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Update src/charts.py
Browse files- src/charts.py +115 -125
src/charts.py
CHANGED
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@@ -6,42 +6,35 @@ Dark theme, consistent palette, interactive.
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import numpy as np
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import pandas as pd
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import plotly.graph_objects as go
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import plotly.express as px
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from plotly.subplots import make_subplots
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# ---------------------------------------------------------------------------
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# Design tokens
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# ---------------------------------------------------------------------------
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BG
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SURFACE
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SURFACE2 = "#1c202c"
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BORDER
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TEXT
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TEXT_MUTED = "#7a7f94"
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TEAL
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TEAL_DIM = "#007a63"
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RED
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AMBER
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PURPLE
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BLUE
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GREEN
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FONT
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FONT_BODY = "DM Sans, sans-serif"
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BASE_LAYOUT = dict(
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paper_bgcolor=BG,
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plot_bgcolor=SURFACE,
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font=dict(family=FONT_BODY, color=TEXT, size=12),
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margin=dict(l=48, r=24, t=48, b=40),
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xaxis=dict(
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gridcolor=BORDER, zerolinecolor=BORDER,
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tickfont=dict(family=FONT, size=10, color=TEXT_MUTED),
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),
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yaxis=dict(
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gridcolor=BORDER, zerolinecolor=BORDER,
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tickfont=dict(family=FONT, size=10, color=TEXT_MUTED),
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),
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legend=dict(
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bgcolor=SURFACE2, bordercolor=BORDER, borderwidth=1,
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font=dict(family=FONT_BODY, size=11),
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@@ -52,9 +45,41 @@ BASE_LAYOUT = dict(
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),
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)
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def
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fig.
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return fig
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@@ -71,37 +96,32 @@ def nav_chart(nav_df: pd.DataFrame, benchmark_df: pd.DataFrame, initial_cash: fl
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subplot_titles=["Portfolio NAV", "Drawdown"],
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)
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dates
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nav
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nav_norm = nav / initial_cash * 100
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# NAV line
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fig.add_trace(go.Scatter(
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x=dates, y=nav_norm,
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name="Sniper Portfolio",
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line=dict(color=TEAL, width=2),
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fill="tozeroy",
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fillcolor=
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hovertemplate="<b>%{x}</b><br>NAV: %{y:.1f}<extra></extra>",
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), row=1, col=1)
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# Benchmark
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if benchmark_df is not None and not benchmark_df.empty and "Benchmark NAV" in benchmark_df.columns:
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b_norm = benchmark_df["Benchmark NAV"].values / initial_cash * 100
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b_label = "Benchmark"
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fig.add_trace(go.Scatter(
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x=benchmark_df["Date"].astype(str), y=b_norm,
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name=
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line=dict(color=TEXT_MUTED, width=1.5, dash="dash"),
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hovertemplate="<b>%{x}</b><br>Benchmark: %{y:.1f}<extra></extra>",
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), row=1, col=1)
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# Cash baseline
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fig.add_hline(y=100, line=dict(color=BORDER, width=1, dash="dot"), row=1, col=1)
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# Drawdown
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peak = pd.Series(nav).cummax()
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dd
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colors = [RED if v < -5 else AMBER if v < -2 else TEXT_MUTED for v in dd.values]
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fig.add_trace(go.Bar(
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@@ -115,9 +135,10 @@ def nav_chart(nav_df: pd.DataFrame, benchmark_df: pd.DataFrame, initial_cash: fl
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fig.update_layout(
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**BASE_LAYOUT,
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title=dict(text="Portfolio Performance", font=dict(size=16, family=FONT_BODY, color=TEXT)),
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-
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yaxis=
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-
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height=520,
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)
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return fig
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@@ -128,26 +149,19 @@ def monthly_returns_heatmap(nav_df: pd.DataFrame, initial_cash: float) -> go.Fig
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nav_df["Date"] = pd.to_datetime(nav_df["Date"])
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nav_df = nav_df.set_index("Date").sort_index()
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monthly
