Update app.py

app.py

@@ -1,87 +1,213 @@
 import os
-up = res.shocks.loc[res.shocks['bucket']==res.shocks['bucket'].unique()[0], 'dPV_up_100bp'].sum()
-dn = res.shocks.loc[res.shocks['bucket']==res.shocks['bucket'].unique()[0], 'dPV_dn_100bp'].sum()
-# Better: show net across buckets
-net_up = res.shocks['dPV_up_100bp'].sum()
-net_dn = res.shocks['dPV_dn_100bp'].sum()
-y -= 2*mm
-line(f"+100bp net ΔPV: {net_up:,.0f} LKR | -100bp net ΔPV: {net_dn:,.0f} LKR")
-c.showPage()
-c.save()
-return out
+from datetime import datetime
+from pathlib import Path
+from typing import Dict, Any, Tuple, Any
 
-# ---------- Gradio UI ----------
+import duckdb
+import pandas as pd
+import numpy as np
+import matplotlib.pyplot as plt
+import gradio as gr
+from pydantic import BaseModel
+from reportlab.lib.pagesizes import A4
+from reportlab.lib.units import mm
+from reportlab.pdfgen import canvas
 
-def run_dashboard() -> Tuple[str, float, float, float, Any, Any, Any, Any, Any, Any, Any]:
-    conn = connect_md()
-    res = fetch_all(conn)
-    fig = plot_ladder(res.ladder)
-    excel_path = export_excel(res)
-    pdf_path = export_pdf(res)
-    return (
-        res.as_of_date,
-        res.assets_t1,
-        res.sof_t1,
-        res.net_gap_t1,
-        fig,
-        res.t1_by_month,
-        res.t1_by_segment,
-        res.t1_by_ccy,
-        res.irr,
-        res.shocks,
-        str(excel_path),
-        str(pdf_path),
-    )
+# -------------------------------------------------------------------
+# Basic configuration
+# -------------------------------------------------------------------
+APP_TITLE = "ALCO Liquidity & Interest-Rate Risk Dashboard"
+TABLE_FQN = "my_db.main.masterdataset_v"
+VIEW_FQN = "my_db.main.positions_v"
+EXPORT_DIR = Path("exports")
+EXPORT_DIR.mkdir(exist_ok=True)
 
 
-with gr.Blocks(title=APP_TITLE) as demo:
-    gr.Markdown(
-        f"# {APP_TITLE}\n"
-        "*Source:* `my_db.main.masterdataset_v` → `positions_v`  |  *Sign:* Assets=+  SoF=–"
-    )
+# -------------------------------------------------------------------
+# MotherDuck connection
+# -------------------------------------------------------------------
+def connect_md() -> duckdb.DuckDBPyConnection:
+    token = os.environ.get("MOTHERDUCK_TOKEN", "")
+    if not token:
+        raise RuntimeError("MOTHERDUCK_TOKEN is not set. Add it as a Space secret.")
+    conn = duckdb.connect(f"md:?motherduck_token={token}")
+    return conn
 
-    with gr.Row():
-        btn = gr.Button("🔄 Refresh", variant="primary")
 
-    with gr.Row():
-        as_of = gr.Textbox(label="As of date", interactive=False)
+# -------------------------------------------------------------------
+# SQL snippets
+# -------------------------------------------------------------------
+CREATE_VIEW_SQL = f"""
+CREATE OR REPLACE VIEW {VIEW_FQN} AS
+SELECT
+  as_of_date,
+  product,
+  months,
+  segments,
+  currency,
+  Portfolio_value,
+  Interest_rate,
+  days_to_maturity,
+  CASE
+    WHEN lower(product) IN ('fd','term_deposit','td','savings','current','call','repo_liab') THEN 'SoF'
+    WHEN lower(product) IN ('loan','overdraft','advances','bills','bill','tbond','t-bond','tbill','t-bill','repo_asset') THEN 'Assets'
+    ELSE 'Unknown'
+  END AS bucket
+FROM {TABLE_FQN};
+"""
 
-    with gr.Row():
-        k1 = gr.Number(label="Assets T+1 (LKR)", precision=0)
-        k2 = gr.Number(label="SoF T+1 (LKR)", precision=0)
-        k3 = gr.Number(label="Net Gap T+1 (LKR)", precision=0)
+MAX_DATE_SQL = f"""
+WITH maxd AS (SELECT max(as_of_date) AS d FROM {VIEW_FQN})
+SELECT d FROM maxd;
+"""
 
