({
|
||||
setFromCache(false);
|
||||
setCacheAge(null);
|
||||
saveCache(cacheKey, merged);
|
||||
|
||||
const rateInd = merged.indicators.policyRate;
|
||||
if (rateInd?.trend === "up") setPhase("tightening");
|
||||
else if (rateInd?.trend === "down") setPhase("easing");
|
||||
else setPhase("hawkish_pause");
|
||||
} catch {
|
||||
const cached = loadCache<MacroData>(cacheKey);
|
||||
if (cached) {
|
||||
setData(cached.data);
|
||||
setFromCache(true);
|
||||
setCacheAge(formatCacheDate(cached.savedAt));
|
||||
const rateInd = cached.data.indicators.policyRate;
|
||||
if (rateInd?.trend === "up") setPhase("tightening");
|
||||
else if (rateInd?.trend === "down") setPhase("easing");
|
||||
else setPhase("hawkish_pause");
|
||||
}
|
||||
} finally {
|
||||
setLoading(false);
|
||||
@@ -505,7 +569,7 @@ export default function CurrencyCard({
|
||||
{ label: "PMI Mfg", value: inds?.pmiMfg?.value != null ? `${inds.pmiMfg.value.toFixed(1)}` : "", sig: inds?.pmiMfg?.value != null ? (inds.pmiMfg.value > 50 ? 1 : -1) : 0 },
|
||||
{ label: "PMI Services", value: inds?.pmiServices?.value != null ? `${inds.pmiServices.value.toFixed(1)}` : "", sig: inds?.pmiServices?.value != null ? (inds.pmiServices.value > 50 ? 1 : -1) : 0 },
|
||||
{ label: "PIB QoQ", value: inds?.gdp?.value != null ? `${inds.gdp.value > 0 ? "+" : ""}${inds.gdp.value.toFixed(2)}%` : "", sig: (() => { const s = inds?.gdp?.surprise; return s == null ? 0 : s > 0.3 ? 1 : s < -0.3 ? -1 : 0; })() },
|
||||
{ label: "Retail Sales", value: inds?.retailSales?.value != null ? `${inds.retailSales.value > 0 ? "+" : ""}${inds.retailSales.value.toFixed(2)}%` : "", sig: (() => { const s = inds?.retailSales?.surprise; return s == null ? 0 : s > 0.3 ? 1 : s < -0.3 ? -1 : 0; })() },
|
||||
{ label: "Retail Sales MoM", value: inds?.retailSales?.value != null ? `${inds.retailSales.value > 0 ? "+" : ""}${inds.retailSales.value.toFixed(2)}%` : "", sig: (() => { const s = inds?.retailSales?.surprise; return s == null ? 0 : s > 0.3 ? 1 : s < -0.3 ? -1 : 0; })() },
|
||||
{ label: "Chômage", value: inds?.unemployment?.value != null ? `${inds.unemployment.value.toFixed(2)}%` : "", sig: (() => { const s = inds?.unemployment?.surprise; return s == null ? 0 : s < -0.3 ? 1 : s > 0.3 ? -1 : 0; })() },
|
||||
{ label: "Emploi", value: inds?.employment?.value != null ? `${inds.employment.value > 0 ? "+" : ""}${inds.employment.value.toFixed(1)}k` : "", sig: (() => { const s = inds?.employment?.surprise; return s == null ? 0 : s > 10 ? 1 : s < -10 ? -1 : 0; })() },
|
||||
].filter(c => c.value !== "");
|
||||
@@ -641,23 +705,49 @@ export default function CurrencyCard({
|
||||
</LineChart>
|
||||
</ResponsiveContainer>
|
||||
{ratePath.peakMeeting && (
|
||||
<div className="flex items-center justify-between mt-1 text-[10px]">
|
||||
<span className="text-slate-600">
|
||||
Pic : <span className="text-slate-400">{ratePath.peakMeeting.label}</span>
|
||||
</span>
|
||||
<span className={ratePath.peakMeeting.probIsCut ? "text-sky-400 font-bold" : "text-red-400 font-bold"}>
|
||||
{ratePath.peakMeeting.probMovePct.toFixed(0)}% {ratePath.peakMeeting.probIsCut ? "Cut" : "Hike"}
|
||||
</span>
|
||||
{ratePath.yearEndImplied !== null && (() => {
|
||||
