136 lines
5.8 KiB
Python
136 lines
5.8 KiB
Python
from __future__ import annotations
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from nicegui import ui
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from app.pages.common import (
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dashboard_page,
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demo_spot_price,
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strategy_catalog,
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strategy_metrics,
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)
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def _cost_benefit_options(metrics: dict) -> dict:
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return {
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"tooltip": {"trigger": "axis"},
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"xAxis": {
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"type": "category",
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"data": [f"${point['price']:.0f}" for point in metrics["scenario_series"]],
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"name": "GLD spot",
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},
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"yAxis": {"type": "value", "name": "Net benefit / oz"},
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"series": [
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{
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"type": "bar",
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"data": [point["benefit"] for point in metrics["scenario_series"]],
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"itemStyle": {
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"color": "#0ea5e9",
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},
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}
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],
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}
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def _waterfall_options(metrics: dict) -> dict:
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steps = metrics["waterfall_steps"]
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values: list[dict[str, object]] = []
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for label, amount in steps:
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color = "#0ea5e9" if label == "Net equity" else ("#22c55e" if amount >= 0 else "#ef4444")
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values.append({"value": amount, "itemStyle": {"color": color}})
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return {
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"tooltip": {"trigger": "axis", "axisPointer": {"type": "shadow"}},
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"xAxis": {"type": "category", "data": [label for label, _ in steps]},
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"yAxis": {"type": "value", "name": "USD"},
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"series": [
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{
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"type": "bar",
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"data": values,
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},
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],
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}
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@ui.page("/hedge")
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def hedge_page() -> None:
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strategies = strategy_catalog()
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strategy_map = {strategy["label"]: strategy["name"] for strategy in strategies}
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selected = {"strategy": strategies[0]["name"], "label": strategies[0]["label"], "scenario_pct": 0}
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with dashboard_page(
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"Hedge Analysis",
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"Compare hedge structures across scenarios, visualize cost-benefit tradeoffs, and inspect net equity impacts.",
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"hedge",
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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 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 Controls").classes("text-lg font-semibold text-slate-900 dark:text-slate-100")
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selector = ui.select(strategy_map, value=selected["label"], label="Strategy selector").classes("w-full")
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slider_value = ui.label("Scenario move: +0%").classes("text-sm text-slate-500 dark:text-slate-400")
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slider = ui.slider(min=-25, max=25, value=0, step=5).classes("w-full")
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ui.label(f"Current spot reference: ${demo_spot_price():,.2f}").classes(
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"text-sm text-slate-500 dark:text-slate-400"
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)
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summary = 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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charts_row = ui.row().classes("w-full gap-6 max-lg:flex-col")
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with charts_row:
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cost_chart = ui.echart(
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_cost_benefit_options(strategy_metrics(selected["strategy"], selected["scenario_pct"]))
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).classes(
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"h-96 w-full rounded-2xl border border-slate-200 bg-white p-4 shadow-sm dark:border-slate-800 dark:bg-slate-900"
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)
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waterfall_chart = ui.echart(
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_waterfall_options(strategy_metrics(selected["strategy"], selected["scenario_pct"]))
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).classes(
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"h-96 w-full rounded-2xl border border-slate-200 bg-white p-4 shadow-sm dark:border-slate-800 dark:bg-slate-900"
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)
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def render_summary() -> None:
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metrics = strategy_metrics(selected["strategy"], selected["scenario_pct"])
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strategy = metrics["strategy"]
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summary.clear()
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with summary:
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ui.label("Scenario Summary").classes("text-lg font-semibold text-slate-900 dark:text-slate-100")
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with ui.grid(columns=2).classes("w-full gap-4 max-sm:grid-cols-1"):
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cards = [
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("Scenario spot", f"${metrics['scenario_price']:,.2f}"),
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("Hedge cost", f"${strategy['estimated_cost']:,.2f}/oz"),
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("Unhedged equity", f"${metrics['unhedged_equity']:,.0f}"),
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("Hedged equity", f"${metrics['hedged_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-2xl font-bold text-slate-900 dark:text-slate-100")
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ui.label(strategy["description"]).classes("text-sm text-slate-600 dark:text-slate-300")
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cost_chart.options.clear()
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cost_chart.options.update(_cost_benefit_options(metrics))
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cost_chart.update()
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waterfall_chart.options.clear()
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waterfall_chart.options.update(_waterfall_options(metrics))
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waterfall_chart.update()
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def refresh_from_selector(event) -> None:
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selected["label"] = str(event.value)
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selected["strategy"] = strategy_map[selected["label"]]
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render_summary()
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def refresh_from_slider(event) -> None:
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selected["scenario_pct"] = int(event.value)
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sign = "+" if selected["scenario_pct"] >= 0 else ""
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slider_value.set_text(f"Scenario move: {sign}{selected['scenario_pct']}%")
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render_summary()
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selector.on_value_change(refresh_from_selector)
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slider.on_value_change(refresh_from_slider)
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render_summary()
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