// src/screens/ai_quant_lab/QuantModulePanel_GS.cpp // // GS Quant panel — 7 analysis modes (risk metrics, portfolio analytics, greeks, // VaR, stress test, backtest, statistics). 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; // ═══════════════════════════════════════════════════════════════════════════════ // GS QUANT PANEL — 7 analysis modes // ═══════════════════════════════════════════════════════════════════════════════ QWidget* QuantModulePanel::build_gs_quant_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); // Helper: small "load sample" link button next to a CSV input auto add_sample_btn = [this](QLineEdit* edit, QWidget* parent, unsigned seed, const QString& tip) -> QPushButton* { auto* btn = new QPushButton(tr("LOAD SAMPLE"), parent); btn->setCursor(Qt::PointingHandCursor); btn->setFixedHeight(22); btn->setToolTip(tip); btn->setStyleSheet( QString("QPushButton { color:%1; background:transparent; border:1px solid %2;" "padding:0 8px; font-size:9px; font-weight:700; letter-spacing:0.5px; border-radius:2px; }" "QPushButton:hover { color:%3; border-color:%3; background:rgba(255,255,255,0.04); }") .arg(ui::colors::TEXT_TERTIARY(), ui::colors::BORDER_DIM(), module_.color.name())); QPointer guard(edit); connect(btn, &QPushButton::clicked, this, [guard, seed]() { if (guard) guard->setText(sample_returns(seed)); }); return btn; }; // ── Risk Metrics ── auto* risk = new QWidget(this); auto* rvl = new QVBoxLayout(risk); rvl->setContentsMargins(12, 12, 12, 12); rvl->setSpacing(8); auto* risk_returns = new QLineEdit(risk); risk_returns->setPlaceholderText( tr("Daily returns: comma-, space-, or newline-separated. Need at least 5 values.")); risk_returns->setStyleSheet(input_ss()); text_inputs_["gs_risk_returns"] = risk_returns; rvl->addWidget(build_input_row(tr("Daily Returns"), risk_returns, risk)); rvl->addWidget( add_sample_btn(risk_returns, risk, 11, tr("Inserts 252 synthetic daily returns (mu=0.05%, sigma=1.2%)"))); auto* risk_rf = make_double_spin(0, 20, 4.5, 2, "%", risk); double_inputs_["gs_risk_rf"] = risk_rf; rvl->addWidget(build_input_row(tr("Risk-Free Rate"), risk_rf, risk)); auto* risk_run = make_run_button(tr("CALCULATE RISK METRICS"), risk); connect(risk_run, &QPushButton::clicked, this, [this]() { QJsonArray rets; QString bad; if (!parse_doubles(text_inputs_["gs_risk_returns"]->text(), rets, &bad)) { display_error(tr("Daily Returns: '%1' is not a number. " "Use comma-, space-, or newline-separated decimals (e.g. 0.01, -0.02, 0.005).") .arg(bad)); return; } if (rets.size() < 5) { display_error(tr("Need at least 5 daily returns; you provided %1. " "Click LOAD SAMPLE to insert 252 synthetic values.") .arg(rets.size())); return; } show_loading(tr("Calculating risk metrics on %1 observations...").arg(rets.size())); QJsonObject params; params["returns"] = rets; params["risk_free_rate"] = double_inputs_["gs_risk_rf"]->value() / 100.0; AIQuantLabService::instance().gs_risk_metrics(params); }); rvl->addWidget(risk_run); rvl->addStretch(); tabs->addTab(risk, tr("Risk Metrics")); // ── Portfolio Analytics ── auto* port = new QWidget(this); auto* pvl = new QVBoxLayout(port); pvl->setContentsMargins(12, 12, 12, 12); pvl->setSpacing(8); auto* port_ret = new QLineEdit(port); port_ret->setPlaceholderText(tr("Portfolio daily returns (decimals, same length as benchmark)")); port_ret->setStyleSheet(input_ss()); text_inputs_["gs_port_returns"] = port_ret; pvl->addWidget(build_input_row(tr("Portfolio Returns"), port_ret, port)); pvl->addWidget( add_sample_btn(port_ret, port, 21, tr("Inserts 252 synthetic portfolio returns (slight outperformance)"))); auto* bench_ret = new QLineEdit(port); bench_ret->setPlaceholderText(tr("Benchmark daily returns (decimals)")); bench_ret->setStyleSheet(input_ss()); text_inputs_["gs_bench_returns"] = bench_ret; pvl->addWidget(build_input_row(tr("Benchmark Returns"), bench_ret, port)); pvl->addWidget(add_sample_btn(bench_ret, port, 22, tr("Inserts 252 synthetic benchmark returns"))); auto* port_rf = make_double_spin(0, 20, 4.5, 2, "%", port); double_inputs_["gs_port_rf"] = port_rf; pvl->addWidget(build_input_row(tr("Risk-Free Rate"), port_rf, port)); auto* port_run = make_run_button(tr("ANALYZE PORTFOLIO"), port); connect(port_run, &QPushButton::clicked, this, [this]() { QJsonArray prets, brets; QString bad; if (!parse_doubles(text_inputs_["gs_port_returns"]->text(), prets, &bad)) { display_error(tr("Portfolio Returns: '%1' is not numeric.").arg(bad)); return; } if (!parse_doubles(text_inputs_["gs_bench_returns"]->text(), brets, &bad)) { display_error(tr("Benchmark Returns: '%1' is not numeric.").arg(bad)); return; } if (prets.size() < 5 || brets.size() < 5) { display_error(tr("Need at least 5 observations for both portfolio and benchmark returns.")); return; } if (prets.size() != brets.size()) { display_error( tr("Portfolio (%1) and benchmark (%2) must have the same length.").arg(prets.size()).arg(brets.size())); return; } show_loading(tr("Analyzing portfolio vs benchmark on %1 