Closes #014 - System-wide handbook sweep, English consolidation & Crypto state persistence
This commit is contained in:
Antigravity Agent
@@ -1,5 +1,5 @@
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import React from 'react';
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import { BookOpen } from 'lucide-react';
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import { BookOpen, X } from 'lucide-react';
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import 'katex/dist/katex.min.css';
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import { BlockMath, InlineMath } from 'react-katex';
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@@ -26,8 +26,8 @@ export default function EconometricsMathModal({ isOpen, onClose }: EconometricsM
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if (!isOpen) return null;
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return (
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<div className="fixed inset-0 z-50 flex items-center justify-center bg-slate-950/85 backdrop-blur-md p-4 sm:p-6 md:p-8">
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<div className="bg-slate-900 border border-slate-800/80 rounded-3xl w-full max-w-4xl h-[80vh] flex flex-col overflow-hidden shadow-2xl relative text-slate-300">
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<div className="fixed inset-0 z-50 flex items-center justify-center bg-slate-955/90 backdrop-blur-md p-4 sm:p-6 md:p-8">
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<div className="bg-slate-900 border border-slate-800/80 rounded-3xl w-full max-w-4xl h-[80vh] flex flex-col overflow-hidden shadow-2xl relative text-slate-350">
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{/* Modal Header */}
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<div className="flex justify-between items-center px-6 py-4 bg-slate-950/40 border-b border-slate-800/60">
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@@ -39,9 +39,10 @@ export default function EconometricsMathModal({ isOpen, onClose }: EconometricsM
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</div>
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<button
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onClick={onClose}
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className="text-slate-400 hover:text-slate-200 bg-slate-950/50 border border-slate-800 hover:border-slate-700 px-3 py-1.5 rounded-lg text-xs font-semibold font-mono transition-all cursor-pointer"
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className="text-slate-400 hover:text-slate-200 bg-slate-950/50 border border-slate-800 hover:border-slate-700 p-2 rounded-xl transition-all cursor-pointer flex items-center justify-center"
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aria-label="Close modal"
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>
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Schließen (ESC)
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<X className="w-4 h-4" />
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</button>
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</div>
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@@ -69,10 +70,10 @@ export default function EconometricsMathModal({ isOpen, onClose }: EconometricsM
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<div className="space-y-3">
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<h4 className="text-xs font-bold text-rose-400 uppercase tracking-wider font-mono">B. Endogenous Calibration</h4>
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<p className="text-xs leading-relaxed text-slate-400">
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Active future matrix cells pre-fill suggested scores by looking up the corresponding historical LMM coefficient <InlineMath math="\beta_{asset\_event\_post}" /> and scaling it to our native score scale:
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Active future matrix cells pre-fill suggested scores by looking up the corresponding historical LMM coefficient <InlineMath math="\\beta_{\\text{asset}\\_\\text{event}\\_\\text{post}}" /> and scaling it to our native score scale:
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</p>
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<div className="bg-slate-950/40 p-4 rounded-xl border border-slate-800/60 my-2">
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<BlockMath math="\text{Score}_{\text{suggested}} = \max\left(-3, \min\left(3, \text{Round}(\beta_{\text{estimate}} \times 100)\right)\right)" />
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<BlockMath math="\\text{Score}_{\\text{suggested}} = \\max\\left(-3, \\min\\left(3, \\text{Round}(\\beta_{\\text{estimate}} \\times 100)\\right)\\right)" />
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</div>
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</div>
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@@ -82,13 +83,17 @@ export default function EconometricsMathModal({ isOpen, onClose }: EconometricsM
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The engine estimates direct event drift and impact returns, isolating asset-level intercepts as random deviances and purging macro volatility using VIX indices:
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</p>
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<div className="bg-slate-950/40 p-4 rounded-xl border border-slate-800/60 my-2">
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<BlockMath math="Y_{it} = X_{it}\beta + Z_{it}b_i + \varepsilon_{it}" />
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<BlockMath math="Y_{it} = X_{it}\\beta + Z_{it}b_i + \\varepsilon_{it}" />
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<p className="text-[11px] text-slate-400 mt-2 font-mono leading-relaxed">
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Where:<br/>
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- <InlineMath math="Y_{it}" /> is the log-return <InlineMath math="\ln(P_t/P_0)" /> of asset <InlineMath math="i" /> at relative index <InlineMath math="t \in [-30, 30]" />.<br/>
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- <InlineMath math="X_{it}" /> design matrix elements isolate Pre-Event Drift (<InlineMath math="t < 0" />) and Post-Event Impact (<InlineMath math="t \ge 0" />) while controlling for systemic covariates (VIX).<br/>
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- <InlineMath math="b_i \sim N(0, \sigma_b^2)" /> random intercept captures unique baseline asset variance.<br/>
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- <InlineMath math="\varepsilon_{it} \sim N(0, \sigma^2)" /> residuals noise.
