Update app.py

app.py

@@ -361,12 +361,11 @@ def suggest_one_per_band(synth: pd.DataFrame, sigma_mkt: float, universe_user: L
         lo, hi = _band_bounds(sigma_mkt, band)
         pool = synth[(synth["sigma_hist"] >= lo) & (synth["sigma_hist"] <= hi)].copy()
         if pool.empty:
-            # choose reasonable substitutes quietly (no extra text)
             if band.lower() == "low":
                 pool = synth.nsmallest(50, "sigma_hist").copy()
             elif band.lower() == "high":
                 pool = synth.nlargest(50, "sigma_hist").copy()
-            else:  # medium
+            else:
                 tmp = synth.copy()
                 tmp["dist_med"] = (tmp["sigma_hist"] - sigma_mkt).abs()
                 pool = tmp.nsmallest(100, "dist_med").drop(columns=["dist_med"])
@@ -389,7 +388,7 @@ def set_horizon(years: float):
     HORIZON_YEARS = y
     RF_CODE = code
     RF_ANN = rf
-    return f"Risk-free series {code}. Latest annual rate {rf:.2%}."
+    # no UI text returned (we removed the "Universe status" box)
 
 def search_tickers_cb(q: str):
     opts = yahoo_search(q)
@@ -463,13 +462,19 @@ def compute(
 
     symbols = [t for t in df["ticker"].tolist() if t]
     if len(symbols) == 0:
-        return None, "Add at least one ticker.", "Universe empty.", empty_positions_df(), empty_suggestion_df(), None, \
-               "", "", "", None, None, None, None, None, None, None, None, None
+        return (
+            None, "Add at least one ticker.", empty_positions_df(), empty_suggestion_df(), None,
+            "", "", "",
+            None, None, None, None, None, None, None, None, None
+        )
 
     symbols = validate_tickers(symbols, years_lookback)
     if len(symbols) == 0:
-        return None, "Could not validate any tickers.", "Universe invalid.", empty_positions_df(), empty_suggestion_df(), None, \
-               "", "", "", None, None, None, None, None, None, None, None, None
+        return (
+            None, "Could not validate any tickers.", empty_positions_df(), empty_suggestion_df(), None,
+            "", "", "",
+            None, None, None, None, None, None, None, None, None
+        )
 
     global UNIVERSE
     UNIVERSE = list(sorted(set(symbols)))[:MAX_TICKERS]
@@ -485,8 +490,11 @@ def compute(
     # Weights
     gross = sum(abs(v) for v in amounts.values())
     if gross <= 1e-12:
-        return None, "All amounts are zero.", "Universe ok.", empty_positions_df(), empty_suggestion_df(), None, \
-               "", "", "", None, None, None, None, None, None, None, None, None
+        return (
+            None, "All amounts are zero.", empty_positions_df(), empty_suggestion_df(), None,
+            "", "", "",
+            rf_ann, erp_ann, sigma_mkt, None, None, None, None, None, None
+        )
     weights = {k: v / gross for k, v in amounts.items()}
 
     # Portfolio CAPM stats
@@ -545,7 +553,7 @@ def compute(
         sugg_sigma_hist=chosen_sigma, sugg_mu_capm=chosen_mu
     )
 
-    # ---------- summary text (cosmetic-only changes made) ----------
+    # ---------- summary text (cleaned copy only) ----------
     info = "\n".join([
         "### Inputs",
         f"- Lookback years {years_lookback}",
@@ -565,14 +573,11 @@ def compute(
         "_How to replicate:_ use a broad market ETF (e.g., VOO) for the **Market** leg and a T-bill/money-market fund for **Bills**. ",
         "Weights can be >1 or negative (e.g., Market > 1 and Bills < 0 implies leverage/borrowing). ",
         "If leverage isn’t allowed, scale both weights proportionally toward 1.0 to fit your constraints.",
-        "",
-        "_All points are on/under the CML for display (y clamped to CML at given σ)._"
     ])
-    # -------------------------------------------------------------------
+    # ------------------------------------------------------
 
