Update app.py
Browse files
app.py
CHANGED
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@@ -1,35 +1,31 @@
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# app.py
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import os
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import gradio as gr
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import pandas as pd
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import plotly.graph_objects as go
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from datetime import datetime
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from geo_macro import UnifiedMarketDataDownloader, FRED_API_KEY
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from feature_engineering import
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# ==================== COLOR
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COLORS = {
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'
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'
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'
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'
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'
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'gray': '#6C757D', # Gray
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'light_bg': '#F8F9FA', # Light background
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'border': '#DEE2E6', # Border
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}
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'
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'
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'
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'
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'TRANSITION': COLORS['
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}
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@@ -55,308 +51,434 @@ def get_data(start_date: str, end_date: str):
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# ==================== VISUALIZATION FUNCTIONS ====================
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def
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"""
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}
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colors = [COLORS['
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fig = go.Figure(go.Bar(
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marker=dict(
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color=colors,
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line=dict(color='white', width=2)
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),
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text=[f"{v:.
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textposition='outside',
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textfont=dict(size=14, color='#
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hovertemplate='<b>%{
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))
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fig.update_layout(
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title=dict(
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text="<b>
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font=dict(size=18, color='#
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x=0.5,
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xanchor='center'
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),
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yaxis=dict(
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range=[-1, 1],
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title="Normalized Score",
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gridcolor=COLORS['border'],
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zeroline=True,
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zerolinecolor=COLORS['gray'],
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zerolinewidth=2
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),
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xaxis=dict(
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title="",
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tickfont=dict(size=
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),
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height=
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plot_bgcolor='white',
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paper_bgcolor='white',
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margin=dict(t=60, b=
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font=dict(family="Arial, sans-serif")
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)
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return fig
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def
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"""
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scenarios = {
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"Credit Collapse": (latest['prob_credit_collapse'], COLORS['danger']),
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"Stagflation": (latest['prob_stagflation'], COLORS['warning']),
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"Tech Boom": (latest['prob_tech_boom'], COLORS['success']),
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}
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fig =
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'
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'steps': [
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{'range': [0, 30], 'color': '#E8F5E9'},
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{'range': [30, 70], 'color': '#FFF3E0'},
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{'range': [70, 100], 'color': '#FFEBEE'}
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],
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'threshold': {
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'line': {'color': "#2C3E50", 'width': 3},
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'thickness': 0.75,
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'value': value * 100
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}
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},
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fig.update_layout(
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height=
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paper_bgcolor='white',
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font=
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margin=dict(t=
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)
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return fig
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def create_regime_timeline(features):
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"""Enhanced timeline
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tail = features[['regime']].tail(252).copy()
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tail['date'] = tail.index
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'TECH_MONOPOLY': 1,
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'TRANSITION': 0
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}
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tail['regime_num'] = tail['regime'].map(regime_order)
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tail['color'] = tail['regime'].map(REGIME_COLORS)
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fig = go.Figure()
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# Add
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for regime in
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mask = tail['regime'] == regime
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if mask.any():
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fig.add_trace(go.Scatter(
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x=tail[mask]['date'],
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y=tail[mask]['
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mode='markers',
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name=regime,
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marker=dict(
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color=
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size=10,
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line=dict(color='white', width=1)
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),
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hovertemplate=
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))
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fig.update_layout(
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title=dict(
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text="<b>Regime
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font=dict(size=18, color='#
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x=0.5,
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xanchor='center'
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height=350,
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yaxis=dict(
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title="Market Regime",
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ticktext=['Transition', 'Tech Monopoly', 'Inequality Trap', 'Geo Shock', 'Crisis'],
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tickvals=[0, 1, 2, 3, 4],
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gridcolor=COLORS['border']
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),
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xaxis=dict(
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title="Date",
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gridcolor=
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),
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plot_bgcolor='white',
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paper_bgcolor='white',
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margin=dict(t=60, b=
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legend=dict(
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orientation="h",
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yanchor="bottom",
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y=-0.
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xanchor="center",
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x=0.5
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),
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font=dict(family="Arial, sans-serif")
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)
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return fig
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def
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"""
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'Debt Cycle': latest['dalio_debt_cycle'],
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'Internal Conflict': latest['dalio_internal_conflict'],
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'External Conflict': latest['dalio_external_conflict'],
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'Tech Force': latest['dalio_tech_force'],
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'Nature Force': latest['dalio_nature_force']
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}
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# Normalize to 0-1 for better visualization
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categories = list(forces.keys())
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values = [(v + 3) / 6 for v in forces.values()] # Scale from [-3,3] to [0,1]
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fig = go.Figure()
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fig.update_layout(
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polar=dict(
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radialaxis=dict(
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visible=True,
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range=[0, 1],
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gridcolor=COLORS['border'],
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tickformat='.1f'
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),
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angularaxis=dict(
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gridcolor=COLORS['border']
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bgcolor='white'
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),
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title=dict(
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text="<b>
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font=dict(size=18, color='#
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x=0.5,
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xanchor='center'
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),
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paper_bgcolor='white',
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margin=dict(t=
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)
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return fig
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def create_summary_card(latest):
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"""HTML summary card with key metrics"""
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regime = str(latest['regime'])
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regime_color = REGIME_COLORS.get(regime, COLORS['gray'])
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html = f"""
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<div style="
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background: linear-gradient(135deg, {regime_color}15 0%, {regime_color}05 100%);
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border-left: 5px solid {regime_color};
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padding: 25px;
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border-radius: 10px;
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box-shadow: 0 2px 8px rgba(0,0,0,0.08);
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font-family: Arial, sans-serif;
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">
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<h2 style="margin: 0 0 20px 0; color: #2C3E50; font-size: 24px;">
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📊 Current Market Regime
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</h2>
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<div style="
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background: white;
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padding: 15px;
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border-radius: 8px;
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margin-bottom: 15px;
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text-align: center;
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">
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<div style="font-size: 14px; color: #6C757D; margin-bottom: 5px;">Status</div>
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<div style="
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font-size: 28px;
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font-weight: bold;
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color: {regime_color};
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text-transform: uppercase;
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letter-spacing: 1px;
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">{regime.replace('_', ' ')}</div>
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</div>
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<div style="display: grid; grid-template-columns: 1fr 1fr; gap: 15px;">
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<div style="background: white; padding: 15px; border-radius: 8px;">
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<div style="font-size: 12px; color: #6C757D; margin-bottom: 5px;">Credit Collapse Risk</div>
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<div style="font-size: 22px; font-weight: bold; color: {COLORS['danger']};">
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{latest['prob_credit_collapse']:.1%}
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</div>
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</div>
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<div style="background: white; padding: 15px; border-radius: 8px;">
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<div style="font-size: 12px; color: #6C757D; margin-bottom: 5px;">Tech Boom Probability</div>
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<div style="font-size: 22px; font-weight: bold; color: {COLORS['success']};">
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{latest['prob_tech_boom']:.1%}
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</div>
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</div>
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<div style="background: white; padding: 15px; border-radius: 8px;">
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<div style="font-size: 12px; color: #6C757D; margin-bottom: 5px;">Stagflation Risk</div>
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<div style="font-size: 22px; font-weight: bold; color: {COLORS['warning']};">
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{latest['prob_stagflation']:.1%}
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</div>
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</div>
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<div style="background: white; padding: 15px; border-radius: 8px;">
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<div style="font-size: 12px; color: #6C757D; margin-bottom: 5px;">Geopolitical Stress</div>
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<div style="font-size: 22px; font-weight: bold; color: {COLORS['purple']};">
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{latest['geopolitical_risk_norm']:.2f}
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</div>
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</div>
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</div>
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<div style="
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margin-top: 15px;
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padding: 12px;
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background: white;
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border-radius: 8px;
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font-size: 12px;
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color: #6C757D;
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text-align: center;
|
| 352 |
-
">
|
| 353 |
-
Last Updated: {latest.name.strftime('%Y-%m-%d %H:%M') if hasattr(latest.name, 'strftime') else 'N/A'}
|
| 354 |
-
</div>
|
| 355 |
-
</div>
|
| 356 |
-
"""
|
| 357 |
-
return html
|
| 358 |
-
|
| 359 |
-
|
| 360 |
# ==================== MAIN PIPELINE ====================
|
| 361 |
|
| 362 |
def run_pipeline(days_back: int = 1825):
|
|
@@ -370,61 +492,84 @@ def run_pipeline(days_back: int = 1825):
|
|
| 370 |
df = get_data(start_date, end_date)
|
| 371 |
if len(df) < 300:
|
| 372 |
error_html = """
|
| 373 |
-
<div style="padding: 30px; background: #
|
| 374 |
-
<h3 style="color: #
|
| 375 |
-
<p style="margin: 0; color: #
|
| 376 |
-
Not enough data points for analysis.
