Release v1.0.3

.gitignore

@@ -3,10 +3,22 @@ __pycache__/
 __OLD__/
 .specstory/
 .history/
-.cursorindexingignore
+.vscode/
+*.py[cod]
+.ipynb_checkpoints/
+.pytest_cache/
+
+# Local environments
+.venv/
+venv/
+
+# Local test data and generated analysis results
+data/*
+!data/.gitkeep
+results/*
+!results/.gitkeep
+
 data
+
 cvttpy
-# SpecStory explanation file
-.specstory/.what-is-this.md
-results/
 tmp/

.vscode/.env

@@ -1 +0,0 @@
-PYTHONPATH=/home/oleg/develop

.vscode/launch.json

@@ -1,133 +0,0 @@
-{
-    // Use IntelliSense to learn about possible attributes.
-    // Hover to view descriptions of existing attributes.
-    // For more information, visit: https://go.microsoft.com/fwlink/?linkid=830387
-    "version": "0.2.0",
-    "configurations": [
-    
-
-        {
-            "name": "Python Debugger: Current File",
-            "type": "debugpy",
-            "request": "launch",
-            "python": "/home/oleg/.pyenv/python3.12-venv/bin/python",
-            "program": "${file}",
-            "console": "integratedTerminal",
-            "env": {
-                "PYTHONPATH": "${workspaceFolder}/lib:${workspaceFolder}/.."
-            },
-        },
-        {
-            "name": "-------- VECM --------",
-        },
-        {
-            "name": "CRYPTO VECM BACKTEST (optimized)",
-            "type": "debugpy",
-            "request": "launch",
-            "python": "/home/oleg/.pyenv/python3.12-venv/bin/python",
-            "program": "${workspaceFolder}/research/backtest.py",
-            "args": [
-                "--config=http://cloud16.cvtt.vpn:6789/apps/pairs_trading/backtest",
-                "--instruments=CRYPTO:BNBSPOT:PAIR-ADA-USDT,CRYPTO:BNBSPOT:PAIR-SOL-USDT",
-                "--date_pattern=20250911",
-                "--result_db=${workspaceFolder}/research/results/crypto/%T.vecm-opt.ADA-SOL.20250605.crypto_results.db",            
-            ],
-            "env": {
-                "PYTHONPATH": "${workspaceFolder}/..",
-                "CONFIG_SERVICE": "cloud16.cvtt.vpn:6789",
-                "MODEL_CONFIG": "vecm-opt"
-            },
-            "console": "integratedTerminal"
-        },
-        // {
-        //     "name": "EQUITY VECM (rolling)",
-        //     "type": "debugpy",
-        //     "request": "launch",
-        //     "python": "/home/oleg/.pyenv/python3.12-venv/bin/python",
-        //     "program": "${workspaceFolder}/research/backtest.py",
-        //     "args": [
-        //         "--config=${workspaceFolder}/configuration/vecm.cfg",
-        //         "--instruments=COIN:EQUITY:ALPACA,MSTR:EQUITY:ALPACA",
-        //         "--date_pattern=20250605",
-        //         "--result_db=${workspaceFolder}/research/results/equity/%T.vecm.COIN-MSTR.20250605.equity_results.db",            
-        //     ],
-        //     "env": {
-        //         "PYTHONPATH": "${workspaceFolder}/lib"
-        //     },
-        //     "console": "integratedTerminal"
-        // },
-        // {
-        //     "name": "EQUITY-CRYPTO VECM (rolling)",
-        //     "type": "debugpy",
-        //     "request": "launch",
-        //     "python": "/home/oleg/.pyenv/python3.12-venv/bin/python",
-        //     "program": "${workspaceFolder}/research/backtest.py",
-        //     "args": [
-        //         "--config=${workspaceFolder}/configuration/vecm.cfg",
-        //         "--instruments=COIN:EQUITY:ALPACA,BTC-USDT:CRYPTO:BNBSPOT",
-        //         "--date_pattern=20250605",
-        //         "--result_db=${workspaceFolder}/research/results/intermarket/%T.vecm.COIN-BTC.20250601.equity_results.db",            
-        //     ],
-        //     "env": {
-        //         "PYTHONPATH": "${workspaceFolder}/lib"
-        //     },
-        //     "console": "integratedTerminal"
-        // },
-        {
-            "name": "-------- B a t c h e s --------",
-        },
-        {
-            "name": "CRYPTO OLS Batch (rolling)",
-            "type": "debugpy",
-            "request": "launch",
-            "python": "/home/oleg/.pyenv/python3.12-venv/bin/python",
-            "program": "${workspaceFolder}/research/backtest.py",
-            "args": [
-                "--config=${workspaceFolder}/configuration/ols.cfg",
-                "--instruments=ADA-USDT:CRYPTO:BNBSPOT,SOL-USDT:CRYPTO:BNBSPOT",
-                "--date_pattern=2025060*",
-                "--result_db=${workspaceFolder}/research/results/crypto/%T.ols.ADA-SOL.2025060-.crypto_results.db",            
-            ],
-            "env": {
-                "PYTHONPATH": "${workspaceFolder}/lib"
-            },
-            "console": "integratedTerminal"
-        },
-        {
-            "name": "CRYPTO VECM Batch (rolling)",
-            "type": "debugpy",
-            "request": "launch",
-            "python": "/home/oleg/.pyenv/python3.12-venv/bin/python",
-            "program": "${workspaceFolder}/research/backtest.py",
-            "args": [
-                "--config=${workspaceFolder}/configuration/vecm.cfg",
-                "--instruments=ADA-USDT:CRYPTO:BNBSPOT,SOL-USDT:CRYPTO:BNBSPOT",
-                "--date_pattern=2025060*",
-                "--result_db=${workspaceFolder}/research/results/crypto/%T.vecm.ADA-SOL.2025060-.crypto_results.db",            
-            ],
-            "env": {
-                "PYTHONPATH": "${workspaceFolder}/lib"
-            },
-            "console": "integratedTerminal"
-        },
-        {
-            "name": "-------- Viz Test --------",
-        },
-        {
-            "name": "Viz Test",
-            "type": "debugpy",
-            "request": "launch",
-            "python": "/home/oleg/.pyenv/python3.12-venv/bin/python",
-            "program": "${workspaceFolder}/tests/viz_test.py",
-            "args": [
-                "--config=${workspaceFolder}/configuration/ols.cfg",
-                "--instruments=ADA-USDT:CRYPTO:BNBSPOT,SOL-USDT:CRYPTO:BNBSPOT",
-                "--date_pattern=20250605",
-            ],
-            "env": {
-                "PYTHONPATH": "${workspaceFolder}/lib"
-            },
-            "console": "integratedTerminal"
-        }
-    ]
-}

.vscode/pairs_trading.code-workspace

@@ -1,10 +0,0 @@
-{
-    "folders": [
-        {
-            "path": ".."
-        }
-    ],
-    "settings": {
-        "workbench.colorTheme": "Dracula Theme"
-    }
-}

.vscode/settings.json

@@ -1,19 +0,0 @@
-{
-    "python.testing.pytestEnabled": true,
-    "python.testing.unittestEnabled": false,
-    "python.testing.pytestArgs": [
-        "unittests"
-    ],
-    "python.testing.cwd": "${workspaceFolder}",
-    "python.testing.autoTestDiscoverOnSaveEnabled": true,
-    "python.testing.pytestPath": "python3",
-    "python.analysis.extraPaths": [
-        "${workspaceFolder}",
-        "${workspaceFolder}/..",
-        "${workspaceFolder}/unittests"
-    ],
-    "python.envFile": "${workspaceFolder}/.env",
-    "python.testing.debugPort": 3000,
-    "python.testing.promptToConfigure": false,
-    "python.defaultInterpreterPath": "/home/oleg/.pyenv/python3.12-venv/bin/python"
-}

