mcli-framework 7.3.1__py3-none-any.whl → 7.4.0__py3-none-any.whl

mcli/ml/dashboard/pages/monte_carlo_predictions.py

@@ -0,0 +1,555 @@
+"""Monte Carlo Simulation Dashboard for Politician Trading Predictions
+
+Inspired by best practices from:
+- mesmith027/streamlit_webapps (Monte Carlo techniques)
+- jumitti/tfinder (UI/UX patterns)
+"""
+
+import logging
+from datetime import datetime, timedelta
+from typing import Optional
+
+import pandas as pd
+import plotly.graph_objects as go
+import streamlit as st
+
+logger = logging.getLogger(__name__)
+
+# Try to import Monte Carlo simulator
+HAS_MONTE_CARLO = True
+try:
+    from mcli.ml.predictions.monte_carlo import (
+        MonteCarloTradingSimulator,
+        simulate_politician_trade_impact,
+    )
+except ImportError:
+    HAS_MONTE_CARLO = False
+    MonteCarloTradingSimulator = None
+
+# Try to import streamlit-extras
+try:
+    from mcli.ml.dashboard.streamlit_extras_utils import (
+        section_header,
+        enhanced_metrics,
+        vertical_space,
+    )
+    HAS_EXTRAS = True
+except ImportError:
+    HAS_EXTRAS = False
+    section_header = lambda *args, **kwargs: st.header(args[0])
+    enhanced_metrics = None
+    vertical_space = lambda x: st.write("")
+
+
+def show_monte_carlo_predictions():
+    """Main Monte Carlo predictions page"""
+
+    # Page header with custom styling
+    st.markdown(
+        """
+        <style>
+        .main-header {
+            font-size: 2.5rem;
+            font-weight: bold;
+            color: #749BC2;
+            text-align: center;
+            padding: 1rem 0;
+        }
+        .sub-header {
+            font-size: 1.2rem;
+            color: #4A6FA5;
+            text-align: center;
+            margin-bottom: 2rem;
+        }
+        </style>
+        """,
+        unsafe_allow_html=True,
+    )
+
+    st.markdown(
+        '<div class="main-header">🎲 Monte Carlo Trading Simulator</div>',
+        unsafe_allow_html=True,
+    )
+    st.markdown(
+        '<div class="sub-header">Simulate potential outcomes of politician trades using Monte Carlo methods</div>',
+        unsafe_allow_html=True,
+    )
+
+    if not HAS_MONTE_CARLO:
+        st.error("⚠️ Monte Carlo simulator not available. Please ensure all dependencies are installed.")
+        st.info(
+            """
+            **Required:**
+            - numpy
+            - pandas
+            - plotly
+
+            Install with: `pip install numpy pandas plotly`
+            """
+        )
+        return
+
+    # Sidebar configuration
+    with st.sidebar:
+        st.markdown("## ⚙️ Simulation Settings")
+
+        st.markdown("---")
+        st.markdown("### 📊 Parameters")
+
+        num_simulations = st.slider(
+            "Number of Simulations",
+            min_value=100,
+            max_value=10000,
+            value=1000,
+            step=100,
+            help="More simulations = better accuracy but slower performance",
+        )
+
+        days_forward = st.slider(
+            "Days to Simulate",
+            min_value=30,
+            max_value=365,
+            value=90,
+            step=30,
+            help="How far into the future to project",
+        )
+
+        confidence_level = st.select_slider(
+            "Confidence Level",
+            options=[0.90, 0.95, 0.99],
+            value=0.95,
+            format_func=lambda x: f"{x*100:.0f}%",
+            help="Confidence interval for predictions",
+        )
+
+        st.markdown("---")
+        st.markdown("### 📈 Display Options")
+
+        num_paths_display = st.slider(
+            "Paths to Display",
+            min_value=10,
+            max_value=500,
+            value=100,
+            step=10,
+            help="Number of individual simulation paths to show on chart",
+        )
+
+        show_percentiles = st.checkbox(
+            "Show Confidence Bands",
+            value=True,
+            help="Display 50% and 90% confidence bands",
+        )
+
+        st.markdown("---")
+        st.markdown("### ℹ️ About")
+        st.info(
+            """
+            **Monte Carlo Simulation** uses random sampling to model
+            possible future price movements based on historical volatility
+            and returns.