|
| 377 |
</p>
|
| 378 |
</div>
|
| 379 |
"""
|
| 380 |
return error_html, None, None, None, None, None
|
| 381 |
|
| 382 |
# Build features
|
| 383 |
-
|
| 384 |
-
|
|
|
|
|
|
|
|
|
|
| 385 |
latest = features.dropna(subset=['regime']).iloc[-1]
|
| 386 |
|
| 387 |
# Create visualizations
|
| 388 |
summary_html = create_summary_card(latest)
|
| 389 |
-
|
| 390 |
-
|
| 391 |
-
|
| 392 |
-
|
| 393 |
|
| 394 |
-
#
|
| 395 |
json_output = {
|
| 396 |
-
"
|
| 397 |
-
|
| 398 |
-
"
|
| 399 |
-
"
|
| 400 |
-
"Thiel Monopoly": f"{latest['thiel_monopoly_norm']:.3f}",
|
| 401 |
-
"Gundlach Reckoning": f"{latest['gundlach_reckoning_norm']:.3f}",
|
| 402 |
},
|
| 403 |
-
"
|
| 404 |
-
"
|
| 405 |
-
"
|
| 406 |
-
"
|
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|
| 407 |
},
|
| 408 |
-
"
|
| 409 |
-
"
|
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|
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|
| 410 |
},
|
| 411 |
-
"
|
| 412 |
-
"
|
| 413 |
-
"
|
| 414 |
-
"
|
| 415 |
-
"
|
|
|
|
| 416 |
}
|
| 417 |
}
|
| 418 |
|
| 419 |
-
return summary_html, json_output,
|
| 420 |
|
| 421 |
except Exception as e:
|
|
|
|
|
|
|
| 422 |
error_html = f"""
|
| 423 |
-
<div style="padding: 30px; background: #
|
| 424 |
-
<h3 style="color: #
|
| 425 |
-
<p style="margin: 0; color: #
|
| 426 |
{str(e)}
|
| 427 |
</p>
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
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|
|
|
|
|
|
|
|
|
|
|
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|
|
|
| 428 |
</div>
|
| 429 |
"""
|
| 430 |
return error_html, {"Error": str(e)}, None, None, None, None
|
|
@@ -433,64 +578,71 @@ def run_pipeline(days_back: int = 1825):
|
|
| 433 |
# ==================== GRADIO UI ====================
|
| 434 |
|
| 435 |
custom_css = """
|
|
|
|
|
|
|
| 436 |
.gradio-container {
|
| 437 |
-
font-family: '
|
| 438 |
-
max-width:
|
| 439 |
margin: auto !important;
|
| 440 |
}
|
| 441 |
|
| 442 |
-
.header-
|
| 443 |
-
|
| 444 |
-
padding: 20px;
|
| 445 |
-
background: linear-gradient(135deg, #2E5EAA 0%, #4A90E2 100%);
|
| 446 |
color: white;
|
| 447 |
-
|
| 448 |
-
|
|
|
|
|
|
|
| 449 |
}
|
| 450 |
|
| 451 |
-
.header-
|
| 452 |
margin: 0;
|
| 453 |
-
font-size:
|
| 454 |
-
font-weight:
|
|
|
|
| 455 |
}
|
| 456 |
|
| 457 |
-
.header-
|
| 458 |
-
margin:
|
| 459 |
font-size: 16px;
|
| 460 |
-
opacity: 0.
|
|
|
|
| 461 |
}
|
| 462 |
|
| 463 |
.btn-primary {
|
| 464 |
-
background: linear-gradient(135deg, #
|
| 465 |
border: none !important;
|
| 466 |
-
font-weight:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 467 |
}
|
| 468 |
|
| 469 |
-
.
|
| 470 |
-
|
| 471 |
-
|
| 472 |
-
padding: 15px;
|
| 473 |
-
box-shadow: 0 2px 8px rgba(0,0,0,0.08);
|
| 474 |
}
|
| 475 |
"""
|
| 476 |
|
| 477 |
-
with gr.Blocks(css=custom_css, title="
|
| 478 |
|
| 479 |
gr.HTML("""
|
| 480 |
-
<div class="header-
|
| 481 |
-
<h1
|
| 482 |
-
<p>
|
| 483 |
</div>
|
| 484 |
""")
|
| 485 |
|
| 486 |
with gr.Row():
|
| 487 |
with gr.Column(scale=3):
|
| 488 |
days = gr.Slider(
|
| 489 |
-
365,
|
| 490 |
value=1825,
|
| 491 |
step=90,
|
| 492 |
label="📅 Lookback Window (days)",
|
| 493 |
-
info="Minimum 1000 days recommended for stable
|
| 494 |
)
|
| 495 |
with gr.Column(scale=1):
|
| 496 |
run_btn = gr.Button(
|
|
@@ -502,54 +654,66 @@ with gr.Blocks(css=custom_css, title="🌍 Integrated Market Theory Dashboard",
|
|
| 502 |
gr.Markdown("---")
|
| 503 |
|
| 504 |
with gr.Row():
|
| 505 |
-
with gr.Column(scale=
|
| 506 |
-
summary_html = gr.HTML(label="Summary")
|
| 507 |
with gr.Column(scale=1):
|
| 508 |
json_output = gr.JSON(label="📋 Detailed Metrics", show_label=True)
|
| 509 |
|
| 510 |
gr.Markdown("---")
|
| 511 |
-
gr.Markdown("## 📊
|
| 512 |
|
| 513 |
with gr.Row():
|
| 514 |
-
|
| 515 |
-
|
| 516 |
|
| 517 |
gr.Markdown("---")
|
| 518 |
-
gr.Markdown("## 📈 Historical Analysis")
|
| 519 |
|
| 520 |
with gr.Row():
|
| 521 |
-
timeline_plot = gr.Plot(label="Regime Timeline")
|
| 522 |
-
|
| 523 |
|
| 524 |
gr.Markdown("---")
|
| 525 |
-
gr.
