report_builders/html_fixed_income.py

def build_fixed_income_html(model_info, cfg, weights):
    fixed_income_html = ""
    port_dur = model_info.get("portfolio_duration", 0.0)
    bond_meta = cfg.get("bond_metadata", {})
    bonds_in_port = [t for t in weights.index if t in bond_meta and abs(weights.get(t, 0)) > 0.001]
    
    if bonds_in_port or port_dur > 0.01:
        fi_rows = ""
        for t in bonds_in_port:
            w_pct = weights.get(t, 0) * 100
            meta = bond_meta[t]
            dur = meta.get("modified_duration", 0.0)
            cpn = meta.get("coupon", 0.0)
            fi_rows += (
                f"<tr><td><strong>{t}</strong></td>"
                f"<td>{w_pct:.1f}%</td>"
                f"<td>{dur:.2f} yrs</td>"
                f"<td>{cpn*100:.2f}%</td></tr>\n"
            )
            
        fixed_income_html = (
            f'<p class="st">Fixed Income Profile</p>'
            f'<div class="mg"><div class="mc"><div class="ml">Portfolio Duration</div>'
            f'<div class="mv">{port_dur:.2f} yrs</div></div></div>'
        )
        if fi_rows:
            fixed_income_html += (
                f'<div class="cc" style="overflow-x:auto"><table><thead><tr>'
                f'<th>Bond</th><th>Weight</th><th>Duration</th><th>Coupon</th>'
                f'</tr></thead><tbody>{fi_rows}</tbody></table></div>'
            )
            
    return fixed_income_html