observations...").arg(prets.size())); QJsonObject params; params["returns"] = prets; params["benchmark_returns"] = brets; params["risk_free_rate"] = double_inputs_["gs_port_rf"]->value() / 100.0; AIQuantLabService::instance().gs_portfolio_analytics(params); }); pvl->addWidget(port_run); pvl->addStretch(); tabs->addTab(port, tr("Portfolio")); // ── Options Greeks ── auto* greeks = new QWidget(this); auto* gvl = new QVBoxLayout(greeks); gvl->setContentsMargins(12, 12, 12, 12); gvl->setSpacing(8); auto* g_spot = make_double_spin(0.01, 1e6, 100, 2, "", greeks); double_inputs_["gs_spot"] = g_spot; gvl->addWidget(build_input_row(tr("Spot Price ($)"), g_spot, greeks)); auto* g_strike = make_double_spin(0.01, 1e6, 100, 2, "", greeks); double_inputs_["gs_strike"] = g_strike; gvl->addWidget(build_input_row(tr("Strike Price ($)"), g_strike, greeks)); auto* g_expiry = make_double_spin(0.1, 120, 6, 1, " mo", greeks); double_inputs_["gs_expiry"] = g_expiry; gvl->addWidget(build_input_row(tr("Expiry (months)"), g_expiry, greeks)); auto* g_rate = make_double_spin(0, 30, 5, 2, "%", greeks); double_inputs_["gs_rate"] = g_rate; gvl->addWidget(build_input_row(tr("Risk-Free Rate"), g_rate, greeks)); auto* g_vol = make_double_spin(0.1, 200, 25, 1, "%", greeks); double_inputs_["gs_vol"] = g_vol; gvl->addWidget(build_input_row(tr("Volatility"), g_vol, greeks)); auto* g_type = new QComboBox(greeks); g_type->addItems({"call", "put"}); g_type->setStyleSheet(combo_ss()); combo_inputs_["gs_option_type"] = g_type; gvl->addWidget(build_input_row(tr("Option Type"), g_type, greeks)); auto* greeks_run = make_run_button(tr("CALCULATE GREEKS"), greeks); connect(greeks_run, &QPushButton::clicked, this, [this]() { show_loading(tr("Calculating Black-Scholes Greeks...")); QJsonObject params; params["spot"] = double_inputs_["gs_spot"]->value(); params["strike"] = double_inputs_["gs_strike"]->value(); params["expiry"] = double_inputs_["gs_expiry"]->value() / 12.0; params["rate"] = double_inputs_["gs_rate"]->value() / 100.0; params["vol"] = double_inputs_["gs_vol"]->value() / 100.0; params["option_type"] = combo_inputs_["gs_option_type"]->currentText(); AIQuantLabService::instance().gs_greeks(params); }); gvl->addWidget(greeks_run); gvl->addStretch(); tabs->addTab(greeks, tr("Greeks")); // ── VaR Analysis ── auto* var = new QWidget(this); auto* vvl = new QVBoxLayout(var); vvl->setContentsMargins(12, 12, 12, 12); vvl->setSpacing(8); auto* var_ret = new QLineEdit(var); var_ret->setPlaceholderText(tr("Daily returns (decimals). Need at least 30 values for stable VaR.")); var_ret->setStyleSheet(input_ss()); text_inputs_["gs_var_returns"] = var_ret; vvl->addWidget(build_input_row(tr("Daily Returns"), var_ret, var)); vvl->addWidget(add_sample_btn(var_ret, var, 31, tr("Inserts 252 synthetic daily returns"))); auto* var_pos = make_double_spin(1, 1e12, 1e6, 0, "", var); double_inputs_["gs_var_position"] = var_pos; vvl->addWidget(build_input_row(tr("Position Value ($)"), var_pos, var)); auto* var_conf = make_double_spin(0.80, 0.999, 0.95, 3, "", var); double_inputs_["gs_var_confidence"] = var_conf; vvl->addWidget(build_input_row(tr("Confidence Level"), var_conf, var)); auto* var_run = make_run_button(tr("CALCULATE VaR"), var); connect(var_run, &QPushButton::clicked, this, [this]() { QJsonArray rets; QString bad; if (!parse_doubles(text_inputs_["gs_var_returns"]->text(), rets, &bad)) { display_error(tr("Daily Returns: '%1' is not numeric.").arg(bad)); return; } if (rets.size() < 30) { display_error( tr("VaR needs at least 30 observations for a stable estimate; you provided %1.").arg(rets.size())); return; } show_loading(tr("Computing parametric, historical, MC and CVaR on %1 observations...").arg(rets.size())); QJsonObject params; params["returns"] = rets; params["position_value"] = double_inputs_["gs_var_position"]->value(); params["confidence"] = double_inputs_["gs_var_confidence"]->value(); AIQuantLabService::instance().gs_var_analysis(params); }); vvl->addWidget(var_run); vvl->addStretch(); tabs->addTab(var, tr("VaR")); // ── Stress Test ── auto* stress = new QWidget(this); auto* svl = new QVBoxLayout(stress); svl->setContentsMargins(12, 12, 12, 12); svl->setSpacing(8); auto* st_pos = make_double_spin(1, 1e12, 1e6, 0, "", stress); double_inputs_["gs_stress_position"] = st_pos; svl->addWidget(build_input_row(tr("Portfolio Value ($)"), st_pos, stress)); auto* st_eq = make_double_spin(0, 100, 60, 1, "%", stress); double_inputs_["gs_stress_eq"] = st_eq; svl->addWidget(build_input_row(tr("Equity Allocation"), st_eq, stress)); auto* st_bd = make_double_spin(0, 100, 30, 1, "%", stress); double_inputs_["gs_stress_bd"] = st_bd; svl->addWidget(build_input_row(tr("Bond Allocation"), st_bd, stress)); auto* st_cm = make_double_spin(0, 100, 10, 1, "%", stress); double_inputs_["gs_stress_cm"] = st_cm; svl->addWidget(build_input_row(tr("Commodity Allocation"), st_cm, stress)); auto* st_hint = new QLabel(tr("Applies 9 historical crisis scenarios (2008, COVID-19, Dot-Com, etc.) to the " "weighted portfolio. Allocations need not sum to 100% — they will be normalized."), stress); st_hint->setWordWrap(true); st_hint->setStyleSheet(QString("color:%1; font-size:10px;").arg(ui::colors::TEXT_TERTIARY())); svl->addWidget(st_hint); auto* stress_run = make_run_button(tr("RUN STRESS TEST"), stress); connect(stress_run, &QPushButton::clicked, this, [this]() { const double eq = double_inputs_["gs_stress_eq"]->value(); const double bd = double_inputs_["gs_stress_bd"]->value(); const double cm = double_inputs_["gs_stress_cm"]->value(); if (eq + bd + cm <= 0) { display_error(tr("At least one allocation must be greater than zero.")); return; } show_loading(tr("Running 9 historical crisis scenarios...")); QJsonObject params; params["position_value"] = double_inputs_["gs_stress_position"]->value(); QJsonObject mix; mix["equity"] = eq; mix["bond"] = bd; mix["commodity"] = cm; params["mix"] = mix; AIQuantLabService::instance().gs_stress_test(params); }); svl->addWidget(stress_run); svl->addStretch(); tabs->addTab(stress, tr("Stress Test")); // ── Backtest ── auto* bt = new QWidget(this); auto* bvl = new QVBoxLayout(bt); bvl->setContentsMargins(12, 12, 12, 12); bvl->setSpacing(8); auto* bt_strat = new QComboBox(bt); bt_strat->addItems({"buy_and_hold", "momentum", "mean_reversion", "rebalancing"}); bt_strat->setStyleSheet(combo_ss()); combo_inputs_["gs_bt_strategy"] = bt_strat; bvl->addWidget(build_input_row(tr("Strategy"), bt_strat, bt)); auto* bt_ticker = new QLineEdit(bt); bt_ticker->setPlaceholderText(tr("e.g. AAPL — fetched from Yahoo Finance")); bt_ticker->setStyleSheet(input_ss()); text_inputs_["gs_bt_ticker"] = bt_ticker; bvl->addWidget(build_input_row(tr("Ticker"), bt_ticker, bt)); auto* bt_period = new QComboBox(bt); bt_period->addItems({"1y", "2y", "3y", "5y", "10y", "max"}); bt_period->setCurrentText("2y"); bt_period->setStyleSheet(combo_ss()); combo_inputs_["gs_bt_period"] = bt_period; bvl->addWidget(build_input_row(tr("History Period"), bt_period, bt)); auto* bt_capital = make_double_spin(1000, 1e12, 100000, 0, "", bt); double_inputs_["gs_bt_capital"] = bt_capital; bvl->addWidget(build_input_row(tr("Initial Capital ($)"), bt_capital, bt)); auto* bt_lookback = new QSpinBox(bt); bt_lookback->setRange(5, 252); bt_lookback->setValue(20); bt_lookback->setStyleSheet(spinbox_ss()); int_inputs_["gs_bt_lookback"] = bt_lookback; bvl->addWidget(build_input_row(tr("Lookback Period (days)"), bt_lookback, bt)); auto* bt_comm = make_double_spin(0, 5, 0.10, 3, "%", bt); double_inputs_["gs_bt_comm"] = bt_comm; bvl->addWidget(build_input_row(tr("Commission per Trade"), bt_comm, bt)); auto* bt_run = make_run_button(tr("RUN BACKTEST"), bt); connect(bt_run, &QPushButton::clicked, this, [this]() { const QString tk = text_inputs_["gs_bt_ticker"]->text().trimmed(); if (tk.isEmpty()) { display_error(tr("Enter a ticker (e.g. AAPL, SPY, MSFT) to fetch price history.")); return; } show_loading(tr("Fetching %1 history from yfinance and running %2 backtest...") .arg(tk, combo_inputs_["gs_bt_strategy"]->currentText())); QJsonObject params; params["strategy"] = combo_inputs_["gs_bt_strategy"]->currentText(); params["ticker"] = tk.toUpper(); params["period"] = combo_inputs_["gs_bt_period"]->currentText(); params["initial_capital"] = double_inputs_["gs_bt_capital"]->value(); params["lookback"] = int_inputs_["gs_bt_lookback"]->value(); params["commission"] = double_inputs_["gs_bt_comm"]->value() / 100.0; AIQuantLabService::instance().gs_backtest(params); }); bvl->addWidget(bt_run); bvl->addStretch(); tabs->addTab(bt, tr("Backtest")); // ── Statistics ── auto* stats = new QWidget(this); auto* stvl = new QVBoxLayout(stats); stvl->setContentsMargins(12, 12, 12, 12); stvl->setSpacing(8); auto* st_vals = new QLineEdit(stats); st_vals->setPlaceholderText(tr("Numeric values (e.g. 10.5, 11.2, 9.8, 12.1, ...). Need at least 2.")); st_vals->setStyleSheet(input_ss()); text_inputs_["gs_stats_values"] = st_vals; stvl->addWidget(build_input_row(tr("Values"), st_vals, stats)); stvl->addWidget(add_sample_btn(st_vals, stats, 41, tr("Inserts 100 synthetic observations (mean ~50, sd ~5)"))); auto* stats_run = make_run_button(tr("CALCULATE STATISTICS"), stats); connect(stats_run, &QPushButton::clicked, this, [this]() { QJsonArray vals; QString bad; if (!parse_doubles(text_inputs_["gs_stats_values"]->text(), vals, &bad)) { display_error(tr("Values: '%1' is not numeric.").arg(bad)); return; } if (vals.size() < 2) { display_error(tr("Need at least 2 values; you provided %1.").arg(vals.size())); return; } show_loading(tr("Computing descriptive statistics on %1 values...").arg(vals.size())); QJsonObject params; params["values"] = vals; AIQuantLabService::instance().gs_statistics(params); }); stvl->addWidget(stats_run); stvl->addStretch(); tabs->addTab(stats, tr("Statistics")); 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; } // ═══════════════════════════════════════════════════════════════════════════════ // GS QUANT — display_gs_result: rich card-based display