Files
caty21 48d3b9c473 feat(COT/Idees): redesign COT chart + NC group + editeur riche IdeesTab
COT :
- Ajoute groupe NC (Non-Commercial Legacy) via Socrata API CFTC
- Graphique bidirectionnel (barres avec gradient, zéro centré, track complet)
- Barre L/S split sous chaque groupe, valeur nette + %L empilés
- Corrige verdict bug : amDominates vérifié avant hfIsShort
- Supprime 'k contrats', ajoute légende ΔL/ΔS/ΔNet

IdeesTab :
- Réécriture NotePane : contentEditable Notion-like avec images inline
- Toolbar riche : gras, italique, souligné, listes, alignement
- Redimensionnement image inline (25/40/60/80/100%)
- Archives : affichage complet screenshot + texte, restauration vers slot actif

Sentiment DXM :
- Affichage brut paire par paire (Myfxbook) pour vérification directe
- SentimentPair type + pairs[] dans SentimentEntry

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-29 23:33:00 +02:00

260 lines
9.6 KiB
TypeScript

import { NextResponse } from "next/server";
import { inflateRawSync } from "zlib";
import { COT_CODES } from "@/lib/constants";
import type { Currency, CotEntry } from "@/lib/types";
export const dynamic = "force-dynamic";
// ── CFTC Traders in Financial Futures (TFF) — fichier annuel ZIP ──────────────
// URL : https://www.cftc.gov/files/dea/history/fut_fin_txt_YYYY.zip
// Colonnes : 3=code, 2=date, 11=AM long, 12=AM short, 14=HF long, 15=HF short
const IDX_CODE = 3;
const IDX_DATE = 2;
const IDX_AM_LONG = 11;
const IDX_AM_SHORT = 12;
const IDX_LEV_LONG = 14;
const IDX_LEV_SHORT = 15;
// ── CFTC Legacy COT (Non-Commercial) — via Socrata API ────────────────────────
// Dataset : 6dca-aqww (Legacy Futures Only)
// Fields : noncomm_positions_long_all, noncomm_positions_short_all + changes
const SODA_BASE = "https://publicreporting.cftc.gov/resource";
const CODES_LIST = Object.values(COT_CODES).map(c => `'${c}'`).join(",");
const SODA_WHERE = `cftc_contract_market_code in(${CODES_LIST}) AND futonly_or_combined='FutOnly'`;
function cftcZipUrl(): string {
return `https://www.cftc.gov/files/dea/history/fut_fin_txt_${new Date().getFullYear()}.zip`;
}
// In-memory cache — expire le vendredi suivant à 15h30 UTC (publication CFTC)
let _cache: { data: Record<string, unknown>; ts: number } | null = null;
function nextCftcRelease(): number {
const d = new Date();
const daysUntilFriday = (5 - d.getUTCDay() + 7) % 7 || 7;
d.setUTCDate(d.getUTCDate() + daysUntilFriday);
d.setUTCHours(15, 30, 0, 0);
return d.getTime();
}
function cacheTtl(): number {
return Math.min(nextCftcRelease() - Date.now(), 4 * 24 * 3600_000);
}
export type { CotEntry } from "@/lib/types";
// ── NC (Non-Commercial Legacy) via Socrata ─────────────────────────────────────
interface LegacyRow {
cftc_contract_market_code: string;
report_date_as_yyyy_mm_dd: string;
noncomm_positions_long_all: string;
noncomm_positions_short_all: string;
change_in_noncomm_long_all: string;
change_in_noncomm_short_all: string;
}
interface NcData {
longs: number; shorts: number;
longsDelta: number | null; shortsDelta: number | null;
}
async function fetchNcData(): Promise<Record<string, NcData>> {
const url = `${SODA_BASE}/6dca-aqww.json?$where=${encodeURIComponent(SODA_WHERE)}&$limit=20&$order=report_date_as_yyyy_mm_dd DESC`;