|
| 526 |
-
<div style="
|
| 527 |
-
|
| 528 |
-
|
| 529 |
-
|
| 530 |
-
|
| 531 |
-
|
| 532 |
-
|
| 533 |
-
|
| 534 |
-
|
| 535 |
-
|
| 536 |
-
|
| 537 |
-
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 538 |
</div>
|
| 539 |
""")
|
| 540 |
|
| 541 |
-
# Event
|
| 542 |
run_btn.click(
|
| 543 |
run_pipeline,
|
| 544 |
inputs=[days],
|
| 545 |
-
outputs=[summary_html, json_output,
|
| 546 |
)
|
| 547 |
|
| 548 |
# Auto-run on load
|
| 549 |
demo.load(
|
| 550 |
run_pipeline,
|
| 551 |
inputs=[days],
|
| 552 |
-
outputs=[summary_html, json_output,
|
| 553 |
)
|
| 554 |
|
| 555 |
|
|
|
|
| 1 |
# app.py
|
| 2 |
|
|
|
|
| 3 |
import gradio as gr
|
| 4 |
import pandas as pd
|
| 5 |
import plotly.graph_objects as go
|
| 6 |
+
from plotly.subplots import make_subplots
|
| 7 |
+
from datetime import datetime
|
| 8 |
from geo_macro import UnifiedMarketDataDownloader, FRED_API_KEY
|
| 9 |
+
from feature_engineering import MarketRegimeDetector
|
| 10 |
|
| 11 |
|
| 12 |
+
# ==================== PROFESSIONAL COLOR SCHEME ====================
|
| 13 |
COLORS = {
|
| 14 |
+
'crisis': '#DC2626', # Red
|
| 15 |
+
'recession': '#F59E0B', # Amber
|
| 16 |
+
'stagflation': '#8B5CF6', # Purple
|
| 17 |
+
'expansion': '#10B981', # Green
|
| 18 |
+
'transition': '#6B7280', # Gray
|
| 19 |
+
'primary': '#2563EB', # Blue
|
| 20 |
+
'secondary': '#64748B', # Slate
|
|
|
|
|
|
|
|
|
|
| 21 |
}
|
| 22 |
|
| 23 |
+
REGIME_CONFIG = {
|
| 24 |
+
'FINANCIAL_CRISIS': {'color': COLORS['crisis'], 'icon': '🚨'},
|
| 25 |
+
'RECESSION_WARNING': {'color': COLORS['recession'], 'icon': '⚠️'},
|
| 26 |
+
'STAGFLATION': {'color': COLORS['stagflation'], 'icon': '📉'},
|
| 27 |
+
'EXPANSION': {'color': COLORS['expansion'], 'icon': '📈'},
|
| 28 |
+
'TRANSITION': {'color': COLORS['transition'], 'icon': '🔄'},
|
| 29 |
}
|
| 30 |
|
| 31 |
|
|
|
|
| 51 |
|
| 52 |
# ==================== VISUALIZATION FUNCTIONS ====================
|
| 53 |
|
| 54 |
+
def create_summary_card(latest):
|
| 55 |
+
"""Professional HTML summary card with key metrics"""
|
| 56 |
+
regime = str(latest['regime'])
|
| 57 |
+
config = REGIME_CONFIG.get(regime, REGIME_CONFIG['TRANSITION'])
|
| 58 |
+
confidence = latest.get('regime_confidence', 0)
|
| 59 |
+
|
| 60 |
+
html = f"""
|
| 61 |
+
<div style="
|
| 62 |
+
background: linear-gradient(135deg, {config['color']}15 0%, {config['color']}05 100%);
|
| 63 |
+
border-left: 5px solid {config['color']};
|
| 64 |
+
padding: 30px;
|
| 65 |
+
border-radius: 12px;
|
| 66 |
+
box-shadow: 0 4px 12px rgba(0,0,0,0.1);
|
| 67 |
+
font-family: 'Inter', -apple-system, BlinkMacSystemFont, sans-serif;
|
| 68 |
+
">
|
| 69 |
+
<div style="display: flex; align-items: center; justify-content: space-between; margin-bottom: 25px;">
|
| 70 |
+
<h2 style="margin: 0; color: #1F2937; font-size: 26px; font-weight: 700;">
|
| 71 |
+
{config['icon']} Market Regime Analysis
|
| 72 |
+
</h2>
|
| 73 |
+
<div style="
|
| 74 |
+
background: white;
|
| 75 |
+
padding: 8px 16px;
|
| 76 |
+
border-radius: 20px;
|
| 77 |
+
font-size: 12px;
|
| 78 |
+
color: #6B7280;
|
| 79 |
+
font-weight: 600;
|
| 80 |
+
">
|
| 81 |
+
{latest.name.strftime('%b %d, %Y') if hasattr(latest.name, 'strftime') else 'Latest'}
|
| 82 |
+
</div>
|
| 83 |
+
</div>
|
| 84 |
+
|
| 85 |
+
<div style="
|
| 86 |
+
background: white;
|
| 87 |
+
padding: 25px;
|
| 88 |
+
border-radius: 10px;
|
| 89 |
+
margin-bottom: 20px;
|
| 90 |
+
text-align: center;
|
| 91 |
+
box-shadow: 0 2px 8px rgba(0,0,0,0.05);
|
| 92 |
+
">
|
| 93 |
+
<div style="font-size: 13px; color: #6B7280; margin-bottom: 8px; text-transform: uppercase; letter-spacing: 1px; font-weight: 600;">
|
| 94 |
+
Current Regime
|
| 95 |
+
</div>
|
| 96 |
+
<div style="
|
| 97 |
+
font-size: 32px;
|
| 98 |
+
font-weight: 800;
|
| 99 |
+
color: {config['color']};
|
| 100 |
+
margin-bottom: 10px;
|
| 101 |
+
letter-spacing: -0.5px;
|
| 102 |
+
">{regime.replace('_', ' ')}</div>
|
| 103 |
+
<div style="
|
| 104 |
+
display: inline-block;
|
| 105 |
+
background: {config['color']}15;
|
| 106 |
+
color: {config['color']};
|
| 107 |
+
padding: 6px 14px;
|
| 108 |
+
border-radius: 20px;
|
| 109 |
+
font-size: 13px;
|
| 110 |
+
font-weight: 600;
|
| 111 |
+
">
|
| 112 |
+
Confidence: {confidence:.0%}
|
| 113 |
+
</div>
|
| 114 |
+
</div>
|
| 115 |
+
|
| 116 |
+
<div style="display: grid; grid-template-columns: repeat(2, 1fr); gap: 15px; margin-bottom: 20px;">
|
| 117 |
+
<div style="background: white; padding: 18px; border-radius: 10px; box-shadow: 0 2px 8px rgba(0,0,0,0.05);">
|
| 118 |
+
<div style="font-size: 11px; color: #6B7280; margin-bottom: 6px; text-transform: uppercase; letter-spacing: 0.5px; font-weight: 600;">
|
| 119 |
+
Recession Risk
|
