816 lines
41 KiB
TypeScript
816 lines
41 KiB
TypeScript
'use client';
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import React, { useState, useMemo } from 'react';
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import { useSandboxStore, PortfolioHolding, Transaction } from '@/lib/store';
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import { calculateEWMA, calculateKellyFraction, calculateAssetCovariance } from '@/lib/math/statistics';
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import { LineChart, Line, XAxis, YAxis, CartesianGrid, Tooltip, ResponsiveContainer, Legend } from 'recharts';
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import 'katex/dist/katex.min.css';
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import { BlockMath, InlineMath } from 'react-katex';
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import {
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TrendingUp, Wallet, ArrowDownRight, ArrowUpRight, Percent, Plus, FolderSync,
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HelpCircle, Settings, Calendar, DollarSign, Tag, Check, AlertCircle, ChevronDown, ChevronUp, Sparkles
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} from 'lucide-react';
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export default function SandboxDemo() {
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const {
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portfolios,
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activePortfolioId,
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ewmaLambda,
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createPortfolio,
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setActivePortfolio,
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executeTransaction,
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setEwmaLambda,
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scannerAlerts,
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posteriorProbability
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} = useSandboxStore();
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// Selected portfolio
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const activePortfolio = useMemo(() => {
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return portfolios.find(p => p.id === activePortfolioId) || portfolios[0];
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}, [portfolios, activePortfolioId]);
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const [mounted, setMounted] = useState(false);
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React.useEffect(() => {
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setMounted(true);
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}, []);
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if (!mounted) {
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return (
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<div className="bg-slate-900/60 backdrop-blur-md border border-slate-800 rounded-2xl p-6 text-slate-100 shadow-xl min-h-[400px] flex items-center justify-center">
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<div className="text-slate-400 text-sm font-mono animate-pulse">Lade Sandbox-Modul...</div>
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</div>
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);
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}
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// UI state
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const [showNewPortfolioModal, setShowNewPortfolioModal] = useState(false);
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const [newPortfolioName, setNewPortfolioName] = useState('');
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const [newStartingBalance, setNewStartingBalance] = useState(50000);
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const [tradeSymbol, setTradeSymbol] = useState('AAPL');
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const [tradeWknOrIsin, setTradeWknOrIsin] = useState('865985');
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const [tradeShares, setTradeShares] = useState(10);
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const [tradePrice, setTradePrice] = useState(182);
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const [tradeType, setTradeType] = useState<'BUY' | 'SELL'>('BUY');
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const [simulateFees, setSimulateFees] = useState(true);
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const [isBackfill, setIsBackfill] = useState(false);
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const [backfillDate, setBackfillDate] = useState('2026-05-20');
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const [hypothesisTag, setHypothesisTag] = useState('Fokus auf KI-Infrastruktur');
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const [orderError, setOrderError] = useState<string | null>(null);
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const [orderSuccess, setOrderSuccess] = useState(false);
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const [showMathAccordion, setShowMathAccordion] = useState(false);
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const [showMsciBenchmark, setShowMsciBenchmark] = useState(true);
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// Kelly Position Sizing states
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const [kellySource, setKellySource] = useState<'scanner' | 'crypto' | 'econometric' | 'custom'>('custom');
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const [customProb, setCustomProb] = useState<number>(0.60);
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const [oddsRatio, setOddsRatio] = useState<number>(1.5);
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// Compute Net Worth
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const netWorth = useMemo(() => {
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const assetsVal = activePortfolio.holdings.reduce((sum, h) => sum + h.shares * h.currentPrice, 0);
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return Math.round((activePortfolio.cash + assetsVal) * 100) / 100;
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}, [activePortfolio]);
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// Dynamic winning probability (p) based on selected source
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const kellyProbability = useMemo(() => {
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if (kellySource === 'scanner') {
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const alert = scannerAlerts.find(a => a.ticker.toUpperCase() === tradeSymbol.toUpperCase());
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return alert ? alert.overreactionScore / 100 : 0.52;
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}
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if (kellySource === 'crypto') {
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return posteriorProbability; // e.g. 0.72
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}
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if (kellySource === 'econometric') {
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return 0.65; // ROC target probability
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}
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return customProb;
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}, [kellySource, customProb, tradeSymbol, scannerAlerts, posteriorProbability]);
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// Check potential cluster risk for the input symbol
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const potentialClusterRisk = useMemo(() => {
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if (!tradeSymbol) return false;
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const holdingsWithWeights = activePortfolio.holdings.map(h => ({
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symbol: h.symbol,
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weight: (h.shares * h.currentPrice) / (netWorth || 1.0)
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}));
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const covResult = calculateAssetCovariance(holdingsWithWeights, tradeSymbol);
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return covResult.clusterRisk;
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}, [activePortfolio.holdings, tradeSymbol, netWorth]);
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// Compute Kelly fraction and recommended cash amount
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const kellyFraction = useMemo(() => {
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const rawKelly = calculateKellyFraction(kellyProbability, oddsRatio);
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// Cap at Half-Kelly already done in calculateKellyFraction, but we can scale by 50% if there is cluster risk
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return potentialClusterRisk ? rawKelly * 0.5 : rawKelly;
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}, [kellyProbability, oddsRatio, potentialClusterRisk]);
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const recommendedKellyCash = useMemo(() => {
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return activePortfolio.cash * kellyFraction;
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}, [activePortfolio.cash, kellyFraction]);
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// Compute returns based on active portfolio's historical value series
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const portfolioReturns = useMemo(() => {
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const vals = activePortfolio.historicalValues;
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if (vals.length < 2) return [];
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const r: number[] = [];
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for (let i = 1; i < vals.length; i++) {
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r.push((vals[i].value - vals[i - 1].value) / vals[i - 1].value);
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}
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return r;
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}, [activePortfolio.historicalValues]);