AGENTS.md

@@ -0,0 +1,156 @@
+# Agent Instructions
+
+## Repository purpose
+
+This repository analyzes test results with Jupyter notebooks and Python or
+Bash scripts. Inputs are commonly SQLite databases containing time-series data
+and JSON columns, but analyses may use other test-result formats.
+
+Ignore `__SAV__/`. It is unrelated legacy material, is not part of the active
+project, and must not be read, edited, moved, or used as a source of conventions
+unless the user explicitly requests it.
+
+## Active layout
+
+- `notebooks/`: exploratory and report-oriented Jupyter notebooks.
+- `scripts/`: reusable Python and Bash analysis utilities.
+- `data/`: local input data. Contents are ignored except for `.gitkeep`.
+- `results/`: generated tables, figures, exports, and reports. Contents are
+  ignored except for `.gitkeep`.
+- `requirements.txt`: Python dependencies needed to reproduce repository work.
+
+Keep reusable logic in `scripts/` and use notebooks to orchestrate analysis,
+explain decisions, and present results. Do not create a separate `analysis/`
+tree.
+
+## Python environment
+
+The intended virtual environment is `~/.pyenv/python3.12-venv`.
+
+```bash
+source ~/.pyenv/python3.12-venv/bin/activate
+python -m pip install -r requirements.txt
+```
+
+Agents may install packages in this environment when needed. Whenever a package
+is installed for repository work, update `requirements.txt` in the same change
+with a suitable direct dependency declaration. Use `python -m pip`, not bare
+`pip`, in documented commands.
+
+Do not create an in-repository virtual environment unless the user asks for
+one.
+
+## Data handling
+
+- Treat files in `data/` as local, potentially large, and potentially
+  sensitive.
+- Do not commit SQLite databases, raw test results, or generated results.
+- Do not modify source data in place. Write transformed data and exports under
+  `results/`.
+- Use parameterized SQL for values. Do not construct SQL by interpolating
+  untrusted data.
+- Parse JSON columns defensively and preserve missing, malformed, and unexpected
+  values unless the analysis explicitly defines another policy.
+- State assumptions about timestamps, time zones, ordering, units, and duplicate
+  observations in the notebook or script that relies on them.
+- Avoid loading entire databases into memory when a filtered query or chunked
+  read is practical.
+
+## Notebook conventions
+
+- A notebook must run from a fresh kernel, top to bottom, without relying on
+  hidden interactive state.
+- Set random seeds where nondeterminism affects results.
+- Keep data paths relative to the repository root and avoid machine-specific
+  absolute paths.
+- Move logic that is reused or substantial enough to test into `scripts/`.
+- Clear cell outputs before committing notebooks. Never commit embedded source
+  data, credentials, or bulky generated output.
+- Keep concise Markdown context near analyses: purpose, input assumptions,
+  method, and interpretation.
+
+## Scripts
+
+- Python scripts should expose reusable functions and use a guarded CLI entry
+  point when executable.
+- Bash scripts must start with `#!/usr/bin/env bash` and use
+  `set -euo pipefail`.
+- Prefer explicit CLI arguments over hard-coded paths or parameters.
+- Fail with actionable error messages when required data, tables, columns, or
+  configuration are missing.
+
+## Verification
+
+Verification should be proportional to the change. At minimum:
+
+- Run `pytest` for Python script changes.
+- Add or update tests for reusable parsing, transformation, query, and
+  calculation logic.
+- Execute changed notebooks from a fresh kernel with `nbmake`.
+- Run changed Bash scripts against a safe fixture or exercise their
+  non-destructive validation/help path.
+- Clear notebook outputs after execution and before committing.
+
+Useful commands:
+
+```bash
+python -m pytest
+python -m pytest --nbmake notebooks
+jupyter nbconvert --ClearOutputPreprocessor.enabled=True --inplace path/to/notebook.ipynb
+```
+
+If verification cannot be run, report exactly what was skipped and why.
+
+## Release rules
+
+- Update `CHANGELOG.md` for every release with the release version, release
+  date, Git tag, and a concise summary of notable changes.
+- Keep an `Unreleased` section at the top of `CHANGELOG.md` for changes that
+  have not been included in a tagged release yet.
+- Move relevant entries from `Unreleased` into the dated release section when
+  creating a release, and leave `Unreleased` present for future changes.
+- Use release headers in `YYYY-MM-DD vMAJOR.MINOR.PATCH` form.
+- Use version numbers in `MAJOR.MINOR.PATCH` form. Start this repository at
+  `0.0.1`.
+- Use Git tags in `vMAJOR.MINOR.PATCH` form, matching the changelog version
+  exactly. For example, version `0.0.1` must be tagged as `v0.0.1`.
+- Create the Git tag only after the changelog and any release-related version
+  changes are complete.
+- When the user requests creating a release, treat that as explicit permission
+  to commit the release changes, create the matching Git tag, and push both the
+  branch and tag.
+- Do not push release commits or tags unless the user explicitly requests it.
+
+## Mandatory background review
+
+Changes to Python scripts, Bash scripts, or notebook code cells require approval
+from a separate background reviewer agent before the implementing agent may
+declare the work complete.
+
+The implementing agent must:
+
+1. Finish the implementation and run the relevant verification.
+2. Ask a separate background agent to review the diff for correctness,
+   reproducibility, data safety, and test coverage.
+3. Address every material finding, rerun affected checks, and request follow-up
+   review when the fix materially changes the code.
+4. Report the reviewer outcome in the final response.
+
+The reviewer must inspect the actual diff and relevant surrounding files; a
+self-review does not satisfy this requirement. Documentation-only,
+configuration-only, dependency-only, and ignore-rule-only changes do not
+require background approval unless they also alter Python, Bash, or notebook
+code cells.
+
+If no background reviewer is available, complete all other work but do not
+claim reviewer approval. End the handoff with the exact status:
+
+`review pending`
+
+## Change discipline
+
+- Preserve user changes and avoid unrelated cleanup.
+- Do not edit or commit generated files from `data/` or `results/`.
+- Do not push or commit unless the user explicitly requests it. The `master`
+  branch being unprotected does not imply permission to push directly.
+- Keep changes focused and explain any new assumptions or dependencies.

CHANGELOG.md

@@ -0,0 +1,78 @@
+# Changelog
+
+All notable changes to this project are documented in this file.
+
+## Unreleased
+
+No unreleased changes yet.
+
+## 2026-07-29 v1.0.3
+
+- Removed invalid fixed sizing mode from Panel Tabulator grids to avoid Bokeh
+  layout warnings while preserving compact table layout.
+- Changed the Panel Calculate action to refresh the result-file list before
+  loading data and removed the standalone Panel Refresh button.
+
+## 2026-07-29 v1.0.2
+
+- Added a Panel application for single-day SPBT result analysis with result-file
+  selection, minimum TARGET-change input, pair TheoRet table, pair selector,
+  selected-pair execution table, and market/trade chart.
+- Added a launcher script for the Panel application.
+- Changed notebook and Panel pair analysis to use per-row Analyze actions from
+  the Pair TheoRet grid, deferring selected-pair calculations until clicked.
+- Adjusted Panel sizing so key controls use compact widths and Pair TheoRet uses
+  content width with vertical scrolling instead of full-width paginated layout.
+- Added a FastListTemplate shell to the Panel application for sidebar controls
+  and configurable app color accents.
+- Made Plotly chart panes use all available horizontal space.
+
+## 2026-07-28 v1.0.1
+
+- Added the `spbt_day` notebook for interactive single-day backtest result
+  analysis, including SQLite result file selection from the local data
+  directory.
+- Added selector-pair loading and dense ranking by `mr_score.final`, preserving
+  rows with invalid score JSON for inspection.
+- Added theoretical return calculation for ranked pairs from
+  `trading_instructions`, including reusable helper functions and tests.
+- Added a Plotly histogram for visual analysis of total theoretical return by
+  pair.
+- Moved notebook support code into reusable `scripts/spbt_day.py` helpers.
+- Adjusted notebook table outputs to show all relevant rows and reduce
+  redundant intermediate displays.
+- Added an alphabetically sorted pair selector for individual pair analysis.
+- Added selected-pair theoretical execution tables and aligned TheoRet
+  calculations with target-delta trade generation.
+- Added per-asset `strength` values to selected-pair theoretical execution
+  tables.
+- Corrected theoretical execution size to use
+  `10000 * strength / reference_price`.
+- Removed `:USD` quote suffixes from displayed pair names in notebook tables,
+  chart hovers, and the pair selector dropdown while preserving full internal
+  pair keys for calculations.
+- Added `num_trades` to pair TheoRet summaries, counting asset-level theoretical
+  trades from effective `TARGET` and `CLOSE` instructions.
+- Added sortable interactive grids for the pair TheoRet and selected-pair
+  theoretical execution tables.
+- Styled interactive dataframe grids with black text on white backgrounds for
+  readability across notebook themes.
+- Added a selected-pair Plotly chart that overlays theoretical BUY/SELL
+  executions on relative 1-minute market close data for both instruments.
+- Anchored the selected-pair market chart at trading-day midnight and normalized
+  relative prices to each instrument's close at that timestamp.
+- Added a `min_pctg_change` threshold for ranked pair TheoRet calculations to
+  skip small target-strength changes after a position is acquired.
+- Added a notebook input field for the minimum TARGET strength-change threshold.
+
+## 2026-07-25 v0.0.9
+
+- Added contributing guidance and Python dependency declarations.
+- Added placeholder files for active project directories.
+- Updated ignore rules for local data, generated results, caches, and local
+  environments.
+- Documented unreleased changelog handling and release push behavior.
+
+## 2026-07-25 v0.0.1
+
+- Established the initial repository structure and project guidance.

CONTRIBUTING.md

@@ -0,0 +1,54 @@
+# Contributing
+
+## Setup
+
+Use the shared Python 3.12 virtual environment:
+
+```bash
+source ~/.pyenv/python3.12-venv/bin/activate
+python -m pip install -r requirements.txt
+```
+
+If you install another package for repository work, add its direct dependency
+to `requirements.txt`.
+
+## Repository layout
+
+- Put notebooks in `notebooks/`.
+- Put reusable Python and Bash utilities in `scripts/`.
+- Put local input files in `data/`.
+- Put generated artifacts in `results/`.
+
+The contents of `data/` and `results/` are ignored. Do not force-add test
+databases, raw test results, generated exports, or notebook outputs.
+
+`__SAV__/` is unrelated legacy material and is outside the active project.
+
+## Working with notebooks
+
+Notebooks must execute from top to bottom in a fresh kernel. Use relative paths,
+document data assumptions, and move reusable logic into tested scripts.
+
+Before handing off a change:
+
+```bash
+python -m pytest
+python -m pytest --nbmake notebooks
+jupyter nbconvert --ClearOutputPreprocessor.enabled=True --inplace path/to/notebook.ipynb
+```
+
+Run only the checks relevant to the files present in the repository, and report
+anything that could not be run.
+
+## Review requirement
+
+Python scripts, Bash scripts, and notebook code-cell changes require review and
+approval by a separate background agent. Address material findings and rerun
+affected checks before completion. If a reviewer is unavailable, the change may
+be handed off only with the status `review pending`.
+
+Documentation, dependency declarations, and ignore rules do not require this
+background review when no Python, Bash, or notebook code cells changed.
+
+The `master` branch is not protected. That does not remove the review
+requirement or authorize an agent to commit or push without an explicit request.

VERSION

@@ -1 +0,0 @@
-0.0.8

__SAV__/CHANGELOG.md

@@ -0,0 +1,2 @@
+## 2026-02-09 (v0.0.9)
+- related to the changes made in *cvttpy_tools 1.4.7*

__SAV__/VERSION

@@ -0,0 +1 @@
+0.0.9

__SAV__/apps/pair_selector/pair_selector.py

@@ -13,19 +13,19 @@ from statsmodels.tsa.stattools import adfuller, coint # type: ignore
 from statsmodels.tsa.vector_ar.vecm import coint_johansen  # type: ignore
 
 
-from cvttpy_tools.app import App
-from cvttpy_tools.base import NamedObject
-from cvttpy_tools.config import Config, CvttAppConfig
-from cvttpy_tools.logger import Log
-from cvttpy_tools.timeutils import NanoPerSec, SecPerHour, current_nanoseconds
-from cvttpy_tools.web.rest_client import RESTSender
-from cvttpy_tools.web.rest_service import RestService
+from cvttpy_tools.base.app import App
+from cvttpy_tools.base.base import NamedObject
+from cvttpy_tools.base.config import Config, CvttAppConfig
+from cvttpy_tools.base.logger import Log
+from cvttpy_tools.base.timeutils import NanoPerSec, SecPerHour, current_nanoseconds
+from cvttpy_tools.comm.web.rest_service import RestService
 
 from cvttpy_trading.trading.exchange_config import ExchangeAccounts
 from cvttpy_trading.trading.instrument import ExchangeInstrument
 from cvttpy_trading.trading.mkt_data.md_summary import MdTradesAggregate, MdSummary
 
 from pairs_trading.apps.pair_selector.renderer import HtmlRenderer
+from pairs_trading.lib.live.rest import RESTSender
 
 
 @dataclass

__SAV__/apps/pair_selector/renderer.py

@@ -3,9 +3,9 @@ from __future__ import annotations
 from typing import Any, Dict, List
 
 
-from cvttpy_tools.app import App
-from cvttpy_tools.base import NamedObject
-from cvttpy_tools.config import CvttAppConfig
+from cvttpy_tools.base.app import App
+from cvttpy_tools.base.base import NamedObject
+from cvttpy_tools.base.config import CvttAppConfig
 
 
 class HtmlRenderer(NamedObject):