| 120 |
+
</div>
|
| 121 |
+
<div style="font-size: 24px; font-weight: 700; color: {COLORS['recession']};">
|
| 122 |
+
{latest.get('recession_probability', 0):.0%}
|
| 123 |
+
</div>
|
| 124 |
+
</div>
|
| 125 |
+
<div style="background: white; padding: 18px; border-radius: 10px; box-shadow: 0 2px 8px rgba(0,0,0,0.05);">
|
| 126 |
+
<div style="font-size: 11px; color: #6B7280; margin-bottom: 6px; text-transform: uppercase; letter-spacing: 0.5px; font-weight: 600;">
|
| 127 |
+
Crisis Risk
|
| 128 |
+
</div>
|
| 129 |
+
<div style="font-size: 24px; font-weight: 700; color: {COLORS['crisis']};">
|
| 130 |
+
{latest.get('financial_crisis_risk', 0):.0%}
|
| 131 |
+
</div>
|
| 132 |
+
</div>
|
| 133 |
+
<div style="background: white; padding: 18px; border-radius: 10px; box-shadow: 0 2px 8px rgba(0,0,0,0.05);">
|
| 134 |
+
<div style="font-size: 11px; color: #6B7280; margin-bottom: 6px; text-transform: uppercase; letter-spacing: 0.5px; font-weight: 600;">
|
| 135 |
+
Stagflation Risk
|
| 136 |
+
</div>
|
| 137 |
+
<div style="font-size: 24px; font-weight: 700; color: {COLORS['stagflation']};">
|
| 138 |
+
{latest.get('stagflation_risk', 0):.0%}
|
| 139 |
+
</div>
|
| 140 |
+
</div>
|
| 141 |
+
<div style="background: white; padding: 18px; border-radius: 10px; box-shadow: 0 2px 8px rgba(0,0,0,0.05);">
|
| 142 |
+
<div style="font-size: 11px; color: #6B7280; margin-bottom: 6px; text-transform: uppercase; letter-spacing: 0.5px; font-weight: 600;">
|
| 143 |
+
Expansion Probability
|
| 144 |
+
</div>
|
| 145 |
+
<div style="font-size: 24px; font-weight: 700; color: {COLORS['expansion']};">
|
| 146 |
+
{latest.get('expansion_probability', 0):.0%}
|
| 147 |
+
</div>
|
| 148 |
+
</div>
|
| 149 |
+
</div>
|
| 150 |
+
|
| 151 |
+
<div style="
|
| 152 |
+
background: white;
|
| 153 |
+
padding: 15px;
|
| 154 |
+
border-radius: 10px;
|
| 155 |
+
display: flex;
|
| 156 |
+
align-items: center;
|
| 157 |
+
gap: 10px;
|
| 158 |
+
box-shadow: 0 2px 8px rgba(0,0,0,0.05);
|
| 159 |
+
">
|
| 160 |
+
<div style="color: {COLORS['primary']}; font-size: 20px;">ℹ️</div>
|
| 161 |
+
<div style="font-size: 12px; color: #4B5563; line-height: 1.5;">
|
| 162 |
+
<strong>Methodology:</strong> Empirically validated indicators from 50+ years of market history.
|
| 163 |
+
Leading indicators provide 6-18 month predictive signals.
|
| 164 |
+
</div>
|
| 165 |
+
</div>
|
| 166 |
+
</div>
|
| 167 |
+
"""
|
| 168 |
+
return html
|
| 169 |
+
|
| 170 |
+
|
| 171 |
+
def create_regime_probabilities_chart(latest):
|
| 172 |
+
"""Horizontal bar chart for regime probabilities"""
|
| 173 |
+
probs = {
|
| 174 |
+
'Expansion': latest.get('expansion_probability', 0),
|
| 175 |
+
'Stagflation': latest.get('stagflation_risk', 0),
|
| 176 |
+
'Recession': latest.get('recession_probability', 0),
|
| 177 |
+
'Crisis': latest.get('financial_crisis_risk', 0),
|
| 178 |
}
|
| 179 |
|
| 180 |
+
colors = [COLORS['expansion'], COLORS['stagflation'], COLORS['recession'], COLORS['crisis']]
|
| 181 |
|
| 182 |
fig = go.Figure(go.Bar(
|
| 183 |
+
y=list(probs.keys()),
|
| 184 |
+
x=list(probs.values()),
|
| 185 |
+
orientation='h',
|
| 186 |
marker=dict(
|
| 187 |
color=colors,
|
| 188 |
line=dict(color='white', width=2)
|
| 189 |
),
|
| 190 |
+
text=[f"{v:.0%}" for v in probs.values()],
|
| 191 |
textposition='outside',
|
| 192 |
+
textfont=dict(size=14, color='#1F2937', weight=600),
|
| 193 |
+
hovertemplate='<b>%{y}</b><br>Probability: %{x:.1%}<extra></extra>'
|
| 194 |
))
|
| 195 |
|
| 196 |
fig.update_layout(
|
| 197 |
title=dict(
|
| 198 |
+
text="<b>Regime Probability Analysis</b>",
|
| 199 |
+
font=dict(size=18, color='#1F2937'),
|
| 200 |
x=0.5,
|
| 201 |
xanchor='center'
|
| 202 |
),
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 203 |
xaxis=dict(
|
| 204 |
+
title="Probability",
|
| 205 |
+
tickformat='.0%',
|
| 206 |
+
range=[0, 1],
|
| 207 |
+
gridcolor='#E5E7EB',
|
| 208 |
+
showgrid=True
|
| 209 |
+
),
|
| 210 |
+
yaxis=dict(
|
| 211 |
title="",
|
| 212 |
+
tickfont=dict(size=13, color='#1F2937')
|
| 213 |
),
|
| 214 |
+
height=350,
|
| 215 |
plot_bgcolor='white',
|
| 216 |
paper_bgcolor='white',
|
| 217 |
+
margin=dict(t=60, b=50, l=120, r=100),
|
| 218 |
+
font=dict(family="Inter, Arial, sans-serif")
|
| 219 |
)
|
| 220 |
|
| 221 |
return fig
|
| 222 |
|
| 223 |
|
| 224 |
+
def create_leading_indicators_dashboard(latest):
|
| 225 |
+
"""Multi-panel dashboard for key leading indicators"""
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|
| 226 |
|
| 227 |
+
fig = make_subplots(
|
| 228 |
+
rows=2, cols=2,
|
| 229 |
+
subplot_titles=(
|
| 230 |
+
'Yield Curve Spread',
|
| 231 |
+
'Credit Stress Index',
|
| 232 |
+
'Copper/Gold Ratio',
|
| 233 |
+