const bps = Math.round((ratePath.yearEndImplied! - ratePath.currentRate) * 100);
|
||||
const cls = bps < 0 ? "text-sky-400 font-bold" : bps > 0 ? "text-red-400 font-bold" : "text-slate-500";
|
||||
return (
|
||||
<span className={cls} title={`Taux actuel: ${ratePath.currentRate.toFixed(2)}% → fin an: ${ratePath.yearEndImplied!.toFixed(2)}%`}>
|
||||
{bps > 0 ? "+" : ""}{bps}bps fin an
|
||||
<>
|
||||
<div className="flex items-center justify-between mt-1 text-[10px]">
|
||||
<span className="text-slate-600">
|
||||
Pic : <span className="text-slate-400">{ratePath.peakMeeting.label}</span>
|
||||
</span>
|
||||
<span className={ratePath.peakMeeting.probIsCut ? "text-sky-400 font-bold" : "text-red-400 font-bold"}>
|
||||
{ratePath.peakMeeting.probMovePct.toFixed(0)}% {ratePath.peakMeeting.probIsCut ? "Cut" : "Hike"}
|
||||
</span>
|
||||
{ratePath.yearEndImplied !== null && (() => {
|
||||
const bps = Math.round((ratePath.yearEndImplied! - ratePath.currentRate) * 100);
|
||||
const cls = bps < 0 ? "text-sky-400 font-bold" : bps > 0 ? "text-red-400 font-bold" : "text-slate-500";
|
||||
return (
|
||||
<span className={cls} title={`Taux actuel: ${ratePath.currentRate.toFixed(2)}% → fin an: ${ratePath.yearEndImplied!.toFixed(2)}%`}>
|
||||
{bps > 0 ? "+" : ""}{bps}bps fin an
|
||||
</span>
|
||||
);
|
||||
})()}
|
||||
</div>
|
||||
{/* ── Flèches de tendance vs article IL semaine précédente ── */}
|
||||
{ratePath.ilDelta && (Math.abs(ratePath.ilDelta.probDelta) >= 3 || Math.abs(ratePath.ilDelta.bpsDelta) >= 10) && (
|
||||
<div className="flex items-center gap-2 mt-0.5 text-[9px] text-slate-600">
|
||||
<span title={`vs article du ${ratePath.ilDelta.prevDate}`}>
|
||||
vs sem. préc. :
|
||||
</span>
|
||||
);
|
||||
})()}
|
||||
</div>
|
||||
<RpArrow
|
||||
delta={ratePath.ilDelta.probDelta}
|
||||
isBearishIfPositive={ratePath.ilDelta.isCut}
|
||||
suffix="%"
|
||||
strongT={10}
|
||||
modT={3}
|
||||
/>
|
||||
{ratePath.ilDelta.bpsDelta !== 0 && (
|
||||
<RpArrow
|
||||
delta={ratePath.ilDelta.bpsDelta}
|
||||
isBearishIfPositive={true}
|
||||
suffix="bps"
|
||||
strongT={25}
|
||||
modT={10}
|
||||
/>
|
||||
)}
|
||||
</div>
|
||||
)}
|
||||
</>
|
||||
)}
|
||||
</div>
|
||||
)}
|
||||
@@ -933,7 +1023,7 @@ export default function CurrencyCard({
|
||||
<MacroBlock title="Croissance">
|
||||
<IRow label="PIB (QoQ%)" ind={inds?.gdp ?? null} unit="%" consensus={fc?.gdp ?? null} surpriseVsCons={fc?.gdpSurprise ?? null} />
|
||||
<IRow label="PMI Composite" ind={inds?.pmiComposite ?? null} consensus={fc?.pmiComposite ?? null} surpriseVsCons={fc?.pmiCompositeSurprise ?? null} />
|
||||
<IRow label="Retail Sales" ind={inds?.retailSales ?? null} unit="%" consensus={fc?.retailSales ?? null} surpriseVsCons={fc?.retailSalesSurprise ?? null} />
|
||||
<IRow label="Retail Sales MoM" ind={inds?.retailSales ?? null} unit="%" consensus={fc?.retailSales ?? null} surpriseVsCons={fc?.retailSalesSurprise ?? null} />
|
||||
</MacroBlock>
|
||||
|
||||
{/* Emploi */}
|
||||
@@ -1025,17 +1115,18 @@ export default function CurrencyCard({
|
||||
{/* ════ FOCUS DONNÉES ══════════════════════════════════════════════ */}
|
||||
{activeTab === "focus" && (
|
||||
<>
|
||||
{/* Context phase */}
|
||||
{/* Context phase — source : OIS / probabilités de taux (fallback : trend FRED) */}
