Initial commit: Vault Dashboard for options hedging

- FastAPI + NiceGUI web application
- QuantLib-based Black-Scholes pricing with Greeks
- Protective put, laddered, and LEAPS strategies
- Real-time WebSocket updates
- TradingView-style charts via Lightweight-Charts
- Docker containerization
- GitLab CI/CD pipeline for VPS deployment
- VPN-only access configuration

app/pages/hedge.py

@@ -0,0 +1,126 @@
+from __future__ import annotations
+
+from nicegui import ui
+
+from app.pages.common import dashboard_page, demo_spot_price, strategy_catalog, strategy_metrics
+
+
+def _cost_benefit_options(metrics: dict) -> dict:
+    return {
+        "tooltip": {"trigger": "axis"},
+        "xAxis": {
+            "type": "category",
+            "data": [f"${point['price']:.0f}" for point in metrics["scenario_series"]],
+            "name": "GLD spot",
+        },
+        "yAxis": {"type": "value", "name": "Net benefit / oz"},
+        "series": [
+            {
+                "type": "bar",
+                "data": [point["benefit"] for point in metrics["scenario_series"]],
+                "itemStyle": {
+                    "color": "#0ea5e9",
+                },
+            }
+        ],
+    }
+
+
+def _waterfall_options(metrics: dict) -> dict:
+    steps = metrics["waterfall_steps"]
+    running = 0.0
+    base = []
+    values = []
+    for index, (_, amount) in enumerate(steps):
+        if index == 0:
+            base.append(0)
+            values.append(amount)
+            running = amount
+        elif index == len(steps) - 1:
+            base.append(0)
+            values.append(amount)
+        else:
+            base.append(running)
+            values.append(amount)
+            running += amount
+    return {
+        "tooltip": {"trigger": "axis", "axisPointer": {"type": "shadow"}},
+        "xAxis": {"type": "category", "data": [label for label, _ in steps]},
+        "yAxis": {"type": "value", "name": "USD"},
+        "series": [
+            {"type": "bar", "stack": "total", "data": base, "itemStyle": {"color": "rgba(0,0,0,0)"}},
+            {
+                "type": "bar",
+                "stack": "total",
+                "data": values,
+                "itemStyle": {
+                    "color": "#22c55e",
+                },
+            },
+        ],
+    }
+
+
+@ui.page("/hedge")
+def hedge_page() -> None:
+    strategies = strategy_catalog()
+    strategy_map = {strategy["label"]: strategy["name"] for strategy in strategies}
+    selected = {"strategy": strategies[0]["name"], "scenario_pct": 0}
+
+    with dashboard_page(
+        "Hedge Analysis",
+        "Compare hedge structures across scenarios, visualize cost-benefit tradeoffs, and inspect net equity impacts.",
+        "hedge",
+    ):
+        with ui.row().classes("w-full gap-6 max-lg:flex-col"):
+            with ui.card().classes("w-full rounded-2xl border border-slate-200 bg-white shadow-sm dark:border-slate-800 dark:bg-slate-900"):
+                ui.label("Strategy Controls").classes("text-lg font-semibold text-slate-900 dark:text-slate-100")
+                selector = ui.select(strategy_map, value=selected["strategy"], label="Strategy selector").classes("w-full")
+                slider_value = ui.label("Scenario move: +0%").classes("text-sm text-slate-500 dark:text-slate-400")
+                slider = ui.slider(min=-25, max=25, value=0, step=5).classes("w-full")
+                ui.label(f"Current spot reference: ${demo_spot_price():,.2f}").classes("text-sm text-slate-500 dark:text-slate-400")
+
+            summary = ui.card().classes("w-full rounded-2xl border border-slate-200 bg-white shadow-sm dark:border-slate-800 dark:bg-slate-900")
+
+        charts_row = ui.row().classes("w-full gap-6 max-lg:flex-col")
+        with charts_row:
+            cost_chart = ui.echart(_cost_benefit_options(strategy_metrics(selected["strategy"], selected["scenario_pct"]))).classes("h-96 w-full rounded-2xl border border-slate-200 bg-white p-4 shadow-sm dark:border-slate-800 dark:bg-slate-900")
+            waterfall_chart = ui.echart(_waterfall_options(strategy_metrics(selected["strategy"], selected["scenario_pct"]))).classes("h-96 w-full rounded-2xl border border-slate-200 bg-white p-4 shadow-sm dark:border-slate-800 dark:bg-slate-900")
+
+        def render_summary() -> None:
+            metrics = strategy_metrics(selected["strategy"], selected["scenario_pct"])
+            strategy = metrics["strategy"]
+            summary.clear()
+            with summary:
+                ui.label("Scenario Summary").classes("text-lg font-semibold text-slate-900 dark:text-slate-100")
+                with ui.grid(columns=2).classes("w-full gap-4 max-sm:grid-cols-1"):
+                    cards = [
+                        ("Scenario spot", f"${metrics['scenario_price']:,.2f}"),
+                        ("Hedge cost", f"${strategy['estimated_cost']:,.2f}/oz"),
+                        ("Unhedged equity", f"${metrics['unhedged_equity']:,.0f}"),
+                        ("Hedged equity", f"${metrics['hedged_equity']:,.0f}"),
+                    ]
+                    for label, value in cards:
+                        with ui.card().classes("rounded-xl border border-slate-200 bg-slate-50 p-4 shadow-none dark:border-slate-800 dark:bg-slate-950"):
+                            ui.label(label).classes("text-sm text-slate-500 dark:text-slate-400")
+                            ui.label(value).classes("text-2xl font-bold text-slate-900 dark:text-slate-100")
+                ui.label(strategy["description"]).classes("text-sm text-slate-600 dark:text-slate-300")
+
+            cost_chart.options = _cost_benefit_options(metrics)
+            cost_chart.update()
+            waterfall_chart.options = _waterfall_options(metrics)
+            waterfall_chart.update()
+
+        def refresh_from_selector(event) -> None:
+            selected["strategy"] = event.value
+            render_summary()
+
+        def refresh_from_slider(event) -> None:
+            selected["scenario_pct"] = int(event.value)
+            sign = "+" if selected["scenario_pct"] >= 0 else ""
+            slider_value.set_text(f"Scenario move: {sign}{selected['scenario_pct']}%")
+            render_summary()
+
+        selector.on_value_change(refresh_from_selector)
+        slider.on_value_change(refresh_from_slider)
+        render_summary()