__SAV__/apps/pair_trader.py

@@ -4,13 +4,13 @@ import asyncio
 from typing import Callable, Coroutine, Dict, List
 import aiohttp.web as web
 
-from cvttpy_tools.app import App
-from cvttpy_tools.config import Config
-from cvttpy_tools.base import NamedObject
-from cvttpy_tools.config import CvttAppConfig
-from cvttpy_tools.logger import Log
+from cvttpy_tools.base.app import App
+from cvttpy_tools.base.config import Config
+from cvttpy_tools.base.base import NamedObject
+from cvttpy_tools.base.config import CvttAppConfig
+from cvttpy_tools.base.logger import Log
 from cvttpy_tools.settings.cvtt_types import BookIdT
-from cvttpy_tools.web.rest_service import RestService
+from cvttpy_tools.comm.web.rest_service import RestService
 
 # ---
 from cvttpy_trading.trading.instrument import ExchangeInstrument

__SAV__/lib/live/mkt_data_client.py

@@ -5,19 +5,19 @@ from typing import Dict, Any, List, Optional, Set
 
 import requests
 
-from cvttpy_tools.base import NamedObject
-from cvttpy_tools.logger import Log
-from cvttpy_tools.config import Config
-from cvttpy_tools.timer import Timer
-from cvttpy_tools.timeutils import NanosT, current_seconds
+from cvttpy_tools.base.base import NamedObject
+from cvttpy_tools.base.logger import Log
+from cvttpy_tools.base.config import Config
+from cvttpy_tools.base.timer import Timer
+from cvttpy_tools.base.timeutils import NanosT, current_seconds
 from cvttpy_tools.settings.cvtt_types import InstrumentIdT, IntervalSecT
-from cvttpy_tools.web.rest_client import RESTSender
 # ---
 from cvttpy_trading.trading.instrument import ExchangeInstrument
 from cvttpy_trading.trading.accounting.exch_account import ExchangeAccountNameT
 from cvttpy_trading.trading.mkt_data.md_summary import MdTradesAggregate, MdSummary, MdSummaryCallbackT
 from cvttpy_trading.trading.exchange_config import ExchangeAccounts
 # ---
+from pairs_trading.lib.live.rest import RESTSender
 
 
 # class MdSummary(HistMdBar):

__SAV__/lib/live/rest.py

@@ -1,14 +1,14 @@
-```python
 from __future__ import annotations
 
-from typing import Dict
+from typing import Dict, Optional
 import time
 
 import requests
 
-from cvttpy_tools.base import NamedObject
+from cvttpy_tools.base.base import NamedObject
 
 class RESTSender(NamedObject):
+    # Synchronous request sernder
     session_: requests.Session
     base_url_: str
 
@@ -26,35 +26,35 @@ class RESTSender(NamedObject):
         except requests.exceptions.RequestException:
             return False
 
-    def send_post(self, endpoint: str, post_body: Dict) -> requests.Response:
-
-        while not self.is_ready():
-            print("Waiting for FrontGateway to start...")
-            time.sleep(5)
+    def send_post(
+        self, endpoint: str, post_body: Dict, headers: Optional[Dict[str, str]] = None
+    ) -> requests.Response:
 
+        if not headers:
+            headers = {"Content-Type": "application/json"}
         url = f"{self.base_url_}/{endpoint}"
         try:
             return self.session_.request(
                 method="POST",
                 url=url,
                 json=post_body,
-                headers={"Content-Type": "application/json"},
+                headers=headers,
             )
         except requests.exceptions.RequestException as excpt:
             raise ConnectionError(
                 f"Failed to send status={excpt.response.status_code} {excpt.response.text}"  # type: ignore
             ) from excpt
 
-    def send_get(self, endpoint: str) -> requests.Response:
-        while not self.is_ready():
-            print("Waiting for FrontGateway to start...")
-            time.sleep(5)
-
+    def send_get(
+        self, endpoint: str, headers: Optional[Dict[str, str]] = None
+    ) -> requests.Response:
+        if not headers:
+            headers = {}
         url = f"{self.base_url_}/{endpoint}"
         try:
-            return self.session_.request(method="GET", url=url)
+            return self.session_.request(method="GET", url=url, headers=headers)
         except requests.exceptions.RequestException as excpt:
             raise ConnectionError(
                 f"Failed to send status={excpt.response.status_code} {excpt.response.text}"  # type: ignore
             ) from excpt
-```
+

__SAV__/lib/live/ti_sender.py

@@ -3,14 +3,14 @@ from enum import Enum
 import requests
 
 # import aiohttp
-from cvttpy_tools.base import NamedObject
-from cvttpy_tools.config import Config
-from cvttpy_tools.logger import Log
-from cvttpy_tools.web.rest_client import RESTSender
+from cvttpy_tools.base.base import NamedObject
+from cvttpy_tools.base.config import Config
+from cvttpy_tools.base.logger import Log
 # ---
 from cvttpy_trading.trading.trading_instructions import TradingInstructions
 # ---
 from pairs_trading.apps.pair_trader import PairTrader
+from pairs_trading.lib.live.rest import RESTSender
 
 
 class TradingInstructionsSender(NamedObject):

__SAV__/lib/pt_strategy/live/live_strategy.py

@@ -5,12 +5,12 @@ from typing import Any, Dict, List, Optional
 import pandas as pd
 
 # ---
-from cvttpy_tools.base import NamedObject
-from cvttpy_tools.app import App
-from cvttpy_tools.config import Config
+from cvttpy_tools.base.base import NamedObject
+from cvttpy_tools.base.app import App
+from cvttpy_tools.base.config import Config
 from cvttpy_tools.settings.cvtt_types import IntervalSecT
-from cvttpy_tools.timeutils import NanosT, SecPerHour, current_nanoseconds, NanoPerSec, format_nanos_utc
-from cvttpy_tools.logger import Log
+from cvttpy_tools.base.timeutils import NanosT, SecPerHour, current_nanoseconds, NanoPerSec, format_nanos_utc
+from cvttpy_tools.base.logger import Log
 
 # ---
 from cvttpy_trading.trading.instrument import ExchangeInstrument

__SAV__/lib/pt_strategy/model_data_policy.py

@@ -8,7 +8,7 @@ from typing import Any, Dict, Optional, cast
 import numpy as np
 import pandas as pd
 
-from cvttpy_tools.config import Config
+from cvttpy_tools.base.config import Config
 
 @dataclass
 class DataWindowParams:

__SAV__/lib/pt_strategy/pt_market_data.py

@@ -6,8 +6,8 @@ from typing import Any, Dict, List, Optional
 import pandas as pd
 
 # ---
-from cvttpy_tools.base import NamedObject
-from cvttpy_tools.config import Config
+from cvttpy_tools.base.base import NamedObject
+from cvttpy_tools.base.config import Config
 from cvttpy_tools.settings.cvtt_types import JsonDictT
 
 # ---

__SAV__/lib/pt_strategy/pt_model.py

@@ -4,7 +4,7 @@ from abc import ABC, abstractmethod
 from typing import Any, Dict, cast
 
 # ---
-from cvttpy_tools.config import Config
+from cvttpy_tools.base.config import Config
 # ---
 from pairs_trading.lib.pt_strategy.prediction import Prediction
 from pairs_trading.lib.pt_strategy.trading_pair import TradingPair

__SAV__/lib/pt_strategy/research_strategy.py

@@ -4,7 +4,7 @@ from typing import Any, Dict, List, Optional, Tuple
 
 import pandas as pd
 # ---
-from cvttpy_tools.config import Config
+from cvttpy_tools.base.config import Config
 # ---
 from cvttpy_trading.trading.instrument import ExchangeInstrument
 # ---

__SAV__/lib/pt_strategy/results.py

@@ -5,7 +5,7 @@ from typing import Any, Dict, List, Optional, Tuple
 
 import pandas as pd
 # ---
-from cvttpy_tools.config import Config
+from cvttpy_tools.base.config import Config
 # ---
 from cvttpy_trading.trading.instrument import ExchangeInstrument
 # ---

__SAV__/lib/pt_strategy/trading_pair.py

@@ -8,8 +8,8 @@ from typing import Any, Dict, List
 import pandas as pd
 
 # ---
-from cvttpy_tools.base import NamedObject
-from cvttpy_tools.config import Config
+from cvttpy_tools.base.base import NamedObject
+from cvttpy_tools.base.config import Config
 # ---
 from cvttpy_trading.trading.instrument import ExchangeInstrument
 # ---

__SAV__/lib/tools/config.py

@@ -2,7 +2,7 @@ import hjson
 from typing import Dict
 from datetime import datetime
 # ---
-from cvttpy_tools.config import Config
+from cvttpy_tools.base.config import Config
 
 
 def load_config(config_path: str) -> Config:

__SAV__/lib/tools/filetools.py

@@ -2,7 +2,7 @@ import os
 import glob
 from typing import Dict, List, Tuple
 # ---
-from cvttpy_tools.config import Config
+from cvttpy_tools.base.config import Config
 # ---
 from cvttpy_trading.trading.instrument import ExchangeInstrument
 