per command // ═══════════════════════════════════════════════════════════════════════════════ void QuantModulePanel::display_gs_result(const QString& command, const QJsonObject& payload) { clear_results(); // Unified error path 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(); // Header strip — operation name + observation count when available QString header_text = command.toUpper(); header_text.replace('_', ' '); if (d.contains("n_observations")) header_text += tr(" | %1 OBS").arg(d.value("n_observations").toInt()); else if (d.contains("n_scenarios")) header_text += tr(" | %1 SCENARIOS").arg(d.value("n_scenarios").toInt()); results_layout_->addWidget(gs_section_header(header_text, accent)); // ── 1. RISK METRICS ────────────────────────────────────────────────────── if (command == "risk_metrics") { const double sharpe = d.value("sharpe_ratio").toDouble(); const double sortino = d.value("sortino_ratio").toDouble(); const double calmar = d.value("calmar_ratio").toDouble(); const double mdd = d.value("max_drawdown").toDouble(); QList ratios = { gs_make_card(tr("SHARPE"), gs_fmt_num(sharpe, 3), this, sharpe >= 1.0 ? ui::colors::POSITIVE() : sharpe >= 0 ? ui::colors::TEXT_PRIMARY() : ui::colors::NEGATIVE()), gs_make_card(tr("SORTINO"), gs_fmt_num(sortino, 3), this, gs_pos_neg_color(sortino)), gs_make_card(tr("CALMAR"), gs_fmt_num(calmar, 3), this, gs_pos_neg_color(calmar)), gs_make_card(tr("OMEGA"), gs_fmt_num(d.value("omega_ratio").toDouble(), 3), this), }; results_layout_->addWidget(gs_card_row(ratios, this)); QList vol = { gs_make_card(tr("VOLATILITY (ANN)"), gs_fmt_pct(d.value("volatility_annualized").toDouble()), this), gs_make_card(tr("DAILY RISK"), gs_fmt_pct(d.value("daily_risk").toDouble(), 3), this), gs_make_card(tr("DOWNSIDE RISK"), gs_fmt_pct(d.value("downside_risk").toDouble()), this, ui::colors::WARNING()), gs_make_card(tr("MAX DRAWDOWN"), gs_fmt_pct(mdd), this, mdd <= -0.20 ? ui::colors::NEGATIVE() : ui::colors::WARNING()), }; results_layout_->addWidget(gs_card_row(vol, this)); QList var_cards = { gs_make_card(tr("VaR 95%"), gs_fmt_pct(d.value("var_95").toDouble(), 3), this, ui::colors::WARNING()), gs_make_card(tr("VaR 99%"), gs_fmt_pct(d.value("var_99").toDouble(), 3), this, ui::colors::NEGATIVE()), gs_make_card(tr("DD LENGTH"), tr("%1 days").arg(d.value("max_drawdown_length").toInt()), this), gs_make_card(tr("RECOVERY"), tr("%1 days").arg(d.value("max_recovery_period").toInt()), this), }; results_layout_->addWidget(gs_card_row(var_cards, this)); // Drawdown timeline strip const QString peak = d.value("peak_date").toString().left(10); const QString trough = d.value("trough_date").toString().left(10); const QString recov = d.value("recovery_date").toString().left(10); if (!peak.isEmpty() && peak != "None") { auto* dd_lbl = new QLabel(tr("Drawdown: peak %1 → trough %2 → recovery %3") .arg(peak, trough, recov.isEmpty() || recov == "None" ? QStringLiteral("—") : recov)); dd_lbl->setStyleSheet( QString("color:%1; font-size:10px; font-family:'Courier New';" "padding:6px 10px; background:%2; border:1px solid %3;") .arg(ui::colors::TEXT_SECONDARY(), ui::colors::BG_SURFACE(), ui::colors::BORDER_DIM())); results_layout_->addWidget(dd_lbl); } status_label_->setText(tr("Sharpe %1 | MaxDD %2 | Vol %3") .arg(sharpe, 0, 'f', 2) .arg(mdd * 100, 0, 'f', 1) .arg(d.value("volatility_annualized").toDouble() * 100, 0, 'f', 1)); return; } // ── 2. PORTFOLIO ANALYTICS ─────────────────────────────────────────────── if (command == "portfolio_analytics") { const double alpha = d.value("alpha").toDouble(); const double sharpe = d.value("sharpe_ratio").toDouble(); const double info = d.value("information_ratio").toDouble(); const double te = d.value("tracking_error").toDouble(); const double r2 = d.value("r_squared").toDouble(); const double hit = d.value("hit_rate").toDouble(); QList top = { gs_make_card(tr("ALPHA"), gs_fmt_pct(alpha, 2), this, gs_pos_neg_color(alpha)), gs_make_card(tr("SHARPE"), gs_fmt_num(sharpe, 3), this, gs_pos_neg_color(sharpe)), gs_make_card(tr("SORTINO"), gs_fmt_num(d.value("sortino_ratio").toDouble(), 3), this), gs_make_card(tr("INFO RATIO"), gs_fmt_num(info, 3), this, gs_pos_neg_color(info)), }; results_layout_->addWidget(gs_card_row(top, this)); QList vsBench = { gs_make_card(tr("TRACKING ERROR"), gs_fmt_pct(te), this), gs_make_card(tr("R²"), gs_fmt_num(r2, 4), this), gs_make_card(tr("HIT RATE"), QString::number(hit, 'f', 1) + "%", this, hit > 50 ? ui::colors::POSITIVE() : ui::colors::WARNING()), gs_make_card(tr("MAX DRAWDOWN"), gs_fmt_pct(d.value("max_drawdown").toDouble()), this, ui::colors::NEGATIVE()), }; results_layout_->addWidget(gs_card_row(vsBench, this)); QList capture = { gs_make_card(tr("UP CAPTURE"), QString::number(d.value("up_capture").toDouble(), 'f', 1) + "%", this), gs_make_card(tr("DOWN CAPTURE"), QString::number(d.value("down_capture").toDouble(), 'f', 1) + "%", this), gs_make_card(tr("CAPTURE RATIO"), gs_fmt_num(d.value("capture_ratio").toDouble(), 3), this), gs_make_card(tr("ANNUAL