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

tests/test_e2e_playwright.py

@@ -196,12 +196,24 @@ def test_homepage_and_options_page_render() -> None:
         page.get_by_role("button", name="Run comparison").click()
         expect(page.locator("text=Ranked Results").first).to_be_visible(timeout=15000)
         expect(page.locator("text=Scenario Results").first).to_be_visible(timeout=15000)
+        expect(page.locator("text=Strategy Drilldown").first).to_be_visible(timeout=15000)
         expect(page.locator("text=Portfolio Value Paths").first).to_be_visible(timeout=15000)
+        expect(page.locator("text=Selected strategy: Protective Put ATM").first).to_be_visible(timeout=15000)
         rerun_event_text = page.locator("body").inner_text(timeout=15000)
         assert "Baseline series shows the unhedged collateral value path" in rerun_event_text
         assert "Templates compared" in rerun_event_text and "4" in rerun_event_text
+        assert "Worst LTV point" in rerun_event_text
+        assert "Margin threshold breach dates" in rerun_event_text
+        assert "Daily path details" in rerun_event_text
         assert "Historical scenario starts undercollateralized:" not in rerun_event_text
 
+        page.get_by_label("Strategy drilldown").click()
+        page.get_by_text("#4 — Protective Put 90%", exact=True).click()
+        expect(page.locator("text=Selected strategy: Protective Put 90%").first).to_be_visible(timeout=15000)
+        expect(page.locator("text=Rank #4 · Breached margin threshold").first).to_be_visible(timeout=15000)
+        expect(page.locator("text=2024-01-08 · 82.6%").first).to_be_visible(timeout=15000)
+        expect(page.locator("text=$17,939").first).to_be_visible(timeout=15000)
+
         page.get_by_label("Event preset").click()
         page.get_by_text("GLD January 2024 Drawdown", exact=True).click()
         expect(page.locator("text=Results out of date").first).to_be_visible(timeout=15000)

tests/test_event_comparison_ui.py

@@ -199,3 +199,61 @@ def test_event_comparison_page_service_builds_chart_model_with_unhedged_referenc
     assert chart_model.series[0].name == "Unhedged collateral baseline"
     assert chart_model.series[1].name == "Protective Put ATM"
     assert len(chart_model.series[0].values) == len(chart_model.dates)
+
+
+def test_event_comparison_page_service_builds_drilldown_for_selected_ranking() -> None:
+    service = EventComparisonPageService()
+
+    report = service.run_read_only_comparison(
+        preset_slug="gld-jan-2024-selloff",
+        template_slugs=("protective-put-atm-12m", "protective-put-95pct-12m"),
+        underlying_units=1000.0,
+        loan_amount=68000.0,
+        margin_call_ltv=0.75,
+    )
+    drilldown = service.drilldown_model(report, template_slug="protective-put-95pct-12m")
+
+    assert drilldown.rank == 2
+    assert drilldown.template_name == "Protective Put 95%"
+    assert drilldown.margin_call_days_hedged == report.rankings[1].margin_call_days_hedged
+    assert drilldown.hedge_cost == report.rankings[1].hedge_cost
+    assert drilldown.final_equity == report.rankings[1].final_equity
+    assert (
+        drilldown.total_option_payoff_realized == report.rankings[1].result.summary_metrics.total_option_payoff_realized
+    )
+    assert drilldown.worst_ltv_date == "2024-01-08"
+    assert drilldown.rows[0].date == "2024-01-02"
+    assert drilldown.rows[-1].date == "2024-01-08"
+
+
+def test_event_comparison_page_service_defaults_drilldown_to_top_ranked_strategy() -> None:
+    service = EventComparisonPageService()
+
+    report = service.run_read_only_comparison(
+        preset_slug="gld-jan-2024-selloff",
+        template_slugs=("protective-put-atm-12m", "protective-put-95pct-12m"),
+        underlying_units=1000.0,
+        loan_amount=68000.0,
+        margin_call_ltv=0.75,
+    )
+
+    drilldown = service.drilldown_model(report)
+
+    assert drilldown.rank == 1
+    assert drilldown.template_slug == report.rankings[0].template_slug
+    assert drilldown.template_name == report.rankings[0].template_name
+
+
+def test_event_comparison_page_service_rejects_unknown_drilldown_template_slug() -> None:
+    service = EventComparisonPageService()
+
+    report = service.run_read_only_comparison(
+        preset_slug="gld-jan-2024-selloff",
+        template_slugs=("protective-put-atm-12m",),
+        underlying_units=1000.0,
+        loan_amount=68000.0,
+        margin_call_ltv=0.75,
+    )
+
+    with pytest.raises(ValueError, match="Unknown ranked template"):
+        service.drilldown_model(report, template_slug="missing-template")