Files
investment-sandbox/components/modules/insider/InsiderDemo.tsx
2026-06-06 21:11:16 +02:00

449 lines
23 KiB
TypeScript

'use client';
import React, { useState, useMemo } from 'react';
import { useSandboxStore, InsiderTrade, CongressTrade, WhaleTrade } from '@/lib/store';
import { calculateRollingZScore, detectInsiderClusters, coupleBayesianRebound } from '@/lib/math/statistics';
import { BarChart, Bar, XAxis, YAxis, CartesianGrid, Tooltip, ResponsiveContainer, ReferenceLine } from 'recharts';
import 'katex/dist/katex.min.css';
import { BlockMath, InlineMath } from 'react-katex';
import {
Shield, User, ArrowDownRight, ArrowUpRight, DollarSign, Calendar, Landmark,
ChevronDown, ChevronUp, Search, Radio, Building2, AlertTriangle, Layers, Percent
} from 'lucide-react';
export default function InsiderDemo() {
const {
insiderTrades,
congressTrades,
whaleTrades,
insiderVolumes,
priorProbability
} = useSandboxStore();
// Component local UI states
const [activeSegment, setActiveSegment] = useState<'executives' | 'congress' | 'whales'>('executives');
const [searchQuery, setSearchQuery] = useState('');
const [selectedTicker, setSelectedTicker] = useState<string | null>(null);
const [scanning, setScanning] = useState(false);
const [scanResults, setScanResults] = useState<{
ticker: string;
zScore: number;
clusterCount: number;
multiplier: number;
isAnomaly: boolean;
coupledRebound: number;
}[] | null>(null);
const [showMathAccordion, setShowMathAccordion] = useState(false);
// Run Global Flow Scan
const handleGlobalFlowScan = () => {
setScanning(true);
setTimeout(() => {
const results = Object.keys(insiderVolumes).map((ticker) => {
const volumes = insiderVolumes[ticker];
const zResult = calculateRollingZScore(volumes);
// Filter trades for this ticker to detect clusters
const tickerTrades = insiderTrades.filter(t => t.ticker === ticker);
const clusterResult = detectInsiderClusters(tickerTrades);
// Bayesian coupling
const coupled = coupleBayesianRebound(priorProbability, zResult.latest);
return {
ticker,
zScore: parseFloat(zResult.latest.toFixed(2)),
clusterCount: clusterResult.count,
multiplier: parseFloat(clusterResult.multiplier.toFixed(2)),
isAnomaly: zResult.isAnomaly || clusterResult.isCluster,
coupledRebound: coupled,
};
});
// Sort anomalies to the top
results.sort((a, b) => (b.isAnomaly ? 1 : 0) - (a.isAnomaly ? 1 : 0) || b.zScore - a.zScore);
setScanResults(results);
setScanning(false);
}, 1000);
};
// Perform Ticker Lookup
const handleTickerLookup = (e: React.FormEvent) => {
e.preventDefault();
const query = searchQuery.trim().toUpperCase();
if (query) {
setSelectedTicker(query);
} else {
setSelectedTicker(null);
}
};
// Compute stats for selected ticker
const tickerStats = useMemo(() => {
if (!selectedTicker) return null;
const volumes = insiderVolumes[selectedTicker] || [5000, 4800, 5200, 6000, 4500, 5000]; // fallback
const zResult = calculateRollingZScore(volumes);
const tickerTrades = insiderTrades.filter(t => t.ticker === selectedTicker);
const clusterResult = detectInsiderClusters(tickerTrades);
const coupled = coupleBayesianRebound(priorProbability, zResult.latest);
return {
zScore: zResult.latest,
isAnomaly: zResult.isAnomaly,
clusterCount: clusterResult.count,
isCluster: clusterResult.isCluster,
multiplier: clusterResult.multiplier,
coupledRebound: coupled,
volumes,
};
}, [selectedTicker, insiderVolumes, insiderTrades, priorProbability]);
// Volumes chart data for selected ticker
const volumeChartData = useMemo(() => {
if (!tickerStats || !selectedTicker) return [];
return tickerStats.volumes.map((vol, idx) => ({
month: `M-${tickerStats.volumes.length - idx - 1}`,
'Volumen (Shares)': vol,
}));
}, [tickerStats, selectedTicker]);
return (