RISK"), gs_fmt_pct(d.value("annual_risk").toDouble()), this), }; results_layout_->addWidget(gs_card_row(capture, this)); QList jensen = { gs_make_card(tr("JENSEN ALPHA"), gs_fmt_pct(d.value("jensen_alpha").toDouble()), this, gs_pos_neg_color(d.value("jensen_alpha").toDouble())), gs_make_card(tr("JENSEN BULL"), gs_fmt_pct(d.value("jensen_alpha_bull").toDouble()), this), gs_make_card(tr("JENSEN BEAR"), gs_fmt_pct(d.value("jensen_alpha_bear").toDouble()), this), gs_make_card(tr("TREYNOR"), gs_fmt_num(d.value("treynor_measure").toDouble(), 3), this), }; results_layout_->addWidget(gs_card_row(jensen, this)); QList moments = { gs_make_card(tr("SKEWNESS"), gs_fmt_num(d.value("skewness").toDouble(), 3), this), gs_make_card(tr("KURTOSIS"), gs_fmt_num(d.value("kurtosis").toDouble(), 3), this), gs_make_card(tr("CALMAR"), gs_fmt_num(d.value("calmar_ratio").toDouble(), 3), this), gs_make_card(tr("MODIGLIANI"), gs_fmt_pct(d.value("modigliani_ratio").toDouble()), this), }; results_layout_->addWidget(gs_card_row(moments, this)); status_label_->setText( tr("Alpha %1% | IR %2 | R² %3").arg(alpha * 100, 0, 'f', 2).arg(info, 0, 'f', 2).arg(r2, 0, 'f', 3)); return; } // ── 3. GREEKS ──────────────────────────────────────────────────────────── if (command == "greeks") { const QJsonObject g = d.value("greeks").toObject(); const double spot = d.value("spot").toDouble(); const double strike = d.value("strike").toDouble(); const QString opt = d.value("option_type").toString().toUpper(); const double moneyness = d.value("moneyness").toDouble(); const QString moneyness_label = moneyness > 1.02 ? tr("ITM") : moneyness < 0.98 ? tr("OTM") : tr("ATM"); // Contract summary strip auto* summary = new QLabel(tr("%1 | Spot %2 → Strike %3 | %4 (%5) | Vol %6% | T %7y") .arg(opt) .arg(spot, 0, 'f', 2) .arg(strike, 0, 'f', 2) .arg(moneyness_label) .arg(moneyness, 0, 'f', 3) .arg(d.value("vol").toDouble() * 100, 0, 'f', 1) .arg(d.value("expiry_years").toDouble(), 0, 'f', 3)); summary->setStyleSheet( QString("color:%1; font-size:11px; font-family:'Courier New'; font-weight:700;" "padding:8px 10px; background:%2; border:1px solid %3;") .arg(ui::colors::TEXT_PRIMARY(), ui::colors::BG_SURFACE(), ui::colors::BORDER_DIM())); results_layout_->addWidget(summary); // First-order Greeks (the four every desk watches) QList first = { gs_make_card(tr("DELTA"), gs_fmt_num(g.value("delta").toDouble(), 4), this, opt == "CALL" ? ui::colors::POSITIVE() : ui::colors::NEGATIVE()), gs_make_card(tr("GAMMA"), gs_fmt_num(g.value("gamma").toDouble(), 4), this), gs_make_card(tr("VEGA"), gs_fmt_num(g.value("vega").toDouble(), 4), this), gs_make_card(tr("THETA"), gs_fmt_num(g.value("theta").toDouble(), 4), this, ui::colors::WARNING()), }; results_layout_->addWidget(gs_card_row(first, this)); QList second = { gs_make_card(tr("RHO"), gs_fmt_num(g.value("rho").toDouble(), 4), this), gs_make_card(tr("VANNA"), gs_fmt_num(g.value("vanna").toDouble(), 4), this), gs_make_card(tr("VOLGA"), gs_fmt_num(g.value("volga").toDouble(), 4), this), gs_make_card(tr("CHARM"), gs_fmt_num(g.value("charm").toDouble(), 4), this), }; results_layout_->addWidget(gs_card_row(second, this)); QList higher = { gs_make_card(tr("SPEED"), gs_fmt_num(g.value("speed").toDouble(), 6), this), gs_make_card(tr("ZOMMA"), gs_fmt_num(g.value("zomma").toDouble(), 6), this), gs_make_card(tr("COLOR"), gs_fmt_num(g.value("color").toDouble(), 6), this), gs_make_card(tr("ULTIMA"), gs_fmt_num(g.value("ultima").toDouble(), 6), this), }; results_layout_->addWidget(gs_card_row(higher, this)); status_label_->setText(tr("%1 %2 / %3 | Δ=%4 Γ=%5 ν=%6") .arg(opt) .arg(spot, 0, 'f', 2) .arg(strike, 0, 'f', 2) .arg(g.value("delta").toDouble(), 0, 'f', 3) .arg(g.value("gamma").toDouble(), 0, 'f', 4) .arg(g.value("vega").toDouble(), 0, 'f', 3)); return; } // ── 4. VaR ANALYSIS ────────────────────────────────────────────────────── if (command == "var_analysis") { const double pos = d.value("position_value").toDouble(); const double conf = d.value("confidence").toDouble(); const QJsonObject parm = d.value("parametric_var").toObject(); const QJsonObject hist = d.value("historical_var").toObject(); const QJsonObject mc = d.value("monte_carlo_var").toObject(); const QJsonObject cv = d.value("cvar").toObject(); // Header strip with position + confidence auto* hdr = new QLabel( tr("Position %1 | Confidence %2% | 1-day horizon").arg(gs_fmt_money(pos)).arg(conf * 100, 0, 'f', 1)); hdr->setStyleSheet(QString("color:%1; font-size:11px; font-family:'Courier New'; font-weight:700;" "padding:8px 10px; background:%2; border:1px solid %3;") .arg(ui::colors::TEXT_PRIMARY(), ui::colors::BG_SURFACE(), ui::colors::BORDER_DIM())); results_layout_->addWidget(hdr); // VaR amount cards (loss in $) — color escalates with size auto var_color = [pos](double amt) { const double pct = pos > 0 ? std::abs(amt) / pos : 0; if (pct > 0.05) return QString(ui::colors::NEGATIVE()); if (pct > 0.02) return QString(ui::colors::WARNING()); return QString(ui::colors::TEXT_PRIMARY()); }; QList