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monthly_ret = monthly.pct_change() * 100
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if monthly_ret.empty:
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-
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-
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font=dict(color=TEXT_MUTED))
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return fig
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years = sorted(monthly_ret.index.year.unique())
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months = list(range(1, 13))
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month_labels = ["Jan","Feb","Mar","Apr","May","Jun","Jul","Aug","Sep","Oct","Nov","Dec"]
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z = []
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text = []
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for yr in years:
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row_z = []
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row_t = []
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for mo in months:
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mask = (monthly_ret.index.year == yr) & (monthly_ret.index.month == mo)
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if mask.sum() > 0:
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@@ -168,33 +182,24 @@ def monthly_returns_heatmap(nav_df: pd.DataFrame, initial_cash: float) -> go.Fig
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[0.52, "#374151"], [0.65, "#065f46"], [1.0, "#064e3b"],
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],
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zmid=0,
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colorbar=dict(
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tickfont=dict(family=FONT, size=10, color=TEXT_MUTED),
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ticksuffix="%",
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),
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hovertemplate="<b>%{y} %{x}</b><br>Return: %{text}<extra></extra>",
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))
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fig.update_layout(
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**BASE_LAYOUT,
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title=dict(text="Monthly Returns", font=dict(size=15, family=FONT_BODY, color=TEXT)),
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height=max(200, 60 + len(years) * 38),
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-
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xaxis=dict(side="top", gridcolor=BORDER,
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tickfont=dict(family=FONT_BODY, size=11, color=TEXT_MUTED)),
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)
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return fig
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def exit_reasons_chart(trades_df: pd.DataFrame) -> go.Figure:
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if trades_df.empty or "Exit Reason" not in trades_df.columns:
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_apply_base(fig)
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fig.add_annotation(text="No trades to display", xref="paper", yref="paper",
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x=0.5, y=0.5, showarrow=False, font=dict(color=TEXT_MUTED))
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return fig
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counts
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color_map = {"Stop Loss": RED, "Take Profit": GREEN, "Time Horizon": AMBER}
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fig = go.Figure(go.Bar(
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@@ -211,42 +216,39 @@ def exit_reasons_chart(trades_df: pd.DataFrame) -> go.Figure:
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title=dict(text="Exit Breakdown", font=dict(size=15, family=FONT_BODY, color=TEXT)),
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height=300,
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showlegend=False,
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-
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)
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return fig
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def trade_return_distribution(trades_df: pd.DataFrame) -> go.Figure:
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if trades_df.empty or "Return %" not in trades_df.columns:
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_apply_base(fig)
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return fig
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returns = trades_df["Return %"].dropna()
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wins
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losses
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fig = go.Figure()
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if len(losses) > 0:
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fig.add_trace(go.Histogram(
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x=losses, name="Losses", marker_color=RED,
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opacity=0.7, nbinsx=20,
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hovertemplate="Return: %{x:.1f}%<br>Count: %{y}<extra></extra>",
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))
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if len(wins) > 0:
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fig.add_trace(go.Histogram(
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x=wins, name="Wins", marker_color=GREEN,
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opacity=0.7, nbinsx=20,
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hovertemplate="Return: %{x:.1f}%<br>Count: %{y}<extra></extra>",
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))
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fig.add_vline(x=0, line=dict(color=BORDER, width=1.5, dash="dash"))
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fig.update_layout(
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**BASE_LAYOUT,
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title=dict(text="Return Distribution", font=dict(size=15, family=FONT_BODY, color=TEXT)),
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barmode="overlay",
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)
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return fig
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# ---------------------------------------------------------------------------
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def radar_chart(dimension_results: list) -> go.Figure:
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names
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scores = [d.score for d in dimension_results]
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names_closed = names + [names[0]]
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scores_closed = scores + [scores[0]]
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fig = go.Figure()
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fig.add_trace(go.Scatterpolar(
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r=scores_closed, theta=names_closed,
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fill="toself",
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fillcolor=