|
||||
<div className={`rounded-xl border p-3 text-[11px] ${sigBg(trendDir(phase === "tightening" ? "up" : phase === "easing" ? "down" : null))}`}>
|
||||
<div className={`font-semibold mb-1 ${sigColor(trendDir(phase === "tightening" ? "up" : phase === "easing" ? "down" : null))}`}>
|
||||
Phase {phaseLabel(phase)}
|
||||
<div className="flex items-center justify-between mb-1">
|
||||
<span className={`font-semibold ${sigColor(trendDir(phase === "tightening" ? "up" : phase === "easing" ? "down" : null))}`}>
|
||||
Phase {phaseLabel(phase)}
|
||||
</span>
|
||||
<span className="text-[9px] text-slate-600 italic">
|
||||
{ratePath ? "Source : OIS / probabilités" : "Source : trend taux FRED"}
|
||||
</span>
|
||||
</div>
|
||||
<p className="text-slate-400 leading-relaxed">
|
||||
{phase === "tightening" && "Surveiller les données soutenant une poursuite du resserrement : inflation, emploi solide, PMI expansionniste."}
|
||||
{phase === "easing" && "Surveiller les données justifiant des baisses : désinflation, ralentissement du marché de l'emploi, PMI en contraction."}
|
||||
{phase === "hawkish_pause" && "Surveiller les données qui pourraient forcer la main : regain d'inflation ou au contraire fort ralentissement."}
|
||||
{phase === "dovish_pause" && "Surveiller les signes de reprise permettant une normalisation de la politique monétaire."}
|
||||
{phase === "transition" && "Phase de transition — tous les indicateurs sont importants pour déterminer la direction future."}
|
||||
{phaseDescription(phase, ratePath)}
|
||||
</p>
|
||||
</div>
|
||||
|
||||
@@ -1047,7 +1138,7 @@ export default function CurrencyCard({
|
||||
<FocusRow importance="critical"><IRow label="Variation emploi" ind={inds?.employment ?? null} unit="k" consensus={fc?.employment ?? null} /></FocusRow>
|
||||
<FocusRow importance="high"><IRow label="PIB (QoQ%)" ind={inds?.gdp ?? null} unit="%" consensus={fc?.gdp ?? null} /></FocusRow>
|
||||
<FocusRow importance="high"><IRow label="PMI Composite" ind={inds?.pmiComposite ?? null} consensus={fc?.pmiComposite ?? null} /></FocusRow>
|
||||
<FocusRow importance="medium"><IRow label="Retail Sales" ind={inds?.retailSales ?? null} unit="%" consensus={fc?.retailSales ?? null} /></FocusRow>
|
||||
<FocusRow importance="medium"><IRow label="Retail Sales MoM" ind={inds?.retailSales ?? null} unit="%" consensus={fc?.retailSales ?? null} /></FocusRow>
|
||||
</>
|
||||
: <>
|
||||
<FocusRow importance="critical"><IRow label="CPI MoM" ind={inds?.cpiMoM ?? null} unit="%" consensus={fc?.cpiMoM ?? null} /></FocusRow>
|
||||
@@ -1070,7 +1161,7 @@ export default function CurrencyCard({
|
||||
: <>
|
||||
<FocusRow importance="medium"><IRow label="Taux de chômage" ind={inds?.unemployment ?? null} unit="%" invertSurprise /></FocusRow>
|
||||
<FocusRow importance="medium"><IRow label="PIB (QoQ%)" ind={inds?.gdp ?? null} unit="%" /></FocusRow>
|
||||
<FocusRow importance="medium"><IRow label="Retail Sales" ind={inds?.retailSales ?? null} unit="%" /></FocusRow>
|
||||
<FocusRow importance="medium"><IRow label="Retail Sales MoM" ind={inds?.retailSales ?? null} unit="%" /></FocusRow>
|
||||
</>
|
||||
}
|
||||
</MacroBlock>
|
||||
|
||||
Reference in New Issue
Block a user