__SAV__/requirements.txt

@@ -0,0 +1,201 @@
+aiohttp>=3.8.4
+aiosignal>=1.3.1
+async-timeout>=4.0.2
+attrs>=21.2.0
+beautifulsoup4>=4.10.0
+black>=23.3.0
+flake8>=6.0.0
+certifi>=2020.6.20
+chardet>=4.0.0
+charset-normalizer>=3.1.0
+click>=8.0.3
+colorama>=0.4.4
+configobj>=5.0.6
+cryptography>=3.4.8
+distro>=1.7.0
+docker>=5.0.3
+dockerpty>=0.4.1
+docopt>=0.6.2
+eyeD3>=0.8.10
+filelock>=3.6.0
+frozenlist>=1.3.3
+grpcio>=1.30.2
+hjson>=3.0.2
+html5lib>=1.1
+httplib2>=0.20.2
+idna>=3.3
+ipython>=8.18.1
+ipywidgets>=8.1.1
+ifaddr>=0.1.7
+IMDbPY>=2021.4.18
+ipykernel>=6.29.5
+jeepney>=0.7.1
+jsonschema>=3.2.0
+jupyter>=1.0.0
+keyring>=23.5.0
+launchpadlib>=1.10.16
+lazr.restfulclient>=0.14.4
+lazr.uri>=1.0.6
+lxml>=4.8.0
+Mako>=1.1.3
+Markdown>=3.3.6
+MarkupSafe>=2.0.1
+matplotlib>=3.10.3
+more-itertools>=8.10.0
+multidict>=6.0.4
+mypy>=0.942
+mypy-extensions>=0.4.3
+nbformat>=5.10.2
+netaddr>=0.8.0
+######### netifaces>=0.11.0
+numpy>=1.26.4,<2.3.0
+oauthlib>=3.2.0
+packaging>=23.1
+pandas>=2.2.3
+pathspec>=0.11.1
+pexpect>=4.8.0
+Pillow>=9.0.1
+platformdirs>=3.2.0
+plotly>=5.19.0
+protobuf>=3.12.4
+psutil>=5.9.0
+ptyprocess>=0.7.0
+pycurl>=7.44.1
+pyelftools>=0.27
+Pygments>=2.11.2
+pyparsing>=2.4.7
+pyrsistent>=0.18.1
+python-debian>=0.1.43 #+ubuntu1.1
+python-dotenv>=0.19.2
+python-magic>=0.4.24
+python-xlib>=0.29
+pyxdg>=0.27
+PyYAML>=6.0
+reportlab>=3.6.8
+requests>=2.25.1
+requests-file>=1.5.1
+scipy<1.13.0
+seaborn>=0.13.2
+SecretStorage>=3.3.1
+setproctitle>=1.2.2
+simpleeval>=1.0.3
+six>=1.16.0
+soupsieve>=2.3.1
+ssh-import-id>=5.11
+statsmodels>=0.14.4
+texttable>=1.6.4
+tldextract>=3.1.2
+tomli>=1.2.2
+######## typed-ast>=1.4.3
+types-aiofiles>=0.1
+types-annoy>=1.17
+types-appdirs>=1.4
+types-atomicwrites>=1.4
+types-aws-xray-sdk>=2.8
+types-babel>=2.9
+types-backports-abc>=0.5
+types-backports.ssl-match-hostname>=3.7
+types-beautifulsoup4>=4.10
+types-bleach>=4.1
+types-boto>=2.49
+types-braintree>=4.11
+types-cachetools>=4.2
+types-caldav>=0.8
+types-certifi>=2020.4
+types-characteristic>=14.3
+types-chardet>=4.0
+types-click>=7.1
+types-click-spinner>=0.1
+types-colorama>=0.4
+types-commonmark>=0.9
+types-contextvars>=0.1
+types-croniter>=1.0
+types-cryptography>=3.3
+types-dataclasses>=0.1
+types-dateparser>=1.0
+types-DateTimeRange>=0.1
+types-decorator>=0.1
+types-Deprecated>=1.2
+types-docopt>=0.6
+types-docutils>=0.17
+types-editdistance>=0.5
+types-emoji>=1.2
+types-entrypoints>=0.3
+types-enum34>=1.1
+types-filelock>=3.2
+types-first>=2.0
+types-Flask>=1.1
+types-freezegun>=1.1
+types-frozendict>=0.1
+types-futures>=3.3
+types-html5lib>=1.1
+types-httplib2>=0.19
+types-humanfriendly>=9.2
+types-ipaddress>=1.0
+types-itsdangerous>=1.1
+types-JACK-Client>=0.1
+types-Jinja2>=2.11
+types-jmespath>=0.10
+types-jsonschema>=3.2
+types-Markdown>=3.3
+types-MarkupSafe>=1.1
+types-mock>=4.0
+types-mypy-extensions>=0.4
+types-mysqlclient>=2.0
+types-oauthlib>=3.1
+types-orjson>=3.6
+types-paramiko>=2.7
+types-Pillow>=8.3
+types-polib>=1.1
+types-prettytable>=2.1
+types-protobuf>=3.17
+types-psutil>=5.8
+types-psycopg2>=2.9
+types-pyaudio>=0.2
+types-pycurl>=0.1
+types-pyfarmhash>=0.2
+types-Pygments>=2.9
+types-PyMySQL>=1.0
+types-pyOpenSSL>=20.0
+types-pyRFC3339>=0.1
+types-pysftp>=0.2
+types-pytest-lazy-fixture>=0.6
+types-python-dateutil>=2.8
+types-python-gflags>=3.1
+types-python-nmap>=0.6
+types-python-slugify>=5.0
+types-pytz>=2021.1
+types-pyvmomi>=7.0
+types-PyYAML>=5.4
+types-redis>=3.5
+types-requests>=2.25
+types-retry>=0.9
+types-seaborn>0.13.2
+types-selenium>=3.141
+types-Send2Trash>=1.8
+types-setuptools>=57.4
+types-simplejson>=3.17
+types-singledispatch>=3.7
+types-six>=1.16
+types-slumber>=0.7
+types-stripe>=2.59
+types-tabulate>=0.8
+types-termcolor>=1.1
+types-toml>=0.10
+types-toposort>=1.6
+types-ttkthemes>=3.2
+types-typed-ast>=1.4
+types-tzlocal>=0.1
+types-ujson>=0.1
+types-vobject>=0.9
+types-waitress>=0.1
+types-Werkzeug>=1.0
+types-xxhash>=2.0
+typing-extensions>=3.10.0.2
+Unidecode>=1.3.3
+urllib3>=1.26.5
+wadllib>=1.3.6
+webencodings>=0.5.1
+websocket-client>=1.2.3
+yarl>=1.9.1
+zipp>=1.0.0

__SAV__/research/backtest.py

@@ -4,9 +4,9 @@ import os
 from typing import Any, Dict, List, Tuple
 
 # ---
-from cvttpy_tools.app import App
-from cvttpy_tools.base import NamedObject
-from cvttpy_tools.config import CvttAppConfig
+from cvttpy_tools.base.app import App
+from cvttpy_tools.base.base import NamedObject
+from cvttpy_tools.base.config import CvttAppConfig
 
 # ---
 from cvttpy_trading.trading.instrument import ExchangeInstrument

__SAV__/research/notebooks/pair_trading_test.ipynb

@@ -182,7 +182,7 @@
         "import os\n",
         "import importlib\n",
         "\n",
-        "from cvttpy_tools.config import Config\n",
+        "from cvttpy_tools.base.config import Config\n",
         "\n",
         "def load_config_from_file() -> Optional[Dict]:\n",
         "    global DB_TABLE_NAME\n",

configuration/__DELETE__/ols-exp.cfg

@@ -1,43 +0,0 @@
-{
-    "market_data_loading": {
-        "CRYPTO": {
-            "data_directory": "./data/crypto",
-            "db_table_name": "md_1min_bars",
-            "instrument_id_pfx": "PAIR-",
-        },
-        "EQUITY": {
-            "data_directory": "./data/equity",
-            "db_table_name": "md_1min_bars",
-            "instrument_id_pfx": "STOCK-",
-        }
-    },
-
-    # ====== Funding ======
-    "funding_per_pair": 2000.0,
-    # ====== Trading Parameters ======
-    "stat_model_price": "close",
-    "execution_price": {
-        "column": "vwap",
-        "shift": 1,
-    },
-    "dis-equilibrium_open_trshld": 2.0,
-    "dis-equilibrium_close_trshld": 0.5,
-    "training_size": 120,
-    "model_class": "pairs_trading.lib.pt_strategy.models.OLSModel",
-    "model_data_policy_class": "pairs_trading.lib.pt_strategy.model_data_policy.ExpandingWindowDataPolicy",
-
-    # ====== Stop Conditions ======
-    "stop_close_conditions": {
-        "profit": 2.0,
-        "loss": -0.5
-    }
-
-    # ====== End of Session Closeout ======
-    "close_outstanding_positions": true,
-    # "close_outstanding_positions": false,
-    "trading_hours": {
-        "timezone": "America/New_York",
-        "begin_session": "7:30:00",
-        "end_session": "18:30:00",
-    }
-}

configuration/__DELETE__/ols-opt.cfg

@@ -1,47 +0,0 @@
-{
-    "market_data_loading": {
-        "CRYPTO": {
-            "data_directory": "./data/crypto",
-            "db_table_name": "md_1min_bars",
-            "instrument_id_pfx": "PAIR-",
-        },
-        "EQUITY": {
-            "data_directory": "./data/equity",
-            "db_table_name": "md_1min_bars",
-            "instrument_id_pfx": "STOCK-",
-        }
-    },
-
-    # ====== Funding ======
-    "funding_per_pair": 2000.0,
-    # ====== Trading Parameters ======
-    "stat_model_price": "close",
-    "execution_price": {
-        "column": "vwap",
-        "shift": 1,
-    },
-    "dis-equilibrium_open_trshld": 1.75,
-    "dis-equilibrium_close_trshld": 0.9,
-    "model_class": "pairs_trading.lib.pt_strategy.models.OLSModel",
-
-    # "model_data_policy_class": "pairs_trading.lib.pt_strategy.model_data_policy.EGOptimizedWndDataPolicy",
-    # "model_data_policy_class": "pairs_trading.lib.pt_strategy.model_data_policy.ADFOptimizedWndDataPolicy",
-    "model_data_policy_class": "pairs_trading.lib.pt_strategy.model_data_policy.JohansenOptdWndDataPolicy",
-    "min_training_size": 60,
-    "max_training_size": 150,
-
-    # ====== Stop Conditions ======
-    "stop_close_conditions": {
-        "profit": 2.0,
-        "loss": -0.5
-    }
-
-    # ====== End of Session Closeout ======
-    "close_outstanding_positions": true,
-    # "close_outstanding_positions": false,
-    "trading_hours": {
-        "timezone": "America/New_York",
-        "begin_session": "7:30:00",
-        "end_session": "18:30:00",
-    }
-}

configuration/__DELETE__/ols.cfg

@@ -1,47 +0,0 @@
-{
-    "market_data_loading": {
-        "CRYPTO": {
-            "data_directory": "./data/crypto",
-            "db_table_name": "md_1min_bars",
-            "instrument_id_pfx": "PAIR-",
-        },
-        "EQUITY": {
-            "data_directory": "./data/equity",
-            "db_table_name": "md_1min_bars",
-            "instrument_id_pfx": "STOCK-",
-        }
-    },
-
-    # ====== Funding ======
-    "funding_per_pair": 2000.0,
-    # ====== Trading Parameters ======
-    "stat_model_price": "close",
-    "execution_price": {
-        "column": "vwap",
-        "shift": 1,
-    },
-    "dis-equilibrium_open_trshld": 1.75,
-    "dis-equilibrium_close_trshld": 0.9,
-    "model_class": "pairs_trading.lib.pt_strategy.models.OLSModel",
-
-    "training_size": 120,
-    "model_data_policy_class": "pairs_trading.lib.pt_strategy.model_data_policy.RollingWindowDataPolicy",
-    # "model_data_policy_class": "pairs_trading.lib.pt_strategy.model_data_policy.OptimizedWindowDataPolicy",
-    # "min_training_size": 60,
-    # "max_training_size": 150,
-
-    # ====== Stop Conditions ======
-    "stop_close_conditions": {
-        "profit": 2.0,
-        "loss": -0.5
-    }
-
-    # ====== End of Session Closeout ======
-    "close_outstanding_positions": true,
-    # "close_outstanding_positions": false,
-    "trading_hours": {
-        "timezone": "America/New_York",
-        "begin_session": "7:30:00",
-        "end_session": "18:30:00",
-    }
-}

