feat(BT-003A): add event comparison page
This commit is contained in:
Bu5hm4nn
@@ -1,3 +1,3 @@
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from . import backtests, hedge, options, overview, settings
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from . import backtests, event_comparison, hedge, options, overview, settings
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__all__ = ["overview", "hedge", "options", "backtests", "settings"]
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__all__ = ["overview", "hedge", "options", "backtests", "event_comparison", "settings"]
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@@ -13,6 +13,7 @@ NAV_ITEMS: list[tuple[str, str, str]] = [
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("hedge", "/hedge", "Hedge Analysis"),
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("options", "/options", "Options Chain"),
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("backtests", "/backtests", "Backtests"),
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("event-comparison", "/event-comparison", "Event Comparison"),
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("settings", "/settings", "Settings"),
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]
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238
app/pages/event_comparison.py
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238
app/pages/event_comparison.py
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@@ -0,0 +1,238 @@
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from __future__ import annotations
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from nicegui import ui
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from app.pages.common import dashboard_page
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from app.services.event_comparison_ui import EventComparisonPageService
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def _chart_options(dates: tuple[str, ...], series: tuple[dict[str, object], ...]) -> dict:
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return {
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"tooltip": {"trigger": "axis"},
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"legend": {"type": "scroll"},
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"xAxis": {"type": "category", "data": list(dates)},
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"yAxis": {"type": "value", "name": "Net value"},
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"series": [
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{
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"name": item["name"],
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"type": "line",
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"smooth": True,
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"data": item["values"],
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}
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for item in series
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],
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}
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@ui.page("/event-comparison")
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def event_comparison_page() -> None:
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service = EventComparisonPageService()
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preset_options = service.preset_options("GLD")
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template_options = service.template_options("GLD")
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preset_select_options = {str(option["slug"]): str(option["label"]) for option in preset_options}
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template_select_options = {str(option["slug"]): str(option["label"]) for option in template_options}
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default_preset_slug = str(preset_options[0]["slug"]) if preset_options else None
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default_template_slugs = list(preset_options[0]["default_template_slugs"]) if preset_options else []
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preset_lookup = {str(option["slug"]): option for option in preset_options}
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with dashboard_page(
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"Event Comparison",
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"Thin BT-003A read-only UI over EventComparisonService with deterministic seeded GLD presets.",
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"event-comparison",
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):
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with ui.row().classes("w-full gap-6 max-lg:flex-col"):
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with ui.card().classes(
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"w-full max-w-xl 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("Comparison Form").classes("text-lg font-semibold text-slate-900 dark:text-slate-100")
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ui.label(
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"Preset selection is deterministic and read-only in the sense that runs reuse seeded event windows and existing BT-003 ranking logic."
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).classes("text-sm text-slate-500 dark:text-slate-400")
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preset_select = ui.select(
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preset_select_options,
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value=default_preset_slug,
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label="Event preset",
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).classes("w-full")
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template_select = ui.select(
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template_select_options,
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value=default_template_slugs,
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label="Strategy templates",
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multiple=True,
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).classes("w-full")
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ui.label("Changing the preset resets strategy templates to that preset's default comparison set.").classes(
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"text-xs text-slate-500 dark:text-slate-400"
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)
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units_input = ui.number("Underlying units", value=1000.0, min=0.0001, step=1).classes("w-full")
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loan_input = ui.number("Loan amount", value=68000.0, min=0, step=1000).classes("w-full")
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ltv_input = ui.number("Margin call LTV", value=0.75, min=0.01, max=0.99, step=0.01).classes("w-full")
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metadata_label = ui.label("").classes("text-sm text-slate-500 dark:text-slate-400")
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scenario_label = ui.label("").classes("text-sm text-slate-500 dark:text-slate-400")
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validation_label = ui.label("").classes("text-sm text-rose-600 dark:text-rose-300")
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run_button = ui.button("Run comparison").props("color=primary")
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result_panel = ui.column().classes("w-full gap-6")
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def selected_template_slugs() -> tuple[str, ...]:
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raw_value = template_select.value or []
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if isinstance(raw_value, str):
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return (raw_value,) if raw_value else ()
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return tuple(str(item) for item in raw_value if item)
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def refresh_preset_details() -> None:
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option = preset_lookup.get(str(preset_select.value or ""))
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if option is None:
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metadata_label.set_text("")
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scenario_label.set_text("")
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return
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template_select.value = list(service.default_template_selection(str(option["slug"])))
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try:
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scenario = service.preview_scenario(
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preset_slug=str(option["slug"]),
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template_slugs=selected_template_slugs(),
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underlying_units=float(units_input.value or 0.0),
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loan_amount=float(loan_input.value or 0.0),
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margin_call_ltv=float(ltv_input.value or 0.0),
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)
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except (ValueError, KeyError) as exc:
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metadata_label.set_text(f"Preset: {option['label']} — {option['description']}")
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scenario_label.set_text(str(exc))
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return
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preset = service.event_preset_service.get_preset(str(option["slug"]))
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metadata_label.set_text(f"Preset: {option['label']} — {option['description']}")
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scenario_label.set_text(
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"Scenario preview: "
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f"{scenario.start_date.isoformat()} → {scenario.end_date.isoformat()}"
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+ (
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f" · Anchor date: {preset.anchor_date.isoformat()}"
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if preset.anchor_date is not None
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else " · Anchor date: none"
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)
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+ f" · Entry spot: ${scenario.initial_portfolio.entry_spot:,.2f}"
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)
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def render_report() -> None:
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validation_label.set_text("")
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result_panel.clear()
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try:
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report = service.run_read_only_comparison(
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preset_slug=str(preset_select.value or ""),
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template_slugs=selected_template_slugs(),
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underlying_units=float(units_input.value or 0.0),
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loan_amount=float(loan_input.value or 0.0),
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margin_call_ltv=float(ltv_input.value or 0.0),
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)
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except (ValueError, KeyError) as exc:
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validation_label.set_text(str(exc))
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return
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except Exception:
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validation_label.set_text("Event comparison failed. Please verify the seeded inputs and try again.")
