fundedness 0.2.4__py3-none-any.whl

fundedness/viz/histogram.py

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+"""Histogram visualizations for time-to-event distributions."""
+
+import numpy as np
+import plotly.graph_objects as go
+
+from fundedness.viz.colors import COLORS, get_plotly_layout_defaults
+
+
+def create_time_distribution_histogram(
+    time_to_event: np.ndarray,
+    event_name: str = "Ruin",
+    planning_horizon: int | None = None,
+    percentiles_to_show: list[int] | None = None,
+    title: str | None = None,
+    height: int = 400,
+    width: int | None = None,
+) -> go.Figure:
+    """Create a histogram of time-to-event distribution.
+
+    Args:
+        time_to_event: Array of time values (years until event, inf for no event)
+        event_name: Name of the event (e.g., "Ruin", "Floor Breach")
+        planning_horizon: Maximum planning horizon (for x-axis)
+        percentiles_to_show: Percentiles to mark (e.g., [10, 50, 90])
+        title: Chart title (auto-generated if None)
+        height: Chart height in pixels
+        width: Chart width in pixels
+
+    Returns:
+        Plotly Figure object
+    """
+    # Filter out infinite values (no event occurred)
+    finite_times = time_to_event[np.isfinite(time_to_event)]
+    never_occurred_count = np.sum(~np.isfinite(time_to_event))
+    total_count = len(time_to_event)
+
+    if title is None:
+        title = f"Time to {event_name} Distribution"
+
+    fig = go.Figure()
+
+    if len(finite_times) > 0:
+        # Determine bins
+        max_time = planning_horizon or int(np.ceil(finite_times.max()))
+        bins = np.arange(0, max_time + 2, 1)
+
+        # Create histogram
+        fig.add_trace(
+            go.Histogram(
+                x=finite_times,
+                xbins={"start": 0, "end": max_time + 1, "size": 1},
+                marker_color=COLORS["danger_primary"],
+                opacity=0.7,
+                name=f"Years to {event_name}",
+                hovertemplate=(
+                    "<b>Year %{x}</b><br>"
+                    "Count: %{y}<br>"
+                    "<extra></extra>"
+                ),
+            )
+        )
+
+        # Add percentile lines
+        if percentiles_to_show:
+            percentile_colors = {
+                10: COLORS["danger_secondary"],
+                25: COLORS["warning_secondary"],
+                50: COLORS["wealth_primary"],
+                75: COLORS["success_secondary"],
+                90: COLORS["success_primary"],
+            }
+
+            for pct in percentiles_to_show:
+                value = np.percentile(finite_times, pct)
+                color = percentile_colors.get(pct, COLORS["neutral_primary"])
+                fig.add_vline(
+                    x=value,
+                    line_dash="dash",
+                    line_color=color,
+                    line_width=2,
+                    annotation_text=f"P{pct}: {value:.1f}y",
+                    annotation_position="top",
+                    annotation_font_color=color,
+                )
+
+    # Add annotation for "never occurred" count
+    if never_occurred_count > 0:
+        never_pct = never_occurred_count / total_count * 100
+        fig.add_annotation(
+            x=0.98,
+            y=0.98,
+            xref="paper",
+            yref="paper",
+            text=f"Never {event_name.lower()}ed: {never_pct:.1f}%<br>({never_occurred_count:,} paths)",
+            showarrow=False,
+            font={"size": 12, "color": COLORS["success_primary"]},
+            bgcolor=COLORS["background"],
+            bordercolor=COLORS["success_primary"],
+            borderwidth=1,
+            borderpad=6,
+            align="right",
+        )
+
+    # Apply layout
+    layout = get_plotly_layout_defaults()
+    layout.update({
+        "title": {"text": title},
+        "height": height,
+        "xaxis": {
+            "title": f"Years to {event_name}",
+            "gridcolor": COLORS["neutral_light"],
+            "dtick": 5,
+        },
+        "yaxis": {
+            "title": "Number of Paths",
+            "gridcolor": COLORS["neutral_light"],
+        },
+        "showlegend": False,
+        "bargap": 0.1,
+    })
+
+    if width:
+        layout["width"] = width
+
+    fig.update_layout(**layout)
+
+    return fig
+
+
+def create_outcome_distribution_histogram(
+    terminal_values: np.ndarray,
+    initial_value: float | None = None,
+    target_value: float | None = None,
+    title: str = "Terminal Wealth Distribution",
+    height: int = 400,
+    width: int | None = None,
+) -> go.Figure:
+    """Create a histogram of terminal portfolio values.
+
+    Args:
+        terminal_values: Array of terminal portfolio values
+        initial_value: Starting portfolio value (for reference)
+        target_value: Target terminal value (for reference)
+        title: Chart title
+        height: Chart height in pixels
+        width: Chart width in pixels
+
+    Returns:
+        Plotly Figure object
+    """
+    fig = go.Figure()
+
+    # Create histogram with log-scale bins for wealth distribution
+    fig.add_trace(
+        go.Histogram(
+            x=terminal_values,
+            nbinsx=50,
+            marker_color=COLORS["wealth_primary"],
+            opacity=0.7,
+            name="Terminal Value",
+            hovertemplate=(
+                "<b>Value Range</b><br>"
+                "$%{x:,.0f}<br>"
+                "Count: %{y}<br>"
+                "<extra></extra>"
+            ),
+        )
+    )
+
+    # Add reference lines
+    if initial_value is not None:
+        fig.add_vline(
+            x=initial_value,
+            line_dash="dash",
+            line_color=COLORS["neutral_primary"],
+            line_width=2,
+            annotation_text=f"Initial: ${initial_value:,.0f}",
+            annotation_position="top",
+        )
+
+    if target_value is not None:
+        fig.add_vline(
+            x=target_value,
+            line_dash="dot",
+            line_color=COLORS["success_primary"],
+            line_width=2,
+            annotation_text=f"Target: ${target_value:,.0f}",
+            annotation_position="top",
+        )
+
+    # Add median line
+    median_value = np.median(terminal_values)
+    fig.add_vline(
+        x=median_value,
+        line_dash="solid",
+        line_color=COLORS["wealth_secondary"],
+        line_width=2,
+        annotation_text=f"Median: ${median_value:,.0f}",
+        annotation_position="bottom",
+    )
+
+    # Apply layout
+    layout = get_plotly_layout_defaults()
+    layout.update({
+        "title": {"text": title},
+        "height": height,
+        "xaxis": {
+            "title": "Portfolio Value ($)",
+            "tickformat": "$,.0f",
+            "gridcolor": COLORS["neutral_light"],
+        },
+        "yaxis": {
+            "title": "Number of Paths",
+            "gridcolor": COLORS["neutral_light"],
+        },
+        "showlegend": False,
+        "bargap": 0.05,
+    })
+
+    if width:
+        layout["width"] = width
+
+    fig.update_layout(**layout)
+
+    return fig