<div className="bg-slate-900/60 backdrop-blur-md border border-slate-800 rounded-2xl p-6 text-slate-100 shadow-xl relative overflow-hidden">
<div className="absolute top-0 right-0 w-32 h-32 bg-purple-500/10 rounded-full blur-3xl -z-10" />
{/* Header */}
<div className="flex flex-col lg:flex-row justify-between items-start lg:items-center gap-4 border-b border-slate-800 pb-4 mb-6">
<div>
<span className="text-purple-400 text-xs font-semibold uppercase tracking-wider">Element 3</span>
<h2 className="text-2xl font-bold bg-gradient-to-r from-purple-400 to-indigo-200 bg-clip-text text-transparent">
Institutional & Insider Flow Tracker
</h2>
</div>
<div className="bg-slate-900 border border-slate-800 rounded-xl px-4 py-2 flex items-center gap-3">
<Shield className="text-purple-400 w-5 h-5" />
<div>
<p className="text-slate-400 text-xs">Bayesianische Kopplung</p>
<p className="font-mono text-sm font-bold text-purple-400">
Prior Rebound: {(priorProbability * 100).toFixed(0)}%
</p>
</div>
</div>
</div>
{/* SECTION 1: Dual-Query Actions */}
<div className="grid grid-cols-1 lg:grid-cols-2 gap-6 mb-6">
<div className="p-4 rounded-xl border border-slate-800 bg-slate-950/30 flex flex-col justify-between gap-4">
<div className="space-y-1">
<h4 className="text-sm font-semibold text-slate-300">Global Flow Outlier Scan</h4>
<p className="text-xs text-slate-400">Filtert den Markt nach statistisch signifikanten Kaufvolumina (Z-Score &gt; 2.0) und konzertierten Käufen (Insider-Cluster).</p>
</div>
<button
onClick={handleGlobalFlowScan}
disabled={scanning}
className="w-full bg-gradient-to-r from-purple-500 to-indigo-500 hover:from-purple-600 hover:to-indigo-600 disabled:from-purple-900 text-white font-bold py-2.5 px-4 rounded-xl transition-all shadow-lg shadow-purple-500/10 flex items-center justify-center gap-2"
>
<Radio className={`w-4 h-4 ${scanning ? 'animate-pulse' : ''}`} />
<span>{scanning ? 'Scanne Transaktionen...' : 'Global Flow Scan starten'}</span>
</button>
</div>
<div className="p-4 rounded-xl border border-slate-800 bg-slate-950/30 flex flex-col justify-between gap-4">
<div className="space-y-1">
<h4 className="text-sm font-semibold text-slate-300">Ticker Lookup (Einzelauswertung)</h4>
<p className="text-xs text-slate-400">Gezielte Abfrage von Insider-Z-Scores und Bayesianischen Kopplungs-Updates (z.B. PLTR, RACE, AMZN, AAPL).</p>
</div>
<form onSubmit={handleTickerLookup} className="flex gap-2">
<input
type="text"
required
placeholder="z.B. PLTR"
className="bg-slate-950 border border-slate-800 rounded-lg p-2.5 flex-1 text-slate-100 font-mono text-sm uppercase focus:outline-none focus:border-purple-500"
value={searchQuery}
onChange={(e) => setSearchQuery(e.target.value)}
/>
<button
type="submit"
className="bg-slate-800 hover:bg-slate-700 text-purple-400 hover:text-purple-300 font-bold px-4 py-2 border border-slate-700 rounded-lg transition-colors text-sm"
>
Lookup
</button>
</form>
</div>
</div>
{/* Ticker Stats / Lookup Section */}
{selectedTicker && tickerStats && (
<div className="p-5 rounded-2xl border border-purple-500/30 bg-purple-500/5 grid grid-cols-1 lg:grid-cols-3 gap-6 mb-6 animate-fade-in">
<div className="space-y-3">
<div className="flex justify-between items-center border-b border-slate-800 pb-2">
<h3 className="font-mono font-bold text-lg text-slate-100">{selectedTicker} Einzelauswertung</h3>
{tickerStats.isAnomaly && <span className="px-2 py-0.5 rounded bg-purple-500/20 text-purple-300 text-[10px] font-bold border border-purple-500/30 animate-pulse">FLOW OUTLIER</span>}
</div>
<div className="space-y-2 text-xs">
<div className="flex justify-between font-mono">
<span className="text-slate-400">Volumetrischer Z-Score:</span>
