122 lines
7.3 KiB
TypeScript
122 lines
7.3 KiB
TypeScript
import React from 'react';
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import { Settings, 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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interface ScannerBlueprintModalProps {
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isOpen: boolean;
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onClose: () => void;
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}
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export default function ScannerBlueprintModal({ isOpen, onClose }: ScannerBlueprintModalProps) {
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React.useEffect(() => {
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const handleKeyDown = (e: KeyboardEvent) => {
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if (e.key === 'Escape') {
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onClose();
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}
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};
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if (isOpen) {
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window.addEventListener('keydown', handleKeyDown);
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}
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return () => {
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window.removeEventListener('keydown', handleKeyDown);
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};
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}, [isOpen, onClose]);
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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-900/85 backdrop-blur-md p-4 sm:p-6 md:p-8 animate-fade-in">
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<div className="bg-slate-900 border border-slate-800/80 rounded-3xl w-full max-w-5xl h-[85vh] 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-950/45 border-b border-slate-800/60">
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<div>
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<h2 className="text-base font-bold bg-gradient-to-r from-emerald-400 to-teal-400 bg-clip-text text-transparent flex items-center gap-2">
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<Settings className="w-5 h-5 text-emerald-400" /> Anomalies Scanner - Operational Blueprint
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</h2>
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<p className="text-[10px] text-slate-500 font-mono">System User Manual & Interface Mechanics</p>
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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 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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<X className="w-4 h-4" />
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</button>
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</div>
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{/* Modal Body */}
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<div className="flex-1 overflow-y-auto p-6 sm:p-8 space-y-8 text-slate-350 scrollbar-thin">
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<div className="border-b border-slate-800/80 pb-3">
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<h3 className="text-base font-bold text-slate-200">Scanner Metrics & Signals</h3>
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<p className="text-xs text-slate-400 mt-1">Operational details of the anomaly scanner, technical velocity thresholds, and valuation overlays.</p>
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</div>
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{/* Core Mechanics */}
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<div className="grid grid-cols-1 md:grid-cols-3 gap-6">
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<div className="p-5 rounded-2xl border border-slate-800/60 bg-slate-950/40 space-y-3 flex flex-col">
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<h4 className="text-xs font-bold text-emerald-400 uppercase tracking-wider font-mono">1. 52-Week Drop Mechanics</h4>
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<div className="text-xs text-slate-400 leading-relaxed font-sans space-y-2 flex-1">
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<p>
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Filters the stock database for liquid companies trading at significant percentage discounts relative to their 52-week peak. The core threshold computes:
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</p>
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<BlockMath math="\Delta_{52w} = \frac{P_{\text{current}} - P_{52w\_high}}{P_{52w\_high}}" />
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<p>
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An alert is triggered when the price deviation exceeds a designated threshold (e.g. <InlineMath math="\Delta_{52w} \le -0.30" />), representing a 30% drop from the rolling high. It isolates severe drawdowns caused by asymmetric market overreactions, validating whether the pricing is a statistical dislocation or a permanent valuation impairment.
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</p>
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</div>
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</div>
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<div className="p-5 rounded-2xl border border-slate-800/60 bg-slate-950/40 space-y-3 flex flex-col">
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<h4 className="text-xs font-bold text-emerald-400 uppercase tracking-wider font-mono">2. Welles Wilder RSI-14 Velocity</h4>
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<div className="text-xs text-slate-400 leading-relaxed font-sans space-y-2 flex-1">
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<p>
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Uses the smoothed Welles Wilder Relative Strength Index to identify deep oversold thresholds (RSI <InlineMath math="< 30" />). Wilder smoothing calculations utilize modified EMAs for trend velocity:
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</p>
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<BlockMath math="S_{\text{gain}, t} = \frac{1}{14} U_t + \left(1 - \frac{1}{14}\right) S_{\text{gain}, t-1}" />
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<BlockMath math="S_{\text{loss}, t} = \frac{1}{14} D_t + \left(1 - \frac{1}{14}\right) S_{\text{loss}, t-1}" />
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<p>
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where <InlineMath math="U_t" /> and <InlineMath math="D_t" /> represent upward and downward price changes. Relative Strength is <InlineMath math="\text{RS} = S_{\text{gain}, t} / S_{\text{loss}, t}" />. Momentum velocity measures standard deviation shocks in the indicator to forecast buy-exhaustion and selloff capitulations.
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</p>
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</div>
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</div>
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<div className="p-5 rounded-2xl border border-slate-800/60 bg-slate-950/40 space-y-3 flex flex-col">
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<h4 className="text-xs font-bold text-emerald-400 uppercase tracking-wider font-mono">3. FMP Valuation Overlay</h4>
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<div className="text-xs text-slate-400 leading-relaxed font-sans space-y-2 flex-1">
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<p>
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Integrates trailing Price-to-Earnings (P/E), Price-to-Book (P/B), and Dividend Yield (%), alongside the PEG-to-Forward P/E transition. Detail how PEG resolves to a growth rate and computes implicit Forward P/E:
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</p>
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<BlockMath math="g_{\text{implicit}} = \frac{\text{Trailing PE}}{\text{PEG} \times 100}" />
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<BlockMath math="\text{Forward PE} = \frac{\text{Trailing PE}}{1 + g_{\text{implicit}}}" />
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<p>
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When the pricing drop matches these valuation filters, the system triggers a **High-Conviction Value Alert** to signal structural undervaluation rather than a value trap.
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</p>
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</div>
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</div>
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</div>
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{/* Interface Specifications */}
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<div className="space-y-3">
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<h3 className="text-sm font-bold text-slate-200 border-b border-slate-800 pb-2">User Actions & Interface Mechanics</h3>
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<div className="text-xs text-slate-400 space-y-3 leading-relaxed">
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<p>
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<strong className="text-emerald-400 font-semibold">Diagnostic Drawers:</strong> Clicking on any row in the scanner table opens an interactive drawer where you can analyze the drop catalyst: *Systemic Selloff, Supply Chain Disruption, Executive Shift, Regulatory Issue / Fine,* or *Earnings Miss*.
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</p>
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<p>
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<strong className="text-emerald-400 font-semibold">GJR-GARCH Rebound Probability:</strong> The drawer displays a real-time rebound probability score. The GJR-GARCH model calculates conditional downside volatility, while the selected catalyst dynamically adjusts the rebound expectations based on historical asset-recovery statistics.
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</p>
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<p>
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<strong className="text-emerald-400 font-semibold">Deep-Check Search Mask:</strong> Permits manual lookup of individual tickers. Ingests cash flow and balance sheet metrics from the backend API, displaying current Sloan ratios and GJR-GARCH conditional Value-at-Risk limits.
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</p>
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</div>
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</div>
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</div>
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</div>
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</div>
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);
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}
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