feat(market): Fear & Greed Index 2.0 — 10-category composite sentiment panel (#2181)

Browse Source

* Add Fear & Greed Index 2.0 reverse engineering brief

Analyzes the 10-category weighted composite (Sentiment, Volatility,
Positioning, Trend, Breadth, Momentum, Liquidity, Credit, Macro,
Cross-Asset) with scoring formulas, data source audit, and
implementation plan for building it as a worldmonitor panel.

https://claude.ai/code/session_01HR69u6oF1VCMwsC2PHFL8i

* Add seed script implementation plan to F&G brief

Details exact endpoints, Yahoo symbols (17 calls), Redis key schema,
computed metrics, FRED series to add (BAMLC0A0CM, SOFR), CNN/AAII
sources, output JSON schema, and estimated runtime (~8s per seed run).

https://claude.ai/code/session_01HR69u6oF1VCMwsC2PHFL8i

* Update brief: all sources are free, zero paid APIs needed

- CBOE CDN CSVs for put/call ratios (totalpc.csv, equitypc.csv)
- CNN dataviz API for Fear & Greed (production.dataviz.cnn.io)
- Yahoo Finance for VIX9D/VIX3M/SKEW/RSP/NYA (standard symbols)
- FRED for IG spread (BAMLC0A0CM) and SOFR (add to existing array)
- AAII scrape for bull/bear survey (only medium-effort source)
- Breadth via RSP/SPY divergence + NYSE composite (no scraping)

https://claude.ai/code/session_01HR69u6oF1VCMwsC2PHFL8i

* Add verified Yahoo symbols for breadth + finalized source list

New discoveries:
- ^MMTH = % stocks above 200 DMA (direct Yahoo symbol!)
- C:ISSU = NYSE advance/decline data
- CNN endpoint accepts date param for historical data
- CBOE CSVs have data back to 2003
- 33 total calls per seed run, ~6s runtime

All 10 categories now have confirmed free sources.

https://claude.ai/code/session_01HR69u6oF1VCMwsC2PHFL8i

* Rewrite F&G brief as forward-looking design doc

Remove all reverse-engineering language, screenshot references, and
discovery notes. Clean structure: goal, scoring model, data sources,
formulas, seed script plan, implementation phases, MVP path.

https://claude.ai/code/session_01HR69u6oF1VCMwsC2PHFL8i

* docs: apply gold standard corrections to fear-greed-index-2.0 brief

* feat(market): add Fear & Greed Index 2.0 — 10-category composite sentiment panel

Composite 0-100 index from 10 weighted categories: sentiment (CNN F&G,
AAII, crypto F&G), volatility (VIX, term structure), positioning (P/C
ratio, SKEW), trend (SPX vs MAs), breadth (% >200d, RSP/SPY divergence),
momentum (sector RSI, ROC), liquidity (M2, Fed BS, SOFR), credit (HY/IG
spreads), macro (Fed rate, yield curve, unemployment), cross-asset
(gold/bonds/DXY vs equities).

Data layer:
- seed-fear-greed.mjs: 19 Yahoo symbols (150ms gaps), CBOE P/C CSVs,
  CNN F&G API, AAII scrape (degraded-safe), FRED Redis reads. TTL 64800s.
- seed-economy.mjs: add BAMLC0A0CM (IG spread) and SOFR to FRED_SERIES.
- Bootstrap 4-file checklist: cache-keys, bootstrap.js, health.js, handler.

Proto + RPC:
- get_fear_greed_index.proto with FearGreedCategory message.
- get-fear-greed-index.ts handler reads seeded Redis data.

Frontend:
- FearGreedPanel with gauge, 9-metric header grid, 10-category breakdown.
- Self-loading via bootstrap hydration + RPC fallback.
- Registered in panel-layout, App.ts (prime + refresh), panel config,
  Cmd-K commands, finance variant, i18n (en/ar/zh/es).

* fix(market): add RPC_CACHE_TIER entry for get-fear-greed-index

* fix(docs): escape bare angle bracket in fear-greed brief for MDX

* fix(docs): fix markdown lint errors in fear-greed brief (blank lines around headings/lists)

* fix(market): fix seed-fear-greed bugs from code review

- fredLatest/fredNMonthsAgo: guard parseFloat with Number.isFinite to
  handle FRED's "." missing-data sentinel (was returning NaN which
  propagated through scoring as a truthy non-null value)
- Remove 3 unused Yahoo symbols (^NYA, HYG, LQD) that were fetched
  but not referenced in any scoring category (saves ~450ms per run)
- fedRateStr: display effective rate directly instead of deriving
  target range via (fedRate - 0.25) which was incorrect

* fix(market): address P2/P3 review findings in Fear & Greed

- FearGreedPanel: add mapSeedPayload() to correctly map raw seed
  JSON to proto-shaped FearGreedData; bootstrap hydration was always
  falling through to RPC because seed shape (composite.score) differs
  from proto shape (compositeScore)
- FearGreedPanel: fix fmt() — remove === 0 guard and add explicit
  > 0 checks on VIX and P/C Ratio display to handle proto default
  zeros without masking genuine zero values (e.g. pctAbove200d)
- seed-fear-greed: remove broken history write — each run overwrote
  the key with a single-entry array (no read-then-append), making the
  90-day TTL meaningless; no consumer exists yet so defer to later
- seed-fear-greed: extract hySpreadVal const to avoid double fredLatest call
- seed-fear-greed: fix stale comment (19 symbols → 16 after prior cleanup)

---------

Co-authored-by: Claude <noreply@anthropic.com>

...

This commit is contained in:

Elie Habib

2026-03-24 09:45:59 +04:00

committed by GitHub

parent 92cf6191fe

commit 7013b2f9f1

27 changed files with 1417 additions and 7 deletions

Show all changes Ignore whitespace when comparing lines Ignore changes in amount of whitespace Ignore changes in whitespace at EOL

Download Patch File Download Diff File Expand all files Collapse all files

2

docs/api/MarketService.openapi.json

File diff suppressed because one or more lines are too long