<span className={`font-bold ${tickerStats.isAnomaly ? 'text-purple-400' : 'text-slate-300'}`}>
Z = {tickerStats.zScore.toFixed(2)}
</span>
</div>
<div className="flex justify-between font-mono">
<span className="text-slate-400">Konzertiertes Cluster (14 Tage):</span>
<span className={`font-bold ${tickerStats.isCluster ? 'text-emerald-400' : 'text-slate-400'}`}>
{tickerStats.isCluster ? `JA (${tickerStats.clusterCount} Insiders)` : `NEIN (${tickerStats.clusterCount})`}
</span>
</div>
{tickerStats.isCluster && (
<div className="flex justify-between font-mono text-emerald-400">
<span>Cluster Exponent-Multiplikator:</span>
<span>x{tickerStats.multiplier.toFixed(2)}</span>
</div>
)}
<div className="flex justify-between font-mono border-t border-slate-800/80 pt-2 text-sm">
<span className="text-slate-300">Gekoppelte Rebound-Wahrsch.:</span>
<span className="text-purple-400 font-bold flex items-center gap-1">
<Percent className="w-3.5 h-3.5" />
{(tickerStats.coupledRebound * 100).toFixed(0)}%
</span>
</div>
</div>
</div>
{/* Volume chart */}
<div className="lg:col-span-2 h-44 w-full">
<div className="text-[10px] text-slate-400 mb-1 text-center font-mono font-semibold">Insider Handelsvolumen (24 Monate Baseline)</div>
<ResponsiveContainer width="100%" height="90%">
<BarChart data={volumeChartData}>
<CartesianGrid strokeDasharray="3 3" stroke="#1e293b" />
<XAxis dataKey="month" stroke="#64748b" fontSize={9} />
<YAxis stroke="#64748b" fontSize={9} />
<Tooltip contentStyle={{ backgroundColor: '#0f172a', borderColor: '#334155', borderRadius: '8px' }} />
<Bar dataKey="Volumen (Shares)" fill="#8b5cf6" radius={[3, 3, 0, 0]} />
</BarChart>
</ResponsiveContainer>
</div>
</div>
)}
{/* Global Scan Outlier List */}
{scanResults && (
<div className="p-5 rounded-2xl border border-slate-800 bg-slate-950/20 mb-6 space-y-3 animate-fade-in">
<h3 className="text-sm font-bold text-slate-200 uppercase tracking-wider">Ergebnisse des Global Flow Scans</h3>
<div className="grid grid-cols-2 md:grid-cols-4 gap-4">
{scanResults.map((res) => (
<div
key={res.ticker}
onClick={() => setSelectedTicker(res.ticker)}
className={`p-3 rounded-xl border cursor-pointer hover:bg-slate-900/60 transition-colors ${res.isAnomaly ? 'border-purple-500/40 bg-purple-500/5' : 'border-slate-850 bg-slate-900/40'}`}
>
<div className="flex justify-between items-center">
<span className="font-mono font-bold text-slate-200">{res.ticker}</span>
{res.isAnomaly && <span className="w-2.5 h-2.5 rounded-full bg-purple-500 animate-pulse" />}
</div>
<div className="text-[10px] text-slate-400 mt-2 space-y-1">
<div>Z-Score: <span className="font-mono text-slate-300 font-bold">{res.zScore}</span></div>
<div>Cluster: <span className="font-mono text-slate-300">{res.clusterCount} Traders</span></div>
<div>Rebound: <span className="font-mono text-purple-400 font-bold">{Math.round(res.coupledRebound * 100)}%</span></div>
</div>
</div>
))}
</div>
</div>
)}
{/* SECTION 2: Smart Money Segment Tabs */}
<div className="space-y-4">
<div className="flex bg-slate-950/80 p-1 rounded-xl border border-slate-800/80 max-w-md">
<button
onClick={() => setActiveSegment('executives')}
className={`flex-1 py-2 rounded-lg text-xs font-semibold font-sans transition-all flex items-center justify-center gap-1.5 ${activeSegment === 'executives' ? 'bg-purple-500 text-white font-bold' : 'text-slate-400 hover:text-slate-200'}`}
>
<User className="w-3.5 h-3.5" /> Vorstände (Form 4)
</button>
<button
onClick={() => setActiveSegment('congress')}
className={`flex-1 py-2 rounded-lg text-xs font-semibold font-sans transition-all flex items-center justify-center gap-1.5 ${activeSegment === 'congress' ? 'bg-purple-500 text-white font-bold' : 'text-slate-400 hover:text-slate-200'}`}
>
