// src/screens/portfolio/views/PerformanceRiskView.cpp #include "screens/portfolio/views/PerformanceRiskView.h" #include "storage/secure/SecureStorage.h" #include "ui/theme/Theme.h" #include #include #include #include #include #include #include #include #include #include #include #include #include namespace { static const QStringList kPeriods = {"1M", "3M", "6M", "1Y", "ALL"}; } // namespace namespace fincept::screens { PerformanceRiskView::PerformanceRiskView(QWidget* parent) : QWidget(parent) { build_ui(); } void PerformanceRiskView::build_ui() { auto* layout = new QVBoxLayout(this); layout->setContentsMargins(0, 0, 0, 0); layout->setSpacing(0); // ── Period selector ─────────────────────────────────────────────────────── auto* period_bar = new QHBoxLayout; period_bar->setContentsMargins(12, 6, 12, 6); chart_title_ = new QLabel(tr("NAV PERFORMANCE (FROM SNAPSHOTS)")); chart_title_->setStyleSheet( QString("color:%1; font-size:11px; font-weight:700; letter-spacing:1px;").arg(ui::colors::AMBER())); period_bar->addWidget(chart_title_); period_bar->addStretch(); for (const auto& p : kPeriods) { auto* btn = new QPushButton(p); btn->setFixedSize(32, 20); btn->setCheckable(true); btn->setCursor(Qt::PointingHandCursor); btn->setStyleSheet(QString("QPushButton { background:transparent; color:%1; border:none;" " font-size:9px; font-weight:700; }" "QPushButton:checked { color:%2; border-bottom:2px solid %2; }" "QPushButton:hover { color:%3; }") .arg(ui::colors::TEXT_TERTIARY(), ui::colors::AMBER(), ui::colors::TEXT_PRIMARY())); if (p == current_period_) btn->setChecked(true); connect(btn, &QPushButton::clicked, this, [this, period = p]() { set_period(period); }); period_bar->addWidget(btn); period_btns_.append(btn); } layout->addLayout(period_bar); // ── Chart ───────────────────────────────────────────────────────────────── auto* chart = new QChart; chart->setBackgroundBrush(QColor(ui::colors::BG_BASE())); chart->setMargins(QMargins(4, 4, 4, 4)); chart->legend()->setVisible(false); chart->setAnimationOptions(QChart::NoAnimation); chart_view_ = new QChartView(chart); chart_view_->setRenderHint(QPainter::Antialiasing); chart_view_->setStyleSheet("border:none; background:transparent;"); layout->addWidget(chart_view_, 5); // Separator auto* sep = new QWidget(this); sep->setFixedHeight(1); sep->setStyleSheet(QString("background:%1;").arg(ui::colors::BORDER_DIM())); layout->addWidget(sep); // ── Risk metric cards ────────────────────────────────────────────────────── metrics_header_ = new QLabel(tr(" RISK METRICS")); metrics_header_->setFixedHeight(24); metrics_header_->setStyleSheet(QString("color:%1; font-size:10px; font-weight:700;" "letter-spacing:1px; background:%2;") .arg(ui::colors::TEXT_SECONDARY(), ui::colors::BG_SURFACE())); layout->addWidget(metrics_header_); // Shown only when no FRED API key is configured — Sharpe/Sortino then use a // flat 4% risk-free rate instead of the live 10-year Treasury yield. rf_hint_ = new QLabel; rf_hint_->setWordWrap(true); rf_hint_->setStyleSheet( QString("color:%1; font-size:9px; padding:2px 12px; background:transparent;").arg(ui::colors::WARNING())); rf_hint_->setVisible(false); layout->addWidget(rf_hint_); auto* cards_layout = new QGridLayout; cards_layout->setContentsMargins(12, 8, 12, 8); cards_layout->setSpacing(8); sharpe_card_ = add_metric_card(cards_layout, tr("SHARPE RATIO"), tr("Risk-adjusted return (annualised)"), ui::colors::CYAN); sortino_card_ = add_metric_card(cards_layout, tr("SORTINO RATIO"), tr("Downside risk-adjusted return"), ui::colors::CYAN); beta_card_ = add_metric_card(cards_layout, tr("BETA"), tr("Sensitivity vs SPY (snapshot regression)"), ui::colors::WARNING); alpha_card_ = add_metric_card(cards_layout, tr("ALPHA"), tr("Jensen's alpha vs benchmark (CAPM)"), ui::colors::POSITIVE); vol_card_ = add_metric_card(cards_layout, tr("VOLATILITY"), tr("Annualised from daily