Release v1.0.3

.gitignore

@@ -18,5 +18,7 @@ data/*
 results/*
 !results/.gitkeep
 
+data
+
 cvttpy
 tmp/

CHANGELOG.md

@@ -4,7 +4,66 @@ All notable changes to this project are documented in this file.
 
 ## Unreleased
 
-- No unreleased changes yet.
+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
 

data/.gitkeep

@@ -1 +0,0 @@
-

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

@@ -1,8 +1,12 @@
 # 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

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"]