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26 changes: 23 additions & 3 deletions src/dashboard.py
Original file line number Diff line number Diff line change
Expand Up @@ -170,7 +170,14 @@ def get_cache_key(*args) -> str:
else:
factor_window = st.slider("Factor Beta Window (days)", 20, 252, 63, 7)
vol_window = st.slider("Regime Vol Window (days)", 10, 60, 21, 5)
adv_pct = st.slider("ADV Participation %", 0.01, 0.30, float(DEFAULT_ADV_PCT), 0.01)
adv_pct = st.slider(
"ADV Participation %",
0.01,
0.30,
float(DEFAULT_ADV_PCT),
0.01,
help="Max participation in Average Daily Volume (e.g., 0.10 = 10%)",
)

st.markdown("---")
st.subheader("4. Research Rigor")
Expand All @@ -185,12 +192,25 @@ def get_cache_key(*args) -> str:
st.info("Using full-sample quantiles (exploratory mode)")

vol_q_high = st.slider(
"High Volatility Quantile", 0.5, 0.95, DEFAULT_VOL_QUANTILE_HIGH, 0.05
"High Volatility Quantile",
0.5,
0.95,
DEFAULT_VOL_QUANTILE_HIGH,
0.05,
help="0.75 means top 25% of volatility readings are 'High'",
)

if mode == "Single-Asset":
st.subheader("5. Backtest Settings")
bt_cost = st.number_input("Transaction Cost (bps)", value=DEFAULT_COST_BPS, step=1) / 10000
bt_cost = (
st.number_input(
"Transaction Cost (bps)",
value=DEFAULT_COST_BPS,
step=1,
help="10 bps = 0.10%",
)
/ 10000
)
allow_short = st.checkbox("Allow Short Selling?", value=False)
else:
st.subheader("5. Alert Thresholds")
Expand Down
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