// src/screens/ai_quant_lab/QuantModulePanel_Fortitudo.cpp // // Fortitudo panel — 6 risk-aware portfolio analyses (metrics, covariance, MV opt, // CVaR opt, efficient frontier, exp-decay weights). Mirrors the GS Quant / // Functime / Statsmodels pattern. Extracted from QuantModulePanel.cpp to keep // that file maintainable. #include "screens/ai_quant_lab/QuantModulePanel.h" #include "screens/ai_quant_lab/QuantModulePanel_Common.h" #include "screens/ai_quant_lab/QuantModulePanel_GsHelpers.h" #include "screens/ai_quant_lab/QuantModulePanel_Styles.h" #include "services/ai_quant_lab/AIQuantLabService.h" #include "ui/theme/Theme.h" #include #include #include #include #include #include #include #include #include #include #include #include #include #include #include #include #include #include #include #include #include #include #include namespace fincept::screens { using namespace fincept::services::quant; using namespace fincept::screens::quant_styles; using namespace fincept::screens::quant_common; using namespace fincept::screens::quant_gs_helpers; // ═══════════════════════════════════════════════════════════════════════════════ // FORTITUDO PANEL — 6 risk-aware portfolio analyses (metrics, covariance, MV opt, // CVaR opt, efficient frontier, exp-decay weights). Mirrors the GS Quant / // Functime / Statsmodels pattern. // ═══════════════════════════════════════════════════════════════════════════════ namespace { // Helper: build the asset-input row used by every Fortitudo sub-tab. // Lets the user paste a tickers list ("AAPL,MSFT,GOOG") that the Python side // fetches via yfinance — much simpler than typing thousands of return values. struct FortAssetInputs { QLineEdit* tickers_edit; QComboBox* period_combo; }; FortAssetInputs build_fort_asset_row(const QString& key_prefix, QWidget* parent, QHash& text_inputs, QHash& combo_inputs, const QString& default_tickers = "AAPL,MSFT,GOOG,TSLA,AMZN") { auto* row = new QWidget(parent); auto* hl = new QHBoxLayout(row); hl->setContentsMargins(0, 0, 0, 0); hl->setSpacing(8); auto* tk = new QLineEdit(row); tk->setPlaceholderText(QCoreApplication::translate( "QuantModulePanel", "Tickers (comma-separated, >= 2). Returns fetched via Yahoo Finance.")); tk->setText(default_tickers); tk->setStyleSheet(input_ss()); text_inputs[key_prefix + "_tickers"] = tk; auto* per = new QComboBox(row); per->addItems({"6mo", "1y", "2y", "3y", "5y", "10y", "max"}); per->setCurrentText("1y"); per->setStyleSheet(combo_ss()); per->setFixedWidth(80); combo_inputs[key_prefix + "_period"] = per; hl->addWidget(tk, 1); hl->addWidget(per); return {tk, per}; } // Build a weights table: asset / weight / weight % with color-coded bars. QTableWidget* fort_weights_table(const QJsonArray& weights, QWidget* parent) { auto* table = new QTableWidget(weights.size(), 3, parent); table->setHorizontalHeaderLabels({QCoreApplication::translate("QuantModulePanel", "Asset"), QCoreApplication::translate("QuantModulePanel", "Weight"), QCoreApplication::translate("QuantModulePanel", "% of Portfolio")}); table->verticalHeader()->setVisible(false); table->setEditTriggers(QAbstractItemView::NoEditTriggers); table->setSelectionMode(QAbstractItemView::NoSelection); table->horizontalHeader()->setSectionResizeMode(0, QHeaderView::Stretch); table->horizontalHeader()->setSectionResizeMode(1, QHeaderView::ResizeToContents); table->horizontalHeader()->setSectionResizeMode(2, QHeaderView::ResizeToContents); table->setStyleSheet(table_ss()); table->setMaximumHeight(qMin(weights.size() * 24 + 32, 320)); for (int i = 0; i < weights.size(); ++i) { const auto w = weights[i].toObject(); const double weight = w.value("weight").toDouble(); const double pct = w.value("weight_pct").toDouble(); table->setItem(i, 0, new QTableWidgetItem(w.value("asset").toString())); auto* wi = new QTableWidgetItem(QString::number(weight, 'f', 4)); wi->setForeground(QColor(weight >= 0.0 ? ui::colors::POSITIVE() : ui::colors::NEGATIVE())); wi->setTextAlignment(Qt::AlignRight | Qt::AlignVCenter); table->setItem(i, 1, wi); auto* pi = new QTableWidgetItem(QString::number(pct, 'f', 2) + "%"); pi->setForeground(QColor(pct >= 50.0 ? ui::colors::WARNING() : pct >= 20.0 ? ui::colors::TEXT_PRIMARY() : ui::colors::TEXT_SECONDARY())); pi->setTextAlignment(Qt::AlignRight | Qt::AlignVCenter); table->setItem(i, 2, pi); table->setRowHeight(i, 24); } return table; } } // namespace QWidget* QuantModulePanel::build_fortitudo_panel() { auto* w = new QWidget(this); auto* vl = new QVBoxLayout(w); vl->setContentsMargins(16, 16, 16, 16); vl->setSpacing(12); auto* tabs = new QTabWidget(w); tabs->setStyleSheet(tab_ss(module_.color.name())); tabs->setSizePolicy(QSizePolicy::Expanding, QSizePolicy::Maximum); // ── Portfolio Metrics ──────────────────────────────────────────────────── auto* pm = new QWidget(this); auto* pml = new QVBoxLayout(pm); pml->setContentsMargins(12, 12, 12, 12); pml->setSpacing(8); auto pm_assets = build_fort_asset_row("ft_pm", pm, text_inputs_, combo_inputs_); pml->addWidget(build_input_row(tr("Tickers"), pm_assets.tickers_edit, pm)); pml->addWidget(build_input_row(tr("History Period"), pm_assets.period_combo, pm)); auto* pm_weights = new QLineEdit(pm); pm_weights->setPlaceholderText(tr("Weights (comma-separated, will be normalized to 1.0). Equal-weight if blank.")); pm_weights->setStyleSheet(input_ss()); text_inputs_["ft_pm_weights"] = pm_weights; pml->addWidget(build_input_row(tr("Portfolio Weights"), pm_weights, pm)); auto* pm_alpha = make_double_spin(0.001, 0.499, 0.05, 3, "", pm); double_inputs_["ft_pm_alpha"] = pm_alpha; pml->addWidget(build_input_row(tr("CVaR α (tail probability)"), pm_alpha, pm)); auto* pm_run = make_run_button(tr("COMPUTE PORTFOLIO METRICS"), pm); connect(pm_run, &QPushButton::clicked, this, [this]() { const QString tk = text_inputs_["ft_pm_tickers"]->text().trimmed(); if (tk.isEmpty()) { display_error(tr("Enter at least 2 tickers (e.g. AAPL,MSFT,GOOG).")); return; } QJsonObject params; params["tickers"] = tk; params["period"] = combo_inputs_["ft_pm_period"]->currentText(); params["alpha"] = double_inputs_["ft_pm_alpha"]->value(); const QString w_text = text_inputs_["ft_pm_weights"]->text().trimmed(); if (!w_text.isEmpty()) { QJsonArray w; QString bad; if (!parse_doubles(w_text, w, &bad)) { display_error(tr("Weights: '%1' is not numeric.").arg(bad)); return; } params["weights"] = w; } show_loading(tr("Fetching %1 from yfinance and computing metrics...").arg(tk)); AIQuantLabService::instance().fort_portfolio_metrics(params); }); pml->addWidget(pm_run); pml->addStretch(); tabs->addTab(pm, tr("Portfolio Metrics")); // ── Covariance / Correlation ───────────────────────────────────────────── auto* cv = new QWidget(this); auto* cvl = new QVBoxLayout(cv); cvl->setContentsMargins(12, 12, 12, 12); cvl->setSpacing(8); auto cv_assets = build_fort_asset_row("ft_cv", cv, text_inputs_, combo_inputs_); cvl->addWidget(build_input_row(tr("Tickers"), cv_assets.tickers_edit, cv)); cvl->addWidget(build_input_row(tr("History Period"), cv_assets.period_combo, cv)); auto* cv_hint = new QLabel(tr("Computes the full covariance matrix, correlation matrix, and per-asset moments " "(mean, vol, skew, kurtosis). Asset count is capped — keep it under 12 for readability."), cv); cv_hint->setWordWrap(true); cv_hint->setStyleSheet(QString("color:%1; font-size:10px;").arg(ui::colors::TEXT_TERTIARY())); cvl->addWidget(cv_hint); auto* cv_run = make_run_button(tr("COMPUTE COV + CORR + MOMENTS"), cv); connect(cv_run, &QPushButton::clicked, this, [this]() { const QString tk = text_inputs_["ft_cv_tickers"]->text().trimmed(); if (tk.isEmpty()) { display_error(tr("Enter at least 2 tickers.")); return; } QJsonObject params; params["tickers"] = tk; params["period"] = combo_inputs_["ft_cv_period"]->currentText(); show_loading(tr("Fetching %1 and computing covariance...").arg(tk)); AIQuantLabService::instance().fort_covariance_matrix(params); }); cvl->addWidget(cv_run); cvl->addStretch(); tabs->addTab(cv, tr("Covariance")); // ── Mean-Variance Optimization ─────────────────────────────────────────── auto* mv = new QWidget(this); auto* mvl = new QVBoxLayout(mv); mvl->setContentsMargins(12, 12, 12, 12); mvl->setSpacing(8); auto mv_assets = build_fort_asset_row("ft_mv", mv, text_inputs_, combo_inputs_); mvl->addWidget(build_input_row(tr("Tickers"), mv_assets.tickers_edit, mv)); mvl->addWidget(build_input_row(tr("History Period"), mv_assets.period_combo, mv)); auto* mv_obj = new QComboBox(mv); mv_obj->addItems({"min_variance", "max_sharpe", "target_return"}); mv_obj->setStyleSheet(combo_ss()); combo_inputs_["ft_mv_objective"] = mv_obj; mvl->addWidget(build_input_row(tr("Objective"), mv_obj, mv)); auto* mv_target = make_double_spin(0, 100, 8.0, 2, "%", mv); double_inputs_["ft_mv_target"] = mv_target; mvl->addWidget(build_input_row(tr("Target Annualized Return"), mv_target, mv)); auto* mv_long = new QComboBox(mv); mv_long->addItems({"true", "false"}); mv_long->setStyleSheet(combo_ss()); combo_inputs_["ft_mv_long_only"] = mv_long; mvl->addWidget(build_input_row(tr("Long Only"), mv_long, mv)); auto* mv_max = make_double_spin(0.0, 1.0, 0.5, 2, "", mv); mv_max->setSpecialValueText(tr("none")); double_inputs_["ft_mv_max"] = mv_max; mvl->addWidget(build_input_row(tr("Max Single-Asset Weight (0 = none)"), mv_max, mv)); auto* mv_rf = make_double_spin(0, 20, 4.5, 2, "%", mv); double_inputs_["ft_mv_rf"] = mv_rf; mvl->addWidget(build_input_row(tr("Risk-Free Rate (annual)"), mv_rf, mv)); auto* mv_run = make_run_button(tr("OPTIMIZE PORTFOLIO"), mv); connect(mv_run, &QPushButton::clicked, this, [this]() { const QString tk = text_inputs_["ft_mv_tickers"]->text().trimmed(); if (tk.isEmpty()) { display_error(tr("Enter at least 2 tickers.")); return; } const QString obj = combo_inputs_["ft_mv_objective"]->currentText(); QJsonObject params; params["tickers"] = tk; params["period"] = combo_inputs_["ft_mv_period"]->currentText(); params["objective"] = obj; params["long_only"] = combo_inputs_["ft_mv_long_only"]->currentText() == "true"; const double maxw = double_inputs_["ft_mv_max"]->value(); if (maxw > 0.0) params["max_weight"] = maxw; // Translate annual % rf rate to per-day decimal for daily returns. // Geometric (compounded) de-annualisation, matching the target_return // conversion below. These two used to disagree: rf was divided by 252 // while the target was compounded, so the Sharpe objective compared a // simple-interest hurdle against compounded portfolio returns // (~2% relative bias in the rf term at 4.5% p.a.). params["risk_free_rate"] = std::pow(1.0 + double_inputs_["ft_mv_rf"]->value() / 100.0, 1.0 / 252.0) - 1.0; if (obj == "target_return") { // Translate annualized % to per-day decimal so the optimizer's // expected_return constraint matches. params["target_return"] = std::pow(1.0 + double_inputs_["ft_mv_target"]->value() / 100.0, 1.0 / 252.0) - 1.0; } show_loading(tr("Fetching %1 and solving %2...").arg(tk, obj)); AIQuantLabService::instance().fort_mean_variance_optimize(params); }); mvl->addWidget(mv_run); mvl->addStretch(); tabs->addTab(mv, tr("MV Optimize")); // ── Mean-CVaR Optimization ─────────────────────────────────────────────── auto* cvopt = new QWidget(this); auto* cvol = new QVBoxLayout(cvopt); cvol->setContentsMargins(12, 12, 12, 12); cvol->setSpacing(8); auto cv_opt_assets = build_fort_asset_row("ft_cvopt", cvopt, text_inputs_, combo_inputs_); cvol->addWidget(build_input_row(tr("Tickers"), cv_opt_assets.tickers_edit, cvopt)); cvol->addWidget(build_input_row(tr("History Period"), cv_opt_assets.period_combo, cvopt)); auto* cvopt_obj = new QComboBox(cvopt); cvopt_obj->addItems({"min_cvar", "target_return"}); cvopt_obj->setStyleSheet(combo_ss()); combo_inputs_["ft_cvopt_objective"] = cvopt_obj; cvol->addWidget(build_input_row(tr("Objective"), cvopt_obj, cvopt)); auto* cvopt_alpha = make_double_spin(0.001, 0.499, 0.05, 3, "", cvopt); double_inputs_["ft_cvopt_alpha"] = cvopt_alpha; cvol->addWidget(build_input_row(tr("CVaR α (tail probability)"), cvopt_alpha, cvopt)); auto* cvopt_target = make_double_spin(0, 100, 8.0, 2, "%", cvopt); double_inputs_["ft_cvopt_target"] = cvopt_target; cvol->addWidget(build_input_row(tr("Target Annualized Return"), cvopt_target, cvopt)); auto* cvopt_long = new QComboBox(cvopt); cvopt_long->addItems({"true", "false"}); cvopt_long->setStyleSheet(combo_ss()); combo_inputs_["ft_cvopt_long_only"] = cvopt_long; cvol->addWidget(build_input_row(tr("Long Only"), cvopt_long, cvopt)); auto* cvopt_max = make_double_spin(0.0, 1.0, 0.5, 2, "", cvopt); cvopt_max->setSpecialValueText(tr("none")); double_inputs_["ft_cvopt_max"] = cvopt_max; cvol->addWidget(build_input_row(tr("Max Single-Asset Weight (0 = none)"), cvopt_max, cvopt)); auto* cvopt_run = make_run_button(tr("MINIMIZE TAIL RISK"), cvopt); connect(cvopt_run, &QPushButton::clicked, this, [this]() { const QString tk = text_inputs_["ft_cvopt_tickers"]->text().trimmed(); if (tk.isEmpty()) { display_error(tr("Enter at least 2 tickers.")); return; } const QString obj = combo_inputs_["ft_cvopt_objective"]->currentText(); QJsonObject params; params["tickers"] = tk; params["period"] = combo_inputs_["ft_cvopt_period"]->currentText(); params["objective"] = obj; params["alpha"] = double_inputs_["ft_cvopt_alpha"]->value(); params["long_only"] = combo_inputs_["ft_cvopt_long_only"]->currentText() == "true"; const double maxw = double_inputs_["ft_cvopt_max"]->value(); if (maxw > 0.0) params["max_weight"] = maxw; if (obj == "target_return") { params["target_return"] = std::pow(1.0 + double_inputs_["ft_cvopt_target"]->value() / 100.0, 1.0 / 252.0) - 1.0; } show_loading(tr("Fetching %1 and solving %2...").arg(tk, obj)); AIQuantLabService::instance().fort_mean_cvar_optimize(params); }); cvol->addWidget(cvopt_run); cvol->addStretch(); tabs->addTab(cvopt, tr("CVaR Optimize")); // ── Efficient Frontier ─────────────────────────────────────────────────── auto* ef = new QWidget(this); auto* efl = new QVBoxLayout(ef); efl->setContentsMargins(12, 12, 12, 12); efl->setSpacing(8); auto ef_assets = build_fort_asset_row("ft_ef", ef, text_inputs_, combo_inputs_); efl->addWidget(build_input_row(tr("Tickers"), ef_assets.tickers_edit, ef)); efl->addWidget(build_input_row(tr("History