const rows: LegacyRow[] = await fetch(url, { cache: "no-store" }).then(r => r.json()).catch(() => []);
// On garde max 2 semaines par devise (ordre DESC = plus récente en premier)
const seen: Record<string, LegacyRow[]> = {};
for (const row of rows) {
const code = row.cftc_contract_market_code;
if (!seen[code]) seen[code] = [];
if (seen[code].length < 2) seen[code].push(row);
}
const codeMap = Object.fromEntries(
(Object.entries(COT_CODES) as [Currency, string][]).map(([ccy, code]) => [code, ccy])
);
const result: Record<string, NcData> = {};
for (const [code, weeks] of Object.entries(seen)) {
const ccy = codeMap[code];
if (!ccy || weeks.length === 0) continue;
const cur = weeks[0];
const prev = weeks[1] ?? null;
const longs = parseInt(cur.noncomm_positions_long_all ?? "0", 10) || 0;
const shorts = parseInt(cur.noncomm_positions_short_all ?? "0", 10) || 0;
const prevL = prev ? parseInt(prev.noncomm_positions_long_all ?? "0", 10) || 0 : null;
const prevS = prev ? parseInt(prev.noncomm_positions_short_all ?? "0", 10) || 0 : null;
result[ccy] = {
longs, shorts,
longsDelta: prevL !== null ? longs - prevL : null,
shortsDelta: prevS !== null ? shorts - prevS : null,
};
}
return result;
}
export async function GET() {
if (_cache && Date.now() - _cache.ts < cacheTtl()) {
return NextResponse.json(_cache.data);
}
try {
const [res, ncRaw] = await Promise.all([
fetch(cftcZipUrl(), {
cache: "no-store",
headers: { "User-Agent": "Mozilla/5.0 (compatible; ForexDashboard/1.0)" },
}),
fetchNcData(),
]);
if (!res.ok) {
return NextResponse.json({ error: `CFTC fetch failed: ${res.status}` }, { status: 502 });
}
const zipBuf = Buffer.from(await res.arrayBuffer());
const text = extractFirstFileFromZip(zipBuf);
if (!text) return NextResponse.json({ error: "ZIP parse failed" }, { status: 502 });
const result = parseCOT(text, ncRaw);
_cache = { data: result, ts: Date.now() };
return NextResponse.json(result);
} catch (err) {
return NextResponse.json({ error: String(err) }, { status: 502 });
}
}
// ── ZIP parser minimal (format PKZIP, méthode 8 = deflate) ───────────────────
function extractFirstFileFromZip(buf: Buffer): string | null {
try {
// Find End-of-Central-Directory (PK\x05\x06)
let eocd = -1;
for (let i = buf.length - 22; i >= 0; i--) {
if (buf[i] === 0x50 && buf[i + 1] === 0x4b && buf[i + 2] === 0x05 && buf[i + 3] === 0x06) {
eocd = i; break;
}
}
if (eocd < 0) return null;
const localHdrOffset = buf.readUInt32LE(buf.readUInt32LE(eocd + 16) + 42);
const lfnLen = buf.readUInt16LE(localHdrOffset + 26);
const lexLen = buf.readUInt16LE(localHdrOffset + 28);
const dataStart = localHdrOffset + 30 + lfnLen + lexLen;
const compSize = buf.readUInt32LE(localHdrOffset + 18);
const method = buf.readUInt16LE(localHdrOffset + 8);
const compressed = buf.slice(dataStart, dataStart + compSize);
const decompressed = method === 8
? inflateRawSync(compressed)
: compressed; // stored (method 0)
return decompressed.toString("utf8");
} catch {
return null;
}
}
// ── Parseur CSV TFF ──────────────────────────────────────────────────────────
type RawWeek = {
hfLongs: number; hfShorts: number;
