feat(macro): deploy Macro Indicators Vault (Phase 4) with hybrid override and sparklines

This commit is contained in:
Antigravity Agent
2026-06-12 12:29:06 +02:00
parent 36ac9e8397
commit 8f0e887b9c
5 changed files with 891 additions and 26 deletions

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import React from 'react';
import { BookOpen } from 'lucide-react';
import 'katex/dist/katex.min.css';
import { BlockMath, InlineMath } from 'react-katex';
interface MacroMathModalProps {
isOpen: boolean;
onClose: () => void;
}
export default function MacroMathModal({ isOpen, onClose }: MacroMathModalProps) {
React.useEffect(() => {
const handleKeyDown = (e: KeyboardEvent) => {
if (e.key === 'Escape') {
onClose();
}
};
if (isOpen) {
window.addEventListener('keydown', handleKeyDown);
}
return () => {
window.removeEventListener('keydown', handleKeyDown);
};
}, [isOpen, onClose]);
if (!isOpen) return null;
return (
<div className="fixed inset-0 z-50 flex items-center justify-center bg-slate-950/85 backdrop-blur-md p-4 sm:p-6 md:p-8">
<div className="bg-slate-900 border border-slate-800/80 rounded-3xl w-full max-w-4xl h-[80vh] flex flex-col overflow-hidden shadow-2xl relative text-slate-300">
{/* Modal Header */}
<div className="flex justify-between items-center px-6 py-4 bg-slate-950/40 border-b border-slate-800/60">
<div>
<h2 className="text-base font-bold bg-gradient-to-r from-purple-400 to-indigo-400 bg-clip-text text-transparent flex items-center gap-2">
<BookOpen className="w-5 h-5 text-purple-400" /> Macroeconomics & Liquidity - Math & Logic Specification
</h2>
<p className="text-[10px] text-slate-500 font-mono">Institutional Specification Manual</p>
</div>
<button
onClick={onClose}
className="text-slate-400 hover:text-slate-200 bg-slate-950/50 border border-slate-800 hover:border-slate-700 px-3 py-1.5 rounded-lg text-xs font-semibold font-mono transition-all cursor-pointer"
>
Schließen (ESC)
</button>
</div>
{/* Modal Body */}
<div className="flex-1 overflow-y-auto p-6 sm:p-8 space-y-6 text-slate-300 scrollbar-thin">
<div className="space-y-6">
<div className="border-b border-slate-800/80 pb-3">
<h3 className="text-base font-bold text-slate-200">6. Macroeconomic Indicators & Credit Vault</h3>
<p className="text-xs text-slate-400 mt-1">Details structural curves, monetary flows, and historical surprise indices.</p>
</div>
{/* Section A: Yield Curve */}
<div className="space-y-3">
<h4 className="text-xs font-bold text-purple-400 uppercase tracking-wider font-mono">A. Yield Curve Spread Inversion Dynamics</h4>
<p className="text-xs leading-relaxed text-slate-400">
Calculates the duration spread between short-term and long-term government yield rates. A negative spread represents structural inversion, often preceding a recession:
</p>
<div className="bg-slate-950/40 p-4 rounded-xl border border-slate-800/60 my-2 space-y-4">
<div>
<p className="text-xs text-slate-400 mb-1">2S10S Yield Curve Spread:</p>
<BlockMath math="\\text{Spread}_{2S10S} = Y_{10Y} - Y_{2Y}" />
<p className="text-[10px] text-slate-550 mt-2 font-mono leading-relaxed">
where:
<br />
- <InlineMath math="Y_{10Y}" /> is the yield rate of the 10-Year Treasury Bond.
<br />
- <InlineMath math="Y_{2Y}" /> is the yield rate of the 2-Year Treasury Bond.
</p>
</div>
</div>
</div>
{/* Section B: Surprise Index */}
<div className="space-y-3">
<h4 className="text-xs font-bold text-purple-400 uppercase tracking-wider font-mono">B. Surprise Index Standardized Deviation</h4>
<p className="text-xs leading-relaxed text-slate-400">
Measures how far an economic release deviates from general consensus expectations, scaled by the historical standard deviation of surprises:
</p>
<div className="bg-slate-950/40 p-4 rounded-xl border border-slate-800/60 my-2 space-y-4">
<div>
<p className="text-xs text-slate-400 mb-1">Standardized Surprise Score:</p>
<BlockMath math="\\text{Surprise}_t = \\frac{\\text{Actual}_t - \\text{Consensus}_t}{\\sigma_{\\text{surprise}}}" />
<p className="text-[10px] text-slate-550 mt-2 font-mono leading-relaxed">
where:
<br />
- <InlineMath math="\\text{Actual}_t" /> is the released value for the economic indicator.
<br />
- <InlineMath math="\\text{Consensus}_t" /> is the median consensus forecast.
<br />
- <InlineMath math="\\sigma_{\\text{surprise}}" /> is the historical standard deviation of forecast errors.
</p>
</div>
</div>
</div>
{/* Section C: Net Liquidity */}
<div className="space-y-3">
<h4 className="text-xs font-bold text-purple-400 uppercase tracking-wider font-mono">C. Central Bank Net Liquidity Proxy</h4>
<p className="text-xs leading-relaxed text-slate-400">
Calculates the net USD liquidity circulating in the financial system by subtracting treasury reserves and central bank operations:
</p>
<div className="bg-slate-950/40 p-4 rounded-xl border border-slate-800/60 my-2 space-y-4">
<div>
<p className="text-xs text-slate-400 mb-1">Federal Reserve Net Liquidity Equation:</p>
<BlockMath math="\\text{Net Liquidity}_t = A_{\\text{Fed}, t} - \\text{TGA}_t - \\text{RRP}_t" />
<p className="text-[10px] text-slate-550 mt-2 font-mono leading-relaxed">
where:
<br />
- <InlineMath math="A_{\\text{Fed}, t}" /> is the total Federal Reserve assets (balance sheet volume).
<br />
- <InlineMath math="\\text{TGA}_t" /> is the Treasury General Account balance at the Fed.
<br />
- <InlineMath math="\\text{RRP}_t" /> is the Reverse Repo facility usage volume.
</p>
</div>
</div>
</div>
</div>
</div>
</div>
</div>
);
}