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line=dict(color=TEAL, width=2),
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marker=dict(color=TEAL, size=7),
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hovertemplate="<b>%{theta}</b><br>Score: %{r:.1f}<extra></extra>",
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height=420,
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margin=dict(l=60, r=60, t=60, b=60),
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showlegend=False,
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)
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return fig
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def reliability_diagram(reliability_bins: dict) -> go.Figure:
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bins
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actual = reliability_bins.get("actual_freqs", [])
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counts = reliability_bins.get("bin_counts", [])
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if not bins:
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_apply_base(fig)
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return fig
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fig = go.Figure()
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# Perfect calibration diagonal
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fig.add_trace(go.Scatter(
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x=[0, 1], y=[0, 1], mode="lines",
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line=dict(color=BORDER, dash="dash", width=1.5),
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hoverinfo="skip",
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))
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# Actual calibration
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valid = [(b, a, c) for b, a, c in zip(bins, actual, counts) if c > 0]
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if valid:
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vb, va, vc = zip(*valid)
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**BASE_LAYOUT,
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title=dict(text="Reliability Diagram (Calibration)", font=dict(size=15, family=FONT_BODY, color=TEXT)),
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height=340,
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xaxis=
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yaxis=
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)
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return fig
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def regime_heatmap(regime_scores: dict) -> go.Figure:
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labels_order = ["Bear / Low VIX", "Bear / High VIX", "Bull / Low VIX", "Bull / High VIX"]
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x_labels = ["Low VIX", "High VIX"]
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y_labels
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z
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text = [["", ""], ["", ""]]
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for name, data in regime_scores.items():
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auc = data.get("auc")
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n
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if "
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row = 0
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else:
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row = 1
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col = 1 if "High VIX" in name else 0
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z[row][col]
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text[row][col] = f"AUC: {auc:.3f}<br>n={n:,}" if auc is not None
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fig = go.Figure(go.Heatmap(
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z=z, x=x_labels, y=y_labels,
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text=text, texttemplate="%{text}",
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colorscale=[[0, "#7f1d1d"], [0.5, SURFACE2], [1, "#064e3b"]],
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zmin=0.4, zmax=0.8, zmid=0.55,
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colorbar=dict(
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title="AUC",
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tickfont=dict(family=FONT, size=10, color=TEXT_MUTED),
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),
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hovertemplate="<b>%{y} / %{x}</b><br>%{text}<extra></extra>",
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))
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fig.update_layout(
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**BASE_LAYOUT,
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title=dict(text="Regime Robustness (AUC by Market Condition)",
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height=280,
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-
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)
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return fig
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def feature_psi_chart(psi_df: pd.DataFrame, top_n: int = 25) -> go.Figure:
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if psi_df.empty:
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_apply_base(fig)
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return fig
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top
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colors = []
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for s in top["Status"]:
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if "🔴" in s:
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marker_color=colors,
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hovertemplate="<b>%{y}</b><br>PSI: %{x:.4f}<extra></extra>",
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))
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fig.add_vline(x=0.2, line=dict(color=RED,
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annotation=dict(text="High drift", font=dict(color=RED,
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fig.add_vline(x=0.1, line=dict(color=AMBER,
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annotation=dict(text="Watch",
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fig.update_layout(
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**BASE_LAYOUT,
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title=dict(text=f"Feature PSI — Top {top_n} by Drift",
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height=max(300, 20 * len(top) + 100),
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xaxis=dict(title="Population Stability Index", gridcolor=BORDER),
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yaxis=dict(gridcolor="rgba(0,0,0,0)", autorange="reversed",
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tickfont=dict(family=FONT, size=10, color=TEXT_MUTED)),
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showlegend=False,
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)
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return fig
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def multi_model_comparison(results: list, model_labels: list) -> go.Figure:
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"""Bar chart comparing multiple model scores across dimensions."""