'Consumer Rotation'
|
| 234 |
+
),
|
| 235 |
+
specs=[[{'type': 'indicator'}, {'type': 'indicator'}],
|
| 236 |
+
[{'type': 'indicator'}, {'type': 'indicator'}]],
|
| 237 |
+
vertical_spacing=0.25,
|
| 238 |
+
horizontal_spacing=0.15
|
| 239 |
+
)
|
| 240 |
|
| 241 |
+
# Yield Curve
|
| 242 |
+
spread = latest.get('yield_curve_spread', 0)
|
| 243 |
+
spread_color = COLORS['crisis'] if spread < -0.15 else COLORS['expansion']
|
| 244 |
+
fig.add_trace(go.Indicator(
|
| 245 |
+
mode="number+delta+gauge",
|
| 246 |
+
value=spread,
|
| 247 |
+
delta={'reference': 0, 'valueformat': '.2f'},
|
| 248 |
+
gauge={
|
| 249 |
+
'axis': {'range': [-1.5, 1.5]},
|
| 250 |
+
'bar': {'color': spread_color},
|
| 251 |
+
'threshold': {
|
| 252 |
+
'line': {'color': COLORS['crisis'], 'width': 3},
|
| 253 |
+
'thickness': 0.75,
|
| 254 |
+
'value': -0.15
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|
| 255 |
},
|
| 256 |
+
'steps': [
|
| 257 |
+
{'range': [-1.5, -0.15], 'color': '#FEE2E2'},
|
| 258 |
+
{'range': [-0.15, 0], 'color': '#FEF3C7'},
|
| 259 |
+
{'range': [0, 1.5], 'color': '#D1FAE5'}
|
| 260 |
+
]
|
| 261 |
+
},
|
| 262 |
+
number={'suffix': '%', 'font': {'size': 28}},
|
| 263 |
+
domain={'row': 0, 'column': 0}
|
| 264 |
+
), row=1, col=1)
|
| 265 |
+
|
| 266 |
+
# Credit Stress
|
| 267 |
+
credit_stress = latest.get('credit_spread_proxy', 0)
|
| 268 |
+
fig.add_trace(go.Indicator(
|
| 269 |
+
mode="number+gauge",
|
| 270 |
+
value=credit_stress * 100,
|
| 271 |
+
gauge={
|
| 272 |
+
'axis': {'range': [0, 10]},
|
| 273 |
+
'bar': {'color': COLORS['recession']},
|
| 274 |
+
'threshold': {
|
| 275 |
+
'line': {'color': COLORS['crisis'], 'width': 3},
|
| 276 |
+
'thickness': 0.75,
|
| 277 |
+
'value': 5
|
| 278 |
+
},
|
| 279 |
+
'steps': [
|
| 280 |
+
{'range': [0, 3], 'color': '#D1FAE5'},
|
| 281 |
+
{'range': [3, 5], 'color': '#FEF3C7'},
|
| 282 |
+
{'range': [5, 10], 'color': '#FEE2E2'}
|
| 283 |
+
]
|
| 284 |
+
},
|
| 285 |
+
number={'suffix': '', 'font': {'size': 28}},
|
| 286 |
+
domain={'row': 0, 'column': 1}
|
| 287 |
+
), row=1, col=2)
|
| 288 |
+
|
| 289 |
+
# Copper/Gold
|
| 290 |
+
cu_au = latest.get('copper_gold_ratio', 0)
|
| 291 |
+
cu_au_color = COLORS['crisis'] if cu_au < 0.002 else COLORS['expansion']
|
| 292 |
+
fig.add_trace(go.Indicator(
|
| 293 |
+
mode="number+gauge",
|
| 294 |
+
value=cu_au * 1000,
|
| 295 |
+
gauge={
|
| 296 |
+
'axis': {'range': [0, 5]},
|
| 297 |
+
'bar': {'color': cu_au_color},
|
| 298 |
+
'threshold': {
|
| 299 |
+
'line': {'color': COLORS['crisis'], 'width': 3},
|
| 300 |
+
'thickness': 0.75,
|
| 301 |
+
'value': 2
|
| 302 |
+
},
|
| 303 |
+
'steps': [
|
| 304 |
+
{'range': [0, 2], 'color': '#FEE2E2'},
|
| 305 |
+
{'range': [2, 3], 'color': '#FEF3C7'},
|
| 306 |
+
{'range': [3, 5], 'color': '#D1FAE5'}
|
| 307 |
+
]
|
| 308 |
+
},
|
| 309 |
+
number={'suffix': ' ×10⁻³', 'font': {'size': 24}},
|
| 310 |
+
domain={'row': 1, 'column': 0}
|
| 311 |
+
), row=2, col=1)
|
| 312 |
+
|
| 313 |
+
# Consumer Rotation
|
| 314 |
+
rotation = latest.get('consumer_rotation_ratio', 0)
|
| 315 |
+
rotation_color = COLORS['recession'] if rotation < 1.5 else COLORS['expansion']
|
| 316 |
+
fig.add_trace(go.Indicator(
|
| 317 |
+
mode="number+gauge",
|
| 318 |
+
value=rotation,
|
| 319 |
+
gauge={
|
| 320 |
+
'axis': {'range': [1, 3]},
|
| 321 |
+
'bar': {'color': rotation_color},
|
| 322 |
+
'threshold': {
|
| 323 |
+
'line': {'color': COLORS['recession'], 'width': 3},
|
| 324 |
+
'thickness': 0.75,
|
| 325 |
+
'value': 1.5
|
| 326 |
+
},
|
| 327 |
+
'steps': [
|
| 328 |
+
{'range': [1, 1.5], 'color': '#FEE2E2'},
|
| 329 |
+
{'range': [1.5, 2], 'color': '#FEF3C7'},
|
| 330 |
+
{'range': [2, 3], 'color': '#D1FAE5'}
|
| 331 |
+
]
|
| 332 |
+
},
|
| 333 |
+
number={'font': {'size': 28}},
|
| 334 |
+
domain={'row': 1, 'column': 1}
|
| 335 |
+
), row=2, col=2)
|
| 336 |
|
| 337 |
fig.update_layout(
|
| 338 |
+
height=600,
|
| 339 |
+
showlegend=False,
|
| 340 |
paper_bgcolor='white',
|
| 341 |
+
font=dict(family="Inter, Arial, sans-serif", color='#1F2937'),
|
| 342 |
+
margin=dict(t=80, b=40, l=40, r=40)
|
| 343 |
)
|
| 344 |
|
| 345 |
return fig
|
| 346 |
|
| 347 |
|
| 348 |
def create_regime_timeline(features):
|
| 349 |
+
"""Enhanced timeline showing regime history"""
|
| 350 |
+
tail = features[['regime', 'regime_confidence']].tail(252).copy()
|
|
|
|
| 351 |
|
| 352 |
+
if tail.empty:
|
| 353 |
+
return go.Figure()
|
| 354 |
+
|
| 355 |
+
tail['date'] = tail.index
|
| 356 |
+
tail['color'] = tail['regime'].map(lambda x: REGIME_CONFIG.get(x, REGIME_CONFIG['TRANSITION'])['color'])
|
|
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|
|
| 357 |
|
| 358 |
fig = go.Figure()
|
| 359 |
|
| 360 |