Period"), ef_assets.period_combo, ef)); auto* ef_n = new QSpinBox(ef); ef_n->setRange(5, 50); ef_n->setValue(20); ef_n->setStyleSheet(spinbox_ss()); int_inputs_["ft_ef_n_points"] = ef_n; efl->addWidget(build_input_row(tr("Frontier Points"), ef_n, ef)); auto* ef_long = new QComboBox(ef); ef_long->addItems({"true", "false"}); ef_long->setStyleSheet(combo_ss()); combo_inputs_["ft_ef_long_only"] = ef_long; efl->addWidget(build_input_row(tr("Long Only"), ef_long, ef)); auto* ef_max = make_double_spin(0.0, 1.0, 0.5, 2, "", ef); ef_max->setSpecialValueText(tr("none")); double_inputs_["ft_ef_max"] = ef_max; efl->addWidget(build_input_row(tr("Max Single-Asset Weight (0 = none)"), ef_max, ef)); auto* ef_rf = make_double_spin(0, 20, 4.5, 2, "%", ef); double_inputs_["ft_ef_rf"] = ef_rf; efl->addWidget(build_input_row(tr("Risk-Free Rate (annual)"), ef_rf, ef)); auto* ef_run = make_run_button(tr("BUILD EFFICIENT FRONTIER"), ef); connect(ef_run, &QPushButton::clicked, this, [this]() { const QString tk = text_inputs_["ft_ef_tickers"]->text().trimmed(); if (tk.isEmpty()) { display_error(tr("Enter at least 2 tickers.")); return; } QJsonObject params; params["tickers"] = tk; params["period"] = combo_inputs_["ft_ef_period"]->currentText(); params["n_points"] = int_inputs_["ft_ef_n_points"]->value(); params["long_only"] = combo_inputs_["ft_ef_long_only"]->currentText() == "true"; const double maxw = double_inputs_["ft_ef_max"]->value(); if (maxw > 0.0) params["max_weight"] = maxw; // Geometric de-annualisation — same convention as the MV/CVaR tabs. params["risk_free_rate"] = std::pow(1.0 + double_inputs_["ft_ef_rf"]->value() / 100.0, 1.0 / 252.0) - 1.0; show_loading( tr("Fetching %1 and tracing %2-point frontier...").arg(tk).arg(int_inputs_["ft_ef_n_points"]->value())); AIQuantLabService::instance().fort_efficient_frontier(params); }); efl->addWidget(ef_run); efl->addStretch(); tabs->addTab(ef, tr("Efficient Frontier")); // ── Exponential Decay Probabilities ────────────────────────────────────── auto* ed = new QWidget(this); auto* edl = new QVBoxLayout(ed); edl->setContentsMargins(12, 12, 12, 12); edl->setSpacing(8); auto ed_assets = build_fort_asset_row("ft_ed", ed, text_inputs_, combo_inputs_); edl->addWidget(build_input_row(tr("Tickers"), ed_assets.tickers_edit, ed)); edl->addWidget(build_input_row(tr("History Period"), ed_assets.period_combo, ed)); auto* ed_hl = new QSpinBox(ed); ed_hl->setRange(5, 1000); ed_hl->setValue(60); ed_hl->setSuffix(tr(" obs")); ed_hl->setStyleSheet(spinbox_ss()); int_inputs_["ft_ed_half_life"] = ed_hl; edl->addWidget(build_input_row(tr("Half-Life (observations)"), ed_hl, ed)); auto* ed_hint = new QLabel(tr("Builds exponentially-decayed scenario weights so recent observations dominate. " "ESS (Kish effective sample size) tells you how much of the history you're effectively using."), ed); ed_hint->setWordWrap(true); ed_hint->setStyleSheet(QString("color:%1; font-size:10px;").arg(ui::colors::TEXT_TERTIARY())); edl->addWidget(ed_hint); auto* ed_run = make_run_button(tr("COMPUTE DECAY WEIGHTS"), ed); connect(ed_run, &QPushButton::clicked, this, [this]() { const QString tk = text_inputs_["ft_ed_tickers"]->text().trimmed(); if (tk.isEmpty()) { display_error(tr("Enter at least 2 tickers (used only for series length).")); return; } QJsonObject params; params["tickers"] = tk; params["period"] = combo_inputs_["ft_ed_period"]->currentText(); params["half_life"] = int_inputs_["ft_ed_half_life"]->value(); show_loading( tr("Computing %1-day half-life decay on %2...").arg(int_inputs_["ft_ed_half_life"]->value()).arg(tk)); AIQuantLabService::instance().fort_exp_decay_probabilities(params); }); edl->addWidget(ed_run); edl->addStretch(); tabs->addTab(ed, tr("Decay Weights")); vl->addWidget(tabs); auto* rc = new QWidget(w); results_layout_ = new QVBoxLayout(rc); results_layout_->setContentsMargins(0, 8, 0, 0); results_layout_->setSpacing(8); vl->addWidget(rc); vl->addStretch(); return w; } // ── FORTITUDO: rich card-based display per command ────────────────────────── void QuantModulePanel::display_fortitudo_result(const QString& command, const QJsonObject& payload) { clear_results(); if (!payload.value("success").toBool(false)) { const QString err = payload.value("error").toString(tr("Unknown error")); const QString kind = payload.value("error_kind").toString(); const QString prefix = kind == "validation" ? tr("Input error: ") : kind == "runtime" ? tr("Computation failed: ") : QString(); display_error(prefix + err); return; } const QJsonObject d = payload.value("data").toObject(); const QString accent = module_.color.name(); // Section header — same shape as other rich displays QString header_text = command.toUpper(); header_text.replace('_', ' '); if (d.contains("n_assets")) header_text += tr(" | %1 ASSETS").arg(d.value("n_assets").toInt()); if (d.contains("n_scenarios")) header_text += tr(" | %1 SCENARIOS").arg(d.value("n_scenarios").toInt()); else if (d.contains("n_observations")) header_text += tr(" | %1 OBS").arg(d.value("n_observations").toInt()); results_layout_->addWidget(gs_section_header(header_text, accent)); // ── 1. CHECK STATUS ────────────────────────────────────────────────────── if (command == "check_status") { auto bool_card = [this](const QString& label, bool ok) { return gs_make_card(label, ok ? tr("AVAILABLE") : tr("MISSING"), this, ok ? ui::colors::POSITIVE() : ui::colors::NEGATIVE()); }; QList deps = { bool_card(tr("OPTIMIZATION"), d.value("wrappers_optimization").toBool()), bool_card(tr("FUNCTIONS"), d.value("wrappers_functions").toBool()), bool_card(tr("NATIVE FORTITUDO"), d.value("native_fortitudo_tech").toBool()), gs_make_card(tr("MODE"), d.value("mode").toString().toUpper(), this, ui::colors::INFO()), }; results_layout_->addWidget(gs_card_row(deps, this)); const auto ops = d.value("ops_available").toArray(); QStringList names; for (const auto& v : ops) names << v.toString(); auto* lbl = new QLabel(tr("Operations: %1").arg(names.join(", "))); lbl->setWordWrap(true); lbl->setStyleSheet(QString("color:%1; font-size:10px; font-family:'Courier New';" "padding:8px 10px; background:%2; border:1px solid %3;") .arg(ui::colors::TEXT_SECONDARY(), ui::colors::BG_SURFACE(), ui::colors::BORDER_DIM())); results_layout_->addWidget(lbl); status_label_->setText(tr("Fortitudo backend ready")); return; } // ── 2. PORTFOLIO METRICS ───────────────────────────────────────────────── if (command == "portfolio_metrics") { const double exp_ret = d.value("expected_return").toDouble(); const double vol = d.value("volatility").toDouble(); const double sharpe = d.value("sharpe_ratio").toDouble(); const double ann_ret = d.value("annualized_return").toDouble(); const double ann_vol = d.value("annualized_volatility").toDouble(); const double var_pct = d.value("var_pct").toDouble(); const double cvar_pct = d.value("cvar_pct").toDouble(); const double hhi = d.value("concentration_hhi").toDouble(); QList ann = { gs_make_card(tr("ANN. RETURN"), QString::number(ann_ret * 100, 'f', 2) + "%", this, gs_pos_neg_color(ann_ret)), gs_make_card(tr("ANN. VOLATILITY"), QString::number(ann_vol * 100, 'f', 2) + "%", this), gs_make_card(tr("SHARPE RATIO"), gs_fmt_num(sharpe, 4), this, sharpe >= 1.0 ? ui::colors::POSITIVE() : sharpe >= 0 ? ui::colors::TEXT_PRIMARY() : ui::colors::NEGATIVE()), gs_make_card(tr("ALPHA (CVaR)"), QString::number(d.value("alpha").toDouble() * 100, 'f', 1) + "%", this, ui::colors::INFO()), }; results_layout_->addWidget(gs_card_row(ann, this)); QList daily = { gs_make_card(tr("DAILY RETURN"), QString::number(exp_ret * 100, 'f', 4) + "%", this, gs_pos_neg_color(exp_ret)), gs_make_card(tr("DAILY VOL"), QString::number(vol * 100, 'f', 4) + "%", this), gs_make_card(tr("VaR"), QString::number(var_pct, 'f', 2) + "%", this, var_pct < -2 ? ui::colors::NEGATIVE() : ui::colors::WARNING()), gs_make_card(tr("CVaR (Expected Shortfall)"), QString::number(cvar_pct, 'f', 2) + "%", this, cvar_pct < -2 ? ui::colors::NEGATIVE() : ui::colors::WARNING()), }; results_layout_->addWidget(gs_card_row(daily, this)); QList conc = { gs_make_card(tr("CONCENTRATION (HHI)"), gs_fmt_num(hhi, 4), this, hhi > 0.4 ? ui::colors::WARNING() : ui::colors::POSITIVE()), gs_make_card(tr("MAX WEIGHT"), QString::number(d.value("max_weight").toDouble() * 100, 'f', 2) + "%", this), gs_make_card(tr("MIN WEIGHT"), QString::number(d.value("min_weight").toDouble() * 100, 'f', 2) + "%", this), gs_make_card(tr("EFFECTIVE ASSETS"), hhi > 0 ? gs_fmt_num(1.0 / hhi, 2) : QString("—"), this, ui::colors::INFO()), }; results_layout_->addWidget(gs_card_row(conc, this)); const QJsonArray weights = d.value("weights").toArray(); if (!weights.isEmpty()) { results_layout_->addWidget(fort_weights_table(weights, this)); } status_label_->setText(tr("Sharpe %1 | Ann. Ret %2% | Ann. Vol %3% | HHI %4") .arg(sharpe, 0, 'f', 3) .arg(ann_ret * 100, 0, 'f', 2) .arg(ann_vol * 100, 0, 'f', 2) .arg(hhi, 0, 'f', 3)); return; } // ── 3. COVARIANCE / CORRELATION / MOMENTS ─────────────────────────────── if (command == "covariance_matrix") { const double avg_corr = d.value("avg_off_diag_correlation").toDouble(); QList top = { gs_make_card(tr("ASSETS"), QString::number(d.value("n_assets").toInt()), this), gs_make_card(tr("OBSERVATIONS"), QString::number(d.value("n_observations").toInt()), this), gs_make_card(tr("AVG OFF-DIAG ρ"), gs_fmt_num(avg_corr, 4), this, std::abs(avg_corr) > 0.5 ? ui::colors::WARNING() : ui::colors::TEXT_PRIMARY()), gs_make_card(tr("MAX |ρ|"), gs_fmt_num(std::max(std::abs(d.value("max_off_diag_correlation").toDouble()), std::abs(d.value("min_off_diag_correlation").toDouble())), 4), this), }; results_layout_->addWidget(gs_card_row(top, this)); // Per-asset moments table const QJsonArray moments = d.value("moments").toArray(); if (!moments.isEmpty()) { const auto first = moments[0].toObject(); QStringList headers = {tr("Asset")}; QStringList keys; for (auto it = first.begin(); it != first.end(); ++it) { if (it.key() == "asset") continue; keys << it.key(); QString h = it.key(); if (!h.isEmpty()) h[0] = h[0].toUpper(); headers << h; } auto* mt = new QTableWidget(moments.size(), headers.size(), this); mt->setHorizontalHeaderLabels(headers); mt->verticalHeader()->setVisible(false); mt->setEditTriggers(QAbstractItemView::NoEditTriggers); mt->horizontalHeader()->setSectionResizeMode(QHeaderView::Stretch); mt->setStyleSheet(table_ss()); mt->setMaximumHeight(qMin(moments.size() * 24 + 32, 280)); for (int r = 0; r < moments.size(); ++r) { const auto row = moments[r].toObject(); mt->setItem(r, 0, new QTableWidgetItem(row.value("asset").toString())); for (int c = 0; c < keys.size(); ++c) { auto* it = new QTableWidgetItem(QString::number(row.value(keys[c]).toDouble(), 'f', 6)); it->setTextAlignment(Qt::AlignRight | Qt::AlignVCenter); mt->setItem(r, c + 1, it); } mt->setRowHeight(r, 22); } auto* mlbl = new QLabel(tr("PER-ASSET MOMENTS")); mlbl->setStyleSheet(QString("color:%1; font-size:10px; font-weight:700; padding:4px 0 0 2px;") .arg(ui::colors::TEXT_TERTIARY())); results_layout_->addWidget(mlbl); results_layout_->addWidget(mt); } // Correlation matrix const QJsonArray corr = d.value("correlation_matrix").toArray(); if (!corr.isEmpty()) { const auto first = corr[0].toObject(); QStringList headers = {tr("Asset")}; QStringList keys; for (auto it = first.begin(); it != first.end(); ++it) { if (it.key() == "asset") continue; keys << it.key(); headers << it.key(); } auto* ct = new QTableWidget(corr.size(), headers.size(), this); ct->setHorizontalHeaderLabels(headers); ct->verticalHeader()->setVisible(false); ct->setEditTriggers(QAbstractItemView::NoEditTriggers); ct->horizontalHeader()->setSectionResizeMode(QHeaderView::ResizeToContents); ct->setStyleSheet(table_ss()); ct->setMaximumHeight(qMin(corr.size() * 24 + 32, 280)); for (int r = 0; r < corr.size(); ++r) { const auto row = corr[r].toObject(); ct->setItem(r, 0, new QTableWidgetItem(row.value("asset").toString())); for (int c = 0; c < keys.size(); ++c) { const double cv = row.value(keys[c]).toDouble(); auto* it = new QTableWidgetItem(QString::number(cv, 'f', 3)); it->setTextAlignment(Qt::AlignRight | Qt::AlignVCenter); if (r == c) { it->setForeground(QColor(ui::colors::TEXT_TERTIARY())); } else if (cv > 0.5) { it->setForeground(QColor(ui::colors::POSITIVE())); } else if (cv < -0.5) { it->setForeground(QColor(ui::colors::NEGATIVE())); } ct->setItem(r, c + 1, it); } ct->setRowHeight(r, 22); } auto* clbl = new QLabel(tr("CORRELATION MATRIX")); clbl->setStyleSheet(QString("color:%1; font-size:10px; font-weight:700; padding:4px 0 0 2px;") .arg(ui::colors::TEXT_TERTIARY())); results_layout_->addWidget(clbl); results_layout_->addWidget(ct); } status_label_->setText(tr("%1 assets | %2 obs | avg ρ = %3") .arg(d.value("n_assets").toInt()) .arg(d.value("n_observations").toInt()) .arg(avg_corr, 0, 'f', 4)); return; } // ── 4. MV / CVaR OPTIMIZATION (shared display path) ───────────────────── if (command == "mean_variance_optimize" || command == "mean_cvar_optimize") { const QString objective = d.value("objective").toString(); const double sharpe = d.value("sharpe_ratio").toDouble(); const double ann_ret = d.value("annualized_return").toDouble(); const double ann_vol = d.value("annualized_volatility").toDouble(); const double var = d.value("var").toDouble(); const double cvar = d.value("cvar").toDouble(); const double hhi = d.value("concentration_hhi").toDouble(); auto* hdr = new QLabel(tr("OBJECTIVE: %1 | LONG-ONLY: %2") .arg(objective.toUpper().replace('_', ' ')) .arg(d.value("long_only").toBool() ? tr("YES") : tr("NO"))); hdr->setStyleSheet(QString("color:%1; font-size:11px; font-family:'Courier New'; font-weight:700;" "padding:8px 10px; background:%2; border-left:3px solid %3;") .arg(ui::colors::TEXT_PRIMARY(), ui::colors::BG_SURFACE(), accent)); results_layout_->addWidget(hdr); QList top = { gs_make_card(tr("ANN. RETURN"), QString::number(ann_ret * 100, 'f', 2) + "%", this, gs_pos_neg_color(ann_ret)), gs_make_card(tr("ANN. VOLATILITY"), QString::number(ann_vol * 100, 'f', 2) + "%", this), gs_make_card(tr("SHARPE RATIO"), gs_fmt_num(sharpe, 4), this, sharpe >= 1.0 ? ui::colors::POSITIVE() : sharpe >= 0 ? ui::colors::TEXT_PRIMARY() : ui::colors::NEGATIVE()), gs_make_card(tr("CONCENTRATION (HHI)"), gs_fmt_num(hhi, 