amounts = { gs_make_card(tr("PARAMETRIC VaR"), gs_fmt_money(parm.value("var_amount").toDouble()), this, var_color(parm.value("var_amount").toDouble())), gs_make_card(tr("HISTORICAL VaR"), gs_fmt_money(hist.value("var_amount").toDouble()), this, var_color(hist.value("var_amount").toDouble())), gs_make_card(tr("MONTE CARLO VaR"), gs_fmt_money(mc.value("var_amount").toDouble()), this, var_color(mc.value("var_amount").toDouble())), gs_make_card(tr("CVaR (EXP. SHORT.)"), gs_fmt_money(cv.value("var_amount").toDouble()), this, ui::colors::NEGATIVE()), }; results_layout_->addWidget(gs_card_row(amounts, this)); // VaR as % of position QList pcts = { gs_make_card(tr("PARAMETRIC %"), gs_fmt_num(parm.value("var_percentage").toDouble(), 2) + "%", this), gs_make_card(tr("HISTORICAL %"), gs_fmt_num(hist.value("var_percentage").toDouble(), 2) + "%", this), gs_make_card(tr("MONTE CARLO %"), gs_fmt_num(mc.value("var_percentage").toDouble(), 2) + "%", this), gs_make_card(tr("CVaR %"), gs_fmt_num(std::abs(cv.value("var_percentage").toDouble()), 2) + "%", this, ui::colors::NEGATIVE()), }; results_layout_->addWidget(gs_card_row(pcts, this)); // Methodology table — each method as a row auto* table = new QTableWidget(4, 4, this); table->setHorizontalHeaderLabels({tr("Method"), tr("VaR Amount"), tr("VaR %"), tr("Notes")}); table->verticalHeader()->setVisible(false); table->setEditTriggers(QAbstractItemView::NoEditTriggers); table->setSelectionMode(QAbstractItemView::NoSelection); table->horizontalHeader()->setSectionResizeMode(QHeaderView::Stretch); table->setStyleSheet(table_ss()); table->setMaximumHeight(150); const QList> rows = { {tr("Parametric (Variance-Covariance)"), parm}, {tr("Historical Simulation"), hist}, {tr("Monte Carlo Simulation"), mc}, {tr("CVaR / Expected Shortfall"), cv}, }; for (int r = 0; r < rows.size(); ++r) { const auto& obj = rows[r].second; table->setItem(r, 0, new QTableWidgetItem(rows[r].first)); auto* amt_item = new QTableWidgetItem(gs_fmt_money(obj.value("var_amount").toDouble())); amt_item->setForeground(QColor(ui::colors::NEGATIVE())); amt_item->setTextAlignment(Qt::AlignRight | Qt::AlignVCenter); table->setItem(r, 1, amt_item); auto* pct_item = new QTableWidgetItem(QString::number(obj.value("var_percentage").toDouble(), 'f', 3) + "%"); pct_item->setTextAlignment(Qt::AlignRight | Qt::AlignVCenter); table->setItem(r, 2, pct_item); table->setItem(r, 3, new QTableWidgetItem(obj.value("method").toString())); table->setRowHeight(r, 24); } results_layout_->addWidget(table); status_label_->setText(tr("VaR(%1%) param=%2 hist=%3 mc=%4 cvar=%5") .arg(conf * 100, 0, 'f', 0) .arg(gs_fmt_money(parm.value("var_amount").toDouble())) .arg(gs_fmt_money(hist.value("var_amount").toDouble())) .arg(gs_fmt_money(mc.value("var_amount").toDouble())) .arg(gs_fmt_money(cv.value("var_amount").toDouble()))); return; } // ── 5. STRESS TEST ─────────────────────────────────────────────────────── if (command == "stress_test") { const double pos = d.value("position_value").toDouble(); const QJsonArray scenarios = d.value("scenarios").toArray(); const QJsonObject positions = d.value("positions").toObject(); // Allocation summary strip QStringList parts; for (auto it = positions.begin(); it != positions.end(); ++it) parts << QString("%1: %2").arg(it.key(), gs_fmt_money(it.value().toDouble())); auto* alloc = new QLabel(tr("Portfolio %1 | %2").arg(gs_fmt_money(pos), parts.join(" • "))); alloc->setStyleSheet(QString("color:%1; font-size:11px; font-family:'Courier New';" "padding:8px 10px; background:%2; border:1px solid %3;") .arg(ui::colors::TEXT_PRIMARY(), ui::colors::BG_SURFACE(), ui::colors::BORDER_DIM())); results_layout_->addWidget(alloc); if (scenarios.isEmpty()) { display_error(tr("Stress test returned no scenarios.")); return; } // Worst / best summary cards double worst_pnl = scenarios[0].toObject().value("pnl").toDouble(); double best_pnl = worst_pnl; QString worst_name = scenarios[0].toObject().value("scenario_name").toString(); QString best_name = worst_name; for (const auto& v : scenarios) { const auto o = v.toObject(); const double p = o.value("pnl").toDouble(); if (p < worst_pnl) { worst_pnl = p; worst_name = o.value("scenario_name").toString(); } if (p > best_pnl) { best_pnl = p; best_name = o.value("scenario_name").toString(); } } QList summary_cards = { gs_make_card(tr("WORST CASE PnL"), gs_fmt_signed_money(worst_pnl), this, ui::colors::NEGATIVE()), gs_make_card(tr("WORST CASE %"), QString("%1%").arg(worst_pnl / pos * 100, 0, 'f', 2), this, ui::colors::NEGATIVE()), gs_make_card(tr("BEST CASE PnL"), gs_fmt_signed_money(best_pnl), this, best_pnl > 0 ? ui::colors::POSITIVE() : ui::colors::TEXT_PRIMARY()), gs_make_card(tr("SCENARIOS RUN"), QString::number(scenarios.size()), this), }; results_layout_->addWidget(gs_card_row(summary_cards, this)); // Worst/best name strip auto* wb = new QLabel(tr("Worst: %1 | Best: %2").arg(worst_name, best_name)); wb->setStyleSheet(QString("color:%1; font-size:10px; font-family:'Courier