+
# Add scatter with color coding
|
| 361 |
+
for regime, config in REGIME_CONFIG.items():
|
| 362 |
mask = tail['regime'] == regime
|
| 363 |
if mask.any():
|
| 364 |
fig.add_trace(go.Scatter(
|
| 365 |
x=tail[mask]['date'],
|
| 366 |
+
y=tail[mask]['regime_confidence'],
|
| 367 |
mode='markers',
|
| 368 |
+
name=regime.replace('_', ' ').title(),
|
| 369 |
marker=dict(
|
| 370 |
+
color=config['color'],
|
| 371 |
size=10,
|
| 372 |
+
line=dict(color='white', width=1.5),
|
| 373 |
+
symbol='circle'
|
| 374 |
),
|
| 375 |
+
hovertemplate=(
|
| 376 |
+
f'<b>{regime.replace("_", " ")}</b><br>' +
|
| 377 |
+
'Date: %{x|%Y-%m-%d}<br>' +
|
| 378 |
+
'Confidence: %{y:.0%}<extra></extra>'
|
| 379 |
+
)
|
| 380 |
))
|
| 381 |
|
| 382 |
fig.update_layout(
|
| 383 |
title=dict(
|
| 384 |
+
text="<b>12-Month Regime History</b>",
|
| 385 |
+
font=dict(size=18, color='#1F2937'),
|
| 386 |
x=0.5,
|
| 387 |
xanchor='center'
|
| 388 |
),
|
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|
| 389 |
xaxis=dict(
|
| 390 |
title="Date",
|
| 391 |
+
gridcolor='#E5E7EB',
|
| 392 |
+
showgrid=True
|
| 393 |
+
),
|
| 394 |
+
yaxis=dict(
|
| 395 |
+
title="Regime Confidence",
|
| 396 |
+
tickformat='.0%',
|
| 397 |
+
gridcolor='#E5E7EB',
|
| 398 |
+
showgrid=True,
|
| 399 |
+
range=[0, 1]
|
| 400 |
),
|
| 401 |
+
height=400,
|
| 402 |
plot_bgcolor='white',
|
| 403 |
paper_bgcolor='white',
|
| 404 |
+
margin=dict(t=60, b=50, l=70, r=40),
|
| 405 |
legend=dict(
|
| 406 |
orientation="h",
|
| 407 |
yanchor="bottom",
|
| 408 |
+
y=-0.35,
|
| 409 |
xanchor="center",
|
| 410 |
+
x=0.5,
|
| 411 |
+
font=dict(size=11)
|
| 412 |
),
|
| 413 |
+
font=dict(family="Inter, Arial, sans-serif"),
|
| 414 |
+
hovermode='closest'
|
| 415 |
)
|
| 416 |
|
| 417 |
return fig
|
| 418 |
|
| 419 |
|
| 420 |
+
def create_cross_asset_signals(features):
|
| 421 |
+
"""Multi-line chart showing key cross-asset signals"""
|
| 422 |
+
tail = features.tail(252)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
|
|
|
| 423 |
|
| 424 |
fig = go.Figure()
|
| 425 |
|
| 426 |
+
signals = [
|
| 427 |
+
('yield_curve_spread', 'Yield Curve', COLORS['primary']),
|
| 428 |
+
('copper_gold_zscore', 'Copper/Gold Z-Score', COLORS['expansion']),
|
| 429 |
+
('credit_spread_proxy', 'Credit Spread', COLORS['recession']),
|
| 430 |
+
('consumer_confidence_zscore', 'Consumer Confidence', COLORS['stagflation']),
|
| 431 |
+
]
|
| 432 |
+
|
| 433 |
+
for col, name, color in signals:
|
| 434 |
+
if col in tail.columns:
|
| 435 |
+
fig.add_trace(go.Scatter(
|
| 436 |
+
x=tail.index,
|
| 437 |
+
y=tail[col],
|
| 438 |
+
mode='lines',
|
| 439 |
+
name=name,
|
| 440 |
+
line=dict(color=color, width=2),
|
| 441 |
+
hovertemplate=f'<b>{name}</b><br>Date: %{{x|%Y-%m-%d}}<br>Value: %{{y:.2f}}<extra></extra>'
|
| 442 |
+
))
|
| 443 |
|
| 444 |
fig.update_layout(
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 445 |
title=dict(
|
| 446 |
+
text="<b>Cross-Asset Leading Indicators</b>",
|
| 447 |
+
font=dict(size=18, color='#1F2937'),
|
| 448 |
x=0.5,
|
| 449 |
xanchor='center'
|
| 450 |
),
|
| 451 |
+
xaxis=dict(
|
| 452 |
+
title="Date",
|
| 453 |
+
gridcolor='#E5E7EB',
|
| 454 |
+
showgrid=True
|
| 455 |
+
),
|
| 456 |
+
yaxis=dict(
|
| 457 |
+
title="Normalized Value",
|
| 458 |
+
gridcolor='#E5E7EB',
|
| 459 |
+
showgrid=True,
|
| 460 |
+
zeroline=True,
|
| 461 |
+
zerolinecolor='#9CA3AF',
|
| 462 |
+
zerolinewidth=2
|
| 463 |
+
),
|
| 464 |
+
height=400,
|
| 465 |
+
plot_bgcolor='white',
|
| 466 |
paper_bgcolor='white',
|
| 467 |
+
margin=dict(t=60, b=50, l=70, r=40),
|
| 468 |
+
legend=dict(
|
| 469 |
+
orientation="h",
|
| 470 |
+
yanchor="bottom",
|
| 471 |
+
y=-0.3,
|
| 472 |
+
xanchor="center",
|
| 473 |
+
x=0.5
|
| 474 |
+
),
|
| 475 |
+
font=dict(family="Inter, Arial, sans-serif"),
|
| 476 |
+
hovermode='x unified'
|
| 477 |
)
|
| 478 |
|
| 479 |
return fig
|
| 480 |
|
| 481 |
|
|
|
|
|
|
|
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|
|
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|
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|
|
|
|
|
| 482 |
# ==================== MAIN PIPELINE ====================
|
| 483 |
|
| 484 |
def run_pipeline(days_back: int = 1825):
|
|
|
|
| 492 |
df = get_data(start_date, end_date)
|
| 493 |
if len(df) < 300:
|
| 494 |
error_html = """
|
| 495 |
+
<div style="padding: 30px; background: #FEE2E2; border-radius: 12px; border-left: 5px solid #DC2626;">
|
| 496 |
+
<h3 style="color: #DC2626; margin: 0 0 12px 0;">⚠️ Insufficient Data</h3>
|
| 497 |
+
<p style="margin: 0; color: #1F2937; line-height: 1.6;">
|
| 498 |
+
Not enough data points for reliable analysis. Please increase the lookback window to at least 1000 days.