returns"), ui::colors::AMBER); drawdown_card_ = add_metric_card(cards_layout, tr("MAX DRAWDOWN"), tr("Peak-to-trough from snapshots"), ui::colors::NEGATIVE); var_card_ = add_metric_card(cards_layout, tr("VALUE AT RISK (95%)"), tr("1-day historical VaR"), ui::colors::NEGATIVE); cvar_card_ = add_metric_card(cards_layout, tr("CONDITIONAL VaR"), tr("Expected shortfall (95%)"), ui::colors::NEGATIVE); auto* cards_widget = new QWidget(this); cards_widget->setLayout(cards_layout); layout->addWidget(cards_widget, 3); } PerformanceRiskView::MetricCard PerformanceRiskView::add_metric_card(QLayout* parent_layout, const QString& title, const QString& desc, const char* color) { auto* card = new QWidget(this); card->setStyleSheet(QString("background:%1; border:1px solid %2; padding:8px;") .arg(ui::colors::BG_RAISED(), ui::colors::BORDER_DIM())); auto* cl = new QVBoxLayout(card); cl->setContentsMargins(10, 8, 10, 8); cl->setSpacing(2); MetricCard mc; mc.title = new QLabel(title); mc.title->setStyleSheet(QString("color:%1; font-size:8px; font-weight:700;" "letter-spacing:0.5px; border:none;") .arg(ui::colors::TEXT_TERTIARY())); cl->addWidget(mc.title); mc.value = new QLabel("--"); mc.value->setStyleSheet(QString("color:%1; font-size:18px; font-weight:700; border:none;").arg(color)); cl->addWidget(mc.value); mc.desc = new QLabel(desc); mc.desc->setStyleSheet(QString("color:%1; font-size:8px; border:none;").arg(ui::colors::TEXT_TERTIARY())); cl->addWidget(mc.desc); auto* grid = static_cast(parent_layout); int count = grid->count(); grid->addWidget(card, count / 4, count % 4); return mc; } void PerformanceRiskView::set_data(const portfolio::PortfolioSummary& summary, const QString& currency) { summary_ = summary; currency_ = currency; has_data_ = true; update_chart(); update_metrics(); } void PerformanceRiskView::set_snapshots(const QVector& snapshots) { snapshots_ = snapshots; has_data_ = true; update_chart(); update_metrics(); } void PerformanceRiskView::set_metrics(const portfolio::ComputedMetrics& metrics) { metrics_ = metrics; update_metrics(); } void PerformanceRiskView::update_rf_hint() { if (!rf_hint_) return; // Sharpe/Sortino use the live 10-year Treasury yield from FRED when a key is // configured; otherwise they fall back to a flat 4%. Surface that so the // numbers aren't silently approximate. const auto key = fincept::SecureStorage::instance().retrieve("FRED_API_KEY"); const bool have_key = key.is_ok() && !key.value().trimmed().isEmpty(); rf_hint_->setVisible(!have_key); if (!have_key) rf_hint_->setText(tr("⚠ Using a default 4% risk-free rate for Sharpe/Sortino. " "Add a free FRED API key in Settings → API Credentials for the live Treasury yield.")); } void PerformanceRiskView::changeEvent(QEvent* event) { if (event->type() == QEvent::LanguageChange) retranslateUi(); QWidget::changeEvent(event); } void PerformanceRiskView::retranslateUi() { if (chart_title_) chart_title_->setText(tr("NAV PERFORMANCE (FROM SNAPSHOTS)")); if (metrics_header_) metrics_header_->setText(tr(" RISK METRICS")); // Period button labels are unit/time symbols (1M, 3M, 1Y, ALL) — left untranslated. if (sharpe_card_.title) sharpe_card_.title->setText(tr("SHARPE RATIO")); if (sharpe_card_.desc) sharpe_card_.desc->setText(tr("Risk-adjusted return (annualised)")); if (sortino_card_.title) sortino_card_.title->setText(tr("SORTINO RATIO")); if (sortino_card_.desc) sortino_card_.desc->setText(tr("Downside risk-adjusted return")); if (beta_card_.title) beta_card_.title->setText(tr("BETA")); if (beta_card_.desc) beta_card_.desc->setText(tr("Sensitivity vs SPY (snapshot regression)")); if (alpha_card_.title) alpha_card_.title->setText(tr("ALPHA")); if (alpha_card_.desc) alpha_card_.desc->setText(tr("Jensen's alpha vs benchmark (CAPM)")); if (vol_card_.title) vol_card_.title->setText(tr("VOLATILITY")); if (vol_card_.desc) vol_card_.desc->setText(tr("Annualised from daily returns")); if (drawdown_card_.title) drawdown_card_.title->setText(tr("MAX DRAWDOWN")); if (drawdown_card_.desc) drawdown_card_.desc->setText(tr("Peak-to-trough from snapshots")); if (var_card_.title) var_card_.title->setText(tr("VALUE AT RISK (95%)")); if (var_card_.desc) var_card_.desc->setText(tr("1-day historical VaR")); if (cvar_card_.title) cvar_card_.title->setText(tr("CONDITIONAL VaR")); if (cvar_card_.desc) cvar_card_.desc->setText(tr("Expected shortfall (95%)")); // No tr() literals in chart/metric values themselves — only formatted numbers + currency. } void PerformanceRiskView::set_period(const QString& period) { current_period_ = period; for (auto* btn : period_btns_) btn->setChecked(btn->text() == period); update_chart(); } void PerformanceRiskView::update_chart() { auto* chart = chart_view_->chart(); chart->removeAllSeries(); const auto old_axes = chart->axes(); for (auto* axis : old_axes) { chart->removeAxis(axis); delete axis; } if (summary_.holdings.isEmpty()) return; // Filter snapshots by selected period QDate cutoff = QDate::currentDate(); if (current_period_ == "1M") cutoff = cutoff.addMonths(-1); else if (current_period_ == "3M") cutoff = cutoff.addMonths(-3); else if (current_period_ == "6M") cutoff = cutoff.addMonths(-6); else if (current_period_ == "1Y") cutoff = cutoff.addYears(-1); else cutoff = cutoff.addYears(-10); QVector filtered; for (const auto& s : snapshots_) { QDate d = QDate::fromString(s.snapshot_date.left(10), Qt::ISODate); if (d.isValid() && d >= cutoff) filtered.append(s); } std::sort(filtered.begin(), filtered.end(), [](const auto& a, const auto& b) { return a.snapshot_date < b.snapshot_date; }); auto* line = new QLineSeries; auto* upper = new QLineSeries; auto* lower = new QLineSeries; double first_val = summary_.total_cost_basis; double last_val = summary_.total_market_value; double min_val = last_val, max_val = last_val; if (filtered.size() >= 2) { first_val = filtered.first().total_value; for (const auto& s : filtered) { QDateTime dt = QDateTime::fromString(s.snapshot_date.left(10), Qt::ISODate); if (!dt.isValid()) dt = QDateTime::currentDateTime(); qint64 ms = dt.toMSecsSinceEpoch(); line->append(ms, s.total_value); upper->append(ms, s.total_value); lower->append(ms, first_val); min_val = std::min(min_val, s.total_value); max_val = std::max(max_val, s.total_value); } qint64 now_ms = QDateTime::currentDateTime().toMSecsSinceEpoch(); line->append(now_ms, last_val); upper->append(now_ms, last_val); lower->append(now_ms, first_val); min_val = std::min(min_val, last_val); max_val = std::max(max_val, last_val); } else { // Insufficient snapshot history (backfill not yet complete): draw an // honest straight segment connecting the two real values we do know — // cost basis at acquisition and current market value today. No // fabricated intermediate movement. QDateTime now = QDateTime::currentDateTime(); qint64 start_ms = now.addDays(-30).toMSecsSinceEpoch(); qint64 now_ms = now.toMSecsSinceEpoch(); line->append(start_ms, first_val); upper->append(start_ms, first_val); lower->append(start_ms, first_val); line->append(now_ms, last_val); upper->append(now_ms, last_val); lower->append(now_ms, first_val); min_val = std::min({min_val, first_val, last_val}); max_val = std::max({max_val, first_val, last_val}); } bool up = last_val >= first_val; QColor lc = up ? QColor(ui::colors::POSITIVE()) : QColor(ui::colors::NEGATIVE()); line->setPen(QPen(lc, 2)); auto* area = new QAreaSeries(upper, lower); QColor fill = lc; fill.setAlpha(28); area->setBrush(fill); area->setPen(Qt::NoPen); chart->addSeries(area); chart->addSeries(line); auto* x_axis = new QDateTimeAxis; x_axis->setFormat(current_period_ == "ALL" || current_period_ == "1Y" ? "MMM yy" : "dd MMM"); x_axis->setTickCount(5); x_axis->setLabelsColor(QColor(ui::colors::TEXT_TERTIARY())); x_axis->setGridLineColor(QColor(ui::colors::BORDER_DIM())); x_axis->setLinePen(QPen(QColor(ui::colors::BORDER_DIM()))); x_axis->setLabelsFont(QFont("monospace", 