feat: sector rotation map — GICS-11 (AI tool + API route + Market UI) (ANG-80)#273
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A right-side "where is capital rotating" tool. Cross-sectionally compares the 11 SPDR sector ETFs (+ SPY anchor) across 1D/1W/1M/3M/6M on price momentum and the two volume axes, ranked by a blended rotation score. - domain/analysis/sector-rotation.ts — pure compute. Per-ETF: multi-period returns + rel_strength vs SPY, momentum_acceleration (1W per-day pace minus 3M per-day pace), dollar_volume, dv_share + dv_share_change (slice of the 11-sector volume vs its 20-day norm — the rotation signal), rvol. Blended rotation_score = mean of cross-sectional z(accel) and z(dv_share_change); sorted desc. Methodology + fund-flow-proxy caveat returned inline. - tool/sector-rotation.ts — thin orchestration: fetch the 12 daily histories, hand to compute. Registered in main.ts. Design (decided with Ame): enumerate ONLY broad sectors; themes are reached via the ETF tools (etfSearch/etfGetInfo, ANG-79), not enumerated. Score = momentum acceleration + volume-share change, NOT raw return — so it surfaces the *turn*, not what's already extended. First cut is tool/data only; UI quadrant is a later ticket. Live check: XLF tops the score (volume-share +7.6%, RVOL 1.63 — fresh inflow) while XLK, despite the strongest raw momentum (3M +37.8%), ranks mid because it's extended not accelerating — exactly what raw-return sorting would miss. Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
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luokerenx4
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Summary
Implements ANG-80 end-to-end: a right-side "where is capital rotating" surface across the 11 GICS sector ETFs (+ SPY anchor), as an AI tool, an HTTP route, and a Market-area visualization. Scope expanded from the original tool-only cut to include the UI (per Ame's "直接做轮动图吧, 放到 Market").
Backend
domain/analysis/sector-rotation.ts— purecomputeSectorRotation(multi-period returns, rel-strength vs SPY,momentum_acceleration,dollar_volume,dv_share+dv_share_change,rvol, blended cross-sectionalrotation_score) + afetchSectorRotation(equityClient)service shared by the tool and route.sectorRotationAI tool — one-liner over the service.GET /api/market/sector-rotation— thin route;equityClientnow exposed onEngineContext(likemarketSearch).Frontend (Market activity)
MarketRotationPage— momentum × volume-share quadrant scatter (recharts): x = rel-strength vs SPY (1M), y = dollar-volume-share change, dots colored byrotation_score, four labeled quadrants (rotating in / improving / weakening / rotating out) — plus a ranked table sorted by score, and the methodology + fund-flow-proxy caveat inline. Polls every 5 min.market-rotationview kind (types / registry /UrlAdopterdeep link/market/rotation); sidebar row under Browse.SectorRotationResult(canonical type imported, no ad-hoc shape).Design decisions (with Ame)
Live verification
Test plan
npx tsc --noEmit(Alice) cleancd ui && npx tsc -bclean (strict)pnpm test— 1769 passed (incl. 10 sector-rotation compute specs)Boundary touch
New analysis domain module, market route, agent tool, and Market UI. Adds
equityClienttoEngineContext. No trading / auth / broker-credential / migration paths.🤖 Generated with Claude Code