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// Calculate EWMA Volatility live
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const ewmaResult = useMemo(() => {
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return calculateEWMA(portfolioReturns, ewmaLambda);
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}, [portfolioReturns, ewmaLambda]);
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// Combine data for charting
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const chartData = useMemo(() => {
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const vals = activePortfolio.historicalValues;
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if (vals.length === 0) return [];
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// Normalize MSCI World index from the same starting value of the portfolio
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const baseValue = vals[0].value;
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let msciVal = baseValue;
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return vals.map((hv, idx) => {
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// Deterministic pseudo-random walk for MSCI World
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if (idx > 0) {
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const rand = Math.sin(idx * 57.8) * 0.45 + 0.05; // range: -0.4% to +0.5% return
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msciVal = msciVal * (1 + rand * 0.015);
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}
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const vol = ewmaResult.series[idx - 1] || 0;
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return {
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date: hv.date,
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Portfolio: hv.value,
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'MSCI World (Benchmark)': Math.round(msciVal),
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'EWMA Vol (%)': parseFloat(vol.toFixed(2)),
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};
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});
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}, [activePortfolio.historicalValues, ewmaResult]);
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// Total gain/loss
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const totalGainLoss = netWorth - activePortfolio.startingBalance;
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const totalGainLossPct = (totalGainLoss / activePortfolio.startingBalance) * 100;
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const isPositiveOverall = totalGainLoss >= 0;
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const handleCreatePortfolio = (e: React.FormEvent) => {
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e.preventDefault();
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if (!newPortfolioName.trim()) return;
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createPortfolio(newPortfolioName, newStartingBalance);
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setNewPortfolioName('');
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setShowNewPortfolioModal(false);
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};
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const handleTransactionSubmit = (e: React.FormEvent) => {
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e.preventDefault();
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setOrderError(null);
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setOrderSuccess(false);
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if (tradeShares <= 0 || tradePrice <= 0) {
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setOrderError('Bitte geben Sie eine gültige Stückzahl und einen Kurs an.');
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return;
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}
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const ok = executeTransaction(
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activePortfolio.id,
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tradeSymbol,
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tradeWknOrIsin,
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tradeType,
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tradeShares,
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tradePrice,
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simulateFees,
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isBackfill,
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backfillDate,
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hypothesisTag
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);
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if (ok) {
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setOrderSuccess(true);
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setTimeout(() => setOrderSuccess(false), 3000);
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} else {
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setOrderError(
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tradeType === 'BUY'
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? 'Unzureichendes Barguthaben (inklusive allfälliger Transaktionsgebühren).'
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: 'Unzureichende Anteile im Depot für den Verkauf.'
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);
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}
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};
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return (
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<div className="space-y-6">
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{activePortfolio.riskProfile?.status === 'RED' && (
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<div className="bg-rose-950/40 border border-rose-800/80 text-rose-400 text-xs rounded-xl p-4 flex items-center gap-3 shadow-[0_0_15px_rgba(244,63,94,0.15)] animate-pulse">
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<AlertCircle className="w-5 h-5 text-rose-400 shrink-0" />
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<div className="flex-1">
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<span className="font-bold">Kritische Klumpenrisiken (Kovarianz RED):</span> {activePortfolio.riskProfile.message}
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</div>
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</div>
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)}
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{/* SECTION 1: Portfolio Selector & Stats Bar */}
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<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">
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<div className="absolute top-0 right-0 w-32 h-32 bg-emerald-500/10 rounded-full blur-3xl -z-10" />
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<div className="flex flex-col md:flex-row justify-between items-start md:items-center gap-4 mb-6">
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<div className="space-y-1">
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<span className="text-emerald-400 text-xs font-semibold uppercase tracking-wider">Strategic Sandbox</span>
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<div className="flex items-center gap-3">
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<FolderSync className="text-emerald-400 w-6 h-6" />
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<select
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value={activePortfolioId}
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onChange={(e) => setActivePortfolio(e.target.value)}
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className="bg-slate-950 border border-slate-800 rounded-xl px-4 py-2 text-slate-100 font-sans font-semibold text-lg focus:outline-none focus:border-emerald-500 cursor-pointer"
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>
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{portfolios.map((p) => (
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<option key={p.id} value={p.id}>
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{p.name}
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</option>
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))}
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</select>
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<button
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onClick={() => setShowNewPortfolioModal(true)}
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className="p-2 rounded-xl bg-slate-800 hover:bg-slate-700 text-emerald-400 hover:text-emerald-300 transition-colors border border-slate-700"
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title="Neues Sandbox-Portfolio erstellen"
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>
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<Plus className="w-5 h-5" />
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</button>
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</div>
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</div>
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<div className="flex flex-wrap gap-4 w-full md:w-auto">
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{/* Net Worth Card */}
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<div className="flex-1 md:flex-initial bg-slate-950/80 border border-slate-800 rounded-xl p-3 px-5 min-w-[140px]">
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<div className="text-[10px] text-slate-400 uppercase font-semibold">Gesamtwert</div>
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<div className="font-mono text-xl font-bold text-slate-100 mt-1">
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${netWorth.toLocaleString(undefined, { minimumFractionDigits: 2, maximumFractionDigits: 2 })}
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</div>
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</div>
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{/* Performance Card */}
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<div className="flex-1 md:flex-initial bg-slate-950/80 border border-slate-800 rounded-xl p-3 px-5 min-w-[140px]">