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{"Where:"}
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<br />
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{"- "}<InlineMath math="Y_{it}" />{" is the log-return "}<InlineMath math="\\ln(P_t/P_0)" />{" of asset "}<InlineMath math="i" />{" at relative index "}<InlineMath math="t \\in [-30, 30]" />{"."}
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<br />
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{"- "}<InlineMath math="X_{it}" />{" design matrix elements isolate Pre-Event Drift ("}<InlineMath math="t < 0" />{") and Post-Event Impact ("}<InlineMath math="t \\ge 0" />{") while controlling for systemic covariates (VIX)."}
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<br />
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{"- "}<InlineMath math="b_i \\sim N(0, \\sigma_b^2)" />{" random intercept captures unique baseline asset variance."}
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<br />
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{"- "}<InlineMath math="\\varepsilon_{it} \\sim N(0, \\sigma^2)" />{" residuals noise."}
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</p>
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</div>
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</div>
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@@ -101,15 +106,15 @@ export default function EconometricsMathModal({ isOpen, onClose }: EconometricsM
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<div className="bg-slate-950/40 p-4 rounded-xl border border-slate-800/60 my-2 space-y-4">
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<div>
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<p className="text-xs text-slate-400 mb-1">Logistic Probability Projection:</p>
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<BlockMath math="P(\text{Bullish}) = \frac{1}{1 + e^{-\text{Score}}}" />
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<BlockMath math="P(\\text{Bullish}) = \\frac{1}{1 + e^{-\\text{Score}}}" />
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</div>
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<div>
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<p className="text-xs text-slate-400 mb-1">Optimal Youden Index (J):</p>
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<BlockMath math="J = \text{Sensitivity} + \text{Specificity} - 1 = \text{TPR} + (1 - \text{FPR}) - 1" />
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<BlockMath math="J = \\text{Sensitivity} + \\text{Specificity} - 1 = \\text{TPR} + (1 - \\text{FPR}) - 1" />
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</div>
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<div>
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<p className="text-xs text-slate-400 mb-1">Inverting probability optimal threshold <InlineMath math="P^*" /> back to native score <InlineMath math="S^*" /> via Logit:</p>
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<BlockMath math="S^* = \ln\left(\frac{P^*}{1 - P^*}\right)" />
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<p className="text-xs text-slate-400 mb-1">{"Inverting probability optimal threshold "}<InlineMath math="P^*" />{" back to native score "}<InlineMath math="S^*" />{" via Logit:"}</p>
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<BlockMath math="S^* = \\ln\\left(\\frac{P^*}{1 - P^*}\\right)" />
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</div>
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</div>
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</div>
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@@ -121,16 +126,18 @@ export default function EconometricsMathModal({ isOpen, onClose }: EconometricsM
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</p>
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<div className="bg-slate-950/40 p-4 rounded-xl border border-slate-800/60 my-2 space-y-4">
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<div>
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<BlockMath math="\hat{S}(t) = \prod_{t_i \le t} \left(1 - \frac{d_i}{n_i}\right)" />
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<p className="text-[11px] text-slate-400 mt-2 font-mono">
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Where:<br/>
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- <InlineMath math="n_i" /> is the number of active asset-run observations at risk at day <InlineMath math="t" />.<br/>
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- <InlineMath math="d_i" /> is the number of trend-reversal events recorded on day <InlineMath math="t" />.