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if not results:
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_apply_base(fig)
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return fig
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dim_names = [d.name.replace("_", " ").title() for d in results[0].dimensions]
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palette
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fig = go.Figure()
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for i, (result, label) in enumerate(zip(results, model_labels)):
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title=dict(text="Model Comparison", font=dict(size=16, family=FONT_BODY, color=TEXT)),
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barmode="group",
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height=380,
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-
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-
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)
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return fig
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import numpy as np
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import pandas as pd
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import plotly.graph_objects as go
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from plotly.subplots import make_subplots
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# ---------------------------------------------------------------------------
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# Design tokens
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# ---------------------------------------------------------------------------
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BG = "#0d0f14"
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SURFACE = "#14171f"
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SURFACE2 = "#1c202c"
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BORDER = "#2a2f3d"
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TEXT = "#e4e6ef"
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TEXT_MUTED = "#7a7f94"
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TEAL = "#00d4aa"
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TEAL_DIM = "#007a63"
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RED = "#ff4d6a"
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AMBER = "#f5a623"
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PURPLE = "#a78bfa"
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BLUE = "#60a5fa"
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GREEN = "#34d399"
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FONT = "JetBrains Mono, monospace"
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FONT_BODY = "DM Sans, sans-serif"
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# Base layout WITHOUT xaxis/yaxis — those are always passed per-chart
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# to avoid "multiple values for keyword argument" when callers also pass them.
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BASE_LAYOUT = dict(