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<div className="text-[10px] text-slate-400 uppercase font-semibold">GuV (Gesamt)</div>
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<div className={`font-mono text-xl font-bold mt-1 flex items-center gap-1 ${isPositiveOverall ? 'text-emerald-400' : 'text-rose-400'}`}>
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{isPositiveOverall ? <ArrowUpRight className="w-5 h-5" /> : <ArrowDownRight className="w-5 h-5" />}
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<span>{isPositiveOverall ? '+' : ''}{totalGainLossPct.toFixed(2)}%</span>
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</div>
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</div>
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{/* Live EWMA Vol Card */}
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<div className="flex-1 md:flex-initial bg-slate-950/80 border border-slate-800 rounded-xl p-3 px-5 min-w-[140px] relative group">
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<div className="text-[10px] text-slate-400 uppercase font-semibold flex items-center gap-1">
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<span>EWMA Volatilität</span>
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<span className="cursor-help flex items-center" title="Annualisierte Schwankungsbreite basierend auf historischen Renditen.">
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<HelpCircle className="w-3.5 h-3.5 text-slate-500 group-hover:text-emerald-400 transition-colors" />
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</span>
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</div>
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<div className="font-mono text-xl font-bold text-teal-400 mt-1">
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{ewmaResult.latest.toFixed(2)}%
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</div>
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</div>
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{/* Covariance Risk Traffic Light Card */}
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<div className="flex-1 md:flex-initial bg-slate-950/80 border border-slate-800 rounded-xl p-3 px-5 min-w-[150px] relative group">
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<div className="text-[10px] text-slate-400 uppercase font-semibold flex items-center gap-1">
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<span>Kovarianz-Ampel</span>
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<span className="cursor-help flex items-center" title="Systemische Portfolio-Klumpenrisiken basierend auf historischen Asset-Kovarianzen.">
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<HelpCircle className="w-3.5 h-3.5 text-slate-500 group-hover:text-rose-400 transition-colors" />
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</span>
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</div>
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<div className="flex items-center gap-2 mt-1.5">
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<span className={`w-3.5 h-3.5 rounded-full ${
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activePortfolio.riskProfile?.status === 'RED' ? 'bg-rose-500 animate-pulse shadow-[0_0_8px_#f43f5e]' :
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activePortfolio.riskProfile?.status === 'YELLOW' ? 'bg-amber-500 shadow-[0_0_8px_#f59e0b]' :
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'bg-emerald-500 shadow-[0_0_8px_#10b981]'
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}`} />
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<span className={`font-mono text-sm font-bold ${
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activePortfolio.riskProfile?.status === 'RED' ? 'text-rose-400' :
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activePortfolio.riskProfile?.status === 'YELLOW' ? 'text-amber-400' :
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'text-emerald-400'
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}`}>
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{activePortfolio.riskProfile?.status || 'GREEN'} RISK
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</span>
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</div>
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</div>
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</div>
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</div>
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{/* Modal for creating a new Portfolio */}
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{showNewPortfolioModal && (
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<div className="fixed inset-0 z-50 flex items-center justify-center bg-black/60 backdrop-blur-sm p-4">
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<div className="bg-slate-900 border border-slate-800 rounded-2xl p-6 max-w-sm w-full space-y-4 shadow-2xl">
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<h3 className="text-lg font-bold text-white">Neues Sandbox-Portfolio</h3>
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<form onSubmit={handleCreatePortfolio} className="space-y-4">
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<div>
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<label className="text-xs text-slate-400 block mb-1">Portfolio Name</label>
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<input
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type="text"
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required
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placeholder="z.B. Biotech Risk High Yield"
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className="w-full bg-slate-950 border border-slate-800 rounded-lg p-2.5 text-slate-100 focus:outline-none focus:border-emerald-500"
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value={newPortfolioName}
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onChange={(e) => setNewPortfolioName(e.target.value)}
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/>
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</div>
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<div>
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<label className="text-xs text-slate-400 block mb-1">Startkapital ($)</label>
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<input
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type="number"
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required
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className="w-full bg-slate-950 border border-slate-800 rounded-lg p-2.5 text-slate-100 focus:outline-none focus:border-emerald-500 font-mono"
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value={newStartingBalance}
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onChange={(e) => setNewStartingBalance(Number(e.target.value))}
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/>
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</div>
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<div className="flex gap-3 pt-2">
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<button
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type="button"
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onClick={() => setShowNewPortfolioModal(false)}
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className="flex-1 bg-slate-850 hover:bg-slate-800 text-slate-300 font-semibold py-2 rounded-lg transition-colors border border-slate-700"
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>
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Abbrechen
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</button>
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<button
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type="submit"
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className="flex-1 bg-gradient-to-r from-emerald-500 to-teal-500 hover:from-emerald-600 hover:to-teal-600 text-slate-950 font-bold py-2 rounded-lg transition-all shadow-lg shadow-emerald-500/20"
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>
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Erstellen
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</button>
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</div>
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</form>
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</div>
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</div>
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)}
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{/* Accordion / Math Button */}
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<div className="border-t border-slate-850 pt-4 mt-4">
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<button
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onClick={() => setShowMathAccordion(!showMathAccordion)}
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className="flex items-center gap-1.5 text-xs text-slate-400 hover:text-emerald-400 transition-colors focus:outline-none"
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>
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<span>{showMathAccordion ? <ChevronUp className="w-4 h-4" /> : <ChevronDown className="w-4 h-4" />}</span>
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<span className="font-semibold uppercase tracking-wider">Mathematische Spezifikation & EWMA-Volatilitätsmodell</span>
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</button>
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{showMathAccordion && (
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<div className="mt-4 p-4 rounded-xl border border-slate-850 bg-slate-950/40 text-xs text-slate-300 space-y-4">
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<div>
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<h4 className="font-semibold text-emerald-400 mb-1.5">1. EWMA Volatilitätsmodell</h4>
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<p className="mb-2">
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Die Volatilität wird mittels des <strong>Exponentially Weighted Moving Average (EWMA)</strong>-Modells ermittelt. Jüngere Renditen erhalten hierbei ein höheres Gewicht als weiter in der Vergangenheit liegende Renditen, gesteuert durch den Zerfallsparameter <InlineMath math="\lambda" /> (Lambda).