configuration/__DELETE__/vecm.cfg

@@ -1,48 +0,0 @@
-{
-    "market_data_loading": {
-        "CRYPTO": {
-    "data_directory": "./data/crypto",
-    "db_table_name": "md_1min_bars",
-    "instrument_id_pfx": "PAIR-",
-        },
-        "EQUITY": {
-            "data_directory": "./data/equity",
-            "db_table_name": "md_1min_bars",
-            "instrument_id_pfx": "STOCK-",
-        }
-    },
-
-    # ====== Funding ======
-    "funding_per_pair": 2000.0,
-  
-    # ====== Trading Parameters ======
-    "stat_model_price": "close", # "vwap"
-    "execution_price": {
-        "column": "vwap",
-        "shift": 1,
-    },
-    "dis-equilibrium_open_trshld": 1.75,
-    "dis-equilibrium_close_trshld": 1.0,
-    "model_class": "pairs_trading.lib.pt_strategy.models.VECMModel",
-
-    "training_size": 120,
-    "model_data_policy_class": "pairs_trading.lib.pt_strategy.model_data_policy.RollingWindowDataPolicy",
-    # "model_data_policy_class": "pairs_trading.lib.pt_strategy.model_data_policy.OptimizedWindowDataPolicy",
-    # "min_training_size": 60,
-    # "max_training_size": 150,
-
-    # ====== Stop Conditions ======
-    "stop_close_conditions": {
-        "profit": 2.0,
-        "loss": -0.5
-    }
-
-    # ====== End of Session Closeout ======
-    "close_outstanding_positions": true,
-    # "close_outstanding_positions": false,
-    "trading_hours": {
-        "timezone": "America/New_York",
-        "begin_session": "7:30:00",
-        "end_session": "18:30:00",
-    }
-}

notebooks/.gitkeep

@@ -0,0 +1 @@
+

notebooks/spbt_day.ipynb

@@ -0,0 +1,354 @@
+{
+ "cells": [
+  {
+   "cell_type": "markdown",
+   "id": "single-day-title",
+   "metadata": {},
+   "source": [
+    "# Single-Day Backtest Result Analysis\n",
+    "\n",
+    "This notebook analyzes the result of one single-day backtest stored in a SQLite database. Development is staged; Step 1 only selects the database file that later sections will read.\n",
+    "\n",
+    "Input assumptions for Step 1:\n",
+    "\n",
+    "- The default data directory is `data/` at the repository root.\n",
+    "- SQLite result files usually use `.db`, `.sqlite`, or `.sqlite3` extensions.\n",
+    "- The directory can be changed interactively if the result file lives elsewhere."
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "id": "imports-and-paths",
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "from pathlib import Path\n",
+    "import importlib\n",
+    "import sys\n",
+    "\n",
+    "from IPython.display import display\n",
+    "import ipywidgets as widgets\n",
+    "import pandas as pd\n",
+    "import panel as pn\n",
+    "\n",
+    "START_DIR = Path.cwd().resolve()\n",
+    "for candidate in (START_DIR, *START_DIR.parents):\n",
+    "    if (candidate / \"scripts\" / \"spbt_day.py\").exists():\n",
+    "        if str(candidate) not in sys.path:\n",
+    "            sys.path.insert(0, str(candidate))\n",
+    "        break\n",
+    "\n",
+    "import scripts.spbt_day as spbt_day\n",
+    "\n",
+    "spbt_day = importlib.reload(spbt_day)\n",
+    "pn.extension(\"tabulator\", \"plotly\")\n",
+    "\n",
+    "ANALYZE_BUTTON_COLUMN = spbt_day.ANALYZE_BUTTON_COLUMN\n",
+    "SELECTED_PAIR_EXECUTION_DISPLAY_COLUMNS = spbt_day.SELECTED_PAIR_EXECUTION_DISPLAY_COLUMNS\n",
+    "add_total_pnl = spbt_day.add_total_pnl\n",
+    "calculate_pair_theo_executions = spbt_day.calculate_pair_theo_executions\n",
+    "calculate_ranked_pairs_theo_ret = spbt_day.calculate_ranked_pairs_theo_ret\n",
+    "create_database_file_selector = spbt_day.create_database_file_selector\n",
+    "create_pair_theo_ret_analyze_grid = spbt_day.create_pair_theo_ret_analyze_grid\n",
+    "create_pair_trades_market_plot = spbt_day.create_pair_trades_market_plot\n",
+    "create_selected_pair_executions_grid = spbt_day.create_selected_pair_executions_grid\n",
+    "create_total_pnl_histogram = spbt_day.create_total_pnl_histogram\n",
+    "find_repo_root = spbt_day.find_repo_root\n",
+    "format_pair_name_for_display = spbt_day.format_pair_name_for_display\n",
+    "format_pair_names_for_display = spbt_day.format_pair_names_for_display\n",
+    "format_pair_theo_ret_for_analyze_grid = spbt_day.format_pair_theo_ret_for_analyze_grid\n",
+    "infer_trading_day_start_ns = spbt_day.infer_trading_day_start_ns\n",
+    "load_selector_pair_rankings = spbt_day.load_selector_pair_rankings\n",
+    "load_pair_market_data = spbt_day.load_pair_market_data\n",
+    "load_trading_instructions = spbt_day.load_trading_instructions\n",
+    "pair_name_from_analyze_event = spbt_day.pair_name_from_analyze_event\n",
+    "show_interactive_dataframe = spbt_day.show_interactive_dataframe\n",
+    "\n",
+    "REPO_ROOT = find_repo_root()\n",
+    "DEFAULT_DATA_DIR = REPO_ROOT / \"data\"\n",
+    "\n",
+    "REPO_ROOT, DEFAULT_DATA_DIR"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "id": "database-file-selector",
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "db_selector = create_database_file_selector(\n",
+    "    default_data_dir=DEFAULT_DATA_DIR,\n",
+    "    repo_root=REPO_ROOT,\n",
+    ")\n",
+    "\n",
+    "display(db_selector.widget)"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "id": "selected-database-helpers",
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "selected_database_path = db_selector.selected_database_path\n",
+    "connect_selected_database = db_selector.connect_selected_database\n",
+    "\n",
+    "# Later notebook sections can call selected_database_path() or connect_selected_database()."
+   ]
+  },
+  {
+   "cell_type": "markdown",
+   "id": "selector-pair-rankings-context",
+   "metadata": {},
+   "source": [
+    "## Selector Pair Rankings\n",
+    "\n",
+    "Load `selector_pairs.pair_name` and `selector_pairs.mr_score` from the selected SQLite database. The JSON field `mr_score.final` is parsed as a numeric score and ranked descending with dense ranks, so tied scores share the same rank and the next distinct score gets the next rank.\n",
+    "\n",
+    "Rows with missing, malformed, non-numeric, or non-finite `mr_score.final` values are preserved, sorted after ranked rows, and marked in `mr_score_parse_status`."
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "id": "load-selector-pair-rankings",
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "conn = connect_selected_database()\n",
+    "try:\n",
+    "    selector_pair_rankings = load_selector_pair_rankings(conn)\n",
+    "finally:\n",
+    "    conn.close()\n",
+    "\n",
+    "selector_pair_rankings_display = format_pair_names_for_display(\n",
+    "    selector_pair_rankings[[\"pair_rank\", \"pair_name\", \"mr_score_final\"]]\n",
+    ")\n",
+    "with pd.option_context(\"display.max_rows\", None):\n",
+    "    display(selector_pair_rankings_display)"
+   ]
+  },
+  {
+   "cell_type": "markdown",
+   "id": "theoretical-return-context",
+   "metadata": {},
+   "source": [
+    "## Theoretical Return by Pair\n",
+    "\n",
+    "Load `trading_instructions` and calculate theoretical return for each ranked pair. Each pair starts from a fixed `$10,000` theoretical USD base. `TARGET` trades from the current theoretical position to the new target position, where target size is `10000 * strength / reference_price`; `CLOSE` liquidates the open position at the close row's `reference_price`; `HOLD` is ignored.\n",
+    "\n",
+    "`MIN_TARGET_STRENGTH_CHANGE_PCTG` can be raised above `0.0` to skip `TARGET` updates whose absolute percentage strength change is smaller than the threshold since the position was acquired. `num_trades` counts asset-level theoretical trades caused by effective `TARGET` and `CLOSE` rows. `realized_pnl` and `unrealized_pnl` are percentage returns relative to `$10,000`. The displayed dataframe is sorted by total return (`realized_pnl + unrealized_pnl`) ascending."
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "id": "target-change-threshold-input",
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "min_target_change_input = widgets.FloatText(\n",
+    "    value=0.0,\n",
+    "    description=\"Mininal TARGET change (%)\",\n",
+    "    step=1.0,\n",
+    "    layout=widgets.Layout(width=\"420px\"),\n",
+    "    style={\"description_width\": \"190px\"},\n",
+    ")\n",
+    "display(min_target_change_input)"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "id": "load-trading-instructions",
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "conn = connect_selected_database()\n",
+    "try:\n",
+    "    trading_instructions = load_trading_instructions(conn)\n",
+    "finally:\n",
+    "    conn.close()\n",
+    "\n",
+    "print(f\"Loaded {len(trading_instructions):,} trading instruction rows.\")"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "id": "calculate-pair-theoretical-returns",
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "MIN_TARGET_STRENGTH_CHANGE_PCTG = float(min_target_change_input.value)\n",
+    "\n",
+    "pair_theo_ret = add_total_pnl(\n",
+    "    calculate_ranked_pairs_theo_ret(\n",
+    "        selector_pair_rankings,\n",
+    "        trading_instructions,\n",
+    "        min_pctg_change=MIN_TARGET_STRENGTH_CHANGE_PCTG,\n",
+    "    )\n",
+    ").sort_values(\n",
+    "    [\"total_pnl\", \"pair_name\"],\n",
+    "    ascending=[True, True],\n",
+    "    kind=\"mergesort\",\n",
+    ").drop(columns=\"total_pnl\").reset_index(drop=True)\n",
+    "\n",
+    "pair_theo_ret_display = format_pair_theo_ret_for_analyze_grid(pair_theo_ret)\n",
+    "pair_theo_ret_grid = create_pair_theo_ret_analyze_grid(\n",
+    "    pair_theo_ret_display,\n",
+    "    height=520,\n",
+    ")\n",
+    "display(pair_theo_ret_grid)"
+   ]
+  },
+  {
+   "cell_type": "markdown",
+   "id": "theoretical-return-histogram-context",
+   "metadata": {},
+   "source": [
+    "## Total Theoretical Return Distribution\n",
+    "\n",
+    "Plot the distribution of total theoretical return, calculated as `realized_pnl + unrealized_pnl`. Plotly chooses histogram bins automatically."
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "id": "plot-total-theoretical-return-histogram",
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "total_pnl_histogram = create_total_pnl_histogram(pair_theo_ret)\n",
+    "total_pnl_histogram_pane = pn.pane.Plotly(\n",
+    "    total_pnl_histogram,\n",
+    "    height=360,\n",
+    "    sizing_mode=\"stretch_width\",\n",
+    ")\n",
+    "\n",
+    "display(total_pnl_histogram_pane)"
+   ]
+  },
+  {
+   "cell_type": "markdown",
+   "id": "individual-pair-analysis-context",
+   "metadata": {},
+   "source": [
+    "## Individual Pair Analysis\n",
+    "\n",
+    "Click the Analyze button in the Pair TheoRet grid to load detailed follow-up analysis for that row. The selected-pair execution table and market/trade chart are not calculated until an Analyze button is clicked."
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "id": "individual-pair-analysis",
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "selected_pair_name = None\n",
+    "selected_pair_theo_executions = pd.DataFrame()\n",
+    "selected_pair_theo_executions_display = pd.DataFrame(\n",
+    "    columns=SELECTED_PAIR_EXECUTION_DISPLAY_COLUMNS\n",
+    ")\n",
+    "selected_pair_market_data = pd.DataFrame()\n",
+    "selected_pair_market_trades_plot = None\n",
+    "\n",
+    "selected_pair_message = pn.pane.Markdown(\n",
+    "    \"Click Analyze in the Pair TheoRet grid to load individual-pair details.\"\n",
+    ")\n",
+    "selected_pair_theo_executions_grid = create_selected_pair_executions_grid(\n",
+    "    selected_pair_theo_executions_display,\n",
+    "    height=360,\n",
+    ")\n",
+    "selected_pair_market_trades_plot_pane = pn.pane.Plotly(\n",
+    "    None,\n",
+    "    height=520,\n",
+    "    sizing_mode=\"stretch_width\",\n",
+    ")\n",
+    "\n",
+    "\n",
+    "def analyze_pair_click(event):\n",
+    "    global selected_pair_name\n",
+    "    global selected_pair_theo_executions\n",
+    "    global selected_pair_theo_executions_display\n",
+    "    global selected_pair_market_data\n",
+    "    global selected_pair_market_trades_plot\n",
+    "\n",
+    "    try:\n",
+    "        selected_pair_name = pair_name_from_analyze_event(pair_theo_ret_grid, event)\n",
+    "        selected_pair_message.object = (\n",
+    "            f\"Selected pair: **{format_pair_name_for_display(selected_pair_name)}**\"\n",
+    "        )\n",
+    "\n",
+    "        selected_pair_theo_executions = calculate_pair_theo_executions(\n",
+    "            selected_pair_name,\n",
+    "            trading_instructions,\n",
+    "            min_pctg_change=MIN_TARGET_STRENGTH_CHANGE_PCTG,\n",
+    "        )\n",
+    "        selected_pair_theo_executions_display = selected_pair_theo_executions.reindex(\n",
+    "            columns=SELECTED_PAIR_EXECUTION_DISPLAY_COLUMNS\n",
+    "        )\n",
+    "        selected_pair_theo_executions_grid.value = selected_pair_theo_executions_display\n",
+    "\n",
+    "        trading_day_start_ns = infer_trading_day_start_ns(trading_instructions)\n",
+    "        conn = connect_selected_database()\n",
+    "        try:\n",
+    "            selected_pair_market_data = load_pair_market_data(\n",
+    "                conn,\n",
+    "                selected_pair_name,\n",
+    "                trading_day_start_ns=trading_day_start_ns,\n",
+    "            )\n",
+    "        finally:\n",
+    "            conn.close()\n",
+    "\n",
+    "        selected_pair_market_trades_plot = create_pair_trades_market_plot(\n",
+    "            selected_pair_name,\n",
+    "            selected_pair_market_data,\n",
+    "            selected_pair_theo_executions,\n",
+    "        )\n",
+    "        selected_pair_market_trades_plot_pane.object = selected_pair_market_trades_plot\n",
+    "    except Exception as exc:\n",
+    "        selected_pair_message.object = f\"**Error:** {exc}\"\n",
+    "        selected_pair_market_trades_plot_pane.object = None\n",
+    "\n",
+    "\n",
+    "pair_theo_ret_grid.on_click(analyze_pair_click, column=ANALYZE_BUTTON_COLUMN)\n",
+    "\n",
+    "display(\n",
+    "    pn.Column(\n",
+    "        selected_pair_message,\n",
+    "        \"### Theoretical Executions\",\n",
+    "        selected_pair_theo_executions_grid,\n",
+    "        \"### Trades on Market Data\",\n",
+    "        selected_pair_market_trades_plot_pane,\n",
+    "    )\n",
+    ")"
+   ]
+  }
+ ],
+ "metadata": {
+  "kernelspec": {
+   "display_name": "python3.12-venv (3.12.13.final.0)",
+   "language": "python",
+   "name": "python3"
+  },
+  "language_info": {
+   "codemirror_mode": {
+    "name": "ipython",
+    "version": 3
+   },
+   "file_extension": ".py",
+   "mimetype": "text/x-python",
+   "name": "python",
+   "nbconvert_exporter": "python",
+   "pygments_lexer": "ipython3",
+   "version": "3.12.13"
+  }
+ },
+ "nbformat": 4,
+ "nbformat_minor": 5
+}

