Update app.py

app.py

@@ -203,31 +203,71 @@ def show_company_data(selected_companies, aggregation="Day"):
     )
 
     return None, fig_strat, fig_price
-
-# --- INTERFACCIA GRADIO ---
-demo = gr.Interface(
-    fn=show_company_data,
-    inputs=[
-        gr.Dropdown(
-            choices=companies,
-            value=["Microsoft", "Tesla, Inc."],
-            multiselect=True,
-            label="Select Companies"
-        ),
-        gr.Radio(
-            choices=["Day", "Month", "Year"],
-            value="Day",
-            label="Aggregation Level"
-        )
-    ],
-    outputs=[
-        gr.Dataframe(label="Data Preview", type="pandas"),
-        gr.Plot(label="Strategies"),
-        gr.Plot(label="Prices")
-    ],
-    title="Portfolio Evolution",
-    description="Compare Custom Sentiment, Regression, and FinBERT strategies alongside stock prices."
-)
+# --- MARKDOWN DESCRITTIVO ---
+description_text = """
+### Portfolio Strategy Comparison Dashboard
+
+This dashboard allows you to compare the performance of three sentiment models in driving trading strategies for Microsoft and Tesla.
+
+- **Strategy logic**: Each model's score (or regression value) is used as a buy/sell signal. 
+  - If the score exceeds 0.8 → buy
+  - If the score is below -0.8 → sell
+  - Otherwise → no trade
+  - For the regression model, thresholds are +1 and -1.
+
+- **Dataset and preprocessing**:  
+  - Closing prices and daily percent changes are calculated for each company.  
+  - News articles mentioning Microsoft or Tesla are merged with the price data.  
+  - Negative/Down scores are multiplied by -1, Neutral scores set to 0.  
+  - Daily strategy value = daily percent change × stock price.  
+  - Cumulative value = sum of daily strategy values over time.  
+
+- **Model comparison**:  
+  - Regression is fine-tuned separately for Tesla and Microsoft.  
+  - FinBERT is used as a baseline.  
+  - The custom model incorporates actual stock movements and company-specific signals.
+
+- **Results overview**:  
+  - Tesla: Regression often performs better, though some losses occur.  
+  - Microsoft: Regression closely follows market trends; FinBERT is less accurate.  
+  - Regression aligns better with real stock movements by interpreting news contextually.
+
+- **Caveats**:  
+  - Multiple news per day may generate buy/sell signals that cancel each other.  
+  - Strategy uses next-day price changes; no multi-day logic is applied.  
+  - Simplified testing, but useful to compare model behavior.
+
+"""
+
+# --- INTERFACCIA GRADIO A COLONNE ---
+with gr.Blocks() as demo:
+    gr.Markdown("# Portfolio Strategy Dashboard")
+
+    with gr.Row():
+        # Colonna a sinistra: Markdown
+        with gr.Column(scale=1):
+            gr.Markdown(description_text)
+
+        # Colonna a destra: Input
+        with gr.Column(scale=2):
+            dropdown_companies = gr.Dropdown(
+                choices=companies,
+                value=["Microsoft", "Tesla, Inc."],
+                multiselect=True,
+                label="Select Companies"
+            )
+
+            radio_aggregation = gr.Radio(
+                choices=["Day", "Month", "Year"],
+                value="Day",
+                label="Aggregation Level"
+            )
+
+    # Output sotto le colonne
+    gr.Dataframe(label="Data Preview", type="pandas")
+    gr.Plot(label="Strategies")
+    gr.Plot(label="Prices")
 
 demo.launch()
 
+