|
| 499 |
</p>
|
| 500 |
</div>
|
| 501 |
"""
|
| 502 |
return error_html, None, None, None, None, None
|
| 503 |
|
| 504 |
# Build features
|
| 505 |
+
print("Building regime features...")
|
| 506 |
+
detector = MarketRegimeDetector(df)
|
| 507 |
+
features = detector.build_all_features()
|
| 508 |
+
|
| 509 |
+
# Get latest data point with valid regime
|
| 510 |
latest = features.dropna(subset=['regime']).iloc[-1]
|
| 511 |
|
| 512 |
# Create visualizations
|
| 513 |
summary_html = create_summary_card(latest)
|
| 514 |
+
prob_chart = create_regime_probabilities_chart(latest)
|
| 515 |
+
indicators_dash = create_leading_indicators_dashboard(latest)
|
| 516 |
+
timeline = create_regime_timeline(features)
|
| 517 |
+
cross_asset = create_cross_asset_signals(features)
|
| 518 |
|
| 519 |
+
# Detailed JSON output
|
| 520 |
json_output = {
|
| 521 |
+
"📊 Current Status": {
|
| 522 |
+
"Regime": str(latest['regime']),
|
| 523 |
+
"Confidence": f"{latest.get('regime_confidence', 0):.1%}",
|
| 524 |
+
"Date": latest.name.strftime('%Y-%m-%d') if hasattr(latest.name, 'strftime') else 'N/A'
|
|
|
|
|
|
|
| 525 |
},
|
| 526 |
+
"🎯 Regime Probabilities": {
|
| 527 |
+
"Recession": f"{latest.get('recession_probability', 0):.1%}",
|
| 528 |
+
"Financial Crisis": f"{latest.get('financial_crisis_risk', 0):.1%}",
|
| 529 |
+
"Stagflation": f"{latest.get('stagflation_risk', 0):.1%}",
|
| 530 |
+
"Expansion": f"{latest.get('expansion_probability', 0):.1%}"
|
| 531 |
},
|
| 532 |
+
"📈 Leading Indicators": {
|
| 533 |
+
"Yield Curve Spread": f"{latest.get('yield_curve_spread', 0):.2f}%",
|
| 534 |
+
"Yield Curve Inverted": bool(latest.get('yield_curve_inverted', 0)),
|
| 535 |
+
"Copper/Gold Ratio": f"{latest.get('copper_gold_ratio', 0):.4f}",
|
| 536 |
+
"Consumer Rotation": f"{latest.get('consumer_rotation_ratio', 0):.2f}",
|
| 537 |
+
"Credit Stress": bool(latest.get('credit_stress', 0))
|
| 538 |
},
|
| 539 |
+
"🌡️ Market Health": {
|
| 540 |
+
"VIX Level": f"{latest.get('vix_level', 0):.1f}",
|
| 541 |
+
"S&P 500 3M Return": f"{latest.get('sp500_return_3m', 0):.1%}",
|
| 542 |
+
"Dollar Strength": f"{latest.get('dollar_strength', 0):.1f}",
|
| 543 |
+
"Inflation YoY": f"{latest.get('inflation_yoy', 0):.1f}%",
|
| 544 |
+
"Unemployment Rate": f"{latest.get('unemployment_rate', 0):.1f}%"
|
| 545 |
}
|
| 546 |
}
|
| 547 |
|
| 548 |
+
return summary_html, json_output, prob_chart, indicators_dash, timeline, cross_asset
|
| 549 |
|
| 550 |
except Exception as e:
|
| 551 |
+
import traceback
|
| 552 |
+
error_detail = traceback.format_exc()
|
| 553 |
error_html = f"""
|
| 554 |
+
<div style="padding: 30px; background: #FEE2E2; border-radius: 12px; border-left: 5px solid #DC2626;">
|
| 555 |
+
<h3 style="color: #DC2626; margin: 0 0 12px 0;">❌ Error</h3>
|
| 556 |
+
<p style="margin: 0 0 10px 0; color: #1F2937; font-weight: 600;">
|
| 557 |
{str(e)}
|
| 558 |
</p>
|
| 559 |
+
<details style="margin-top: 15px;">
|
| 560 |
+
<summary style="cursor: pointer; color: #6B7280; font-size: 13px;">
|
| 561 |
+
Show technical details
|
| 562 |
+
</summary>
|
| 563 |
+
<pre style="
|
| 564 |
+
margin-top: 10px;
|
| 565 |
+
padding: 15px;
|
| 566 |
+
background: #F9FAFB;
|
| 567 |
+
border-radius: 6px;
|
| 568 |
+
font-size: 11px;
|
| 569 |
+
color: #374151;
|
| 570 |
+
overflow-x: auto;
|
| 571 |
+
">{error_detail}</pre>
|
| 572 |
+
</details>
|
| 573 |
</div>
|
| 574 |
"""
|
| 575 |
return error_html, {"Error": str(e)}, None, None, None, None
|
|
|
|
| 578 |
# ==================== GRADIO UI ====================
|
| 579 |
|
| 580 |
custom_css = """
|
| 581 |
+
@import url('https://fonts.googleapis.com/css2?family=Inter:wght@400;600;700;800&display=swap');
|
| 582 |
+
|
| 583 |
.gradio-container {
|
| 584 |
+
font-family: 'Inter', -apple-system, BlinkMacSystemFont, sans-serif !important;
|
| 585 |
+
max-width: 1600px !important;
|
| 586 |
margin: auto !important;
|
| 587 |
}
|
| 588 |
|
| 589 |
+
.header-banner {
|
| 590 |
+
background: linear-gradient(135deg, #2563EB 0%, #1E40AF 100%);
|
|
|
|
|
|
|
| 591 |
color: white;
|
| 592 |
+
padding: 40px 30px;
|
| 593 |
+
border-radius: 12px;
|
| 594 |
+
margin-bottom: 30px;
|
| 595 |
+
box-shadow: 0 10px 25px rgba(37, 99, 235, 0.2);
|
| 596 |
}
|
| 597 |
|
| 598 |
+
.header-banner h1 {
|
| 599 |
margin: 0;
|
| 600 |
+
font-size: 36px;
|
| 601 |
+
font-weight: 800;
