Polish web demo tests and refresh notebooks

- add README live-demo badge
- tighten engine validation for jump grids and detector indices
- replace flaky FastAPI TestClient web tests with direct handler tests
- remove unused httpx dev dependency
- clean stale frontend comments
- re-execute notebooks with clean sequential outputs

README.md

@@ -1,5 +1,7 @@
 # Adaptive Barrier Monitor
 
+[![Live Demo](https://img.shields.io/badge/demo-webapp-teal)](https://abm.pawelsarkowicz.xyz)
+
 A five-notebook quantitative-finance project connecting random walks, Brownian
 motion, geometric Brownian motion, first-passage times, Brownian bridges, and
 state-dependent monitoring.
@@ -19,7 +21,7 @@ appear in a practical monitoring problem.
 Under geometric Brownian motion,
 
 $$
-\frac{dS_t}{S_t}=\mu\,dt+\sigma\,dW_t,
+\frac{dS_t}{S_t}=\mu dt+\sigma dW_t,
 $$
 
 the relative log-price $X_t=\log(S_t/S_0)$ is arithmetic Brownian motion. A
@@ -28,7 +30,7 @@ the relative log-price $X_t=\log(S_t/S_0)$ is arithmetic Brownian motion. A
 For zero drift, the probability of touching the barrier by time $T$ is
 
 $$
-P(\tau_B\leq T)=2\Phi\!\left(\frac{B}{\sigma\sqrt{T}}\right).
+P(\tau_B\leq T)=2\Phi\left(\frac{B}{\sigma\sqrt{T}}\right).
 $$
 
 At 30% annualised volatility, a 10% move in five trading minutes is roughly a
@@ -41,7 +43,7 @@ that the hidden path crossed the barrier is
 
 $$
 P_{\mathrm{cross}}
-=\exp\!\left(
+=\exp\left(
 -\frac{2(x_0-B)(x_T-B)}{\sigma^2\Delta t}
 \right).
 $$
@@ -188,8 +190,7 @@ adaptive-barrier-monitor/
 ## Tech stack
 
 Python, NumPy, SciPy, pandas, SymPy, Matplotlib, FastAPI, Pydantic, Uvicorn,
-Plotly.js, Docker, pytest, and GitHub Actions.
+Plotly.js, Docker, pytest.
-
 ## License
 
 MIT — see [`LICENSE`](LICENSE).

pyproject.toml

@@ -28,7 +28,6 @@ webapp = [
 ]
 dev = [
   "pytest>=8,<9",
-  "httpx>=0.27,<1",
 ]
 
 [tool.setuptools.packages.find]

src/adaptive_barrier/engine.py

@@ -178,6 +178,8 @@ def merton_jump_diffusion(
 ) -> tuple[np.ndarray, np.ndarray]:
     """Sample a Merton jump diffusion with annualised Poisson intensity."""
     _require_positive("S0", S0)
+    _require_positive("T", T)
+    _require_positive_int("n_steps", n_steps)
     _require_positive("sigma", sigma)
     _require_positive_int("n_paths", n_paths)
     if not np.isfinite(mu):
@@ -472,8 +474,24 @@ def detect_barrier_event(
     """
     if breach_idx is None:
         return False, None, None
-    indices = np.asarray(sample_indices, dtype=int).ravel()
+    raw_indices = np.asarray(sample_indices)
+    if np.issubdtype(raw_indices.dtype, np.bool_):
+        raise ValueError("sample_indices must contain integer grid indices")
+    index_values = np.asarray(sample_indices, dtype=float).ravel()
+    if np.any(~np.isfinite(index_values)) or np.any(index_values != np.floor(index_values)):
+        raise ValueError("sample_indices must contain integer grid indices")
+    indices = index_values.astype(int)
     path = np.asarray(values, dtype=float).ravel()
+    if path.size == 0 or np.any(~np.isfinite(path)) or not np.isfinite(barrier):
+        raise ValueError("values and barrier must be finite")
+    if np.any(indices < 0) or np.any(indices >= len(path)):
+        raise ValueError("sample_indices must lie within the path")
+    if indices.size > 1 and np.any(np.diff(indices) < 0):
+        raise ValueError("sample_indices must be sorted in ascending order")
+    if isinstance(breach_idx, bool) or int(breach_idx) != breach_idx:
+        raise ValueError("breach_idx must be an integer or None")
+    if breach_idx < 0 or breach_idx >= len(path):
+        raise ValueError("breach_idx must lie within the path")
     if direction not in {"down", "up"}:
         raise ValueError("direction must be 'down' or 'up'")
     if max_lag_steps is not None:

tests/test_engine.py

@@ -52,6 +52,16 @@ def test_detection_deadline_is_enforced():
     assert detect_barrier_event(samples, values, 1, 90.0, "down", 3) == (True, 3, 4)
 
 
+def test_detection_rejects_invalid_indices():
+    values = np.array([100.0, 89.0, 88.0])
+    with pytest.raises(ValueError, match="within the path"):
+        detect_barrier_event(np.array([0, 3]), values, 1, 90.0, "down", 2)
+    with pytest.raises(ValueError, match="ascending"):
+        detect_barrier_event(np.array([2, 1]), values, 1, 90.0, "down", 2)
+    with pytest.raises(ValueError, match="integer grid indices"):
+        detect_barrier_event(np.array([0.5, 1.0]), values, 1, 90.0, "down", 2)
+
+
 def test_fixed_indices_have_exact_requested_count():
     for n in (2, 10, 101):
         for k in range(1, n + 1):
@@ -74,6 +84,13 @@ def test_zero_jump_intensity_matches_gbm_for_same_seed():
     assert np.array_equal(gbm, jump)
 