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</p>
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<div className="py-2 overflow-x-auto">
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<BlockMath math="\sigma_t^2 = \lambda \sigma_{t-1}^2 + (1 - \lambda) r_{t-1}^2" />
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</div>
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<p className="mb-2">
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Die tägliche Volatilität <InlineMath math="\sigma_t" /> wird auf ein ganzes Jahr hochgerechnet (Annualisierung) unter der Annahme von 252 Handelstagen:
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</p>
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<div className="py-2 overflow-x-auto">
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<BlockMath math="\sigma_{\text{ann}} = \sqrt{\sigma_t^2 \times 252}" />
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</div>
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<p className="text-slate-400">
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RiskMetrics empfiehlt für tägliche Finanzdaten einen Lambda-Wert von <InlineMath math="\lambda = 0.94" />.
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</p>
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</div>
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<div className="border-t border-slate-800 pt-3">
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<h4 className="font-semibold text-emerald-400 mb-1.5">2. Kelly-Kriterium zur Positionsgrößenbestimmung</h4>
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<p className="mb-2">
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Die Kelly-Formel bestimmt den optimalen Anteil des Kapitals (<InlineMath math="f^*" />), der in ein Geschäft investiert werden soll, um das exponentielle Wachstum des Kapitals zu maximieren:
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</p>
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<div className="py-2 overflow-x-auto">
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<BlockMath math="f^* = \frac{p \cdot b - q}{b} = \frac{p \cdot b - (1 - p)}{b}" />
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</div>
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<p className="mb-2">
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Um Risiken durch ungenaue Schätzungen zu verringern, wenden wir das konservative <strong>Half-Kelly</strong>-Sizing an und begrenzen das Ergebnis auf <InlineMath math="0.5 \times f^*" /> (zusätzlich begrenzt auf <InlineMath math="\ge 0" />).
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</p>
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</div>
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<div className="border-t border-slate-800 pt-3">
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<h4 className="font-semibold text-rose-400 mb-1.5">3. Covariance & Cluster Risk (Kovarianz-Ampel)</h4>
|
|
<p className="mb-2">
|
|
Die Kovarianz zwischen Assets wird durch Multiplikation ihrer paarweisen Korrelation mit ihren jeweiligen Standardabweichungen (Volatilitäten) bestimmt:
|
|
</p>
|
|
<div className="py-2 overflow-x-auto">
|
|
<BlockMath math="\text{Cov}(A, B) = \text{Corr}(A, B) \times \sigma_A \times \sigma_B" />
|
|
</div>
|
|
<p className="text-slate-400">
|
|
Ein <strong>Klumpenrisiko (Risk RED)</strong> wird ausgelöst, wenn ein Asset eine Korrelation <InlineMath math="\text{Corr}(A, B) > 0.70" /> zu bestehenden Positionen aufweist und diese Positionen jeweils mehr als 15% des Portfolios ausmachen.