7)); double pad = std::max((max_val - min_val) * 0.08, max_val * 0.01); auto* y_axis = new QValueAxis; y_axis->setRange(min_val - pad, max_val + pad); y_axis->setLabelFormat("%.0f"); y_axis->setTickCount(4); y_axis->setLabelsColor(QColor(ui::colors::TEXT_TERTIARY())); y_axis->setGridLineColor(QColor(ui::colors::BORDER_DIM())); y_axis->setLinePen(QPen(QColor(ui::colors::BORDER_DIM()))); y_axis->setLabelsFont(QFont("monospace", 7)); chart->addAxis(x_axis, Qt::AlignBottom); chart->addAxis(y_axis, Qt::AlignLeft); line->attachAxis(x_axis); line->attachAxis(y_axis); area->attachAxis(x_axis); area->attachAxis(y_axis); } void PerformanceRiskView::update_metrics() { update_rf_hint(); auto fmt = [](double v, int dp = 2) { return QString::number(v, 'f', dp); }; // All headline metrics are sourced from the service's ComputedMetrics // (PortfolioService::compute_metrics), which derives them from real daily // snapshots and a real OLS regression against the currency benchmark. The // view no longer recomputes anything from assumed market returns. When a // metric is unset (insufficient history / no benchmark alignment), the card // shows "N/A" rather than a fabricated value. const QString na = tr("N/A"); const QString dim_style = QString("color:%1; font-size:18px; font-weight:700; border:none;").arg(ui::colors::TEXT_TERTIARY()); auto set_na = [&](MetricCard& card) { if (!card.value) return; card.value->setText(na); card.value->setStyleSheet(dim_style); }; auto set_colored = [&](MetricCard& card, const QString& text, const char* color) { if (!card.value) return; card.value->setText(text); card.value->setStyleSheet(QString("color:%1; font-size:18px; font-weight:700; border:none;").arg(color)); }; // ── Sharpe ────────────────────────────────────────────────────────────── if (metrics_.sharpe) { const double v = *metrics_.sharpe; const char* c = v >= 1.0 ? ui::colors::POSITIVE : v >= 0 ? ui::colors::WARNING : ui::colors::NEGATIVE; set_colored(sharpe_card_, fmt(v), c); } else { set_na(sharpe_card_); } // ── Sortino ───────────────────────────────────────────────────────────── if (metrics_.sortino) { const double v = *metrics_.sortino; const char* c = v >= 1.0 ? ui::colors::POSITIVE : v >= 0 ? ui::colors::WARNING : ui::colors::NEGATIVE; set_colored(sortino_card_, fmt(v), c); } else { set_na(sortino_card_); } // ── Beta (real OLS vs benchmark) ────────────────────────────────────────── if (metrics_.beta) { const double v = *metrics_.beta; const char* c = std::abs(v - 1.0) < 0.2 ? ui::colors::POSITIVE : std::abs(v - 1.0) < 0.5 ? ui::colors::WARNING : ui::colors::NEGATIVE; set_colored(beta_card_, fmt(v), c); } else { set_na(beta_card_); } // ── Alpha (real Jensen's alpha vs benchmark) ────────────────────────────── if (metrics_.alpha) { const double v = *metrics_.alpha; const char* c = v >= 0 ? ui::colors::POSITIVE : ui::colors::NEGATIVE; set_colored(alpha_card_, QString("%1%2%").arg(v >= 0 ? "+" : "").arg(fmt(v, 1)), c); } else { set_na(alpha_card_); } // ── Volatility (annualised %) ───────────────────────────────────────────── if (metrics_.volatility) set_colored(vol_card_, QString("%1%").arg(fmt(*metrics_.volatility, 1)), ui::colors::TEXT_PRIMARY); else set_na(vol_card_); // ── Max Drawdown (% , negative) ─────────────────────────────────────────── if (metrics_.max_drawdown) set_colored(drawdown_card_, QString("%1%").arg(fmt(*metrics_.max_drawdown, 1)), ui::colors::NEGATIVE); else set_na(drawdown_card_); // ── VaR / CVaR 95% (historical, in currency) ────────────────────────────── if (metrics_.var_95) set_colored(var_card_, QString("%1 %2").arg(currency_, fmt(*metrics_.var_95)), ui::colors::TEXT_PRIMARY); else set_na(var_card_); if (metrics_.cvar_95) set_colored(cvar_card_, QString("%1 %2").arg(currency_, fmt(*metrics_.cvar_95)), ui::colors::TEXT_PRIMARY); else set_na(cvar_card_); } } // namespace fincept::screens