+
+            **Key Concepts:**
+            - Uses Geometric Brownian Motion (GBM)
+            - Assumes log-normal price distribution
+            - Estimates drift (μ) and volatility (σ) from historical data
+            """
+        )
+
+    # Main content area with tabs
+    tab1, tab2, tab3, tab4 = st.tabs([
+        "🎯 Quick Simulation",
+        "📊 Advanced Analysis",
+        "📚 Learn More",
+        "⚙️ Custom Parameters"
+    ])
+
+    with tab1:
+        show_quick_simulation(
+            num_simulations, days_forward, num_paths_display,
+            show_percentiles, confidence_level
+        )
+
+    with tab2:
+        show_advanced_analysis(num_simulations, days_forward, confidence_level)
+
+    with tab3:
+        show_educational_content()
+
+    with tab4:
+        show_custom_parameters(num_simulations, days_forward)
+
+
+def show_quick_simulation(
+    num_simulations: int,
+    days_forward: int,
+    num_paths_display: int,
+    show_percentiles: bool,
+    confidence_level: float,
+):
+    """Quick simulation interface"""
+
+    section_header(
+        "🚀 Quick Start Simulation",
+        "Enter stock details and get instant Monte Carlo predictions",
+        divider="blue"
+    )
+
+    # Input form
+    with st.form("quick_sim_form"):
+        col1, col2 = st.columns(2)
+
+        with col1:
+            stock_symbol = st.text_input(
+                "Stock Symbol",
+                value="AAPL",
+                placeholder="e.g., AAPL, TSLA, MSFT",
+            )
+
+            current_price = st.number_input(
+                "Current Price ($)",
+                min_value=0.01,
+                value=150.00,
+                step=0.01,
+            )
+
+        with col2:
+            politician_name = st.text_input(
+                "Politician Name",
+                value="Nancy Pelosi",
+                placeholder="e.g., Nancy Pelosi",
+            )
+
+            transaction_amount = st.number_input(
+                "Transaction Amount ($)",
+                min_value=1000,
+                value=100000,
+                step=1000,
+            )
+
+        # Historical parameters
+        col3, col4 = st.columns(2)
+
+        with col3:
+            annual_return = st.number_input(
+                "Expected Annual Return (%)",
+                min_value=-50.0,
+                max_value=100.0,
+                value=12.0,
+                step=0.5,
+                help="Historical average annual return",
+            )
+
+        with col4:
+            annual_volatility = st.number_input(
+                "Annual Volatility (%)",
+                min_value=1.0,
+                max_value=100.0,
+                value=25.0,
+                step=1.0,
+                help="Historical standard deviation of returns",
+            )
+
+        submitted = st.form_submit_button(
+            "🎲 Run Simulation",
+            type="primary",
+            use_container_width=True,
+        )
+
+    if submitted:
+        run_simulation(
+            stock_symbol=stock_symbol,
+            politician_name=politician_name,
+            current_price=current_price,
+            transaction_amount=transaction_amount,
+            drift=annual_return / 100,
+            volatility=annual_volatility / 100,
+            num_simulations=num_simulations,
+            days_forward=days_forward,
+            num_paths_display=num_paths_display,
+            show_percentiles=show_percentiles,
+            confidence_level=confidence_level,
+        )
+
+
+def run_simulation(
+    stock_symbol: str,
+    politician_name: str,
+    current_price: float,
+    transaction_amount: float,
+    drift: float,
+    volatility: float,
+    num_simulations: int,
+    days_forward: int,
+    num_paths_display: int,
+    show_percentiles: bool,
+    confidence_level: float,
+):
+    """Execute Monte Carlo simulation and display results"""
+
+    with st.spinner(f"Running {num_simulations:,} simulations..."):
+        # Initialize simulator
+        simulator = MonteCarloTradingSimulator(
+            initial_price=current_price,
+            days_to_simulate=days_forward,
+            num_simulations=num_simulations,
+        )
+
+        # Run simulation
+        simulator.simulate_price_paths(drift, volatility)
+
+        # Calculate statistics
+        stats = simulator.calculate_statistics()
+
+    vertical_space(2)
+
+    # Display results header
+    section_header(
+        f"📈 Simulation Results: {stock_symbol}",