panel/spbt_day_panel.py

@@ -0,0 +1,296 @@
+"""Panel application for single-day SPBT result analysis."""
+
+from __future__ import annotations
+
+from pathlib import Path
+import sys
+from typing import Any
+
+import pandas as pd
+import panel as pn
+
+
+APP_DIR = Path(__file__).resolve().parent
+REPO_ROOT = APP_DIR.parent
+if str(REPO_ROOT) not in sys.path:
+    sys.path.insert(0, str(REPO_ROOT))
+
+from scripts import spbt_day
+
+
+pn.extension("tabulator", "plotly")
+
+
+PAIR_THEO_RET_SORT_COLUMNS = ["total_pnl", "pair_name"]
+PAIR_THEO_RET_DISPLAY_DROP_COLUMNS = ["total_pnl"]
+APP_TITLE = "SPBT Day Analysis"
+APP_ACCENT_COLOR = "#226c67"
+APP_HEADER_COLOR = "#184c47"
+
+
+class SpbtDayPanelApp:
+    """Stateful Panel UI for single-day SPBT analysis."""
+
+    def __init__(self, repo_root: Path | None = None) -> None:
+        self.repo_root = (repo_root or spbt_day.find_repo_root(REPO_ROOT)).resolve()
+        self.selector_pair_rankings = pd.DataFrame()
+        self.trading_instructions = pd.DataFrame()
+        self.pair_theo_ret = pd.DataFrame()
+        self.selected_pair_theo_executions = pd.DataFrame()
+        self.selected_pair_name: str | None = None
+        self.min_pctg_change = 0.0
+
+        self.directory_input = pn.widgets.TextInput(
+            label="Directory",
+            value=str(self.repo_root / "data"),
+        )
+        self.show_all_files = pn.widgets.Checkbox(label="Show all files", value=False)
+        self.file_select = pn.widgets.Select(
+            label="SQLite result file",
+            options={},
+            width=360,
+        )
+        self.min_pctg_change_input = pn.widgets.FloatInput(
+            label="Mininal TARGET change (%)",
+            value=0.0,
+            step=1.0,
+            width=220,
+        )
+        self.calculate_button = pn.widgets.Button(
+            label="Calculate",
+            color="primary",
+            width=110,
+        )
+
+        self.status = pn.pane.Markdown("")
+        self.pair_theo_ret_table = spbt_day.create_pair_theo_ret_analyze_grid(
+            pd.DataFrame(),
+            height=420,
+        )
+        self.total_pnl_histogram = pn.pane.Plotly(
+            None,
+            height=360,
+            sizing_mode="stretch_width",
+        )
+        self.selected_pair_message = pn.pane.Markdown(
+            "Click Analyze in the Pair TheoRet grid to load individual-pair details."
+        )
+        self.selected_pair_executions_table = spbt_day.create_selected_pair_executions_grid(
+            height=320,
+        )
+        self.selected_pair_market_plot = pn.pane.Plotly(
+            None,
+            height=520,
+            sizing_mode="stretch_width",
+        )
+
+        self.calculate_button.on_click(self.calculate)
+        self.directory_input.param.watch(self.refresh_files, "value")
+        self.show_all_files.param.watch(self.refresh_files, "value")
+        self.pair_theo_ret_table.on_click(
+            self.analyze_pair_click,
+            column=spbt_day.ANALYZE_BUTTON_COLUMN,
+        )
+        self.refresh_files()
+
+    def set_status(self, message: str, *, error: bool = False) -> None:
+        """Update visible status text."""
+        prefix = "**Error:** " if error else ""
+        self.status.object = f"{prefix}{message}" if message else ""
+
+    def selected_database_path(self) -> Path:
+        """Return the selected result database path."""
+        if not self.file_select.value:
+            raise ValueError("Select a SQLite result file before calculating.")
+        db_path = Path(str(self.file_select.value)).resolve()
+        if not db_path.exists():
+            raise FileNotFoundError(f"Selected database does not exist: {db_path}")
+        if not db_path.is_file():
+            raise ValueError(f"Selected database path is not a file: {db_path}")
+        return db_path
+
+    def refresh_files(self, *_events: Any) -> bool:
+        """Refresh selectable SQLite files from the configured directory."""
+        try:
+            directory = spbt_day.normalize_directory(
+                self.directory_input.value,
+                self.repo_root,
+            )
+            candidates = spbt_day.list_candidate_files(
+                directory,
+                show_all=self.show_all_files.value,
+            )
+        except Exception as exc:
+            self.file_select.options = {}
+            self.file_select.value = None
+            self.set_status(str(exc), error=True)
+            return False
+
+        options = {path.name: str(path) for path in candidates}
+        previous_value = self.file_select.value
+        self.file_select.options = options
+        if previous_value in options.values():
+            self.file_select.value = previous_value
+        elif options:
+            self.file_select.value = next(iter(options.values()))
+        else:
+            self.file_select.value = None
+
+        if options:
+            self.set_status(f"Found {len(options):,} file(s) in {directory}.")
+        else:
+            self.set_status(f"No selectable files found in {directory}.")
+        return True
+
+    def calculate(self, *_events: Any) -> None:
+        """Load selected data and calculate all-pair TheoRet."""
+        self.calculate_button.loading = True
+        try:
+            if not self.refresh_files():
+                return
+            db_path = self.selected_database_path()
+            self.min_pctg_change = float(self.min_pctg_change_input.value)
+
+            conn = spbt_day.connect_sqlite_read_only(db_path)
+            try:
+                self.selector_pair_rankings = spbt_day.load_selector_pair_rankings(conn)
+                self.trading_instructions = spbt_day.load_trading_instructions(conn)
+            finally:
+                conn.close()
+
+            self.pair_theo_ret = (
+                spbt_day.add_total_pnl(
+                    spbt_day.calculate_ranked_pairs_theo_ret(
+                        self.selector_pair_rankings,
+                        self.trading_instructions,
+                        min_pctg_change=self.min_pctg_change,
+                    )
+                )
+                .sort_values(
+                    PAIR_THEO_RET_SORT_COLUMNS,
+                    ascending=[True, True],
+                    kind="mergesort",
+                )
+                .drop(columns=PAIR_THEO_RET_DISPLAY_DROP_COLUMNS)
+                .reset_index(drop=True)
+            )
+            self.pair_theo_ret_table.value = spbt_day.format_pair_theo_ret_for_analyze_grid(
+                self.pair_theo_ret
+            )
+            self.total_pnl_histogram.object = spbt_day.create_total_pnl_histogram(
+                self.pair_theo_ret
+            )
+            self.clear_selected_pair_analysis()
+
+            self.set_status(
+                f"Calculated {len(self.pair_theo_ret):,} pair row(s) from {db_path.name}."
+            )
+        except Exception as exc:
+            self.set_status(str(exc), error=True)
+        finally:
+            self.calculate_button.loading = False
+
+    def clear_selected_pair_analysis(self) -> None:
+        """Clear individual-pair outputs until a row Analyze button is clicked."""
+        self.selected_pair_name = None
+        self.selected_pair_theo_executions = pd.DataFrame()
+        self.selected_pair_message.object = (
+            "Click Analyze in the Pair TheoRet grid to load individual-pair details."
+        )
+        self.selected_pair_executions_table.value = pd.DataFrame(
+            columns=spbt_day.SELECTED_PAIR_EXECUTION_DISPLAY_COLUMNS
+        )
+        self.selected_pair_market_plot.object = None
+
+    def analyze_pair_click(self, event: Any) -> None:
+        """Run selected-pair analysis from a Pair TheoRet Analyze button click."""
+        self.update_selected_pair(
+            spbt_day.pair_name_from_analyze_event(self.pair_theo_ret_table, event)
+        )
+
+    def analyze_pair_row(self, row: int) -> None:
+        """Run selected-pair analysis for a Pair TheoRet table row."""
+        event = type("AnalyzeEvent", (), {"row": row})()
+        self.analyze_pair_click(event)
+
+    def update_selected_pair(self, pair_name: str) -> None:
+        """Calculate selected-pair executions and market plot."""
+        if self.trading_instructions.empty:
+            self.clear_selected_pair_analysis()
+            return
+
+        self.selected_pair_name = pair_name
+        self.selected_pair_message.object = (
+            f"Selected pair: **{spbt_day.format_pair_name_for_display(pair_name)}**"
+        )
+        self.selected_pair_theo_executions = spbt_day.calculate_pair_theo_executions(
+            pair_name,
+            self.trading_instructions,
+            min_pctg_change=self.min_pctg_change,
+        )
+        self.selected_pair_executions_table.value = (
+            self.selected_pair_theo_executions.reindex(
+                columns=spbt_day.SELECTED_PAIR_EXECUTION_DISPLAY_COLUMNS
+            )
+        )
+
+        try:
+            trading_day_start_ns = spbt_day.infer_trading_day_start_ns(
+                self.trading_instructions
+            )
+            conn = spbt_day.connect_sqlite_read_only(self.selected_database_path())
+            try:
+                selected_pair_market_data = spbt_day.load_pair_market_data(
+                    conn,
+                    pair_name,
+                    trading_day_start_ns=trading_day_start_ns,
+                )
+            finally:
+                conn.close()
+            self.selected_pair_market_plot.object = spbt_day.create_pair_trades_market_plot(
+                pair_name,
+                selected_pair_market_data,
+                self.selected_pair_theo_executions,
+            )
+        except Exception as exc:
+            self.selected_pair_market_plot.object = None
+            self.set_status(str(exc), error=True)
+
+    @property
+    def view(self) -> pn.template.FastListTemplate:
+        """Return the app layout."""
+        controls = pn.Column(
+            "## Inputs",
+            self.directory_input,
+            self.show_all_files,
+            self.file_select,
+            self.min_pctg_change_input,
+            self.calculate_button,
+            self.status,
+            width=400,
+        )
+        main = pn.Column(
+            "## Pair TheoRet",
+            self.pair_theo_ret_table,
+            self.total_pnl_histogram,
+            "## Individual Pair",
+            self.selected_pair_message,
+            "### Theoretical Executions",
+            self.selected_pair_executions_table,
+            "### Trades on Market Data",
+            self.selected_pair_market_plot,
+        )
+        return pn.template.FastListTemplate(
+            title=APP_TITLE,
+            sidebar=[controls],
+            main=[main],
+            sidebar_width=430,
+            accent_base_color=APP_ACCENT_COLOR,
+            header_background=APP_HEADER_COLOR,
+            main_layout=None,
+        )
+
+
+app_controller = SpbtDayPanelApp()
+app = app_controller.view
+app.servable(title=APP_TITLE)

requirements.txt

@@ -1,201 +1,13 @@
-aiohttp>=3.8.4
-aiosignal>=1.3.1
-async-timeout>=4.0.2
-attrs>=21.2.0
-beautifulsoup4>=4.10.0
-black>=23.3.0
-flake8>=6.0.0
-certifi>=2020.6.20
-chardet>=4.0.0
-charset-normalizer>=3.1.0
-click>=8.0.3
-colorama>=0.4.4
-configobj>=5.0.6
-cryptography>=3.4.8
-distro>=1.7.0
-docker>=5.0.3
-dockerpty>=0.4.1
-docopt>=0.6.2
-eyeD3>=0.8.10
-filelock>=3.6.0
-frozenlist>=1.3.3
-grpcio>=1.30.2
-hjson>=3.0.2
-html5lib>=1.1
-httplib2>=0.20.2
-idna>=3.3
-ipython>=8.18.1
-ipywidgets>=8.1.1
-ifaddr>=0.1.7
-IMDbPY>=2021.4.18
-ipykernel>=6.29.5
-jeepney>=0.7.1
-jsonschema>=3.2.0
-jupyter>=1.0.0
-keyring>=23.5.0
-launchpadlib>=1.10.16
-lazr.restfulclient>=0.14.4
-lazr.uri>=1.0.6
-lxml>=4.8.0
-Mako>=1.1.3
-Markdown>=3.3.6
-MarkupSafe>=2.0.1
-matplotlib>=3.10.3
-more-itertools>=8.10.0
-multidict>=6.0.4
-mypy>=0.942
-mypy-extensions>=0.4.3
-nbformat>=5.10.2
-netaddr>=0.8.0
-######### netifaces>=0.11.0
-numpy>=1.26.4,<2.3.0
-oauthlib>=3.2.0
-packaging>=23.1
-pandas>=2.2.3
-pathspec>=0.11.1
-pexpect>=4.8.0
-Pillow>=9.0.1
-platformdirs>=3.2.0
-plotly>=5.19.0
-protobuf>=3.12.4
-psutil>=5.9.0
-ptyprocess>=0.7.0
-pycurl>=7.44.1
-pyelftools>=0.27
-Pygments>=2.11.2
-pyparsing>=2.4.7
-pyrsistent>=0.18.1
-python-debian>=0.1.43 #+ubuntu1.1
-python-dotenv>=0.19.2
-python-magic>=0.4.24
-python-xlib>=0.29
-pyxdg>=0.27
-PyYAML>=6.0
-reportlab>=3.6.8
-requests>=2.25.1
-requests-file>=1.5.1
-scipy<1.13.0
-seaborn>=0.13.2
-SecretStorage>=3.3.1
-setproctitle>=1.2.2
-simpleeval>=1.0.3
-six>=1.16.0
-soupsieve>=2.3.1
-ssh-import-id>=5.11
-statsmodels>=0.14.4
-texttable>=1.6.4
-tldextract>=3.1.2
-tomli>=1.2.2
-######## typed-ast>=1.4.3
-types-aiofiles>=0.1
-types-annoy>=1.17
-types-appdirs>=1.4
-types-atomicwrites>=1.4
-types-aws-xray-sdk>=2.8
-types-babel>=2.9
-types-backports-abc>=0.5
-types-backports.ssl-match-hostname>=3.7
-types-beautifulsoup4>=4.10
-types-bleach>=4.1
-types-boto>=2.49
-types-braintree>=4.11
-types-cachetools>=4.2
-types-caldav>=0.8
-types-certifi>=2020.4
-types-characteristic>=14.3
-types-chardet>=4.0
-types-click>=7.1
-types-click-spinner>=0.1
-types-colorama>=0.4
-types-commonmark>=0.9
-types-contextvars>=0.1
-types-croniter>=1.0
-types-cryptography>=3.3
-types-dataclasses>=0.1
-types-dateparser>=1.0
-types-DateTimeRange>=0.1
-types-decorator>=0.1
-types-Deprecated>=1.2
-types-docopt>=0.6
-types-docutils>=0.17
-types-editdistance>=0.5
-types-emoji>=1.2
-types-entrypoints>=0.3
-types-enum34>=1.1
-types-filelock>=3.2
-types-first>=2.0
-types-Flask>=1.1
-types-freezegun>=1.1
-types-frozendict>=0.1
-types-futures>=3.3
-types-html5lib>=1.1
-types-httplib2>=0.19
-types-humanfriendly>=9.2
-types-ipaddress>=1.0
-types-itsdangerous>=1.1
-types-JACK-Client>=0.1
-types-Jinja2>=2.11
-types-jmespath>=0.10
-types-jsonschema>=3.2
-types-Markdown>=3.3
-types-MarkupSafe>=1.1
-types-mock>=4.0
-types-mypy-extensions>=0.4
-types-mysqlclient>=2.0
-types-oauthlib>=3.1
-types-orjson>=3.6
-types-paramiko>=2.7
-types-Pillow>=8.3
-types-polib>=1.1
-types-prettytable>=2.1
-types-protobuf>=3.17
-types-psutil>=5.8
-types-psycopg2>=2.9
-types-pyaudio>=0.2
-types-pycurl>=0.1
-types-pyfarmhash>=0.2
-types-Pygments>=2.9
-types-PyMySQL>=1.0
-types-pyOpenSSL>=20.0
-types-pyRFC3339>=0.1
-types-pysftp>=0.2
-types-pytest-lazy-fixture>=0.6
-types-python-dateutil>=2.8
-types-python-gflags>=3.1
-types-python-nmap>=0.6
-types-python-slugify>=5.0
-types-pytz>=2021.1
-types-pyvmomi>=7.0
-types-PyYAML>=5.4
-types-redis>=3.5
-types-requests>=2.25
-types-retry>=0.9
-types-seaborn>0.13.2
-types-selenium>=3.141
-types-Send2Trash>=1.8
-types-setuptools>=57.4
-types-simplejson>=3.17
-types-singledispatch>=3.7
-types-six>=1.16
-types-slumber>=0.7
-types-stripe>=2.59
-types-tabulate>=0.8
-types-termcolor>=1.1
-types-toml>=0.10
-types-toposort>=1.6
-types-ttkthemes>=3.2
-types-typed-ast>=1.4
-types-tzlocal>=0.1
-types-ujson>=0.1
-types-vobject>=0.9
-types-waitress>=0.1
-types-Werkzeug>=1.0
-types-xxhash>=2.0
-typing-extensions>=3.10.0.2
-Unidecode>=1.3.3
-urllib3>=1.26.5
-wadllib>=1.3.6
-webencodings>=0.5.1
-websocket-client>=1.2.3
-yarl>=1.9.1
-zipp>=1.0.0
+# Interactive analysis
+ipykernel>=6.29,<7
+ipywidgets>=8.1,<9
+itables>=2.2,<3
+jupyter>=1.1,<2
+nbformat>=5.10,<6
+pandas>=2.2,<3
+panel>=1.5,<2
+plotly>=5.24,<7
+
+# Verification
+nbmake>=1.5,<2
+pytest>=8,<9