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paper_bgcolor=BG,
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plot_bgcolor=SURFACE,
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font=dict(family=FONT_BODY, color=TEXT, size=12),
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margin=dict(l=48, r=24, t=48, b=40),
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legend=dict(
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bgcolor=SURFACE2, bordercolor=BORDER, borderwidth=1,
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| 40 |
font=dict(family=FONT_BODY, size=11),
|
|
|
|
| 45 |
),
|
| 46 |
)
|
| 47 |
|
| 48 |
+
# Reusable axis style helpers
|
| 49 |
+
_XAXIS = dict(gridcolor=BORDER, zerolinecolor=BORDER,
|
| 50 |
+
tickfont=dict(family=FONT, size=10, color=TEXT_MUTED))
|
| 51 |
+
_YAXIS = dict(gridcolor=BORDER, zerolinecolor=BORDER,
|
| 52 |
+
tickfont=dict(family=FONT, size=10, color=TEXT_MUTED))
|
| 53 |
+
|
| 54 |
+
|
| 55 |
+
def _ax(**kwargs):
|
| 56 |
+
"""Merged x-axis style dict."""
|
| 57 |
+
return {**_XAXIS, **kwargs}
|
| 58 |
+
|
| 59 |
+
|
| 60 |
+
def _ay(**kwargs):
|
| 61 |
+
"""Merged y-axis style dict."""
|
| 62 |
+
return {**_YAXIS, **kwargs}
|
| 63 |
+
|
| 64 |
+
|
| 65 |
+
def _apply_base(fig, **extra):
|
| 66 |
+
"""Apply BASE_LAYOUT + any per-chart overrides."""
|
| 67 |
+
fig.update_layout(**BASE_LAYOUT, **extra)
|
| 68 |
+
return fig
|
| 69 |
+
|
| 70 |
|
| 71 |
+
def _empty_fig(msg="No data"):
|
| 72 |
+
fig = go.Figure()
|
| 73 |
+
fig.update_layout(
|
| 74 |
+
**BASE_LAYOUT,
|
| 75 |
+
xaxis=_ax(), yaxis=_ay(),
|
| 76 |
+
annotations=[dict(
|
| 77 |
+
text=msg, xref="paper", yref="paper",
|
| 78 |
+
x=0.5, y=0.5, showarrow=False,
|
| 79 |
+
font=dict(size=13, color=TEXT_MUTED),
|
| 80 |
+
)],
|
| 81 |
+
height=300,
|
| 82 |
+
)
|
| 83 |
return fig
|
| 84 |
|
| 85 |
|
|
|
|
| 96 |
subplot_titles=["Portfolio NAV", "Drawdown"],
|
| 97 |
)
|
| 98 |
|
| 99 |
+
dates = nav_df["Date"].astype(str)
|
| 100 |
+
nav = nav_df["NAV"].values
|
| 101 |
nav_norm = nav / initial_cash * 100
|
| 102 |
|
|
|
|
| 103 |
fig.add_trace(go.Scatter(
|
| 104 |
x=dates, y=nav_norm,
|
| 105 |
name="Sniper Portfolio",
|
| 106 |
line=dict(color=TEAL, width=2),
|
| 107 |
fill="tozeroy",
|
| 108 |
+
fillcolor="rgba(0,212,170,0.06)",
|
| 109 |
hovertemplate="<b>%{x}</b><br>NAV: %{y:.1f}<extra></extra>",
|
| 110 |
), row=1, col=1)
|
| 111 |
|
|
|
|
| 112 |
if benchmark_df is not None and not benchmark_df.empty and "Benchmark NAV" in benchmark_df.columns:
|
| 113 |
b_norm = benchmark_df["Benchmark NAV"].values / initial_cash * 100
|
|
|
|
| 114 |
fig.add_trace(go.Scatter(
|
| 115 |
x=benchmark_df["Date"].astype(str), y=b_norm,
|
| 116 |
+
name="Benchmark",
|
| 117 |
line=dict(color=TEXT_MUTED, width=1.5, dash="dash"),
|
| 118 |
hovertemplate="<b>%{x}</b><br>Benchmark: %{y:.1f}<extra></extra>",
|
| 119 |
), row=1, col=1)
|
| 120 |
|
|
|
|
| 121 |
fig.add_hline(y=100, line=dict(color=BORDER, width=1, dash="dot"), row=1, col=1)
|
| 122 |
|
|
|
|
| 123 |
peak = pd.Series(nav).cummax()
|
| 124 |
+
dd = (pd.Series(nav) - peak) / peak * 100
|
| 125 |
colors = [RED if v < -5 else AMBER if v < -2 else TEXT_MUTED for v in dd.values]