|
|
</p>
|
|
</div>
|
|
</div>
|
|
)}
|
|
</div>
|
|
</div>
|
|
|
|
{/* SECTION 2: Chart / Analytics & Order Form */}
|
|
<div className="grid grid-cols-1 xl:grid-cols-3 gap-8">
|
|
|
|
{/* Left 2 Columns: Analytics Performance Plot */}
|
|
<div className="xl:col-span-2 bg-slate-900/60 backdrop-blur-md border border-slate-800 rounded-2xl p-6 text-slate-100 shadow-xl space-y-6">
|
|
<div className="flex justify-between items-center border-b border-slate-800 pb-3">
|
|
<h3 className="text-lg font-bold text-white flex items-center gap-2">
|
|
<TrendingUp className="text-emerald-400 w-5 h-5" /> Portfolio Wertentwicklung & Benchmark
|
|
</h3>
|
|
<div className="flex items-center gap-3">
|
|
<label className="flex items-center gap-2 text-xs text-slate-400 cursor-pointer">
|
|
<input
|
|
type="checkbox"
|
|
checked={showMsciBenchmark}
|
|
onChange={(e) => setShowMsciBenchmark(e.target.checked)}
|
|
className="rounded border-slate-800 text-emerald-500 focus:ring-0 accent-emerald-500 w-4 h-4"
|
|
/>
|
|
<span>MSCI World (Benchmark) anzeigen</span>
|
|
</label>
|
|
</div>
|
|
</div>
|
|
|
|
<div className="h-80 w-full">
|
|
<ResponsiveContainer width="100%" height="100%">
|
|
<LineChart data={chartData}>
|
|
<CartesianGrid strokeDasharray="3 3" stroke="#1e293b" />
|
|
<XAxis dataKey="date" stroke="#64748b" fontSize={10} />
|
|
<YAxis stroke="#64748b" fontSize={10} domain={['auto', 'auto']} tickFormatter={(v) => `$${v.toLocaleString()}`} />
|
|
<Tooltip contentStyle={{ backgroundColor: '#0f172a', borderColor: '#334155', borderRadius: '8px' }} />
|
|
<Legend verticalAlign="top" height={36} />
|
|
<Line type="monotone" dataKey="Portfolio" name={activePortfolio.name} stroke="#10b981" strokeWidth={3} dot={false} activeDot={{ r: 6 }} />
|
|
{showMsciBenchmark && (
|
|
<Line type="monotone" dataKey="MSCI World (Benchmark)" name="MSCI World Index (Normiert)" stroke="#3b82f6" strokeWidth={2} strokeDasharray="4 4" dot={false} />
|
|
)}
|
|
</LineChart>
|
|
</ResponsiveContainer>
|
|
</div>
|
|
|
|
{/* EWMA parameter tuner slider */}
|
|
<div className="p-4 rounded-xl border border-slate-850 bg-slate-950/20 flex flex-col sm:flex-row justify-between items-start sm:items-center gap-4">
|
|
<div className="space-y-1">
|
|
<h4 className="text-sm font-semibold text-slate-200">Parameteranpassung EWMA Lambda (λ)</h4>
|
|
<p className="text-xs text-slate-400">Zerfallsfaktor steuert die Schock-Sensitivität des Volatilitätsmodells.</p>
|
|
</div>
|
|
<div className="flex items-center gap-4 w-full sm:w-auto">
|
|
<input
|
|
type="range"
|
|
min="0.80"
|
|
max="0.99"
|
|
step="0.01"
|
|
value={ewmaLambda}
|
|
onChange={(e) => setEwmaLambda(parseFloat(e.target.value))}
|
|
className="w-40 accent-emerald-400 cursor-pointer"
|
|
/>
|
|
<span className="font-mono text-emerald-400 text-sm font-bold bg-emerald-500/10 px-2 py-0.5 rounded border border-emerald-500/20">λ = {ewmaLambda.toFixed(2)}</span>
|
|
</div>
|
|
</div>
|
|
</div>
|
|
|
|
{/* Right 1 Column: Advanced Order Mask */}
|
|
<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 flex flex-col justify-between">
|
|
<div className="space-y-6">
|
|
<div className="border-b border-slate-800 pb-3">
|
|
<h3 className="text-lg font-bold text-white flex items-center gap-2">
|
|
<Settings className="text-emerald-400 w-5 h-5" /> Order-Maske (Simuliert)
|
|
</h3>
|
|
</div>
|
|
|
|
<form onSubmit={handleTransactionSubmit} className="space-y-4">
|
|
<div className="grid grid-cols-2 gap-3">
|
|
<div>
|
|
<label className="text-xs text-slate-400 block mb-1">Ticker / Symbol</label>
|
|
<input
|
|
type="text"
|
|
required
|
|
placeholder="AAPL"
|
|
className="w-full bg-slate-950 border border-slate-800 rounded-lg p-2 text-slate-100 font-mono focus:outline-none focus:border-emerald-500"
|
|
value={tradeSymbol}
|
|
onChange={(e) => setTradeSymbol(e.target.value.toUpperCase())}
|
|
/>
|
|
</div>
|
|
<div>
|
|
<label className="text-xs text-slate-400 block mb-1">WKN / ISIN</label>
|
|
<input
|
|
type="text"
|
|
placeholder="865985"
|
|
className="w-full bg-slate-950 border border-slate-800 rounded-lg p-2 text-slate-100 font-mono focus:outline-none focus:border-emerald-500"
|
|
value={tradeWknOrIsin}
|
|
onChange={(e) => setTradeWknOrIsin(e.target.value)}
|
|
/>
|
|
</div>
|
|
<div>
|
|
<label className="text-xs text-slate-400 block mb-1">Stücke</label>
