def build_data_alerts_html(tn_ratio, n_fragile): data_alerts_html = "" if tn_ratio is not None and tn_ratio < 10: sev_c = "#f85149" if tn_ratio < 5 else "#d29922" sev_l = "Critical" if tn_ratio < 5 else "Warning" data_alerts_html += ( f'

' f'⚠ Spurious Correlation {sev_l} — ' f'T/N={tn_ratio:.1f}x. Need ≥10× observations vs assets.

' ) if n_fragile > 0: data_alerts_html += ( f'

' f'⚠ Fragile Allocations — {n_fragile} asset(s) had ' f'weight swings >15 pp under ±10% return noise. Stability penalty applied.

' ) return data_alerts_html def build_warnings_html(diags): warn_html = "" if diags: items = "".join(f'

{d}

' for d in diags) warn_html = ( '

' '

⚠ Behavioral Diagnostics

' f'

{items}

' ) return warn_html def build_constraint_diag_html(model_info): relax_log = model_info.get("relaxation_log", []) binding_cons = model_info.get("display_constraints", []) _cd_inner = "" if binding_cons: _bc_items = "".join(f'

{c}

' for c in binding_cons) _cd_inner += ( '

Binding Constraints

' '

' 'These rules actively limited the optimizer — relaxing them may improve returns:

' f'

{_bc_items}' ) if relax_log: if any("Universe too small" in r for r in relax_log): _rl_summary = "The universe was too small to simultaneously satisfy constraints (e.g. beta, sector limits). Solved with maximum flexibility." _rl_items = f'

{relax_log[0]}

' elif len(relax_log) > 3: _rl_summary = "Severe constraint conflict detected. The optimizer had to run through multiple relaxation stages (dropping beta, sector, and turnover limits) to find a mathematically viable solution." _rl_items = f'

Skipped {len(relax_log)} constraint layers to guarantee a valid portfolio.

' else: _rl_summary = "Initial constraints were infeasible — the engine auto-relaxed these rules to find a solution:" _rl_items = "".join(f'

{r}

' for r in relax_log) _cd_inner += ( '

Constraint Relaxation History

' f'

{_rl_summary}

' f'

{_rl_items}' ) elif not binding_cons: _cd_inner = ( '

All Constraints Satisfied

' '

' 'No binding constraints or relaxations required. The optimizer found a clean solution.

' ) return ( '

' '

' 'Constraint Diagnostics

' f'{_cd_inner}

' )