|
| 126 |
|
| 127 |
fig.add_trace(go.Bar(
|
|
|
|
| 135 |
fig.update_layout(
|
| 136 |
**BASE_LAYOUT,
|
| 137 |
title=dict(text="Portfolio Performance", font=dict(size=16, family=FONT_BODY, color=TEXT)),
|
| 138 |
+
xaxis=_ax(),
|
| 139 |
+
yaxis=_ay(),
|
| 140 |
+
xaxis2=_ax(),
|
| 141 |
+
yaxis2=_ay(ticksuffix="%"),
|
| 142 |
height=520,
|
| 143 |
)
|
| 144 |
return fig
|
|
|
|
| 149 |
nav_df["Date"] = pd.to_datetime(nav_df["Date"])
|
| 150 |
nav_df = nav_df.set_index("Date").sort_index()
|
| 151 |
|
| 152 |
+
monthly = nav_df["NAV"].resample("ME").last()
|
| 153 |
monthly_ret = monthly.pct_change() * 100
|
| 154 |
|
| 155 |
if monthly_ret.empty:
|
| 156 |
+
return _empty_fig("Insufficient data for monthly heatmap")
|
| 157 |
+
|
| 158 |
+
years = sorted(monthly_ret.index.year.unique())
|
| 159 |
+
months = list(range(1, 13))
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 160 |
month_labels = ["Jan","Feb","Mar","Apr","May","Jun","Jul","Aug","Sep","Oct","Nov","Dec"]
|
| 161 |
|
| 162 |
+
z, text = [], []
|
|
|
|
| 163 |
for yr in years:
|
| 164 |
+
row_z, row_t = [], []
|
|
|
|
| 165 |
for mo in months:
|
| 166 |
mask = (monthly_ret.index.year == yr) & (monthly_ret.index.month == mo)
|
| 167 |
if mask.sum() > 0:
|
|
|
|
| 182 |
[0.52, "#374151"], [0.65, "#065f46"], [1.0, "#064e3b"],
|
| 183 |
],
|
| 184 |
zmid=0,
|
| 185 |
+
colorbar=dict(tickfont=dict(family=FONT, size=10, color=TEXT_MUTED), ticksuffix="%"),
|
|
|
|
|
|
|
|
|
|
| 186 |
hovertemplate="<b>%{y} %{x}</b><br>Return: %{text}<extra></extra>",
|
| 187 |
))
|
| 188 |
fig.update_layout(
|
| 189 |
**BASE_LAYOUT,
|
| 190 |
title=dict(text="Monthly Returns", font=dict(size=15, family=FONT_BODY, color=TEXT)),
|
| 191 |
height=max(200, 60 + len(years) * 38),
|
| 192 |
+
xaxis=_ax(side="top"),
|
| 193 |
+
yaxis=_ay(autorange="reversed"),
|
|
|
|
|
|
|
| 194 |
)
|
| 195 |
return fig
|
| 196 |
|
| 197 |
|
| 198 |
def exit_reasons_chart(trades_df: pd.DataFrame) -> go.Figure:
|
| 199 |
if trades_df.empty or "Exit Reason" not in trades_df.columns:
|
| 200 |
+
return _empty_fig("No trades to display")
|
|
|
|
|
|
|
|
|
|
|
|
|
| 201 |
|
| 202 |
+
counts = trades_df["Exit Reason"].value_counts()
|
| 203 |
color_map = {"Stop Loss": RED, "Take Profit": GREEN, "Time Horizon": AMBER}
|
| 204 |
|
| 205 |
fig = go.Figure(go.Bar(
|
|
|
|
| 216 |
title=dict(text="Exit Breakdown", font=dict(size=15, family=FONT_BODY, color=TEXT)),
|
| 217 |
height=300,
|
| 218 |
showlegend=False,
|
| 219 |
+
xaxis=_ax(gridcolor="rgba(0,0,0,0)"),
|
| 220 |
+
yaxis=_ay(),
|
| 221 |
)
|
| 222 |
return fig
|
| 223 |
|
| 224 |
|
| 225 |
def trade_return_distribution(trades_df: pd.DataFrame) -> go.Figure:
|
| 226 |
if trades_df.empty or "Return %" not in trades_df.columns:
|
| 227 |
+
return _empty_fig("No trades to display")
|
|
|
|
|
|
|
| 228 |
|
| 229 |
returns = trades_df["Return %"].dropna()
|
| 230 |
+
wins = returns[returns > 0]
|
| 231 |
+
losses = returns[returns <= 0]
|
| 232 |
|
| 233 |
fig = go.Figure()
|
| 234 |
if len(losses) > 0:
|
| 235 |
fig.add_trace(go.Histogram(
|
| 236 |
+
x=losses, name="Losses", marker_color=RED, opacity=0.7, nbinsx=20,
|
|
|
|