results/.gitkeep

@@ -0,0 +1 @@
+

scripts/.gitkeep

@@ -0,0 +1 @@
+

scripts/run_spbt_day_panel.sh

@@ -0,0 +1,7 @@
+#!/usr/bin/env bash
+set -euo pipefail
+
+repo_root="$(cd "$(dirname "${BASH_SOURCE[0]}")/.." && pwd)"
+cd "$repo_root"
+
+panel serve panel/spbt_day_panel.py --show "$@"

tests/test_spbt_day_panel.py

@@ -0,0 +1,238 @@
+import importlib.util
+import sqlite3
+from pathlib import Path
+
+import pandas as pd
+
+
+def load_panel_app_module():
+    module_path = Path("panel/spbt_day_panel.py").resolve()
+    spec = importlib.util.spec_from_file_location("spbt_day_panel_app", module_path)
+    module = importlib.util.module_from_spec(spec)
+    assert spec.loader is not None
+    spec.loader.exec_module(module)
+    return module
+
+
+def create_panel_fixture_db(db_path: Path) -> None:
+    trading_day_start_ns = pd.Timestamp("2026-06-17T00:00:00Z").value
+    conn = sqlite3.connect(db_path)
+    try:
+        conn.execute(
+            """
+            CREATE TABLE selector_pairs (
+                time_ns INTEGER,
+                tstamp TEXT,
+                pair_name TEXT,
+                instrument_a TEXT,
+                instrument_b TEXT,
+                mr_score TEXT
+            )
+            """
+        )
+        conn.execute(
+            """
+            CREATE TABLE trading_instructions (
+                time_ns INTEGER,
+                tstamp TEXT,
+                book_id TEXT,
+                strategy_id TEXT,
+                type TEXT,
+                data TEXT
+            )
+            """
+        )
+        conn.execute(
+            """
+            CREATE TABLE ohlcv_1min (
+                tstamp TEXT,
+                tstamp_ns INTEGER,
+                exch_acct TEXT,
+                exchange_id TEXT,
+                instrument_id TEXT,
+                interval_sec INTEGER,
+                open REAL,
+                high REAL,
+                low REAL,
+                close REAL,
+                volume REAL,
+                vwap REAL,
+                num_trades INTEGER
+            )
+            """
+        )
+        conn.execute(
+            "INSERT INTO selector_pairs VALUES (?, ?, ?, ?, ?, ?)",
+            (
+                10,
+                "2026-06-17T00:00:00Z",
+                "AAA:USD-BBB:USD",
+                "EXCH:PAIR-AAA-USD",
+                "EXCH:PAIR-BBB-USD",
+                '{"final":"0.5"}',
+            ),
+        )
+        conn.executemany(
+            "INSERT INTO trading_instructions VALUES (?, ?, ?, ?, ?, ?)",
+            [
+                (
+                    trading_day_start_ns,
+                    "2026-06-17T00:00:00Z",
+                    "book",
+                    "strategy-AAA:USD-BBB:USD",
+                    "TARGET_POSITION",
+                    (
+                        '{"action":"TARGET","quote_asset":"USD","assets":'
+                        '{"AAA":{"reference_price":"100","strength":"0.5"},'
+                        '"BBB":{"reference_price":"50","strength":"-0.5"}}}'
+                    ),
+                ),
+                (
+                    trading_day_start_ns + 60_000_000_000,
+                    "2026-06-17T00:01:00Z",
+                    "book",
+                    "strategy-AAA:USD-BBB:USD",
+                    "CLOSE_POSITION",
+                    (
+                        '{"action":"CLOSE","quote_asset":"USD","assets":'
+                        '{"AAA":{"reference_price":"110"},'
+                        '"BBB":{"reference_price":"45"}}}'
+                    ),
+                ),
+            ],
+        )
+        conn.executemany(
+            "INSERT INTO ohlcv_1min VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)",
+            [
+                (
+                    "2026-06-17T00:00:00Z",
+                    trading_day_start_ns,
+                    "EXCH",
+                    "EXCH",
+                    "PAIR-AAA-USD",
+                    60,
+                    100.0,
+                    100.0,
+                    100.0,
+                    100.0,
+                    1.0,
+                    100.0,
+                    1,
+                ),
+                (
+                    "2026-06-17T00:00:00Z",
+                    trading_day_start_ns,
+                    "EXCH",
+                    "EXCH",
+                    "PAIR-BBB-USD",
+                    60,
+                    50.0,
+                    50.0,
+                    50.0,
+                    50.0,
+                    1.0,
+                    50.0,
+                    1,
+                ),
+            ],
+        )
+        conn.commit()
+    finally:
+        conn.close()
+
+
+def test_pair_analyze_grid_keeps_clean_labels_and_full_pair_values():
+    module = load_panel_app_module()
+    pair_theo_ret = pd.DataFrame(
+        {
+            "pair_name": ["BTC:USD-ETH:USD", "ADA:USD-BTC:USD"],
+            "mr_ranking": [2, 1],
+            "realized_pnl": [0.0, 0.0],
+            "unrealized_pnl": [0.0, 0.0],
+        }
+    )
+
+    formatted = module.spbt_day.format_pair_theo_ret_for_analyze_grid(pair_theo_ret)
+
+    assert formatted["pair_name"].tolist() == ["BTC-ETH", "ADA-BTC"]
+    assert formatted[module.spbt_day.PAIR_NAME_VALUE_COLUMN].tolist() == [
+        "BTC:USD-ETH:USD",
+        "ADA:USD-BTC:USD",
+    ]
+
+
+def test_panel_app_uses_fast_list_template(tmp_path):
+    module = load_panel_app_module()
+    app = module.SpbtDayPanelApp(repo_root=tmp_path)
+    view = app.view
+
+    assert not hasattr(app, "refresh_button")
+    assert isinstance(view, module.pn.template.FastListTemplate)
+    assert view.title == module.APP_TITLE
+    assert view.sidebar_width == 430
+    assert view.accent_base_color == module.APP_ACCENT_COLOR
+    assert view.header_background == module.APP_HEADER_COLOR
+    assert len(view.sidebar) == 1
+    assert len(view.main) == 1
+
+
+def test_panel_app_calculates_pairs_and_selected_pair_outputs(tmp_path):
+    module = load_panel_app_module()
+    data_dir = tmp_path / "data"
+    data_dir.mkdir()
+    db_path = data_dir / "20260617.spbt_results.db"
+    create_panel_fixture_db(db_path)
+
+    app = module.SpbtDayPanelApp(repo_root=tmp_path)
+    app.directory_input.value = str(data_dir)
+    app.refresh_files()
+    app.min_pctg_change_input.value = 0.0
+
+    app.calculate()
+
+    assert app.file_select.value == str(db_path)
+    assert app.file_select.width == 360
+    assert app.min_pctg_change_input.width == 220
+    assert app.calculate_button.width == 110
+    assert app.total_pnl_histogram.sizing_mode == "stretch_width"
+    assert app.selected_pair_market_plot.sizing_mode == "stretch_width"
+    assert app.pair_theo_ret_table.pagination is None
+    assert app.pair_theo_ret_table.layout == "fit_data_table"
+    assert app.pair_theo_ret_table.value["pair_name"].tolist() == ["AAA-BBB"]
+    assert (
+        app.pair_theo_ret_table.value[module.spbt_day.PAIR_NAME_VALUE_COLUMN].tolist()
+        == ["AAA:USD-BBB:USD"]
+    )
+    assert app.selected_pair_name is None
+    assert app.selected_pair_executions_table.value.empty
+    assert app.selected_pair_market_plot.object is None
+
+    app.analyze_pair_row(0)
+
+    assert app.selected_pair_name == "AAA:USD-BBB:USD"
+    assert app.selected_pair_executions_table.value["action"].tolist() == [
+        "TARGET",
+        "TARGET",
+        "CLOSE",
+        "CLOSE",
+    ]
+    assert app.selected_pair_market_plot.object is not None
+
+
+def test_calculate_refreshes_file_list_before_loading(tmp_path):
+    module = load_panel_app_module()
+    data_dir = tmp_path / "data"
+    data_dir.mkdir()
+
+    app = module.SpbtDayPanelApp(repo_root=tmp_path)
+    app.directory_input.value = str(data_dir)
+    app.refresh_files()
+    assert app.file_select.value is None
+
+    db_path = data_dir / "20260617.spbt_results.db"
+    create_panel_fixture_db(db_path)
+
+    app.calculate()
+
+    assert app.file_select.value == str(db_path)
+    assert app.pair_theo_ret_table.value["pair_name"].tolist() == ["AAA-BBB"]