|
|
<input
|
|
type="number"
|
|
required
|
|
className="w-full bg-slate-950 border border-slate-800 rounded-lg p-2 text-slate-100 font-mono focus:outline-none focus:border-emerald-500"
|
|
value={tradeShares}
|
|
onChange={(e) => setTradeShares(Number(e.target.value))}
|
|
/>
|
|
</div>
|
|
<div>
|
|
<label className="text-xs text-slate-400 block mb-1">Kurs ($)</label>
|
|
<input
|
|
type="number"
|
|
required
|
|
className="w-full bg-slate-950 border border-slate-800 rounded-lg p-2 text-slate-100 font-mono focus:outline-none focus:border-emerald-500"
|
|
value={tradePrice}
|
|
onChange={(e) => setTradePrice(Number(e.target.value))}
|
|
/>
|
|
</div>
|
|
</div>
|
|
|
|
{/* Order direction buttons */}
|
|
<div className="flex gap-2 p-1 rounded-xl bg-slate-950 border border-slate-800">
|
|
<button
|
|
type="button"
|
|
onClick={() => setTradeType('BUY')}
|
|
className={`flex-1 py-1.5 text-xs font-bold rounded-lg transition-all ${tradeType === 'BUY' ? 'bg-emerald-500 text-slate-950 shadow-md shadow-emerald-500/10' : 'text-slate-400 hover:text-slate-200'}`}
|
|
>
|
|
Kauf (Long)
|
|
</button>
|
|
<button
|
|
type="button"
|
|
onClick={() => setTradeType('SELL')}
|
|
className={`flex-1 py-1.5 text-xs font-bold rounded-lg transition-all ${tradeType === 'SELL' ? 'bg-rose-500 text-white shadow-md shadow-rose-500/10' : 'text-slate-400 hover:text-slate-200'}`}
|
|
>
|
|
Verkauf (Short)
|
|
</button>
|
|
</div>
|
|
|
|
{/* Kelly Sizing Risk Recommendation Widget */}
|
|
{tradeType === 'BUY' && (
|
|
<div className="bg-slate-950/60 border border-slate-850 rounded-xl p-3 text-[11px] space-y-2 relative overflow-hidden">
|
|
<div className="flex justify-between items-center">
|
|
<span className="text-[10px] text-slate-400 uppercase font-semibold flex items-center gap-1">
|
|
<Sparkles className="w-3 h-3 text-emerald-400" /> Risk-Engine Sizing
|
|
</span>
|
|
<span className="font-bold text-emerald-400 text-[10px] uppercase tracking-wider">Kelly recommendation</span>
|
|
</div>
|
|
|
|
<div className="grid grid-cols-2 gap-2">
|
|
<div>
|
|
<label className="text-[9px] text-slate-500 block mb-0.5 font-semibold uppercase">Prob Source (p)</label>
|
|
<select
|
|
value={kellySource}
|
|
onChange={(e) => setKellySource(e.target.value as any)}
|
|
className="w-full bg-slate-900 border border-slate-800 rounded px-1.5 py-1 text-[10px] text-slate-200 focus:outline-none"
|
|
>
|
|
<option value="custom">Manueller Regler</option>
|
|
<option value="scanner">El. 2 Scanner-Score</option>
|
|
<option value="crypto">El. 4 Bayes Posterior</option>
|
|
<option value="econometric">El. 5 ROC Breakout</option>
|
|
</select>
|
|
</div>
|
|
|
|
<div>
|
|
<label className="text-[9px] text-slate-500 block mb-0.5 font-semibold uppercase">Odds-Verhältnis (b)</label>
|
|
<input
|
|
type="number"
|
|
step="0.1"
|
|
min="0.1"
|
|
value={oddsRatio}
|
|
onChange={(e) => setOddsRatio(Number(e.target.value))}
|
|
className="w-full bg-slate-900 border border-slate-800 rounded px-1.5 py-1 text-[10px] text-slate-200 font-mono focus:outline-none"
|
|
/>
|
|
</div>
|
|
</div>
|
|
|
|
{kellySource === 'custom' && (
|
|
<div className="space-y-1">
|
|
<div className="flex justify-between text-[9px] text-slate-500">
|
|
<span>Erfolgswahrscheinlichkeit:</span>
|
|
<span className="font-mono text-emerald-400 font-bold">{(kellyProbability * 100).toFixed(0)}%</span>
|
|
</div>
|
|
<input
|
|
type="range"
|
|
min="0.1"
|
|
max="0.99"
|
|
step="0.01"
|
|
value={customProb}
|
|
onChange={(e) => setCustomProb(Number(e.target.value))}
|
|
className="w-full accent-emerald-500 h-1 bg-slate-900 rounded"
|
|
/>
|
|
</div>
|
|
)}
|
|
|
|
{kellySource !== 'custom' && (
|
|
<div className="text-[9px] text-slate-400 flex justify-between bg-slate-900/40 p-1 px-1.5 rounded border border-slate-900">
|
|
<span>System-Wahrscheinlichkeit:</span>
|
|
<span className="font-mono text-emerald-400 font-bold">{(kellyProbability * 100).toFixed(1)}%</span>
|
|
</div>
|
|
)}
|
|
|
|
{potentialClusterRisk && (
|
|
<div className="p-2 bg-rose-500/10 text-rose-400 border border-rose-500/20 text-[9px] rounded flex items-start gap-1">
|
|
<AlertCircle className="w-3.5 h-3.5 shrink-0 text-rose-400" />
|
|
<div>
|
|
<strong>Klumpenrisiko!</strong> Korrelation > 0.70 zu bestehenden Positionen. Kelly-Empfehlung wurde um 50% halbiert.
