diff --git a/.Jules/palette.md b/.Jules/palette.md new file mode 100644 index 0000000..f21aaad --- /dev/null +++ b/.Jules/palette.md @@ -0,0 +1,4 @@ + +## 2026-03-19 - Streamlit Native Tooltips Ensure Readability +**Learning:** Using the native `help` parameter in Streamlit widgets (like `st.slider`, `st.number_input`) automatically integrates accessible `stTooltipIcon` tooltips cleanly next to the labels. This avoids cluttering the UI with extra markdown/caption text while ensuring critical definitions (like "63 days ≈ 3 months") are available on demand. +**Action:** Always prefer the `help` parameter for input widgets involving statistical thresholds or specialized financial metrics, providing concrete examples (e.g., "10 bps = 0.10%"). diff --git a/src/dashboard.py b/src/dashboard.py index 4156c1d..cef585b 100644 --- a/src/dashboard.py +++ b/src/dashboard.py @@ -168,9 +168,30 @@ def get_cache_key(*args) -> str: help="Lookback months for Momentum signal." ) else: - factor_window = st.slider("Factor Beta Window (days)", 20, 252, 63, 7) - vol_window = st.slider("Regime Vol Window (days)", 10, 60, 21, 5) - adv_pct = st.slider("ADV Participation %", 0.01, 0.30, float(DEFAULT_ADV_PCT), 0.01) + factor_window = st.slider( + "Factor Beta Window (days)", + 20, + 252, + 63, + 7, + help="Lookback window for calculating factor betas (e.g., 63 days ≈ 3 months).", + ) + vol_window = st.slider( + "Regime Vol Window (days)", + 10, + 60, + 21, + 5, + help="Lookback window for calculating rolling volatility (e.g., 21 days ≈ 1 month).", + ) + adv_pct = st.slider( + "ADV Participation %", + 0.01, + 0.30, + float(DEFAULT_ADV_PCT), + 0.01, + help="Target percentage of Average Daily Volume for trade execution (e.g., 0.10 = 10%).", + ) st.markdown("---") st.subheader("4. Research Rigor") @@ -185,19 +206,60 @@ def get_cache_key(*args) -> str: st.info("Using full-sample quantiles (exploratory mode)") vol_q_high = st.slider( - "High Volatility Quantile", 0.5, 0.95, DEFAULT_VOL_QUANTILE_HIGH, 0.05 + "High Volatility Quantile", + 0.5, + 0.95, + DEFAULT_VOL_QUANTILE_HIGH, + 0.05, + help="Threshold for high volatility regime (e.g., 0.75 = 75th percentile).", ) if mode == "Single-Asset": st.subheader("5. Backtest Settings") - bt_cost = st.number_input("Transaction Cost (bps)", value=DEFAULT_COST_BPS, step=1) / 10000 + bt_cost = ( + st.number_input( + "Transaction Cost (bps)", + value=DEFAULT_COST_BPS, + step=1, + help="Estimated transaction cost in basis points (e.g., 10 bps = 0.10%).", + ) + / 10000 + ) allow_short = st.checkbox("Allow Short Selling?", value=False) else: st.subheader("5. Alert Thresholds") - dd_alert = st.slider("Max Drawdown Alert", -0.6, -0.05, -0.2, 0.05) - vol_alert = st.slider("Volatility Alert (ann.)", 0.1, 1.0, 0.35, 0.05) - beta_alert = st.slider("Beta Alert", 0.5, 2.0, 1.3, 0.1) - dttl_alert = st.slider("Days-to-Liquidate Alert", 1.0, 20.0, 5.0, 1.0) + dd_alert = st.slider( + "Max Drawdown Alert", + -0.6, + -0.05, + -0.2, + 0.05, + help="Alert when portfolio drawdown exceeds this percentage (e.g., -0.20 = -20%).", + ) + vol_alert = st.slider( + "Volatility Alert (ann.)", + 0.1, + 1.0, + 0.35, + 0.05, + help="Alert when annualized volatility exceeds this level (e.g., 0.35 = 35%).", + ) + beta_alert = st.slider( + "Beta Alert", + 0.5, + 2.0, + 1.3, + 0.1, + help="Alert when portfolio beta to the benchmark exceeds this level.", + ) + dttl_alert = st.slider( + "Days-to-Liquidate Alert", + 1.0, + 20.0, + 5.0, + 1.0, + help="Alert when estimated days to liquidate the portfolio exceeds this value.", + ) # --- Portfolio Mode ---