feat(BT-003B): add event comparison drilldown

app/services/event_comparison_ui.py

@@ -3,7 +3,7 @@ from __future__ import annotations
 from dataclasses import dataclass
 from datetime import date
 
-from app.models.backtest import BacktestScenario, EventComparisonReport
+from app.models.backtest import BacktestScenario, EventComparisonRanking, EventComparisonReport
 from app.services.backtesting.comparison import EventComparisonService
 from app.services.backtesting.historical_provider import DailyClosePoint, SyntheticHistoricalProvider
 from app.services.backtesting.input_normalization import normalize_historical_scenario_inputs
@@ -63,6 +63,35 @@ class EventComparisonChartModel:
     series: tuple[EventComparisonChartSeries, ...]
 
 
+@dataclass(frozen=True)
+class EventComparisonDrilldownRow:
+    date: str
+    spot_close: float
+    net_portfolio_value: float
+    option_market_value: float
+    realized_option_cashflow: float
+    ltv_unhedged: float
+    ltv_hedged: float
+    margin_call_hedged: bool
+    active_position_ids: tuple[str, ...]
+
+
+@dataclass(frozen=True)
+class EventComparisonDrilldownModel:
+    rank: int
+    template_slug: str
+    template_name: str
+    survived_margin_call: bool
+    margin_call_days_hedged: int
+    total_option_payoff_realized: float
+    hedge_cost: float
+    final_equity: float
+    worst_ltv_hedged: float
+    worst_ltv_date: str | None
+    breach_dates: tuple[str, ...]
+    rows: tuple[EventComparisonDrilldownRow, ...]
+
+
 class EventComparisonPageService:
     def __init__(
         self,
@@ -181,9 +210,9 @@ class EventComparisonPageService:
             preview = self.comparison_service.preview_scenario_from_inputs(
                 preset_slug=preset.slug,
                 template_slugs=template_slugs,
-                underlying_units=underlying_units,
-                loan_amount=loan_amount,
-                margin_call_ltv=margin_call_ltv,
+                underlying_units=normalized_inputs.underlying_units,
+                loan_amount=normalized_inputs.loan_amount,
+                margin_call_ltv=normalized_inputs.margin_call_ltv,
             )
         except ValueError as exc:
             if str(exc) == "loan_amount must be less than initial collateral value":
@@ -232,3 +261,60 @@ class EventComparisonPageService:
                 )
             )
         return EventComparisonChartModel(dates=dates, series=tuple(series))
+
+    @staticmethod
+    def drilldown_model(
+        report: EventComparisonReport,
+        *,
+        template_slug: str | None = None,
+    ) -> EventComparisonDrilldownModel:
+        ranking = EventComparisonPageService._select_ranking(report, template_slug=template_slug)
+        daily_path = ranking.result.daily_path
+        worst_ltv_point = max(daily_path, key=lambda point: point.ltv_hedged, default=None)
+        breach_dates = tuple(point.date.isoformat() for point in daily_path if point.margin_call_hedged)
+        return EventComparisonDrilldownModel(
+            rank=ranking.rank,
+            template_slug=ranking.template_slug,
+            template_name=ranking.template_name,
+            survived_margin_call=ranking.survived_margin_call,
+            margin_call_days_hedged=ranking.margin_call_days_hedged,
+            total_option_payoff_realized=ranking.result.summary_metrics.total_option_payoff_realized,
+            hedge_cost=ranking.hedge_cost,
+            final_equity=ranking.final_equity,
+            worst_ltv_hedged=ranking.max_ltv_hedged,
+            worst_ltv_date=worst_ltv_point.date.isoformat() if worst_ltv_point is not None else None,
+            breach_dates=breach_dates,
+            rows=tuple(
+                EventComparisonDrilldownRow(
+                    date=point.date.isoformat(),
+                    spot_close=point.spot_close,
+                    net_portfolio_value=point.net_portfolio_value,
+                    option_market_value=point.option_market_value,
+                    realized_option_cashflow=point.realized_option_cashflow,
+                    ltv_unhedged=point.ltv_unhedged,
+                    ltv_hedged=point.ltv_hedged,
+                    margin_call_hedged=point.margin_call_hedged,
+                    active_position_ids=point.active_position_ids,
+                )
+                for point in daily_path
+            ),
+        )
+
+    @staticmethod
+    def drilldown_options(report: EventComparisonReport) -> dict[str, str]:
+        return {ranking.template_slug: f"#{ranking.rank} — {ranking.template_name}" for ranking in report.rankings}
+
+    @staticmethod
+    def _select_ranking(
+        report: EventComparisonReport,
+        *,
+        template_slug: str | None = None,
+    ) -> EventComparisonRanking:
+        if not report.rankings:
+            raise ValueError("Event comparison report has no ranked results")
+        if template_slug is None:
+            return report.rankings[0]
+        for ranking in report.rankings:
+            if ranking.template_slug == template_slug:
+                return ranking
+        raise ValueError(f"Unknown ranked template: {template_slug}")