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return
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preset = report.event_preset
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scenario = report.scenario
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metadata_label.set_text(
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f"Preset: {preset.display_name} ({preset.event_type}) · Tags: {', '.join(preset.tags) or 'none'}"
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)
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scenario_label.set_text(
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"Scenario dates used: "
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f"{scenario.start_date.isoformat()} → {scenario.end_date.isoformat()} · "
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f"Entry spot: ${scenario.initial_portfolio.entry_spot:,.2f}"
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)
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chart_model = service.chart_model(report)
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with result_panel:
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with ui.card().classes(
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"w-full rounded-2xl border border-slate-200 bg-white shadow-sm dark:border-slate-800 dark:bg-slate-900"
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):
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ui.label("Scenario Metadata").classes("text-lg font-semibold text-slate-900 dark:text-slate-100")
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with ui.grid(columns=4).classes("w-full gap-4 max-lg:grid-cols-2 max-sm:grid-cols-1"):
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cards = [
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("Symbol", scenario.symbol),
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("Event window", f"{preset.window_start.isoformat()} → {preset.window_end.isoformat()}"),
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(
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"Anchor date",
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preset.anchor_date.isoformat() if preset.anchor_date is not None else "None",
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),
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("Scenario dates used", f"{scenario.start_date.isoformat()} → {scenario.end_date.isoformat()}"),
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("Underlying units", f"{scenario.initial_portfolio.underlying_units:,.0f}"),
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("Loan amount", f"${scenario.initial_portfolio.loan_amount:,.0f}"),
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("Margin call LTV", f"{scenario.initial_portfolio.margin_call_ltv:.1%}"),
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("Templates compared", str(len(report.rankings))),
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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.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("Ranked Results").classes("text-lg font-semibold text-slate-900 dark:text-slate-100")
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ui.table(
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columns=[
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{"name": "rank", "label": "Rank", "field": "rank", "align": "right"},
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{"name": "template_name", "label": "Template", "field": "template_name", "align": "left"},
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{
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"name": "survived_margin_call",
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"label": "Survived margin call",
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"field": "survived_margin_call",
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"align": "center",
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},
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{
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"name": "margin_call_days_hedged",
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"label": "Hedged margin call days",
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"field": "margin_call_days_hedged",
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"align": "right",
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},
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{
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"name": "max_ltv_hedged",
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"label": "Max hedged LTV",
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"field": "max_ltv_hedged",
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"align": "right",
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},
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{"name": "hedge_cost", "label": "Hedge cost", "field": "hedge_cost", "align": "right"},
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{
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"name": "final_equity",
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"label": "Final equity",
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"field": "final_equity",
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"align": "right",
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},
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],
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rows=[
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{
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"rank": item.rank,
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"template_name": item.template_name,
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"survived_margin_call": "Yes" if item.survived_margin_call else "No",
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"margin_call_days_hedged": item.margin_call_days_hedged,
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"max_ltv_hedged": f"{item.max_ltv_hedged:.1%}",
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"hedge_cost": f"${item.hedge_cost:,.0f}",
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"final_equity": f"${item.final_equity:,.0f}",
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}
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for item in report.rankings
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],
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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("Portfolio Value Paths").classes("text-lg font-semibold text-slate-900 dark:text-slate-100")
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ui.label(
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"Baseline series shows the unhedged collateral value path for the same seeded event window."
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).classes("text-sm text-slate-500 dark:text-slate-400")
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ui.echart(
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_chart_options(
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chart_model.dates,
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tuple(
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{"name": item.name, "values": list(item.values)} for item in chart_model.series
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),
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)
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).classes("h-96 w-full")
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preset_select.on_value_change(lambda _: refresh_preset_details())
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run_button.on_click(lambda: render_report())
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refresh_preset_details()
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render_report()
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