|
| 602 |
+
letter-spacing: -0.5px;
|
| 603 |
}
|
| 604 |
|
| 605 |
+
.header-banner p {
|
| 606 |
+
margin: 12px 0 0 0;
|
| 607 |
font-size: 16px;
|
| 608 |
+
opacity: 0.95;
|
| 609 |
+
font-weight: 500;
|
| 610 |
}
|
| 611 |
|
| 612 |
.btn-primary {
|
| 613 |
+
background: linear-gradient(135deg, #2563EB 0%, #1E40AF 100%) !important;
|
| 614 |
border: none !important;
|
| 615 |
+
font-weight: 700 !important;
|
| 616 |
+
font-size: 15px !important;
|
| 617 |
+
padding: 12px 24px !important;
|
| 618 |
+
border-radius: 8px !important;
|
| 619 |
+
box-shadow: 0 4px 12px rgba(37, 99, 235, 0.3) !important;
|
| 620 |
+
transition: all 0.2s !important;
|
| 621 |
}
|
| 622 |
|
| 623 |
+
.btn-primary:hover {
|
| 624 |
+
transform: translateY(-2px) !important;
|
| 625 |
+
box-shadow: 0 6px 16px rgba(37, 99, 235, 0.4) !important;
|
|
|
|
|
|
|
| 626 |
}
|
| 627 |
"""
|
| 628 |
|
| 629 |
+
with gr.Blocks(css=custom_css, title="Professional Market Regime Detector", theme=gr.themes.Soft()) as demo:
|
| 630 |
|
| 631 |
gr.HTML("""
|
| 632 |
+
<div class="header-banner">
|
| 633 |
+
<h1>📊 Professional Market Regime Detector</h1>
|
| 634 |
+
<p>Empirically validated regime detection using 50+ years of historical market signals</p>
|
| 635 |
</div>
|
| 636 |
""")
|
| 637 |
|
| 638 |
with gr.Row():
|
| 639 |
with gr.Column(scale=3):
|
| 640 |
days = gr.Slider(
|
| 641 |
+
365, 3000,
|
| 642 |
value=1825,
|
| 643 |
step=90,
|
| 644 |
label="📅 Lookback Window (days)",
|
| 645 |
+
info="Minimum 1000 days recommended for stable regime detection"
|
| 646 |
)
|
| 647 |
with gr.Column(scale=1):
|
| 648 |
run_btn = gr.Button(
|
|
|
|
| 654 |
gr.Markdown("---")
|
| 655 |
|
| 656 |
with gr.Row():
|
| 657 |
+
with gr.Column(scale=2):
|
| 658 |
+
summary_html = gr.HTML(label="Executive Summary")
|
| 659 |
with gr.Column(scale=1):
|
| 660 |
json_output = gr.JSON(label="📋 Detailed Metrics", show_label=True)
|
| 661 |
|
| 662 |
gr.Markdown("---")
|
| 663 |
+
gr.Markdown("## 📊 Regime Probability Analysis")
|
| 664 |
|
| 665 |
with gr.Row():
|
| 666 |
+
prob_chart = gr.Plot(label="Regime Probabilities")
|
| 667 |
+
indicators_dash = gr.Plot(label="Leading Indicators Dashboard")
|
| 668 |
|
| 669 |
gr.Markdown("---")
|
| 670 |
+
gr.Markdown("## 📈 Historical Analysis & Cross-Asset Signals")
|
| 671 |
|
| 672 |
with gr.Row():
|
| 673 |
+
timeline_plot = gr.Plot(label="12-Month Regime Timeline")
|
| 674 |
+
cross_asset_plot = gr.Plot(label="Cross-Asset Leading Indicators")
|
| 675 |
|
| 676 |
gr.Markdown("---")
|
| 677 |
+
gr.HTML("""
|
| 678 |
+
<div style="
|
| 679 |
+
background: #F9FAFB;
|
| 680 |
+
padding: 25px;
|
| 681 |
+
border-radius: 12px;
|
| 682 |
+
border: 1px solid #E5E7EB;
|
| 683 |
+
margin-top: 20px;
|
| 684 |
+
">
|
| 685 |
+
<h3 style="margin: 0 0 15px 0; color: #1F2937; font-size: 18px; font-weight: 700;">
|
| 686 |
+
📚 Methodology & Data Sources
|
| 687 |
+
</h3>
|
| 688 |
+
<div style="color: #4B5563; line-height: 1.8; font-size: 14px;">
|
| 689 |
+
<p style="margin: 0 0 12px 0;">
|
| 690 |
+
<strong>Leading Indicators (6-18 month predictive):</strong> Yield curve inversion, credit spreads (HYG/TLT),
|
| 691 |
+
copper/gold ratio, consumer rotation (XLY/XLP). These signals have preceded major recessions since 1970s.
|
| 692 |
+
</p>
|
| 693 |
+
<p style="margin: 0 0 12px 0;">
|
| 694 |
+
<strong>Historical Validation:</strong> All thresholds derived from documented episodes including
|
| 695 |
+
2000 dot-com crash, 2008 GFC, 2020 COVID recession, and 2022 inflation surge.
|
| 696 |
+
</p>
|
| 697 |
+
<p style="margin: 0;">
|
| 698 |
+
<strong>Data Sources:</strong> Yahoo Finance (equity/commodity prices), FRED Economic Data (macro indicators),
|
| 699 |
+
updated daily. Framework based on peer-reviewed research and central bank methodologies.
|
| 700 |
+
</p>
|
| 701 |
+
</div>
|
| 702 |
</div>
|
| 703 |
""")
|
| 704 |
|
| 705 |
+
# Event handlers
|
| 706 |
run_btn.click(
|
| 707 |
run_pipeline,
|
| 708 |
inputs=[days],
|
| 709 |
+
outputs=[summary_html, json_output, prob_chart, indicators_dash, timeline_plot, cross_asset_plot]
|
| 710 |
)
|
| 711 |
|
| 712 |
# Auto-run on load
|
| 713 |
demo.load(
|
| 714 |
run_pipeline,
|
| 715 |
inputs=[days],
|
| 716 |
+
outputs=[summary_html, json_output, prob_chart, indicators_dash, timeline_plot, cross_asset_plot]
|
| 717 |
)
|
| 718 |
|
| 719 |
|