437 lines
22 KiB
Python
437 lines
22 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.backtesting_math import asset_quantity_from_workspace_config
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from app.models.workspace import get_workspace_repository
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from app.pages.common import dashboard_page, split_page_panes
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from app.services.event_comparison_ui import EventComparisonPageService
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logger = logging.getLogger(__name__)
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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("/{workspace_id}/event-comparison")
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def workspace_event_comparison_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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_render_event_comparison_page(workspace_id=workspace_id)
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def _render_event_comparison_page(workspace_id: str | None = None) -> 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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repo = get_workspace_repository()
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config = repo.load_portfolio_config(workspace_id) if workspace_id else None
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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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default_entry_spot = 100.0
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if default_preset_slug is not None:
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default_preview = service.preview_scenario(
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preset_slug=default_preset_slug,
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template_slugs=tuple(default_template_slugs),
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underlying_units=1.0,
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loan_amount=0.0,
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margin_call_ltv=0.75,
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)
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default_entry_spot = default_preview.initial_portfolio.entry_spot
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default_units = (
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asset_quantity_from_workspace_config(config, entry_spot=default_entry_spot, symbol="GLD")
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if config is not None and default_entry_spot > 0
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else 1000.0
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)
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default_loan = float(config.loan_amount) if config else 68000.0
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default_margin_call_ltv = float(config.margin_threshold) if config else 0.75
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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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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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workspace_id=workspace_id,
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):
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left_pane, right_pane = split_page_panes(
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left_testid="event-comparison-left-pane",
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right_testid="event-comparison-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("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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if workspace_id:
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ui.label("Workspace defaults seed underlying units, loan amount, and margin threshold.").classes(
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"text-sm text-slate-500 dark:text-slate-400"
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)
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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(
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"Changing the preset resets strategy templates to that preset's default comparison set."
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).classes("text-xs text-slate-500 dark:text-slate-400")
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units_input = ui.number("Underlying units", value=default_units, min=0.0001, step=1).classes("w-full")
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loan_input = ui.number("Loan amount", value=default_loan, min=0, step=1000).classes("w-full")
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ltv_input = ui.number(
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"Margin call LTV",
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value=default_margin_call_ltv,
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min=0.01,
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max=0.99,
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step=0.01,
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).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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selected_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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result_panel = ui.column().classes("w-full gap-6")
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syncing_controls = {"value": False}
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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 render_selected_summary(entry_spot: float | None = None, entry_spot_error: str | None = None) -> None:
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selected_summary.clear()
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with selected_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=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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(
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"Preset",
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preset_select_options.get(str(preset_select.value), str(preset_select.value or "—")),
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),
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("Templates", str(len(selected_template_slugs()))),
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("Underlying units", f"{float(units_input.value or 0.0):,.0f}"),
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("Loan amount", f"${float(loan_input.value or 0.0):,.0f}"),
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("Margin call LTV", f"{float(ltv_input.value or 0.0):.1%}"),
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("Entry spot", f"${entry_spot:,.2f}" if entry_spot is not None else "Unavailable"),
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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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if entry_spot_error:
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ui.label(entry_spot_error).classes("text-sm text-amber-700 dark:text-amber-300")
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def render_result_state(title: str, message: str, *, tone: str = "info") -> None:
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tone_classes = {
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"info": "border-sky-200 bg-sky-50 dark:border-sky-900/60 dark:bg-sky-950/30",
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"warning": "border-amber-200 bg-amber-50 dark:border-amber-900/60 dark:bg-amber-950/30",
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"error": "border-rose-200 bg-rose-50 dark:border-rose-900/60 dark:bg-rose-950/30",
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}
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text_classes = {
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"info": "text-sky-800 dark:text-sky-200",
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"warning": "text-amber-800 dark:text-amber-200",
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"error": "text-rose-800 dark:text-rose-200",
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}
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result_panel.clear()
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with result_panel:
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with ui.card().classes(
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f"w-full rounded-2xl border shadow-sm {tone_classes.get(tone, tone_classes['info'])}"
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):
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ui.label(title).classes("text-lg font-semibold text-slate-900 dark:text-slate-100")
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ui.label(message).classes(f"text-sm {text_classes.get(tone, text_classes['info'])}")
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def mark_results_stale() -> None:
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render_result_state(
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"Results out of date",
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"Inputs changed. Run comparison again to refresh rankings and portfolio paths for the current scenario.",
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tone="info",
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)