| 237 |
hovertemplate="Return: %{x:.1f}%<br>Count: %{y}<extra></extra>",
|
| 238 |
))
|
| 239 |
if len(wins) > 0:
|
| 240 |
fig.add_trace(go.Histogram(
|
| 241 |
+
x=wins, name="Wins", marker_color=GREEN, opacity=0.7, nbinsx=20,
|
|
|
|
| 242 |
hovertemplate="Return: %{x:.1f}%<br>Count: %{y}<extra></extra>",
|
| 243 |
))
|
| 244 |
fig.add_vline(x=0, line=dict(color=BORDER, width=1.5, dash="dash"))
|
| 245 |
fig.update_layout(
|
| 246 |
**BASE_LAYOUT,
|
| 247 |
title=dict(text="Return Distribution", font=dict(size=15, family=FONT_BODY, color=TEXT)),
|
| 248 |
+
barmode="overlay",
|
| 249 |
+
height=300,
|
| 250 |
+
xaxis=_ax(title="Return %"),
|
| 251 |
+
yaxis=_ay(title="Trades"),
|
| 252 |
)
|
| 253 |
return fig
|
| 254 |
|
|
|
|
| 258 |
# ---------------------------------------------------------------------------
|
| 259 |
|
| 260 |
def radar_chart(dimension_results: list) -> go.Figure:
|
| 261 |
+
names = [d.name.replace("_", " ").title() for d in dimension_results]
|
| 262 |
scores = [d.score for d in dimension_results]
|
| 263 |
|
| 264 |
+
names_closed = names + [names[0]]
|
|
|
|
| 265 |
scores_closed = scores + [scores[0]]
|
| 266 |
|
| 267 |
fig = go.Figure()
|
| 268 |
fig.add_trace(go.Scatterpolar(
|
| 269 |
r=scores_closed, theta=names_closed,
|
| 270 |
fill="toself",
|
| 271 |
+
fillcolor="rgba(0,212,170,0.15)",
|
| 272 |
line=dict(color=TEAL, width=2),
|
| 273 |
marker=dict(color=TEAL, size=7),
|
| 274 |
hovertemplate="<b>%{theta}</b><br>Score: %{r:.1f}<extra></extra>",
|
|
|
|
| 293 |
height=420,
|
| 294 |
margin=dict(l=60, r=60, t=60, b=60),
|
| 295 |
showlegend=False,
|
| 296 |
+
hoverlabel=dict(bgcolor=SURFACE2, bordercolor=BORDER, font=dict(family=FONT_BODY, size=12)),
|
| 297 |
)
|
| 298 |
return fig
|
| 299 |
|
| 300 |
|
| 301 |
def reliability_diagram(reliability_bins: dict) -> go.Figure:
|
| 302 |
+
bins = reliability_bins.get("bin_centers", [])
|
| 303 |
actual = reliability_bins.get("actual_freqs", [])
|
| 304 |
counts = reliability_bins.get("bin_counts", [])
|
| 305 |
|
| 306 |
if not bins:
|
| 307 |
+
return _empty_fig("No calibration data")
|
|
|
|
|
|
|
| 308 |
|
| 309 |
fig = go.Figure()
|
| 310 |
|
|
|
|
| 311 |
fig.add_trace(go.Scatter(
|
| 312 |
x=[0, 1], y=[0, 1], mode="lines",
|
| 313 |
line=dict(color=BORDER, dash="dash", width=1.5),
|
|
|
|
| 315 |
hoverinfo="skip",
|
| 316 |
))
|
| 317 |
|
|
|
|
| 318 |
valid = [(b, a, c) for b, a, c in zip(bins, actual, counts) if c > 0]
|
| 319 |
if valid:
|
| 320 |
vb, va, vc = zip(*valid)
|
|
|
|
| 333 |
**BASE_LAYOUT,
|
| 334 |
title=dict(text="Reliability Diagram (Calibration)", font=dict(size=15, family=FONT_BODY, color=TEXT)),
|
| 335 |
height=340,
|
| 336 |
+
xaxis=_ax(title="Mean Predicted Probability", range=[-0.02, 1.02]),
|
| 337 |
+
yaxis=_ay(title="Actual Positive Fraction", range=[-0.02, 1.02]),
|
| 338 |
)
|
| 339 |
return fig
|
| 340 |
|
| 341 |
|
| 342 |
def regime_heatmap(regime_scores: dict) -> go.Figure:
|
|
|
|
| 343 |
x_labels = ["Low VIX", "High VIX"]
|
| 344 |
+
y_labels = ["Bear Market", "Bull Market"]
|
| 345 |
|
| 346 |
+
z = [[None, None], [None, None]]
|
| 347 |
text = [["", ""], ["", ""]]
|
| 348 |
|
| 349 |