4), this, hhi > 0.4 ? ui::colors::WARNING() : ui::colors::POSITIVE()), }; results_layout_->addWidget(gs_card_row(top, this)); if (command == "mean_cvar_optimize") { QList tail = { gs_make_card(tr("CVaR @ α"), QString::number(cvar * 100, 'f', 4) + "%", this, ui::colors::NEGATIVE()), gs_make_card(tr("VaR @ α"), QString::number(var * 100, 'f', 4) + "%", this, ui::colors::WARNING()), gs_make_card(tr("ALPHA"), QString::number(d.value("alpha").toDouble() * 100, 'f', 1) + "%", this, ui::colors::INFO()), gs_make_card(tr("MAX WEIGHT"), QString::number(d.value("max_weight").toDouble() * 100, 'f', 2) + "%", this), }; results_layout_->addWidget(gs_card_row(tail, this)); } else { QList mv_extra = { gs_make_card(tr("VARIANCE"), gs_fmt_num(d.value("variance").toDouble(), 6), this), gs_make_card(tr("DAILY RETURN"), QString::number(d.value("expected_return").toDouble() * 100, 'f', 4) + "%", this), gs_make_card(tr("MAX WEIGHT"), QString::number(d.value("max_weight").toDouble() * 100, 'f', 2) + "%", this), gs_make_card(tr("MIN WEIGHT"), QString::number(d.value("min_weight").toDouble() * 100, 'f', 2) + "%", this), }; results_layout_->addWidget(gs_card_row(mv_extra, this)); } const QJsonArray weights = d.value("weights").toArray(); if (!weights.isEmpty()) { auto* wlbl = new QLabel(tr("OPTIMAL WEIGHTS")); wlbl->setStyleSheet(QString("color:%1; font-size:10px; font-weight:700; padding:4px 0 0 2px;") .arg(ui::colors::TEXT_TERTIARY())); results_layout_->addWidget(wlbl); results_layout_->addWidget(fort_weights_table(weights, this)); } status_label_->setText(tr("%1 — Sharpe %2 | Ann. Ret %3% | Ann. Vol %4%") .arg(objective) .arg(sharpe, 0, 'f', 3) .arg(ann_ret * 100, 0, 'f', 2) .arg(ann_vol * 100, 0, 'f', 2)); return; } // ── 5. EFFICIENT FRONTIER ─────────────────────────────────────────────── if (command == "efficient_frontier") { const int n = d.value("n_points").toInt(); const int max_sharpe_idx = d.value("max_sharpe_index").toInt(); const int min_var_idx = d.value("min_var_index").toInt(); const double best_sharpe = d.value("best_sharpe").toDouble(); auto* hdr = new QLabel(tr("FRONTIER: %1 POINTS | ASSETS: %2 | LONG-ONLY: %3") .arg(n) .arg(d.value("n_assets").toInt()) .arg(d.value("long_only").toBool() ? tr("YES") : tr("NO"))); hdr->setStyleSheet(QString("color:%1; font-size:11px; font-family:'Courier New'; font-weight:700;" "padding:8px 10px; background:%2; border-left:3px solid %3;") .arg(ui::colors::TEXT_PRIMARY(), ui::colors::BG_SURFACE(), accent)); results_layout_->addWidget(hdr); QList top = { gs_make_card(tr("BEST SHARPE"), gs_fmt_num(best_sharpe, 4), this, best_sharpe >= 1.0 ? ui::colors::POSITIVE() : best_sharpe >= 0 ? ui::colors::TEXT_PRIMARY() : ui::colors::NEGATIVE()), gs_make_card(tr("MAX SHARPE @"), tr("Point #%1").arg(max_sharpe_idx + 1), this, ui::colors::POSITIVE()), gs_make_card(tr("MIN VARIANCE @"), tr("Point #%1").arg(min_var_idx + 1), this, ui::colors::INFO()), gs_make_card(tr("RANGE"), QString::number(d.value("min_volatility").toDouble() * 100, 'f', 2) + "% → " + QString::number(d.value("max_volatility").toDouble() * 100, 'f', 2) + "%", this), }; results_layout_->addWidget(gs_card_row(top, this)); // Frontier table — every point with annualized stats const QJsonArray frontier = d.value("frontier").toArray(); if (!frontier.isEmpty()) { auto* table = new QTableWidget(frontier.size(), 5, this); table->setHorizontalHeaderLabels( {tr("#"), tr("Daily Vol"), tr("Daily Ret"), tr("Sharpe"), tr("Ann. Vol → Ret")}); table->verticalHeader()->setVisible(false); table->setEditTriggers(QAbstractItemView::NoEditTriggers); table->setSelectionMode(QAbstractItemView::SingleSelection); table->horizontalHeader()->setSectionResizeMode(0, QHeaderView::ResizeToContents); table->horizontalHeader()->setSectionResizeMode(1, QHeaderView::ResizeToContents); table->horizontalHeader()->setSectionResizeMode(2, QHeaderView::ResizeToContents); table->horizontalHeader()->setSectionResizeMode(3, QHeaderView::ResizeToContents); table->horizontalHeader()->setSectionResizeMode(4, QHeaderView::Stretch); table->setStyleSheet(table_ss()); table->setMaximumHeight(qMin(frontier.size() * 24 + 32, 380)); for (int i = 0; i < frontier.size(); ++i) { const auto p = frontier[i].toObject(); const double vol = p.value("volatility").toDouble(); const double ret = p.value("expected_return").toDouble(); const double sh = p.value("sharpe_ratio").toDouble(); const double avol = p.value("annualized_volatility").toDouble(); const double aret = p.value("annualized_return").toDouble(); QString tag = QString::number(i + 1); if (i == max_sharpe_idx) tag += " ★"; if (i == min_var_idx) tag += " ◆"; auto* ti = new QTableWidgetItem(tag); if (i == max_sharpe_idx) ti->setForeground(QColor(ui::colors::POSITIVE())); else if (i == min_var_idx) ti->setForeground(QColor(ui::colors::INFO())); table->setItem(i, 0, ti); auto add_num = [&](int col, const QString& s, const QString& col_color = {}) { auto* it = new QTableWidgetItem(s); it->setTextAlignment(Qt::AlignRight | Qt::AlignVCenter); if (!col_color.isEmpty()) it->setForeground(QColor(col_color)); table->setItem(i, col, it); }; add_num(1, QString::number(vol * 100, 'f', 4) + "%"); add_num(2, QString::number(ret * 100, 'f', 4) + "%", gs_pos_neg_color(ret)); add_num(3, QString::number(sh, 'f', 4), sh >= 1.0 ? ui::colors::POSITIVE() : sh >= 0 ? ui::colors::TEXT_PRIMARY() : ui::colors::NEGATIVE()); add_num(4, QString::number(avol * 100, 'f', 2) + "% → " + QString::number(aret * 100, 'f', 2) + "%", gs_pos_neg_color(aret)); table->setRowHeight(i, 24); } results_layout_->addWidget(table); // Show the max-sharpe portfolio's weights below the table if (max_sharpe_idx >= 0 && max_sharpe_idx < frontier.size()) { const auto best = frontier[max_sharpe_idx].toObject(); const auto best_weights = best.value("weights").toArray(); if (!best_weights.isEmpty()) { QJsonArray with_pct; for (const auto& v : best_weights) { auto o = v.toObject(); o["weight_pct"] = o.value("weight").toDouble() * 100.0; with_pct.append(o); } auto* lbl = new QLabel(tr("MAX-SHARPE PORTFOLIO WEIGHTS (★ Point #%1)").arg(max_sharpe_idx + 1)); lbl->setStyleSheet(QString("color:%1; font-size:10px; font-weight:700; padding:6px 0 0 2px;") .arg(ui::colors::POSITIVE())); results_layout_->addWidget(lbl); results_layout_->addWidget(fort_weights_table(with_pct, this)); } } } status_label_->setText(tr("%1 frontier points | best Sharpe %2 @ point %3") .arg(n) .arg(best_sharpe, 0, 'f', 3) .arg(max_sharpe_idx + 1)); return; } // ── 6. EXPONENTIAL DECAY PROBABILITIES ────────────────────────────────── if (command == "exp_decay_probabilities") { const int hl = d.value("half_life").toInt(); const double ess = d.value("effective_sample_size").toDouble(); const double ess_pct = d.value("ess_pct_of_n").toDouble(); const double ratio = d.value("weight_ratio_last_to_first").toDouble(); QList top = { gs_make_card(tr("HALF-LIFE"), tr("%1 obs").arg(hl), this, ui::colors::INFO()), gs_make_card(tr("EFFECTIVE SAMPLE"), gs_fmt_num(ess, 1), this, ess_pct > 50 ? ui::colors::POSITIVE() : ess_pct > 25 ? ui::colors::WARNING() : ui::colors::NEGATIVE()), gs_make_card(tr("ESS % OF N"), QString::number(ess_pct, 'f', 1) + "%", this, ess_pct > 50 ? ui::colors::POSITIVE() : ui::colors::WARNING()), gs_make_card(tr("LAST/FIRST RATIO"), QString("%1×").arg(ratio, 0, 'f', 2), this, ui::colors::INFO()), }; results_layout_->addWidget(gs_card_row(top, this)); QList bounds = { gs_make_card(tr("FIRST WEIGHT"), gs_fmt_num(d.value("first_weight").toDouble(), 6), this), gs_make_card(tr("LAST WEIGHT"), gs_fmt_num(d.value("last_weight").toDouble(), 6), this, ui::colors::POSITIVE()), gs_make_card(tr("MIN WEIGHT"), gs_fmt_num(d.value("min_weight").toDouble(), 6), this), gs_make_card(tr("MAX WEIGHT"), gs_fmt_num(d.value("max_weight").toDouble(), 6), this), }; results_layout_->addWidget(gs_card_row(bounds, this)); // Sampled weights curve const QJsonArray weights = d.value("weights").toArray(); if (!weights.isEmpty()) { auto* table = new QTableWidget(weights.size(), 2, this); table->setHorizontalHeaderLabels({tr("Date / Index"), tr("Weight")}); table->verticalHeader()->setVisible(false); table->setEditTriggers(QAbstractItemView::NoEditTriggers); table->setSelectionMode(QAbstractItemView::NoSelection); table->horizontalHeader()->setSectionResizeMode(QHeaderView::Stretch); table->setStyleSheet(table_ss()); table->setMaximumHeight(qMin(weights.size() * 22 + 32, 360)); for (int i = 0; i < weights.size(); ++i) { const auto o = weights[i].toObject(); const QString label = o.contains("date") ? o.value("date").toString() : QString::number(o.value("index").toInt()); table->setItem(i, 0, new QTableWidgetItem(label)); auto* wi = new QTableWidgetItem(QString::number(o.value("weight").toDouble(), 'f', 6)); wi->setTextAlignment(Qt::AlignRight | Qt::AlignVCenter); // Color gradient: bigger weight → more saturated const double w = o.value("weight").toDouble(); if (w > d.value("max_weight").toDouble() * 0.7) { wi->setForeground(QColor(ui::colors::POSITIVE())); } else if (w < d.value("max_weight").toDouble() * 0.1) { wi->setForeground(QColor(ui::colors::TEXT_TERTIARY())); } table->setItem(i, 1, wi); table->setRowHeight(i, 22); } results_layout_->addWidget(table); } status_label_->setText(tr("Half-life %1 obs | ESS %2 (%3%%) | last/first %4×") .arg(hl) .arg(ess, 0, 'f', 1) .arg(ess_pct, 0, 'f', 1) .arg(ratio, 0, 'f', 1)); return; } // ── Fallback ───────────────────────────────────────────────────────────── display_result(d); } } // namespace fincept::screens