-    uni_msg = f"Universe set to: {', '.join(UNIVERSE)}"
     return (
-        img, info, uni_msg, pos_table, sugg_table, csv_path,
+        img, info, pos_table, sugg_table, csv_path,
         txt_low, txt_med, txt_high,
         rf_ann, erp_ann, sigma_mkt, sigma_hist, mu_capm, mu_eff_same_sigma, sigma_eff_same_mu,
         chosen_sigma, chosen_mu
@@ -619,7 +624,6 @@ with gr.Blocks(title="Efficient Portfolio Advisor") as demo:
         with gr.Column(scale=1):
             plot = gr.Image(label="Capital Market Line (CAPM)", type="pil")
             summary = gr.Markdown(label="Inputs & Results")
-            universe_msg = gr.Textbox(label="Universe status", interactive=False)
             positions = gr.Dataframe(
                 label="Computed positions",
                 headers=["ticker", "amount_usd", "weight_exposure", "beta"],
@@ -638,18 +642,20 @@ with gr.Blocks(title="Efficient Portfolio Advisor") as demo:
             )
             dl = gr.File(label="Generated dataset CSV", value=None, visible=True)
 
-    # wire search / add / locking / horizon
+    # wire search / add / locking
     search_btn.click(fn=search_tickers_cb, inputs=q, outputs=[search_note, matches])
     add_btn.click(fn=add_symbol, inputs=[matches, table], outputs=[table, search_note])
     table.change(fn=lock_ticker_column, inputs=table, outputs=table)
-    horizon.change(fn=set_horizon, inputs=horizon, outputs=universe_msg)
+
+    # horizon updates globals silently (no UI output)
+    horizon.change(fn=set_horizon, inputs=horizon, outputs=[])
 
     # compute + render (default to Medium band)
     run_btn.click(
         fn=compute,
         inputs=[lookback, table, gr.State("Medium")],
         outputs=[
-            plot, summary, universe_msg, positions, sugg_table, dl,
+            plot, summary, positions, sugg_table, dl,
             low_txt, med_txt, high_txt,
             gr.State(), gr.State(), gr.State(), gr.State(), gr.State(), gr.State(), gr.State(),
             gr.State(), gr.State()
@@ -661,7 +667,7 @@ with gr.Blocks(title="Efficient Portfolio Advisor") as demo:
         fn=compute,
         inputs=[lookback, table, gr.State("Low")],
         outputs=[
-            plot, summary, universe_msg, positions, sugg_table, dl,
+            plot, summary, positions, sugg_table, dl,
             low_txt, med_txt, high_txt,
             gr.State(), gr.State(), gr.State(), gr.State(), gr.State(), gr.State(), gr.State(),
             gr.State(), gr.State()
@@ -671,7 +677,7 @@ with gr.Blocks(title="Efficient Portfolio Advisor") as demo:
         fn=compute,
         inputs=[lookback, table, gr.State("Medium")],
         outputs=[
-            plot, summary, universe_msg, positions, sugg_table, dl,
+            plot, summary, positions, sugg_table, dl,
             low_txt, med_txt, high_txt,
             gr.State(), gr.State(), gr.State(), gr.State(), gr.State(), gr.State(), gr.State(),
             gr.State(), gr.State()
@@ -681,7 +687,7 @@ with gr.Blocks(title="Efficient Portfolio Advisor") as demo:
         fn=compute,
         inputs=[lookback, table, gr.State("High")],
         outputs=[
-            plot, summary, universe_msg, positions, sugg_table, dl,
+            plot, summary, positions, sugg_table, dl,
             low_txt, med_txt, high_txt,
             gr.State(), gr.State(), gr.State(), gr.State(), gr.State(), gr.State(), gr.State(),
             gr.State(), gr.State()