for name, data in regime_scores.items():
|
| 350 |
auc = data.get("auc")
|
| 351 |
+
n = data.get("n", 0)
|
| 352 |
+
row = 1 if "Bull" in name else 0
|
|
|
|
|
|
|
|
|
|
| 353 |
col = 1 if "High VIX" in name else 0
|
| 354 |
+
z[row][col] = auc
|
| 355 |
+
text[row][col] = (f"AUC: {auc:.3f}<br>n={n:,}" if auc is not None
|
| 356 |
+
else f"n={n}<br>insufficient")
|
| 357 |
|
| 358 |
fig = go.Figure(go.Heatmap(
|
| 359 |
z=z, x=x_labels, y=y_labels,
|
| 360 |
text=text, texttemplate="%{text}",
|
| 361 |
colorscale=[[0, "#7f1d1d"], [0.5, SURFACE2], [1, "#064e3b"]],
|
| 362 |
zmin=0.4, zmax=0.8, zmid=0.55,
|
| 363 |
+
colorbar=dict(title="AUC", tickfont=dict(family=FONT, size=10, color=TEXT_MUTED)),
|
|
|
|
|
|
|
|
|
|
| 364 |
hovertemplate="<b>%{y} / %{x}</b><br>%{text}<extra></extra>",
|
| 365 |
))
|
| 366 |
fig.update_layout(
|
| 367 |
**BASE_LAYOUT,
|
| 368 |
+
title=dict(text="Regime Robustness (AUC by Market Condition)",
|
| 369 |
+
font=dict(size=15, family=FONT_BODY, color=TEXT)),
|
| 370 |
height=280,
|
| 371 |
+
xaxis=_ax(),
|
| 372 |
+
yaxis=_ay(autorange="reversed"),
|
| 373 |
)
|
| 374 |
return fig
|
| 375 |
|
| 376 |
|
| 377 |
def feature_psi_chart(psi_df: pd.DataFrame, top_n: int = 25) -> go.Figure:
|
| 378 |
if psi_df.empty:
|
| 379 |
+
return _empty_fig("No PSI data available")
|
|
|
|
|
|
|
| 380 |
|
| 381 |
+
top = psi_df.head(top_n)
|
| 382 |
colors = []
|
| 383 |
for s in top["Status"]:
|
| 384 |
if "🔴" in s:
|
|
|
|
| 395 |
marker_color=colors,
|
| 396 |
hovertemplate="<b>%{y}</b><br>PSI: %{x:.4f}<extra></extra>",
|
| 397 |
))
|
| 398 |
+
fig.add_vline(x=0.2, line=dict(color=RED, width=1.5, dash="dot"),
|
| 399 |
+
annotation=dict(text="High drift", font=dict(color=RED, size=10), y=1.02))
|
| 400 |
+
fig.add_vline(x=0.1, line=dict(color=AMBER, width=1, dash="dot"),
|
| 401 |
+
annotation=dict(text="Watch", font=dict(color=AMBER, size=10), y=0.95))
|
| 402 |
fig.update_layout(
|
| 403 |
**BASE_LAYOUT,
|
| 404 |
+
title=dict(text=f"Feature PSI — Top {top_n} by Drift",
|
| 405 |
+
font=dict(size=15, family=FONT_BODY, color=TEXT)),
|
| 406 |
height=max(300, 20 * len(top) + 100),
|
|
|
|
|
|
|
|
|
|
| 407 |
showlegend=False,
|
| 408 |
+
xaxis=_ax(title="Population Stability Index"),
|
| 409 |
+
yaxis=_ay(autorange="reversed",
|
| 410 |
+
tickfont=dict(family=FONT, size=10, color=TEXT_MUTED),
|
| 411 |
+
gridcolor="rgba(0,0,0,0)"),
|
| 412 |
)
|
| 413 |
return fig
|
| 414 |
|
| 415 |
|
| 416 |
def multi_model_comparison(results: list, model_labels: list) -> go.Figure:
|
|
|
|
| 417 |
if not results:
|
| 418 |
+
return _empty_fig("No results to compare")
|
|
|
|
|
|
|
| 419 |
|
| 420 |
dim_names = [d.name.replace("_", " ").title() for d in results[0].dimensions]
|
| 421 |
+
palette = [TEAL, PURPLE, AMBER, BLUE, GREEN, RED]
|
| 422 |
|
| 423 |
fig = go.Figure()
|
| 424 |
for i, (result, label) in enumerate(zip(results, model_labels)):
|
|
|
|
| 437 |
title=dict(text="Model Comparison", font=dict(size=16, family=FONT_BODY, color=TEXT)),
|
| 438 |
barmode="group",
|
| 439 |
height=380,
|
| 440 |
+
xaxis=_ax(gridcolor="rgba(0,0,0,0)"),
|
| 441 |
+
yaxis=_ay(range=[0, 105], title="Score (0–100)"),
|
| 442 |
)
|
| 443 |
return fig
|