vault-dash/app/pages/hedge.py

from __future__ import annotations

from nicegui import ui

from app.pages.common import (
    dashboard_page,
    demo_spot_price,
    strategy_catalog,
    strategy_metrics,
)


def _cost_benefit_options(metrics: dict) -> dict:
    return {
        "tooltip": {"trigger": "axis"},
        "xAxis": {
            "type": "category",
            "data": [f"${point['price']:.0f}" for point in metrics["scenario_series"]],
            "name": "GLD spot",
        },
        "yAxis": {"type": "value", "name": "Net benefit / oz"},
        "series": [
            {
                "type": "bar",
                "data": [point["benefit"] for point in metrics["scenario_series"]],
                "itemStyle": {
                    "color": "#0ea5e9",
                },
            }
        ],
    }


def _waterfall_options(metrics: dict) -> dict:
    steps = metrics["waterfall_steps"]
    running = 0.0
    base: list[float] = []
    values: list[float] = []
    for index, (_, amount) in enumerate(steps):
        if index == 0:
            base.append(0)
            values.append(amount)
            running = amount
        elif index == len(steps) - 1:
            base.append(0)
            values.append(amount)
        else:
            base.append(running)
            values.append(amount)
            running += amount
    return {
        "tooltip": {"trigger": "axis", "axisPointer": {"type": "shadow"}},
        "xAxis": {"type": "category", "data": [label for label, _ in steps]},
        "yAxis": {"type": "value", "name": "USD"},
        "series": [
            {
                "type": "bar",
                "stack": "total",
                "data": base,
                "itemStyle": {"color": "rgba(0,0,0,0)"},
            },
            {
                "type": "bar",
                "stack": "total",
                "data": values,
                "itemStyle": {
                    "color": "#22c55e",
                },
            },
        ],
    }


@ui.page("/hedge")
def hedge_page() -> None:
    strategies = strategy_catalog()
    strategy_map = {strategy["label"]: strategy["name"] for strategy in strategies}
    selected = {"strategy": strategies[0]["name"], "scenario_pct": 0}

    with dashboard_page(
        "Hedge Analysis",
        "Compare hedge structures across scenarios, visualize cost-benefit tradeoffs, and inspect net equity impacts.",
        "hedge",
    ):
        with ui.row().classes("w-full gap-6 max-lg:flex-col"):
            with ui.card().classes(
                "w-full rounded-2xl border border-slate-200 bg-white shadow-sm dark:border-slate-800 dark:bg-slate-900"
            ):
                ui.label("Strategy Controls").classes("text-lg font-semibold text-slate-900 dark:text-slate-100")
                selector = ui.select(strategy_map, value=selected["strategy"], label="Strategy selector").classes(
                    "w-full"
                )
                slider_value = ui.label("Scenario move: +0%").classes("text-sm text-slate-500 dark:text-slate-400")
                slider = ui.slider(min=-25, max=25, value=0, step=5).classes("w-full")
                ui.label(f"Current spot reference: ${demo_spot_price():,.2f}").classes(
                    "text-sm text-slate-500 dark:text-slate-400"
                )

            summary = ui.card().classes(
                "w-full rounded-2xl border border-slate-200 bg-white shadow-sm dark:border-slate-800 dark:bg-slate-900"
            )

        charts_row = ui.row().classes("w-full gap-6 max-lg:flex-col")
        with charts_row:
            cost_chart = ui.echart(
                _cost_benefit_options(strategy_metrics(selected["strategy"], selected["scenario_pct"]))
            ).classes(
                "h-96 w-full rounded-2xl border border-slate-200 bg-white p-4 shadow-sm dark:border-slate-800 dark:bg-slate-900"
            )
            waterfall_chart = ui.echart(
                _waterfall_options(strategy_metrics(selected["strategy"], selected["scenario_pct"]))
            ).classes(
                "h-96 w-full rounded-2xl border border-slate-200 bg-white p-4 shadow-sm dark:border-slate-800 dark:bg-slate-900"
            )

        def render_summary() -> None:
            metrics = strategy_metrics(selected["strategy"], selected["scenario_pct"])
            strategy = metrics["strategy"]
            summary.clear()
            with summary:
                ui.label("Scenario Summary").classes("text-lg font-semibold text-slate-900 dark:text-slate-100")
                with ui.grid(columns=2).classes("w-full gap-4 max-sm:grid-cols-1"):
                    cards = [
                        ("Scenario spot", f"${metrics['scenario_price']:,.2f}"),
                        ("Hedge cost", f"${strategy['estimated_cost']:,.2f}/oz"),
                        ("Unhedged equity", f"${metrics['unhedged_equity']:,.0f}"),
                        ("Hedged equity", f"${metrics['hedged_equity']:,.0f}"),
                    ]
                    for label, value in cards:
                        with ui.card().classes(
                            "rounded-xl border border-slate-200 bg-slate-50 p-4 shadow-none dark:border-slate-800 dark:bg-slate-950"
                        ):
                            ui.label(label).classes("text-sm text-slate-500 dark:text-slate-400")
                            ui.label(value).classes("text-2xl font-bold text-slate-900 dark:text-slate-100")
                ui.label(strategy["description"]).classes("text-sm text-slate-600 dark:text-slate-300")

            cost_chart.options = _cost_benefit_options(metrics)
            cost_chart.update()
            waterfall_chart.options = _waterfall_options(metrics)
            waterfall_chart.update()

        def refresh_from_selector(event) -> None:
            selected["strategy"] = event.value
            render_summary()

        def refresh_from_slider(event) -> None:
            selected["scenario_pct"] = int(event.value)
            sign = "+" if selected["scenario_pct"] >= 0 else ""
            slider_value.set_text(f"Scenario move: {sign}{selected['scenario_pct']}%")
            render_summary()

        selector.on_value_change(refresh_from_selector)
        slider.on_value_change(refresh_from_slider)
        render_summary()