New';" "padding:6px 10px; background:%2; border-left:3px solid %3;") .arg(ui::colors::TEXT_SECONDARY(), ui::colors::BG_SURFACE(), ui::colors::WARNING())); results_layout_->addWidget(wb); // Full scenario table auto* table = new QTableWidget(scenarios.size(), 4, this); table->setHorizontalHeaderLabels({tr("Scenario"), tr("PnL"), tr("PnL %"), tr("Shocked Value")}); table->verticalHeader()->setVisible(false); table->setEditTriggers(QAbstractItemView::NoEditTriggers); table->setSelectionMode(QAbstractItemView::SingleSelection); table->horizontalHeader()->setSectionResizeMode(0, QHeaderView::Stretch); table->horizontalHeader()->setSectionResizeMode(1, QHeaderView::ResizeToContents); table->horizontalHeader()->setSectionResizeMode(2, QHeaderView::ResizeToContents); table->horizontalHeader()->setSectionResizeMode(3, QHeaderView::ResizeToContents); table->setStyleSheet(table_ss()); table->setMaximumHeight(qMin(scenarios.size() * 26 + 32, 320)); for (int i = 0; i < scenarios.size(); ++i) { const auto o = scenarios[i].toObject(); const double pnl = o.value("pnl").toDouble(); const double pnl_pct = o.value("pnl_percentage").toDouble(); const double shocked = o.value("shocked_value").toDouble(); table->setItem(i, 0, new QTableWidgetItem(o.value("scenario_name").toString())); auto* pnl_item = new QTableWidgetItem(gs_fmt_signed_money(pnl)); pnl_item->setForeground(QColor(gs_pos_neg_color(pnl))); pnl_item->setTextAlignment(Qt::AlignRight | Qt::AlignVCenter); table->setItem(i, 1, pnl_item); auto* pct_item = new QTableWidgetItem(QString::number(pnl_pct, 'f', 2) + "%"); pct_item->setForeground(QColor(gs_pos_neg_color(pnl_pct))); pct_item->setTextAlignment(Qt::AlignRight | Qt::AlignVCenter); table->setItem(i, 2, pct_item); auto* sv_item = new QTableWidgetItem(gs_fmt_money(shocked)); sv_item->setTextAlignment(Qt::AlignRight | Qt::AlignVCenter); table->setItem(i, 3, sv_item); table->setRowHeight(i, 24); } results_layout_->addWidget(table); status_label_->setText(tr("Worst: %1 (%2) | %3 scenarios") .arg(gs_fmt_signed_money(worst_pnl), worst_name) .arg(scenarios.size())); return; } // ── 6. BACKTEST ────────────────────────────────────────────────────────── if (command == "backtest") { const QString strategy = d.value("strategy").toString(); const QString ticker = d.value("ticker").toString(); const QString start = d.value("start_date").toString(); const QString end = d.value("end_date").toString(); const double init_cap = d.value("initial_capital").toDouble(); const QJsonObject m = d.value("metrics").toObject(); const QJsonArray curve = d.value("equity_curve").toArray(); const double total_ret = m.value("total_return").toDouble(); const double ann_ret = m.value("annualized_return").toDouble(); const double sharpe = m.value("sharpe_ratio").toDouble(); const double mdd = m.value("max_drawdown").toDouble(); const double final_val = m.value("final_value").toDouble(); const int trades = m.value("num_trades").toInt(); // Header strip auto* hdr = new QLabel(tr("%1 | %2 | %3 → %4 | Initial %5") .arg(strategy.toUpper().replace('_', ' '), ticker, start, end, gs_fmt_money(init_cap))); hdr->setStyleSheet(QString("color:%1; font-size:11px; font-family:'Courier New'; font-weight:700;" "padding:8px 10px; background:%2; border:1px solid %3;") .arg(ui::colors::TEXT_PRIMARY(), ui::colors::BG_SURFACE(), ui::colors::BORDER_DIM())); results_layout_->addWidget(hdr); QList top = { gs_make_card(tr("FINAL VALUE"), gs_fmt_money(final_val), this, gs_pos_neg_color(final_val - init_cap)), gs_make_card(tr("TOTAL RETURN"), gs_fmt_pct(total_ret), this, gs_pos_neg_color(total_ret)), gs_make_card(tr("ANN. RETURN"), gs_fmt_pct(ann_ret), this, gs_pos_neg_color(ann_ret)), gs_make_card(tr("SHARPE"), gs_fmt_num(sharpe, 3), this, sharpe >= 1.0 ? ui::colors::POSITIVE() : sharpe >= 0 ? ui::colors::TEXT_PRIMARY() : ui::colors::NEGATIVE()), }; results_layout_->addWidget(gs_card_row(top, this)); QList risk_row = { gs_make_card(tr("VOLATILITY"), gs_fmt_pct(m.value("volatility").toDouble()), this), gs_make_card(tr("MAX DRAWDOWN"), gs_fmt_pct(mdd), this, mdd <= -0.20 ? ui::colors::NEGATIVE() : ui::colors::WARNING()), gs_make_card(tr("BEST DAY"), gs_fmt_pct(m.value("best_day").toDouble()), this, ui::colors::POSITIVE()), gs_make_card(tr("WORST DAY"), gs_fmt_pct(m.value("worst_day").toDouble()), this, ui::colors::NEGATIVE()), }; results_layout_->addWidget(gs_card_row(risk_row, this)); QList activity = { gs_make_card(tr("TRADES"), QString::number(trades), this), gs_make_card(tr("WIN RATE"), QString::number(m.value("win_rate_pct").toDouble(), 'f', 1) + "%", this, m.value("win_rate_pct").toDouble() > 50 ? ui::colors::POSITIVE() : ui::colors::WARNING()), gs_make_card(tr("DAYS"), QString::number(m.value("n_days").toInt()), this), gs_make_card(tr("PROFIT"), gs_fmt_signed_money(final_val - init_cap), this, gs_pos_neg_color(final_val - init_cap)), }; results_layout_->addWidget(gs_card_row(activity, this)); // Equity curve preview — show first/middle/last sample as ASCII strip + min/max if (curve.size() >= 