|
|
</div>
|
|
</div>
|
|
)}
|
|
|
|
<div className="bg-slate-900/80 p-2 rounded-lg border border-slate-850 flex justify-between items-center text-xs">
|
|
<div>
|
|
<span className="block text-[9px] text-slate-500 uppercase font-semibold">Kelly-Anteil:</span>
|
|
<span className="font-mono font-bold text-slate-200">{(kellyFraction * 100).toFixed(1)}% des Cashs</span>
|
|
</div>
|
|
<div className="text-right">
|
|
<span className="block text-[9px] text-slate-500 uppercase font-semibold">Kaufvolumen:</span>
|
|
<span className="font-mono font-bold text-emerald-400">${Math.round(recommendedKellyCash).toLocaleString()}</span>
|
|
</div>
|
|
</div>
|
|
</div>
|
|
)}
|
|
|
|
{/* Hypothesis input */}
|
|
<div>
|
|
<label className="text-xs text-slate-400 block mb-1 flex items-center gap-1">
|
|
<Tag className="w-3 h-3 text-emerald-400" />
|
|
<span>Hypothese / What-if Notiz</span>
|
|
</label>
|
|
<input
|
|
type="text"
|
|
placeholder="z.B. Ferrari E-Auto Skepsis"
|
|
className="w-full bg-slate-950 border border-slate-800 rounded-lg p-2 text-slate-100 text-xs focus:outline-none focus:border-emerald-500"
|
|
value={hypothesisTag}
|
|
onChange={(e) => setHypothesisTag(e.target.value)}
|
|
/>
|
|
</div>
|
|
|
|
{/* Fees Toggle */}
|
|
<div className="flex items-center justify-between border-t border-slate-850 pt-3 text-xs">
|
|
<span className="text-slate-400 flex items-center gap-1">
|
|
<DollarSign className="w-3.5 h-3.5 text-slate-500" /> Ordergebühren simulieren
|
|
</span>
|
|
<input
|
|
type="checkbox"
|
|
checked={simulateFees}
|
|
onChange={(e) => setSimulateFees(e.target.checked)}
|
|
className="rounded border-slate-800 text-emerald-500 focus:ring-0 accent-emerald-500 w-4 h-4 cursor-pointer"
|
|
/>
|
|
</div>
|
|
|
|
{/* Backfill Date Picker Toggle */}
|
|
<div className="space-y-2 border-t border-slate-850 pt-3 text-xs">
|
|
<div className="flex items-center justify-between">
|
|
<span className="text-slate-400 flex items-center gap-1">
|
|
<Calendar className="w-3.5 h-3.5 text-slate-500" /> Historischer Backfill
|
|
</span>
|
|
<input
|
|
type="checkbox"
|
|
checked={isBackfill}
|
|
onChange={(e) => setIsBackfill(e.target.checked)}
|
|
className="rounded border-slate-800 text-emerald-500 focus:ring-0 accent-emerald-500 w-4 h-4 cursor-pointer"
|
|
/>
|
|
</div>
|
|
|
|
{isBackfill && (
|
|
<input
|
|
type="date"
|
|
className="w-full bg-slate-950 border border-slate-800 rounded-lg p-2 text-slate-100 text-xs focus:outline-none focus:border-emerald-500 font-mono"
|
|
value={backfillDate}
|
|
onChange={(e) => setBackfillDate(e.target.value)}
|
|
/>
|
|
)}
|
|
</div>
|
|
|
|
{orderError && (
|
|
<div className="p-3 rounded-lg bg-rose-500/10 text-rose-400 border border-rose-500/20 text-xs flex items-center gap-2">
|
|
<AlertCircle className="w-4 h-4 shrink-0" />
|
|
<span>{orderError}</span>
|
|
</div>
|
|
)}
|
|
|
|
{orderSuccess && (
|
|
<div className="p-3 rounded-lg bg-emerald-500/10 text-emerald-400 border border-emerald-500/20 text-xs flex items-center gap-2">
|
|
<Check className="w-4 h-4 shrink-0" />
|
|
<span>Transaktion erfolgreich gebucht!</span>
|
|
</div>
|
|
)}
|
|
|
|
<button
|
|
type="submit"
|
|
className={`w-full font-bold py-2.5 px-4 rounded-lg transition-all active:scale-[0.98] mt-2 shadow-lg ${tradeType === 'BUY' ? 'bg-gradient-to-r from-emerald-500 to-teal-500 hover:from-emerald-600 hover:to-teal-600 text-slate-950 shadow-emerald-500/10' : 'bg-gradient-to-r from-rose-500 to-pink-500 hover:from-rose-600 hover:to-pink-600 text-white shadow-rose-500/10'}`}
|
|
>
|
|
Order an den Markt senden
|
|
</button>
|
|
</form>
|
|
</div>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
{/* SECTION 3: Holdings Table & Transactions Log */}
|
|
<div className="grid grid-cols-1 xl:grid-cols-3 gap-8">
|
|
|
|
{/* Left 2 Columns: Holdings List */}
|
|
<div className="xl:col-span-2 bg-slate-900/60 backdrop-blur-md border border-slate-800 rounded-2xl p-6 text-slate-100 shadow-xl space-y-4">
|
|
<div className="flex justify-between items-center border-b border-slate-800 pb-3">
|
|
<h3 className="text-lg font-bold text-white flex items-center gap-2">
|
|
<TrendingUp className="text-emerald-400 w-5 h-5" /> Depotbestände ({activePortfolio.holdings.length})
|
|
</h3>
|
|
<div className="text-xs text-slate-400 flex items-center gap-4">
|
|
<span>Barguthaben: <span className="font-mono text-emerald-400 font-bold">${activePortfolio.cash.toLocaleString()}</span></span>
|
|
</div>
|
|
</div>
|
|
|
|
<div className="overflow-x-auto border border-slate-850 rounded-xl bg-slate-950/40">
|
|
<table className="w-full border-collapse text-left text-sm">
|
|
<thead>
|
|
<tr className="border-b border-slate-800 text-slate-400 font-semibold bg-slate-900/40">
|
|
<th className="p-3">Asset</th>
|
|
<th className="p-3">Stücke</th>
|
|
<th className="p-3">Einstand</th>
|
|
<th className="p-3">Kurs</th>
|
|
<th className="p-3">Hypothese</th>
|
|
<th className="p-3 text-right">GuV</th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
{activePortfolio.holdings.length === 0 ? (
|
|
<tr>
|
|
<td colSpan={6} className="p-8 text-center text-slate-500">
|
|
Keine Bestände in diesem Sandbox-Portfolio. Nutzen Sie die Order-Maske, um Werte hinzuzufügen.
