feat(BT-003B): add event comparison drilldown
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Bu5hm4nn
@@ -309,6 +309,8 @@ def _render_event_comparison_page(workspace_id: str | None = None) -> None:
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)
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render_selected_summary(entry_spot=float(scenario.initial_portfolio.entry_spot))
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chart_model = service.chart_model(report)
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drilldown_options = service.drilldown_options(report)
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initial_drilldown_slug = next(iter(drilldown_options), None)
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with result_panel:
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with ui.card().classes(
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@@ -388,6 +390,132 @@ def _render_event_comparison_page(workspace_id: str | None = None) -> None:
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row_key="rank",
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).classes("w-full")
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with ui.card().classes(
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"w-full rounded-2xl border border-slate-200 bg-white shadow-sm dark:border-slate-800 dark:bg-slate-900"
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):
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ui.label("Strategy Drilldown").classes("text-lg font-semibold text-slate-900 dark:text-slate-100")
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ui.label(
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"Select a ranked strategy to inspect margin-call pressure, payoff realization, and the full seeded daily path."
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).classes("text-sm text-slate-500 dark:text-slate-400")
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drilldown_select = ui.select(
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drilldown_options,
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value=initial_drilldown_slug,
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label="Strategy drilldown",
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).classes("w-full")
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drilldown_container = ui.column().classes("w-full gap-4")
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def render_drilldown() -> None:
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drilldown_container.clear()
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if drilldown_select.value is None:
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return
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drilldown = service.drilldown_model(report, template_slug=str(drilldown_select.value))
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breach_dates = ", ".join(drilldown.breach_dates) if drilldown.breach_dates else "None"
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worst_ltv_point = (
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f"{drilldown.worst_ltv_date} · {drilldown.worst_ltv_hedged:.1%}"
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if drilldown.worst_ltv_date is not None
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else "Unavailable"
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)
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with drilldown_container:
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ui.label(f"Selected strategy: {drilldown.template_name}").classes(
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"text-lg font-semibold text-slate-900 dark:text-slate-100"
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)
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ui.label(
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f"Rank #{drilldown.rank} · {'Survived margin call' if drilldown.survived_margin_call else 'Breached margin threshold'}"
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).classes("text-sm text-slate-500 dark:text-slate-400")
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with ui.grid(columns=4).classes("w-full gap-4 max-lg:grid-cols-2 max-sm:grid-cols-1"):
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cards = [
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("Margin-call days", str(drilldown.margin_call_days_hedged)),
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("Payoff realized", f"${drilldown.total_option_payoff_realized:,.0f}"),
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("Hedge cost", f"${drilldown.hedge_cost:,.0f}"),
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("Final equity", f"${drilldown.final_equity:,.0f}"),
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]
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for label, value in cards:
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with ui.card().classes(
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"rounded-xl border border-slate-200 bg-slate-50 p-4 shadow-none dark:border-slate-800 dark:bg-slate-950"
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):
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ui.label(label).classes("text-sm text-slate-500 dark:text-slate-400")
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ui.label(value).classes("text-xl font-bold text-slate-900 dark:text-slate-100")
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with ui.grid(columns=2).classes("w-full gap-4 max-md:grid-cols-1"):
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with ui.card().classes(
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"rounded-xl border border-slate-200 bg-slate-50 p-4 shadow-none dark:border-slate-800 dark:bg-slate-950"
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):
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ui.label("Worst LTV point").classes("text-sm text-slate-500 dark:text-slate-400")
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ui.label(worst_ltv_point).classes(
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"text-xl font-bold text-slate-900 dark:text-slate-100"
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)
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with ui.card().classes(
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"rounded-xl border border-amber-200 bg-amber-50 p-4 shadow-none dark:border-amber-900/60 dark:bg-amber-950/30"
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):
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ui.label("Margin threshold breach dates").classes(
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"text-sm text-amber-700 dark:text-amber-300"
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)
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ui.label(breach_dates).classes(
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"text-base font-semibold text-amber-800 dark:text-amber-200"
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)
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with ui.card().classes(
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"w-full rounded-xl border border-slate-200 bg-slate-50 p-4 shadow-none dark:border-slate-800 dark:bg-slate-950"
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):
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ui.label("Daily path details").classes(
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"text-base font-semibold text-slate-900 dark:text-slate-100"
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)
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ui.table(
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columns=[
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{"name": "date", "label": "Date", "field": "date", "align": "left"},
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{
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"name": "spot_close",
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"label": "Spot",
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"field": "spot_close",
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"align": "right",
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},
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{
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"name": "net_portfolio_value",
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"label": "Net hedged",
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"field": "net_portfolio_value",
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"align": "right",
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},
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{
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"name": "option_market_value",
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"label": "Option value",
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"field": "option_market_value",
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"align": "right",
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},
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{
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"name": "realized_option_cashflow",
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"label": "Payoff realized",
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"field": "realized_option_cashflow",
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"align": "right",
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},
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{
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"name": "ltv_hedged",
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"label": "Hedged LTV",
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"field": "ltv_hedged",
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"align": "right",
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},
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{
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"name": "margin_call_hedged",
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"label": "Breach",
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"field": "margin_call_hedged",
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"align": "center",
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},
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],
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rows=[
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{
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"date": row.date,
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"spot_close": f"${row.spot_close:,.2f}",
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"net_portfolio_value": f"${row.net_portfolio_value:,.0f}",
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"option_market_value": f"${row.option_market_value:,.0f}",
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"realized_option_cashflow": f"${row.realized_option_cashflow:,.0f}",
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"ltv_hedged": f"{row.ltv_hedged:.1%}",
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"margin_call_hedged": "Yes" if row.margin_call_hedged else "No",
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}
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for row in drilldown.rows
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],
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row_key="date",
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).classes("w-full")
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drilldown_select.on_value_change(lambda _: render_drilldown())
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render_drilldown()
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with ui.card().classes(
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"w-full rounded-2xl border border-slate-200 bg-white shadow-sm dark:border-slate-800 dark:bg-slate-900"
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):
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