+        f"{politician_name} • {num_simulations:,} simulations • {days_forward} days",
+        divider="green"
+    )
+
+    # Key metrics
+    if HAS_EXTRAS and enhanced_metrics:
+        enhanced_metrics([
+            {
+                "label": "Expected Price",
+                "value": f"${stats['expected_final_price']:.2f}",
+                "delta": f"{stats['expected_return']:.1f}%"
+            },
+            {
+                "label": "Probability of Profit",
+                "value": f"{stats['probability_profit']:.1f}%",
+            },
+            {
+                "label": "Value at Risk (95%)",
+                "value": f"{stats['value_at_risk_95']:.1f}%",
+            },
+            {
+                "label": "Best Case (95th %ile)",
+                "value": f"${stats['percentile_95']:.2f}",
+                "delta": f"+{((stats['percentile_95']/current_price - 1) * 100):.1f}%"
+            },
+        ])
+    else:
+        col1, col2, col3, col4 = st.columns(4)
+        with col1:
+            st.metric("Expected Price", f"${stats['expected_final_price']:.2f}",
+                     f"{stats['expected_return']:.1f}%")
+        with col2:
+            st.metric("Profit Probability", f"{stats['probability_profit']:.1f}%")
+        with col3:
+            st.metric("VaR (95%)", f"{stats['value_at_risk_95']:.1f}%")
+        with col4:
+            st.metric("Best Case", f"${stats['percentile_95']:.2f}")
+
+    vertical_space(2)
+
+    # Price path visualization
+    st.subheader("📊 Simulated Price Paths")
+
+    path_fig = simulator.create_path_visualization(
+        num_paths_to_plot=num_paths_display,
+        show_percentiles=show_percentiles
+    )
+    st.plotly_chart(path_fig, config={"displayModeBar": True}, use_container_width=True)
+
+    vertical_space(1)
+
+    # Distribution visualization
+    st.subheader("📉 Price & Return Distributions")
+    dist_fig = simulator.create_distribution_visualization()
+    st.plotly_chart(dist_fig, config={"displayModeBar": True}, use_container_width=True)
+
+    vertical_space(2)
+
+    # Detailed statistics
+    with st.expander("📊 Detailed Statistics", expanded=False):
+        col1, col2 = st.columns(2)
+
+        with col1:
+            st.markdown("**Price Statistics**")
+            st.markdown(f"- Current Price: ${current_price:.2f}")
+            st.markdown(f"- Expected Final: ${stats['expected_final_price']:.2f}")
+            st.markdown(f"- Median Final: ${stats['median_final_price']:.2f}")
+            st.markdown(f"- Standard Dev: ${stats['std_final_price']:.2f}")
+            st.markdown(f"- Min Price: ${stats['min_final_price']:.2f}")
+            st.markdown(f"- Max Price: ${stats['max_final_price']:.2f}")
+
+        with col2:
+            st.markdown("**Return Statistics**")
+            st.markdown(f"- Expected Return: {stats['expected_return']:.2f}%")
+            st.markdown(f"- Median Return: {stats['median_return']:.2f}%")
+            st.markdown(f"- Std Dev Return: {stats['std_return']:.2f}%")
+            st.markdown(f"- 5th Percentile: {stats['value_at_risk_95']:.2f}%")
+            st.markdown(f"- 95th Percentile: {((stats['percentile_95']/current_price - 1)*100):.2f}%")
+
+    # Confidence intervals
+    confidence_intervals = simulator.calculate_confidence_intervals([confidence_level])
+    lower, upper = confidence_intervals[confidence_level]
+
+    st.info(
+        f"**{confidence_level*100:.0f}% Confidence Interval:** "
+        f"${lower:.2f} - ${upper:.2f} "
+        f"({((lower/current_price - 1)*100):.1f}% to {((upper/current_price - 1)*100):.1f}%)"
+    )
+
+
+def show_advanced_analysis(num_simulations: int, days_forward: int, confidence_level: float):
+    """Advanced analysis with historical data integration"""
+
+    section_header(
+        "🔬 Advanced Analysis",
+        "Use historical price data for more accurate simulations",
+        divider="violet"
+    )
+
+    st.info(
+        """
+        **Coming Soon:**
+        - Integration with real-time market data APIs
+        - Historical politician trade correlation analysis
+        - Portfolio optimization using Monte Carlo
+        - Multi-stock scenario analysis
+        """
+    )
+
+
+def show_educational_content():
+    """Educational content about Monte Carlo methods"""
+
+    section_header(
+        "📚 Understanding Monte Carlo Simulation",
+        "Learn how probabilistic modeling predicts trading outcomes",
+        divider="orange"
+    )
+
+    st.markdown("""
+    ## What is Monte Carlo Simulation?
