Touched up notebooks + webapp

webapp/app.py

@@ -0,0 +1,123 @@
+"""FastAPI web demo for the Adaptive Barrier Monitor."""
+
+from __future__ import annotations
+
+import re
+import sys
+from pathlib import Path
+from typing import Any, Literal
+
+import numpy as np
+from fastapi import FastAPI
+from fastapi.responses import HTMLResponse
+from fastapi.staticfiles import StaticFiles
+from pydantic import BaseModel, Field
+
+# Support both an installed package (`pip install -e .`) and direct launches
+# from a source checkout (`uvicorn webapp.app:app`).
+REPO_ROOT = Path(__file__).resolve().parents[1]
+SRC_DIR = REPO_ROOT / "src"
+if str(SRC_DIR) not in sys.path:
+    sys.path.insert(0, str(SRC_DIR))
+
+from adaptive_barrier import __version__
+from adaptive_barrier.engine import (
+    DROP_FRACTION,
+    LOG_BARRIER,
+    RISE_FRACTION,
+    TYPICAL_ANNUAL_VOL,
+    WINDOW_MINUTES,
+    run_monte_carlo_simulation,
+)
+
+STATIC_DIR = REPO_ROOT / "webapp" / "static"
+
+
+class SimulateRequest(BaseModel):
+    """Validated Monte Carlo and detector-comparison parameters."""
+
+    S0: float = Field(100.0, gt=0.0, le=10000.0)
+    sigma_annual: float = Field(TYPICAL_ANNUAL_VOL, gt=0.0, le=2.0)
+    mu_annual: float = Field(0.0, ge=-0.5, le=0.5)
+    window_minutes: float = Field(1950.0, gt=0.0, le=39000.0)
+    n_paths: int = Field(20, ge=1, le=100)
+    n_steps: int = Field(500, ge=50, le=2000)
+    use_jumps: bool = Field(
+        False,
+        description="Use Merton jump diffusion. The Brownian miss proxy does not control jumps.",
+    )
+    jump_intensity: float = Field(25.0, ge=0.0, le=500.0)
+    jump_mean: float = Field(-0.02, ge=-0.5, le=0.5)
+    jump_sigma: float = Field(0.05, ge=0.0, le=0.5)
+    eps: float = Field(1e-3, gt=0.0, lt=1.0)
+    dt_cap_minutes: float | None = Field(None, gt=0.0, le=1440.0)
+    rng_seed: int | None = Field(None, ge=0, le=2_147_483_647)
+    drop_fraction: float = Field(DROP_FRACTION, gt=0.0, lt=1.0)
+    rise_fraction: float = Field(RISE_FRACTION, gt=0.0, le=1.0)
+    max_detection_lag_steps: int | None = Field(3, ge=0, le=100)
+    comparison_mode: Literal["equal_budget", "fixed_cadence"] = "equal_budget"
+    fixed_cadence_minutes: float = Field(60.0, gt=0.0, le=39000.0)
+
+
+def _file_version(path: Path) -> str:
+    try:
+        stat = path.stat()
+        return f"{int(stat.st_mtime)}-{stat.st_size}"
+    except FileNotFoundError:
+        return "missing"
+
+
+def _json_safe(obj: Any) -> Any:
+    if isinstance(obj, dict):
+        return {str(key): _json_safe(value) for key, value in obj.items()}
+    if isinstance(obj, (list, tuple)):
+        return [_json_safe(value) for value in obj]
+    if isinstance(obj, np.integer):
+        return int(obj)
+    if isinstance(obj, np.floating):
+        value = float(obj)
+        return value if np.isfinite(value) else None
+    if isinstance(obj, np.ndarray):
+        return _json_safe(obj.tolist())
+    if isinstance(obj, np.bool_):
+        return bool(obj)
+    return obj
+
+
+app = FastAPI(title="Adaptive Barrier Monitor", version=__version__)
+app.mount("/static", StaticFiles(directory=STATIC_DIR), name="static")
+
+
+@app.get("/")
+def index() -> HTMLResponse:
+    html = (STATIC_DIR / "index.html").read_text(encoding="utf-8")
+    html = re.sub(
+        r'app\.css\?v=[^\s"\']+',
+        f"app.css?v={_file_version(STATIC_DIR / 'app.css')}",
+        html,
+    )
+    html = re.sub(
+        r'app\.js\?v=[^\s"\']+',
+        f"app.js?v={_file_version(STATIC_DIR / 'app.js')}",
+        html,
+    )
+    return HTMLResponse(content=html)
+
+
+@app.get("/api/health")
+def health() -> dict:
+    return {
+        "ok": True,
+        "version": __version__,
+        "default_sigma_annual": TYPICAL_ANNUAL_VOL,
+        "default_window_minutes": WINDOW_MINUTES,
+        "drop_fraction": DROP_FRACTION,
+        "rise_fraction": RISE_FRACTION,
+        "log_barrier": LOG_BARRIER,
+    }
+
+
+@app.post("/api/simulate")
+def simulate(req: SimulateRequest) -> dict:
+    result = run_monte_carlo_simulation(**req.model_dump())
+    return _json_safe(result)