amLongs: number; amShorts: number;
weekDate: string;
};
function parseCOT(csv: string, nc: Record<string, NcData>): Record<string, CotEntry> {
const lines = csv.split("\n");
const targetCodes = new Set(Object.values(COT_CODES));
const raw: Record<string, RawWeek[]> = {};
for (const line of lines) {
if (!line.trim()) continue;
const cols = splitCsvLine(line);
if (cols.length < 16) continue;
const code = cols[IDX_CODE]?.trim();
if (!code || !targetCodes.has(code)) continue;
const hfLongs = parseInt(cols[IDX_LEV_LONG]?.trim() ?? "0", 10);
const hfShorts = parseInt(cols[IDX_LEV_SHORT]?.trim() ?? "0", 10);
const amLongs = parseInt(cols[IDX_AM_LONG]?.trim() ?? "0", 10);
const amShorts = parseInt(cols[IDX_AM_SHORT]?.trim() ?? "0", 10);
if (isNaN(hfLongs) || isNaN(hfShorts) || isNaN(amLongs) || isNaN(amShorts)) continue;
const weekDate = cols[IDX_DATE]?.trim() ?? "";
if (!raw[code]) raw[code] = [];
if (raw[code].length < 2) raw[code].push({ hfLongs, hfShorts, amLongs, amShorts, weekDate });
}
const result: Record<string, CotEntry> = {};
for (const [code, weeks] of Object.entries(raw)) {
const currency = (Object.entries(COT_CODES) as [Currency, string][])
.find(([, c]) => c === code)?.[0];
if (!currency || weeks.length === 0) continue;
const cur = weeks[0];
const prev = weeks[1] ?? null;
const hfTotal = cur.hfLongs + cur.hfShorts;
const hfNet = cur.hfLongs - cur.hfShorts;
const amTotal = cur.amLongs + cur.amShorts;
const amNet = cur.amLongs - cur.amShorts;
const ncEntry = nc[currency] ?? null;
const ncLongs = ncEntry?.longs ?? 0;
const ncShorts = ncEntry?.shorts ?? 0;
const ncTotal = ncLongs + ncShorts;
const ncNet = ncLongs - ncShorts;
result[currency] = {
net: hfNet,
hfLongs: cur.hfLongs,
hfShorts: cur.hfShorts,
longPct: hfTotal > 0 ? Math.round((cur.hfLongs / hfTotal) * 100) : 50,
shortPct: hfTotal > 0 ? Math.round((cur.hfShorts / hfTotal) * 100) : 50,
totalLev: hfTotal,
amNet,
amLongs: cur.amLongs,
amShorts: cur.amShorts,
amLongPct: amTotal > 0 ? Math.round((cur.amLongs / amTotal) * 100) : 50,
amTotal,
ncNet,
ncLongs,
ncShorts,
ncLongPct: ncTotal > 0 ? Math.round((ncLongs / ncTotal) * 100) : 50,
ncTotal,
netDelta: prev !== null ? hfNet - (prev.hfLongs - prev.hfShorts) : null,
longsDelta: prev !== null ? cur.hfLongs - prev.hfLongs : null,
shortsDelta: prev !== null ? cur.hfShorts - prev.hfShorts : null,
amNetDelta: prev !== null ? amNet - (prev.amLongs - prev.amShorts) : null,
amLongsDelta: prev !== null ? cur.amLongs - prev.amLongs : null,
amShortsDelta: prev !== null ? cur.amShorts - prev.amShorts : null,
ncNetDelta: ncEntry?.longsDelta != null && ncEntry?.shortsDelta != null ? ncEntry.longsDelta - ncEntry.shortsDelta : null,
ncLongsDelta: ncEntry?.longsDelta ?? null,
ncShortsDelta: ncEntry?.shortsDelta ?? null,
weekDate: cur.weekDate,
prevWeekDate: prev?.weekDate ?? null,
};
}
return result;
}
function splitCsvLine(line: string): string[] {
const result: string[] = [];
let current = "";
let inQuotes = false;
for (let i = 0; i < line.length; i++) {
const ch = line[i];
if (ch === '"') { inQuotes = !inQuotes; }
else if (ch === "," && !inQuotes) { result.push(current); current = ""; }
else { current += ch; }
}
result.push(current);
return result;
}