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<BlockMath math="\\hat{S}(t) = \\prod_{t_i \\le t} \\left(1 - \\frac{d_i}{n_i}\\right)" />
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<p className="text-[11px] text-slate-400 mt-2 font-mono leading-relaxed">
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{"Where:"}
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<br />
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{"- "}<InlineMath math="n_i" />{" is the number of active asset-run observations at risk at day "}<InlineMath math="t" />{"."}
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<br />
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{"- "}<InlineMath math="d_i" />{" is the number of trend-reversal events recorded on day "}<InlineMath math="t" />{"."}
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</p>
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</div>
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<div>
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<p className="text-xs text-slate-400 mb-1">Reversal trigger with 1% Volatility Buffer:</p>
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<BlockMath math="\text{Sign}(\text{Score}) \times \text{Return} \le -0.01" />
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<BlockMath math="\\text{Sign}(\\text{Score}) \\times \\text{Return} \\le -0.01" />
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</div>
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</div>
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</div>
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@@ -43,20 +43,20 @@ import {
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// Predefined archetypes for Event Creation
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const ARCHETYPES: Record<string, { name: string; defaultScores: Record<string, number> }> = {
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'🏦 Fed-Zinsentscheid (FOMC)': {
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name: 'Fed-Zinsentscheid (FOMC)',
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'🏦 Fed Rate Decision (FOMC)': {
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name: 'Fed Rate Decision (FOMC)',
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defaultScores: { Apple: 1, NASDAQ: 2, Gold: -1, Bitcoin: 2 }
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},
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'📈 US-Inflationsdaten (CPI)': {
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name: 'US-Inflationsdaten (CPI)',
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'📈 US Inflation Data (CPI)': {
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name: 'US Inflation Data (CPI)',
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defaultScores: { Apple: 1, NASDAQ: 2, Gold: -2, Bitcoin: 1 }
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},
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'💼 Non-Farm Payrolls (NFP)': {
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name: 'Non-Farm Payrolls (NFP)',
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defaultScores: { Apple: 0, NASDAQ: 1, Gold: -1, Bitcoin: 0 }
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},
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'🛒 OPEC-Treffen': {
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name: 'OPEC-Treffen',
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'🛒 OPEC Meeting': {
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name: 'OPEC Meeting',
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defaultScores: { Apple: -1, NASDAQ: -1, Gold: 2, Bitcoin: 1 }
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}
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};
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@@ -258,7 +258,6 @@ export default function EventsDemo() {
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// Custom Event Form State
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const [customName, setCustomName] = useState<string>('');
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const [customDate, setCustomDate] = useState<string>('2026-06-15');
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const [selectedArchetype, setSelectedArchetype] = useState<string>('Custom');
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@@ -522,7 +521,7 @@ export default function EventsDemo() {
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scores[asset.name] = typeof arch.defaultScores[asset.name] === 'number' ? arch.defaultScores[asset.name] : 0;
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});
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} else {
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name = name || 'Benutzerdefiniertes Ereignis';
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name = name || 'Custom Event';
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}
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addEventToMatrix(name, customDate, scores);
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@@ -608,7 +607,7 @@ export default function EventsDemo() {
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className="flex items-center gap-1.5 px-3 py-2 rounded-lg bg-slate-950/80 hover:bg-slate-905 border border-slate-800 hover:border-slate-700 transition-all font-semibold text-xs tracking-wider text-rose-400"
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>
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<BookOpen className="w-3.5 h-3.5" />
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<span>📖 Modulerklärung</span>
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<span>📖 Quantitative Handbook</span>
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</button>
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</div>
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</div>
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@@ -630,7 +629,7 @@ export default function EventsDemo() {
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<form onSubmit={handleAddAsset} className="flex items-center gap-1 bg-slate-950 p-1 rounded-lg border border-slate-800">
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<input
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type="text"
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placeholder="Ticker (z.B. TSLA)"
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placeholder="Ticker (e.g. TSLA)"
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value={newTickerInput}
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onChange={(e) => setNewTickerInput(e.target.value)}
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className="bg-transparent text-[11px] text-slate-200 focus:outline-none px-2 py-0.5 w-24 uppercase font-mono"
