6bcf78e5df
- Remove app/components/ and app/pages/ from ruff/black excludes - Pre-commit reformatted multi-line strings for consistency - All files now follow the same code style
365 lines
17 KiB
Python
365 lines
17 KiB
Python
from __future__ import annotations
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import logging
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from fastapi.responses import RedirectResponse
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from nicegui import ui
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from app.domain.portfolio_math import resolve_portfolio_spot_from_quote
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from app.models.workspace import get_workspace_repository
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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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portfolio_snapshot,
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split_page_panes,
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strategy_metrics,
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)
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from app.services.runtime import get_data_service
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from app.services.strategy_templates import StrategyTemplateService
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logger = logging.getLogger(__name__)
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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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"grid": {"left": 64, "right": 24, "top": 24, "bottom": 48},
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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": "Collateral spot",
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},
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"yAxis": {"type": "value", "name": "Net hedge 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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"markLine": {
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"symbol": "none",
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"lineStyle": {"color": "#94a3b8", "type": "dashed"},
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"data": [{"yAxis": 0}],
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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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"grid": {"left": 80, "right": 24, "top": 24, "bottom": 48},
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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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"label": {"show": True, "position": "top", "formatter": "{c}"},
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},
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],
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}
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@ui.page("/{workspace_id}/hedge")
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async def workspace_hedge_page(workspace_id: str) -> None:
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repo = get_workspace_repository()
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if not repo.workspace_exists(workspace_id):
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return RedirectResponse(url="/", status_code=307)
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await _render_hedge_page(workspace_id=workspace_id)
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async def _resolve_hedge_spot(workspace_id: str | None = None) -> tuple[dict[str, float], str, str]:
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"""Resolve hedge page spot price using the same quote-unit seam as overview."""
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repo = get_workspace_repository()
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config = repo.load_portfolio_config(workspace_id) if workspace_id else None
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if config is None:
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return {"spot_price": demo_spot_price()}, "demo", ""
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try:
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data_service = get_data_service()
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underlying = config.underlying or "GLD"
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quote = await data_service.get_quote(underlying)
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spot, source, updated_at = resolve_portfolio_spot_from_quote(config, quote, fallback_symbol=underlying)
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portfolio = portfolio_snapshot(config, runtime_spot_price=spot)
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return portfolio, source, updated_at
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except Exception as exc:
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logger.warning("Falling back to configured hedge spot for workspace %s: %s", workspace_id, exc)
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portfolio = portfolio_snapshot(config)
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return portfolio, "configured_entry_price", ""
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async def _render_hedge_page(workspace_id: str | None = None) -> None:
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portfolio, quote_source, quote_updated_at = await _resolve_hedge_spot(workspace_id)
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template_service = StrategyTemplateService()
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strategies_state = {"items": template_service.catalog_items()}
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def strategy_map() -> dict[str, str]:
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return {strategy["label"]: strategy["template_slug"] for strategy in strategies_state["items"]}
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selected = {
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"strategy": strategies_state["items"][0]["template_slug"],
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"label": strategies_state["items"][0]["label"],
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"scenario_pct": 0,
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}
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display_mode = portfolio.get("display_mode", "XAU")
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if display_mode == "GLD":
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spot_unit = "/share"
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spot_desc = "GLD share price"
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else:
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spot_unit = "/oz"
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spot_desc = "converted collateral spot"
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if quote_source == "configured_entry_price":
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spot_label = f"Current spot reference: ${portfolio['spot_price']:,.2f}{spot_unit} (configured entry price)"
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else:
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spot_label = (
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f"Current spot reference: ${portfolio['spot_price']:,.2f}{spot_unit} ({spot_desc} via {quote_source})"
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)
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updated_label = f"Quote timestamp: {quote_updated_at}" if quote_updated_at else "Quote timestamp: unavailable"
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# Get underlying for display
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underlying = "GLD"
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if workspace_id:
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try:
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repo = get_workspace_repository()
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config = repo.load_portfolio_config(workspace_id)
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underlying = config.underlying or "GLD"
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except Exception:
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pass
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with dashboard_page(
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"Hedge Analysis",
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f"Compare hedge structures across scenarios, visualize cost-benefit tradeoffs, and inspect net equity impacts for {underlying}.",
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"hedge",
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workspace_id=workspace_id,
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):
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with ui.row().classes("w-full items-center justify-between gap-4 max-md:flex-col max-md:items-start"):
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ui.label(f"Active underlying: {underlying}").classes("text-sm text-slate-500 dark:text-slate-400")
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left_pane, right_pane = split_page_panes(
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left_testid="hedge-left-pane",
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right_testid="hedge-right-pane",
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)
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with left_pane:
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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(
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list(strategy_map().keys()), value=selected["label"], label="Strategy selector"
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).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(spot_label).classes("text-sm text-slate-500 dark:text-slate-400")
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ui.label(updated_label).classes("text-xs text-slate-500 dark:text-slate-400")
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if workspace_id:
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ui.label(f"Workspace route: /{workspace_id}/hedge").classes(
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"text-xs text-slate-500 dark:text-slate-400"
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)
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else:
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ui.label(f"Demo spot reference: ${demo_spot_price():,.2f}").classes(
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"text-xs text-slate-500 dark:text-slate-400"
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)
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with (
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ui.card()
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.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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.props("data-testid=strategy-builder-card")
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):
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ui.label("Strategy Builder").classes("text-lg font-semibold text-slate-900 dark:text-slate-100")
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ui.label(
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"Save a custom protective put or equal-weight two-leg ladder for reuse across hedge, backtests, and event comparison."