+
+    Monte Carlo simulation is a computational technique that uses random sampling
+    to estimate possible outcomes of an uncertain event.
+
+    ### How It Works for Stock Predictions
+
+    1. **Estimate Parameters**
+       - Calculate historical drift (μ): average return
+       - Calculate volatility (σ): standard deviation of returns
+
+    2. **Generate Random Paths**
+       - Use Geometric Brownian Motion (GBM)
+       - Formula: S(t+dt) = S(t) × exp((μ - σ²/2)dt + σ√dt × Z)
+       - Where Z is a random normal variable
+
+    3. **Analyze Results**
+       - Run thousands of simulations
+       - Calculate statistics on final prices
+       - Estimate probability distributions
+
+    ### Key Advantages
+
+    - **Probabilistic**: Shows range of possible outcomes, not just one prediction
+    - **Visual**: Easy to understand probability distributions
+    - **Flexible**: Can incorporate different assumptions and scenarios
+    - **Risk Assessment**: Calculates Value at Risk (VaR) and confidence intervals
+
+    ### Limitations
+
+    - Assumes log-normal distribution (may not capture extreme events)
+    - Based on historical data (past performance ≠ future results)
+    - Doesn't account for market structure changes
+    - Ignores transaction costs and liquidity constraints
+
+    ### For Politician Trading Analysis
+
+    Monte Carlo is particularly useful for:
+    - **Following trades**: Estimate expected returns from mimicking politician trades
+    - **Risk management**: Understand downside risk before entering positions
+    - **Position sizing**: Determine appropriate investment amounts
+    - **Timing analysis**: Compare different holding periods
+    """)
+
+
+def show_custom_parameters(num_simulations: int, days_forward: int):
+    """Custom parameter configuration"""
+
+    section_header(
+        "⚙️ Custom Parameters",
+        "Advanced configuration for power users",
+        divider="gray"
+    )
+
+    st.warning(
+        "⚠️ **Advanced Users Only** - Modifying these parameters requires "
+        "understanding of financial mathematics and Monte Carlo methods."
+    )
+
+    with st.form("custom_params_form"):
+        st.markdown("### Geometric Brownian Motion Parameters")
+
+        col1, col2 = st.columns(2)
+
+        with col1:
+            custom_drift = st.number_input(
+                "Drift (μ) - Annual",
+                min_value=-1.0,
+                max_value=1.0,
+                value=0.10,
+                step=0.01,
+                format="%.4f",
+                help="Expected return rate (e.g., 0.10 = 10% per year)",
+            )
+
+            custom_volatility = st.number_input(
+                "Volatility (σ) - Annual",
+                min_value=0.01,
+                max_value=2.0,
+                value=0.25,
+                step=0.01,
+                format="%.4f",
+                help="Standard deviation of returns (e.g., 0.25 = 25% volatility)",
+            )
+
+        with col2:
+            random_seed = st.number_input(
+                "Random Seed",
+                min_value=0,
+                max_value=999999,
+                value=42,
+                help="For reproducible results",
+            )
+
+            use_seed = st.checkbox("Use Random Seed", value=False)
+
+        st.markdown("### Time Parameters")
+
+        col3, col4 = st.columns(2)
+
+        with col3:
+            trading_days_per_year = st.number_input(
+                "Trading Days/Year",
+                min_value=200,
+                max_value=365,
+                value=252,
+                help="Standard is 252 for US markets",
+            )
+
+        with col4:
+            time_step = st.selectbox(
+                "Time Step",
+                ["Daily", "Weekly", "Monthly"],
+                help="Granularity of simulation",
+            )
+
+        submitted = st.form_submit_button("Run Custom Simulation", type="primary")
+
+    if submitted:
+        st.success(
+            f"Custom simulation configured with μ={custom_drift:.4f}, "
+            f"σ={custom_volatility:.4f}"
+        )
+
+
+# Module-level execution
+if __name__ == "__main__":
+    show_monte_carlo_predictions()