2) { double curve_min = init_cap, curve_max = init_cap; for (const auto& v : curve) { const double val = v.toObject().value("value").toDouble(); curve_min = std::min(curve_min, val); curve_max = std::max(curve_max, val); } auto* curve_lbl = new QLabel(tr("Equity curve: %1 samples | Range %2 → %3") .arg(curve.size()) .arg(gs_fmt_money(curve_min), gs_fmt_money(curve_max))); curve_lbl->setStyleSheet(QString("color:%1; font-size:10px; font-family:'Courier New';" "padding:6px 10px; background:%2; border-left:3px solid %3;") .arg(ui::colors::TEXT_SECONDARY(), ui::colors::BG_SURFACE(), accent)); results_layout_->addWidget(curve_lbl); // Sampled equity table — show 10 evenly-spaced points const int n_show = std::min(10, curve.size()); const int step = std::max(1, curve.size() / n_show); auto* eq_table = new QTableWidget(0, 3, this); eq_table->setHorizontalHeaderLabels({tr("Date"), tr("Portfolio Value"), tr("Return")}); eq_table->verticalHeader()->setVisible(false); eq_table->setEditTriggers(QAbstractItemView::NoEditTriggers); eq_table->setSelectionMode(QAbstractItemView::NoSelection); eq_table->horizontalHeader()->setSectionResizeMode(QHeaderView::Stretch); eq_table->setStyleSheet(table_ss()); eq_table->setMaximumHeight(280); int row = 0; for (int i = 0; i < curve.size(); i += step) { const auto o = curve[i].toObject(); const double val = o.value("value").toDouble(); const double ret = init_cap > 0 ? (val / init_cap - 1.0) : 0.0; eq_table->insertRow(row); eq_table->setItem(row, 0, new QTableWidgetItem(o.value("date").toString())); auto* val_item = new QTableWidgetItem(gs_fmt_money(val)); val_item->setTextAlignment(Qt::AlignRight | Qt::AlignVCenter); eq_table->setItem(row, 1, val_item); auto* ret_item = new QTableWidgetItem(gs_fmt_pct(ret)); ret_item->setForeground(QColor(gs_pos_neg_color(ret))); ret_item->setTextAlignment(Qt::AlignRight | Qt::AlignVCenter); eq_table->setItem(row, 2, ret_item); eq_table->setRowHeight(row, 22); ++row; } results_layout_->addWidget(eq_table); } status_label_->setText(tr("%1 on %2: %3 over %4 trades (Sharpe %5)") .arg(strategy, ticker) .arg(gs_fmt_pct(total_ret)) .arg(trades) .arg(sharpe, 0, 'f', 2)); return; } // ── 7. STATISTICS ──────────────────────────────────────────────────────── if (command == "statistics") { QList central = { gs_make_card(tr("MEAN"), gs_fmt_num(d.value("mean").toDouble(), 4), this), gs_make_card(tr("MEDIAN"), gs_fmt_num(d.value("median").toDouble(), 4), this), gs_make_card(tr("STD DEV"), gs_fmt_num(d.value("std").toDouble(), 4), this), gs_make_card(tr("VARIANCE"), gs_fmt_num(d.value("variance").toDouble(), 4), this), }; results_layout_->addWidget(gs_card_row(central, this)); QList spread = { gs_make_card(tr("MIN"), gs_fmt_num(d.value("min").toDouble(), 4), this, ui::colors::NEGATIVE()), gs_make_card(tr("MAX"), gs_fmt_num(d.value("max").toDouble(), 4), this, ui::colors::POSITIVE()), gs_make_card(tr("RANGE"), gs_fmt_num(d.value("range").toDouble(), 4), this), gs_make_card(tr("SUM"), gs_fmt_num(d.value("sum").toDouble(), 2), this), }; results_layout_->addWidget(gs_card_row(spread, this)); QList shape = { gs_make_card(tr("SKEWNESS"), gs_fmt_num(d.value("skewness").toDouble(), 3), this, gs_pos_neg_color(d.value("skewness").toDouble())), gs_make_card(tr("KURTOSIS"), gs_fmt_num(d.value("kurtosis").toDouble(), 3), this), gs_make_card(tr("SEMI-VAR"), gs_fmt_num(d.value("semi_variance").toDouble(), 4), this), gs_make_card(tr("REALIZED VAR"), gs_fmt_num(d.value("realized_variance").toDouble(), 2), this), }; results_layout_->addWidget(gs_card_row(shape, this)); // Percentile table const QJsonObject pcts = d.value("percentiles").toObject(); if (!pcts.isEmpty()) { // Order keys numerically QList ordered_keys; for (auto it = pcts.begin(); it != pcts.end(); ++it) ordered_keys.append(it.key().toInt()); std::sort(ordered_keys.begin(), ordered_keys.end()); auto* table = new QTableWidget(ordered_keys.size(), 2, this); table->setHorizontalHeaderLabels({tr("Percentile"), tr("Value")}); table->verticalHeader()->setVisible(false); table->setEditTriggers(QAbstractItemView::NoEditTriggers); table->setSelectionMode(QAbstractItemView::NoSelection); table->horizontalHeader()->setSectionResizeMode(QHeaderView::Stretch); table->setStyleSheet(table_ss()); table->setMaximumHeight(qMin(ordered_keys.size() * 24 + 32, 280)); for (int i = 0; i < ordered_keys.size(); ++i) { const int k = ordered_keys[i]; table->setItem(i, 0, new QTableWidgetItem(tr("p%1").arg(k))); auto* v_item = new QTableWidgetItem(gs_fmt_num(pcts.value(QString::number(k)).toDouble(), 4)); v_item->setTextAlignment(Qt::AlignRight | Qt::AlignVCenter); table->setItem(i, 1, v_item); table->setRowHeight(i, 22); } results_layout_->addWidget(table); } status_label_->setText(tr("μ=%1 σ=%2 n=%3") .arg(d.value("mean").toDouble(), 0, 'f', 3) .arg(d.value("std").toDouble(), 0, 'f', 3) .arg(d.value("count").toInt())); return; } // ── Fallback for any unknown command — generic table ───────────────────── display_result(d); } } // namespace fincept::screens