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).classes("text-sm text-slate-500 dark:text-slate-400")
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builder_type_options = {"Protective put": "protective_put", "Two-leg ladder": "laddered_put"}
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builder_name = ui.input("Template name", placeholder="Crash Guard 97").classes("w-full")
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builder_type = ui.select(
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list(builder_type_options.keys()),
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value="Protective put",
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label="Strategy type",
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).classes("w-full")
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builder_expiry_days = ui.number("Expiration days", value=365, min=30, step=30).classes("w-full")
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builder_primary_strike = ui.number(
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"Primary strike (% of spot)",
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value=100,
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min=1,
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max=150,
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step=1,
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).classes("w-full")
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builder_secondary_strike = ui.number(
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"Secondary strike (% of spot)",
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value=95,
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min=1,
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max=150,
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step=1,
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).classes("w-full")
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ui.label("Two-leg ladders currently save with equal 50/50 weights.").classes(
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"text-xs text-slate-500 dark:text-slate-400"
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)
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builder_status = ui.label("").classes("text-sm text-slate-600 dark:text-slate-300")
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save_template_button = ui.button("Save template").props("color=primary outline")
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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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with right_pane:
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scenario_results = 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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with ui.row().classes("w-full gap-6 max-xl:flex-col"):
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initial_metrics = strategy_metrics(selected["strategy"], selected["scenario_pct"], portfolio=portfolio)
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cost_chart = ui.echart(_cost_benefit_options(initial_metrics)).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(_waterfall_options(initial_metrics)).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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syncing_controls = {"value": False}
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def refresh_available_strategies() -> None:
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strategies_state["items"] = template_service.catalog_items()
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options = strategy_map()
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syncing_controls["value"] = True
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try:
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selector.options = list(options.keys())
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if selected["label"] not in options:
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first_label = next(iter(options))
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selected["label"] = first_label
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selected["strategy"] = options[first_label]
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selector.value = first_label
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selector.update()
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finally:
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syncing_controls["value"] = False
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def render_summary() -> None:
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metrics = strategy_metrics(selected["strategy"], selected["scenario_pct"], portfolio=portfolio)
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strategy = metrics["strategy"]
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# Display mode-aware labels
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if display_mode == "GLD":
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weight_unit = "shares"
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price_unit = "/share"
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hedge_cost_unit = "/share"
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else:
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weight_unit = "oz"
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price_unit = "/oz"
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hedge_cost_unit = "/oz"
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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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ui.label(f"Selected template: {strategy['label']}").classes(
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"text-sm text-slate-500 dark:text-slate-400"
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)
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ui.label(strategy["description"]).classes("text-sm text-slate-600 dark:text-slate-300")
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with ui.grid(columns=1).classes("w-full gap-4 sm:grid-cols-2 lg:grid-cols-1 xl:grid-cols-2"):
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cards = [
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("Start value", f"${portfolio['gold_value']:,.0f}"),
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("Start price", f"${portfolio['spot_price']:,.2f}{price_unit}"),
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("Weight", f"{portfolio['gold_units']:,.0f} {weight_unit}"),
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("Loan amount", f"${portfolio['loan_amount']:,.0f}"),
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("Margin call LTV", f"{portfolio['margin_call_ltv']:.1%}"),
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("Monthly hedge budget", f"${portfolio['hedge_budget']:,.0f}"),
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]
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for label, value in cards:
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with ui.card().classes(
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"rounded-xl border border-slate-200 bg-slate-50 p-4 shadow-none dark:border-slate-800 dark:bg-slate-950"
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):
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ui.label(label).classes("text-sm text-slate-500 dark:text-slate-400")
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ui.label(value).classes("text-2xl font-bold text-slate-900 dark:text-slate-100")
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scenario_results.clear()
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with scenario_results:
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ui.label("Scenario Results").classes("text-lg font-semibold text-slate-900 dark:text-slate-100")
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with ui.grid(columns=2).classes("w-full gap-4 max-md:grid-cols-1"):
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result_cards = [
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("Scenario spot", f"${metrics['scenario_price']:,.2f}{price_unit}"),
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("Hedge cost", f"${float(strategy.get('estimated_cost', 0.0)):,.2f}{hedge_cost_unit}"),
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("Unhedged equity", f"${metrics['unhedged_equity']:,.0f}"),
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("Hedged equity", f"${metrics['hedged_equity']:,.0f}"),
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("Net hedge benefit", f"${metrics['hedged_equity'] - metrics['unhedged_equity']:,.0f}"),
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("Scenario move", f"{selected['scenario_pct']:+d}%"),
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]
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for label, value in result_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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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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if syncing_controls["value"]:
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return
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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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def save_template() -> None:
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builder_status.set_text("")
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try:
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builder_kind = builder_type_options[str(builder_type.value)]
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strikes = (float(builder_primary_strike.value or 0.0) / 100.0,)
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weights: tuple[float, ...] | None = None
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if builder_kind == "laddered_put":
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strikes = (
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float(builder_primary_strike.value or 0.0) / 100.0,
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float(builder_secondary_strike.value or 0.0) / 100.0,
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)
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weights = (0.5, 0.5)
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template = template_service.create_custom_template(
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display_name=str(builder_name.value or ""),
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template_kind=builder_kind,
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target_expiry_days=int(builder_expiry_days.value or 0),
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strike_pcts=strikes,
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weights=weights,
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)
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except (ValueError, KeyError) as exc:
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builder_status.set_text(str(exc))
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return
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refresh_available_strategies()
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selected["label"] = template.display_name
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selected["strategy"] = template.slug
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syncing_controls["value"] = True
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try:
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selector.value = template.display_name
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selector.update()
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finally:
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syncing_controls["value"] = False
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builder_status.set_text(
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f"Saved template {template.display_name}. Reusable on hedge, backtests, and event comparison."
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)
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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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save_template_button.on_click(lambda: save_template())
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render_summary()
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