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@@ -664,7 +663,7 @@ export default function EventsDemo() {
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<button
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onClick={() => handleRemoveAsset(asset.symbol)}
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className="text-slate-500 hover:text-rose-400 p-0.5 rounded opacity-0 group-hover/header:opacity-100 transition-opacity"
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title={`${asset.name} Spalte löschen`}
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title={`${asset.name} Column delete`}
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>
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<Trash2 className="w-3 h-3" />
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</button>
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@@ -687,7 +686,7 @@ export default function EventsDemo() {
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<td className="py-3 px-3 text-slate-400 font-mono">
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{ev.date}
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<span className="block text-[10px] text-slate-500">
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{d === 0 ? 'Heute' : d > 0 ? `In ${d} Tagen` : `Vor ${-d} Tagen`}
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{d === 0 ? 'Today' : d > 0 ? `In ${d} days` : `${-d} days ago`}
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</span>
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</td>
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@@ -750,7 +749,7 @@ export default function EventsDemo() {
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<button
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onClick={() => deleteEventFromMatrix(ev.id)}
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className="text-slate-500 hover:text-rose-400 p-1 hover:bg-slate-800/50 rounded transition-all"
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title="Event aus Matrix löschen"
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title="Delete event from matrix"
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>
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<Trash2 className="w-3.5 h-3.5" />
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</button>
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@@ -1082,7 +1081,7 @@ export default function EventsDemo() {
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{calibrationSuccess && (
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<div className="bg-emerald-950/30 border border-emerald-800/80 text-emerald-400 text-[10px] rounded-lg p-2 flex items-center gap-1.5 justify-center font-semibold">
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<Check className="w-3.5 h-3.5" /> Kalibrierung erfolgreich abgeschlossen!
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<Check className="w-3.5 h-3.5" /> Calibration successfully completed!
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</div>
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)}
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@@ -1101,7 +1100,7 @@ export default function EventsDemo() {
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{lastCalibrationTime && (
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<div className="text-[9px] text-slate-500 font-mono">
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Letzter Durchlauf: {lastCalibrationTime} ({lmmObservations.length} Obs.)
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Last run: {lastCalibrationTime} ({lmmObservations.length} Obs.)
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</div>
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)}
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</div>
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@@ -1169,7 +1168,7 @@ export default function EventsDemo() {
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</p>
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<div>
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<label className="block text-slate-500 mb-1 text-[10px] uppercase font-semibold">Fokus Asset</label>
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<label className="block text-slate-500 mb-1 text-[10px] uppercase font-semibold">Focus Asset</label>
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<select
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value={selectedSurvivalAsset}
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onChange={(e) => setSelectedSurvivalAsset(e.target.value)}
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@@ -1184,7 +1183,7 @@ export default function EventsDemo() {
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<div className="grid grid-cols-2 gap-3 mt-2">
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<div className="bg-slate-950/40 border border-slate-805 p-3 rounded-xl">
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<span className="block text-[10px] text-slate-500 uppercase font-semibold">Right Censoring</span>
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<span className="text-sm font-bold text-slate-200 font-mono">30 Tage</span>
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<span className="text-sm font-bold text-slate-200 font-mono">30 days</span>
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</div>
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<div className="bg-slate-950/40 border border-slate-805 p-3 rounded-xl">
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<span className="block text-[10px] text-slate-500 uppercase font-semibold">Observation Count</span>
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@@ -1226,7 +1225,7 @@ export default function EventsDemo() {
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{selectedModel === 'ROC' && (
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<div className="w-full h-full">
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<div className="text-[10px] font-mono text-slate-400 mb-2 text-center flex items-center justify-center gap-1.5">
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<span>Modell-Klassifikationstrennung (FPR vs TPR)</span>
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<span>Model Classification Separation (FPR vs TPR)</span>
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</div>
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<ResponsiveContainer width="100%" height="90%">
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<AreaChart data={rocData} margin={{ top: 10, right: 10, left: -25, bottom: 5 }}>
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