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def refresh_preview(*, reset_templates: bool = False, reseed_units: bool = False) -> str | 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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render_selected_summary(entry_spot=None)
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return None
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if reset_templates:
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syncing_controls["value"] = True
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try:
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template_select.value = list(service.default_template_selection(str(option["slug"])))
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finally:
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syncing_controls["value"] = False
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template_slugs = selected_template_slugs()
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try:
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preview_units = float(units_input.value or 0.0)
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if workspace_id and config is not None and reseed_units:
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preview_scenario = service.preview_scenario(
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preset_slug=str(option["slug"]),
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template_slugs=template_slugs,
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underlying_units=1.0,
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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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preview_units = asset_quantity_from_workspace_config(
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config,
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entry_spot=float(preview_scenario.initial_portfolio.entry_spot),
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symbol="GLD",
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)
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syncing_controls["value"] = True
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try:
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units_input.value = preview_units
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finally:
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syncing_controls["value"] = False
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scenario = service.preview_scenario(
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preset_slug=str(option["slug"]),
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template_slugs=template_slugs,
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underlying_units=preview_units,
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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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render_selected_summary(entry_spot=None, entry_spot_error=str(exc))
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return str(exc)
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except Exception:
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logger.exception(
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"Event comparison preview failed for workspace=%s preset=%s templates=%s units=%s loan=%s margin_call_ltv=%s",
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workspace_id,
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preset_select.value,
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selected_template_slugs(),
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units_input.value,
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loan_input.value,
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ltv_input.value,
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)
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message = "Event comparison preview failed. Please verify the seeded inputs and try again."
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metadata_label.set_text(f"Preset: {option['label']} — {option['description']}")
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scenario_label.set_text(message)
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render_selected_summary(entry_spot=None, entry_spot_error=message)
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return message
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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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render_selected_summary(entry_spot=float(scenario.initial_portfolio.entry_spot))
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return None
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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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template_slugs = selected_template_slugs()
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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=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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render_result_state("Scenario validation failed", str(exc), tone="warning")
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return
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except Exception:
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message = "Event comparison failed. Please verify the seeded inputs and try again."
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logger.exception(
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"Event comparison page run failed for workspace=%s preset=%s templates=%s units=%s loan=%s margin_call_ltv=%s",
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workspace_id,
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preset_select.value,
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selected_template_slugs(),
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units_input.value,
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loan_input.value,
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ltv_input.value,
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)
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validation_label.set_text(message)
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render_result_state("Event comparison failed", message, tone="error")
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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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render_selected_summary(entry_spot=float(scenario.initial_portfolio.entry_spot))
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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 Results").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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(
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"Scenario dates used",
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f"{scenario.start_date.isoformat()} → {scenario.end_date.isoformat()}",
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),
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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(
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"text-lg font-semibold text-slate-900 dark:text-slate-100"
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)
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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({"name": item.name, "values": list(item.values)} for item in chart_model.series),
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)
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).classes("h-96 w-full")
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def on_preset_change() -> None:
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if syncing_controls["value"]:
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return
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validation_label.set_text("")
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preview_error = refresh_preview(reset_templates=True, reseed_units=True)
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if preview_error:
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validation_label.set_text(preview_error)
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render_result_state("Scenario validation failed", preview_error, tone="warning")
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else:
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mark_results_stale()
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def on_preview_input_change() -> None:
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if syncing_controls["value"]:
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return
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validation_label.set_text("")
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preview_error = refresh_preview()
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if preview_error:
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validation_label.set_text(preview_error)
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render_result_state("Scenario validation failed", preview_error, tone="warning")
|
|
else:
|
|
mark_results_stale()
|
|
|
|
preset_select.on_value_change(lambda _: on_preset_change())
|
|
template_select.on_value_change(lambda _: on_preview_input_change())
|
|
units_input.on_value_change(lambda _: on_preview_input_change())
|
|
loan_input.on_value_change(lambda _: on_preview_input_change())
|
|
ltv_input.on_value_change(lambda _: on_preview_input_change())
|
|
run_button.on_click(lambda: render_report())
|
|
refresh_preview(reset_templates=False, reseed_units=False)
|
|
render_report()
|