|
|
</td>
|
|
</tr>
|
|
) : (
|
|
activePortfolio.holdings.map((hold) => {
|
|
const profitLoss = (hold.currentPrice - hold.avgPrice) * hold.shares;
|
|
const isPositive = profitLoss >= 0;
|
|
return (
|
|
<tr key={hold.symbol} className="border-b border-slate-850/50 hover:bg-slate-850/20 transition-colors">
|
|
<td className="p-3">
|
|
<div className="font-bold text-teal-400 font-mono">{hold.symbol}</div>
|
|
{hold.wknOrIsin && <div className="text-[10px] text-slate-500 font-mono">WKN: {hold.wknOrIsin}</div>}
|
|
</td>
|
|
<td className="p-3 font-mono font-medium">{hold.shares}</td>
|
|
<td className="p-3 font-mono text-slate-300">${hold.avgPrice.toFixed(2)}</td>
|
|
<td className="p-3 font-mono text-slate-300">${hold.currentPrice.toFixed(2)}</td>
|
|
<td className="p-3 text-slate-400 max-w-[200px] truncate text-xs" title={hold.hypothesisTag}>
|
|
{hold.hypothesisTag || '-'}
|
|
</td>
|
|
<td className={`p-3 font-mono text-right flex items-center justify-end gap-1 ${isPositive ? 'text-emerald-400' : 'text-rose-400'}`}>
|
|
{isPositive ? <ArrowUpRight className="w-4 h-4" /> : <ArrowDownRight className="w-4 h-4" />}
|
|
${Math.abs(profitLoss).toLocaleString(undefined, { minimumFractionDigits: 2, maximumFractionDigits: 2 })}
|
|
</td>
|
|
</tr>
|
|
);
|
|
})
|
|
)}
|
|
</tbody>
|
|
</table>
|
|
</div>
|
|
</div>
|
|
|
|
{/* Right 1 Column: Transactions History */}
|
|
<div className="bg-slate-900/60 backdrop-blur-md border border-slate-800 rounded-2xl p-6 text-slate-100 shadow-xl space-y-4">
|
|
<div className="border-b border-slate-800 pb-3">
|
|
<h3 className="text-lg font-bold text-white flex items-center gap-2">
|
|
<Calendar className="text-emerald-400 w-5 h-5" /> Letzte Orderbuch-Einträge
|
|
</h3>
|
|
</div>
|
|
|
|
<div className="max-h-60 overflow-y-auto space-y-2 pr-1">
|
|
{activePortfolio.transactions.length === 0 ? (
|
|
<p className="text-xs text-slate-500 text-center py-8">Bislang keine Transaktionen in diesem Portfolio.</p>
|
|
) : (
|
|
activePortfolio.transactions.map((tx) => {
|
|
const isBuy = tx.type === 'BUY';
|
|
return (
|
|
<div key={tx.id} className="p-3 bg-slate-950/40 border border-slate-850 rounded-lg space-y-1.5">
|
|
<div className="flex justify-between items-start">
|
|
<div className="flex items-center gap-2">
|
|
<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>
|
|
<span className="font-mono font-bold text-slate-200">{tx.symbol}</span>
|
|
</div>
|
|
<span className="text-[10px] text-slate-500 font-mono">{tx.timestamp}</span>
|
|
</div>
|
|
|
|
<div className="flex justify-between text-xs font-mono text-slate-400">
|
|
<span>{tx.shares} Stk @ ${tx.price.toFixed(2)}</span>
|
|
<span className="text-[10px] text-slate-500">Gebühr: ${tx.feeApplied.toFixed(2)}</span>
|
|
</div>
|
|
|
|
{tx.hypothesisTag && (
|
|
<div className="text-[10px] text-slate-500 flex items-center gap-1 border-t border-slate-900 pt-1">
|
|
<Tag className="w-2.5 h-2.5 text-teal-500" />
|
|
<span className="italic truncate max-w-[220px]">{tx.hypothesisTag}</span>
|
|
</div>
|
|
)}
|
|
</div>
|
|
);
|
|
})
|
|
)}
|
|
</div>
|
|
</div>
|
|
|
|
</div>
|
|
|
|
</div>
|
|
);
|
|
}
|