<Landmark className="w-3.5 h-3.5" /> Kongress (Stock Act)
</button>
<button
onClick={() => setActiveSegment('whales')}
className={`flex-1 py-2 rounded-lg text-xs font-semibold font-sans transition-all flex items-center justify-center gap-1.5 ${activeSegment === 'whales' ? 'bg-purple-500 text-white font-bold' : 'text-slate-400 hover:text-slate-200'}`}
>
<Building2 className="w-3.5 h-3.5" /> Whales (13F Filings)
</button>
</div>
{/* Ledger displays */}
<div className="border border-slate-800 rounded-xl overflow-hidden bg-slate-950/40">
{activeSegment === 'executives' && (
<table className="w-full border-collapse text-left text-xs">
<thead>
<tr className="border-b border-slate-800 text-slate-400 font-semibold bg-slate-900/40">
<th className="p-3">Ticker</th>
<th className="p-3">Insider Name</th>
<th className="p-3">Position</th>
<th className="p-3">Transaktion</th>
<th className="p-3 font-mono">Stücke</th>
<th className="p-3 text-right">Wert ($)</th>
</tr>
</thead>
<tbody>
{insiderTrades.map((t) => {
const isBuy = t.type === 'BUY';
return (
<tr key={t.id} className="border-b border-slate-850/50 hover:bg-slate-850/10 transition-colors">
<td className="p-3 font-bold font-mono text-purple-400">{t.ticker}</td>
<td className="p-3 text-slate-200 font-semibold">{t.insiderName}</td>
<td className="p-3 text-slate-400">{t.relation}</td>
<td className="p-3">
<span className={`px-1.5 py-0.5 rounded text-[9px] font-bold ${isBuy ? 'bg-emerald-500/10 text-emerald-400 border border-emerald-500/20' : 'bg-rose-500/10 text-rose-400 border border-rose-500/20'}`}>
{isBuy ? 'KAUF' : 'VERKAUF'}
</span>
</td>
<td className="p-3 font-mono text-slate-300">{t.shares.toLocaleString()}</td>
<td className={`p-3 font-mono text-right font-bold ${isBuy ? 'text-emerald-400' : 'text-rose-400'}`}>
${t.value.toLocaleString()}
</td>
</tr>
);
})}
</tbody>
</table>
)}
{activeSegment === 'congress' && (
<div className="space-y-4">
<div className="p-3 bg-amber-500/10 border-b border-slate-800 text-xs text-amber-400 flex items-start gap-2.5">
<AlertTriangle className="w-5 h-5 shrink-0" />
<div>
<span className="font-bold">U.S. Congress Stock Act Offenlegungslags:</span> Abgeordnete müssen Käufe innerhalb von 30 bis 45 Tagen offenlegen. Der Alpha-Lag in der Tabelle visualisiert diese Meldeverzögerung. Käufe können verzögert eingepreist sein.
</div>
</div>
<table className="w-full border-collapse text-left text-xs">
<thead>
<tr className="border-b border-slate-800 text-slate-400 font-semibold bg-slate-900/40">
<th className="p-3">Ticker</th>
<th className="p-3">Abgeordneter</th>
<th className="p-3">Kammer</th>
<th className="p-3">Transaktion</th>
<th className="p-3">Volumen-Spanne</th>
<th className="p-3 font-mono">Handelsdatum</th>
<th className="p-3 font-mono">Meldedatum</th>
<th className="p-3 text-right">Alpha-Lag (Tage)</th>
</tr>
</thead>
<tbody>
{congressTrades.map((c) => {
const isBuy = c.type === 'BUY';
return (
<tr key={c.id} className="border-b border-slate-850/50 hover:bg-slate-850/10 transition-colors">
<td className="p-3 font-bold font-mono text-purple-400">{c.ticker}</td>
<td className="p-3 text-slate-200 font-semibold">{c.representative}</td>
<td className="p-3 text-slate-400">{c.chamber}</td>
<td className="p-3">
<span className={`px-1.5 py-0.5 rounded text-[9px] font-bold ${isBuy ? 'bg-emerald-500/10 text-emerald-400 border border-emerald-500/20' : 'bg-rose-500/10 text-rose-400 border border-rose-500/20'}`}>
{isBuy ? 'KAUF' : 'VERKAUF'}
</span>
</td>
<td className="p-3 text-slate-300 font-mono">{c.valueRange}</td>
<td className="p-3 font-mono text-slate-400">{c.transactionDate}</td>
<td className="p-3 font-mono text-slate-400">{c.filingDate}</td>
<td className="p-3 font-mono text-right text-amber-400 font-bold">{c.lagDays} Tage</td>