 
+def test_merton_jump_diffusion_validates_time_grid_before_sampling():
+    with pytest.raises(ValueError, match="T"):
+        merton_jump_diffusion(100.0, 0.0, 100)
+    with pytest.raises(ValueError, match="n_steps"):
+        merton_jump_diffusion(100.0, 5 / TRADING_MINUTES_PER_YEAR, 0)
+
+
 def test_simulation_baseline_has_exact_per_path_budget():
     result = run_monte_carlo_simulation(
         n_paths=12,

tests/test_webapp.py

@@ -1,36 +1,30 @@
-from fastapi.testclient import TestClient
+import pytest
+from pydantic import ValidationError
 
-from webapp.app import app
+from webapp.app import SimulateRequest, app, health, simulate
-
-
-client = TestClient(app)
 
 
 def test_health_endpoint():
-    response = client.get("/api/health")
+    payload = health()
-    assert response.status_code == 200
-    payload = response.json()
     assert payload["ok"] is True
     assert payload["version"] == "0.4.7"
 
 
 def test_simulation_endpoint_preserves_equal_budget():
-    response = client.post(
+    payload = simulate(
-        "/api/simulate",
+        SimulateRequest(
-        json={
+            rng_seed=3,
-            "rng_seed": 3,
+            n_paths=5,
-            "n_paths": 5,
+            n_steps=100,
-            "n_steps": 100,
+            drop_fraction=0.05,
-            "drop_fraction": 0.05,
+            rise_fraction=0.08,
-            "rise_fraction": 0.08,
+            max_detection_lag_steps=3,
-            "max_detection_lag_steps": 3,
+        )
-        },
     )
-    assert response.status_code == 200
-    payload = response.json()
     assert payload["adaptive_total_samples"] == payload["fixed_total_samples"]
     assert payload["max_detection_lag_steps"] == 3
 
+
 def test_webapp_imports_from_source_checkout_without_installed_package(tmp_path):
     """The documented direct uvicorn command must resolve the src-layout package."""
     import os
@@ -53,30 +47,32 @@ def test_webapp_imports_from_source_checkout_without_installed_package(tmp_path)
     assert "Adaptive Barrier Monitor" in completed.stdout
 
 
-
 def test_simulation_endpoint_supports_fixed_cadence():
-    response = client.post(
+    payload = simulate(
-        "/api/simulate",
+        SimulateRequest(
-        json={
+            rng_seed=3,
-            "rng_seed": 3,
+            n_paths=5,
-            "n_paths": 5,
+            n_steps=200,
-            "n_steps": 200,
+            window_minutes=200.0,
-            "window_minutes": 200.0,
+            dt_cap_minutes=2.0,
-            "dt_cap_minutes": 2.0,
+            comparison_mode="fixed_cadence",
-            "comparison_mode": "fixed_cadence",
+            fixed_cadence_minutes=20.0,
-            "fixed_cadence_minutes": 20.0,
+        )
-        },
     )
-    assert response.status_code == 200
-    payload = response.json()
     assert payload["comparison_mode"] == "fixed_cadence"
     assert payload["fixed_cadence_minutes"] == 20.0
     assert payload["adaptive_total_samples"] != payload["fixed_total_samples"]
 
 
 def test_simulation_endpoint_rejects_unknown_comparison_mode():
-    response = client.post(
+    with pytest.raises(ValidationError):
-        "/api/simulate",
+        SimulateRequest.model_validate({"comparison_mode": "unknown"})
-        json={"comparison_mode": "unknown"},
+
-    )
+
-    assert response.status_code == 422
+def test_app_registers_expected_routes():
+    route_methods = {
+        route.path: getattr(route, "methods", set())
+        for route in app.routes
+    }
+    assert "GET" in route_methods["/api/health"]
+    assert "POST" in route_methods["/api/simulate"]

webapp/static/app.css

@@ -1,4 +1,4 @@
-/* Theme tokens and page structure intentionally mirror ClimbingBoardGPT. */
+/* Theme tokens and page structure for the Adaptive Barrier Monitor demo. */
 :root {
   --base00: #1A1B26;
   --base01: #16161E;

webapp/static/app.js

@@ -329,7 +329,7 @@ async function runMonteCarlo() {
 }
 
 
-/** Initialize collapsible cards to match the ClimbingBoardGPT interaction. */
+/** Initialize collapsible parameter cards. */
 function initCollapsibleCards() {
   document.querySelectorAll(".card.collapsible > h2").forEach((heading) => {
     const card = heading.parentElement;

webapp/static/index.html

@@ -159,7 +159,7 @@
       </div>
     </section>
 
-    <!-- Left column, row 2: supporting information, mirroring ClimbingBoardGPT. -->
+    <!-- Left column, row 2: supporting information. -->
     <section class="controls" id="col-info">
       <div class="card explain">
         <h2>How to read it</h2>