Files
forex-dashboard/data/rate_expectations.json
Capucine Gest eb416be780 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>
2026-06-01 23:16:18 +02:00

68 lines
1.7 KiB
JSON

[
{
"url": "https://investinglive.com/news/how-have-interest-rate-expectations-changed-after-this-weeks-event-20260529/",
"title": "How have interest rate expectations changed after this week's event?",
"date": "2026-05-29",
"scraped_at": "2026-05-29T18:22:00.000Z",
"rate_cuts": [],
"rate_hikes": [
{
"cb": "RBNZ (NZD)",
"bps": 75,
"prob_pct": 79,
"prob_desc": "rate hike at the next meeting",
"direction": "hike"
},
{
"cb": "ECB (EUR)",
"bps": 52,
"prob_pct": 89,
"prob_desc": "rate hike at the next meeting",
"direction": "hike"
},
{
"cb": "BoJ (JPY)",
"bps": 42,
"prob_pct": 71,
"prob_desc": "rate hike at the next meeting",
"direction": "hike"
},
{
"cb": "BoE (GBP)",
"bps": 32,
"prob_pct": 94,
"prob_desc": "no change at the next meeting",
"direction": "hike"
},
{
"cb": "BoC (CAD)",
"bps": 28,
"prob_pct": 99,
"prob_desc": "no change at the next meeting",
"direction": "hike"
},
{
"cb": "RBA (AUD)",
"bps": 18,
"prob_pct": 93,
"prob_desc": "no change at the next meeting",
"direction": "hike"
},
{
"cb": "Fed (USD)",
"bps": 13,
"prob_pct": 99,
"prob_desc": "no change at the next meeting",
"direction": "hike"
},
{
"cb": "SNB (CHF)",
"bps": 11,
"prob_pct": 97,
"prob_desc": "no change at the next meeting",
"direction": "hike"
}
]
}
]