</tr>
);
})}
</tbody>
</table>
</div>
)}
{activeSegment === 'whales' && (
<table className="w-full border-collapse text-left text-xs">
<thead>
<tr className="border-b border-slate-800 text-slate-400 font-semibold bg-slate-900/40">
<th className="p-3">Ticker</th>
<th className="p-3">Institution (13F Filers)</th>
<th className="p-3">Art</th>
<th className="p-3 font-mono">Gehandelte Anteile</th>
<th className="p-3 font-mono">Aktueller Bestand</th>
<th className="p-3 font-mono">Meldedatum</th>
<th className="p-3 text-right">Geschätzter Wert ($)</th>
</tr>
</thead>
<tbody>
{whaleTrades.map((w) => {
const isBuy = w.type === 'BUY' || w.type === 'NEW';
return (
<tr key={w.id} className="border-b border-slate-850/50 hover:bg-slate-850/10 transition-colors">
<td className="p-3 font-bold font-mono text-purple-400">{w.ticker}</td>
<td className="p-3 text-slate-200 font-semibold">{w.institution}</td>
<td className="p-3">
<span className={`px-1.5 py-0.5 rounded text-[9px] font-bold ${isBuy ? 'bg-emerald-500/10 text-emerald-400 border border-emerald-500/20' : 'bg-rose-500/10 text-rose-400 border border-rose-500/20'}`}>
{w.type}
</span>
</td>
<td className="p-3 font-mono text-slate-300">{w.sharesTraded.toLocaleString()}</td>
<td className="p-3 font-mono text-slate-400">{w.sharesHeld.toLocaleString()}</td>
<td className="p-3 font-mono text-slate-400">{w.filingDate}</td>
<td className={`p-3 font-mono text-right font-bold ${isBuy ? 'text-emerald-400' : 'text-rose-400'}`}>
${w.estimatedValue.toLocaleString()}
</td>
</tr>
);
})}
</tbody>
</table>
)}
</div>
</div>
{/* SECTION 3: Mathematical LaTeX Accordion */}
<div className="border-t border-slate-850 pt-4 mt-6">
<button
onClick={() => setShowMathAccordion(!showMathAccordion)}
className="flex items-center gap-1.5 text-xs text-slate-400 hover:text-purple-400 transition-colors focus:outline-none"
>
<span>{showMathAccordion ? <ChevronUp className="w-4 h-4" /> : <ChevronDown className="w-4 h-4" />}</span>
<span className="font-semibold uppercase tracking-wider">Mathematische Formulierung (Z-Score &amp; Bayesianische Kopplung)</span>
</button>
{showMathAccordion && (
<div className="mt-4 p-4 rounded-xl border border-slate-850 bg-slate-950/40 text-xs text-slate-300 space-y-4">
<div>
<h4 className="font-bold text-purple-400 mb-1">1. Volumetrischer Z-Score (Statistische Signifikanz)</h4>
<p className="mb-2">
Der Z-Score gibt an, um wie viele Standardabweichungen das aktuelle Transaktionsvolumen <InlineMath math="X_t" /> vom historischen Durchschnitt <InlineMath math="\mu" /> abweicht:
</p>
<div className="py-2 overflow-x-auto text-slate-200">
<BlockMath math="Z = \frac{X_t - \mu}{\sigma}" />
</div>
<p className="text-slate-400">
Ein Z-Score &gt; 2.0 wird als Ausreißer (Anomaly Trigger) eingestuft, was einer Wahrscheinlichkeit von unter 2.27% für einen zufälligen Anstieg entspricht (einseitiger Test bei Normalverteilung).
</p>
</div>
<div className="border-t border-slate-900 pt-3">
<h4 className="font-bold text-purple-400 mb-1">2. Bayesianische Kopplung (Rebound-Wahrscheinlichkeit)</h4>
<p className="mb-2">
Wir verknüpfen den Preisdrop-Sentiment (Element 2) mit den Insider-Z-Scores (Element 3), um die A-Posteriori-Wahrscheinlichkeit eines echten Rebounds zu ermitteln:
</p>
<div className="py-2 overflow-x-auto text-slate-200">
<BlockMath math="P(R|Z) = \frac{P(Z|R) \cdot P(R)}{P(Z|R) \cdot P(R) + P(Z|\neg R) \cdot (1 - P(R))}" />
</div>
<p className="text-slate-400">
wobei <InlineMath math="P(R)" /> die Prior-Wahrscheinlichkeit ist. Ist der Z-Score hoch (Käufe), steigt die Likelihood <InlineMath math="P(Z|R)" /> stark an und maximiert den Rebound-Erwartungswert.
</p>
</div>
</div>
)}
</div>
</div>
);
}