-    chart = gr.Plot(label="Maturity Ladder")
+KPI_SQL = f"""
+WITH maxd AS (SELECT max(as_of_date) AS d FROM {VIEW_FQN}),
+t1 AS (
+  SELECT p.bucket, SUM(p.Portfolio_value) AS amt
+  FROM {VIEW_FQN} p
+  JOIN maxd m ON p.as_of_date = m.d
+  WHERE p.days_to_maturity <= 1
+  GROUP BY p.bucket
+)
+SELECT
+  COALESCE(SUM(CASE WHEN bucket='Assets' THEN amt END),0) AS assets_t1,
+  COALESCE(SUM(CASE WHEN bucket='SoF'    THEN amt END),0) AS sof_t1,
+  COALESCE(SUM(CASE WHEN bucket='Assets' THEN amt END),0)
+  - COALESCE(SUM(CASE WHEN bucket='SoF'  THEN amt END),0) AS net_gap_t1
+FROM t1;
+"""
 
-    with gr.Row():
-        t1m = gr.Dataframe(label="T+1 by Tenor (months)")
-        t1s = gr.Dataframe(label="T+1 by Segment")
+LADDER_SQL = f"""
+WITH maxd AS (SELECT max(as_of_date) AS d FROM {VIEW_FQN})
+SELECT
+  CASE
+    WHEN p.days_to_maturity <= 1 THEN 'T+1'
+    WHEN p.days_to_maturity BETWEEN 2 AND 7 THEN 'T+2..7'
+    WHEN p.days_to_maturity BETWEEN 8 AND 30 THEN 'T+8..30'
+    ELSE 'T+31+'
+  END AS time_bucket,
+  p.bucket,
+  SUM(p.Portfolio_value) AS amount
+FROM {VIEW_FQN} p
+JOIN maxd m ON p.as_of_date = m.d
+GROUP BY 1,2
+ORDER BY CASE time_bucket
+  WHEN 'T+1' THEN 1 WHEN 'T+2..7' THEN 2 WHEN 'T+8..30' THEN 3 ELSE 4 END,
+  p.bucket;
+"""
 
-    t1c = gr.Dataframe(label="T+1 by Currency")
-    irr = gr.Dataframe(label="Interest-Rate Risk (bucketed)")
-    shocks = gr.Dataframe(label="Parallel Shock ±100bp (bucketed)")
+T1_BY_MONTH_SQL = f"""
+WITH maxd AS (SELECT max(as_of_date) AS d FROM {VIEW_FQN})
+SELECT p.bucket, p.months, SUM(p.Portfolio_value) AS amount
+FROM {VIEW_FQN} p
+JOIN maxd m ON p.as_of_date = m.d
+WHERE p.days_to_maturity <= 1
+GROUP BY 1,2
+ORDER BY p.bucket, amount DESC
+LIMIT 50;
+"""
 
-    with gr.Row():
-        excel_file = gr.File(label="Excel export", interactive=False)
-        pdf_file = gr.File(label="PDF export", interactive=False)
+T1_BY_SEGMENT_SQL = f"""
+WITH maxd AS (SELECT max(as_of_date) AS d FROM {VIEW_FQN})
+SELECT p.bucket, p.segments, SUM(p.Portfolio_value) AS amount
+FROM {VIEW_FQN} p
+JOIN maxd m ON p.as_of_date = m.d
+WHERE p.days_to_maturity <= 1
+GROUP BY 1,2
+ORDER BY p.bucket, amount DESC
+LIMIT 50;
+"""
 
-    btn.click(
-        fn=run_dashboard,
-        outputs=[
-            as_of,
-            k1,
-            k2,
-            k3,
-            chart,
-            t1m,
-            t1s,
-            t1c,
-            irr,
-            shocks,
-            excel_file,
-            pdf_file,
-        ],
-    )
+T1_BY_CCY_SQL = f"""
+WITH maxd AS (SELECT max(as_of_date) AS d FROM {VIEW_FQN})
+SELECT p.bucket, p.currency, SUM(p.Portfolio_value) AS amount
+FROM {VIEW_FQN} p
+JOIN maxd m ON p.as_of_date = m.d
+WHERE p.days_to_maturity <= 1
+GROUP BY 1,2
+ORDER BY p.bucket, amount DESC;
+"""
 
-if __name__ == "__main__":
-    demo.launch()
+IRR_SQL = f"""
+WITH maxd AS (SELECT max(as_of_date) AS d FROM {VIEW_FQN}),
+base AS (
+  SELECT
+    p.bucket,
+    p.Portfolio_value AS pv,
+    (p.Interest_rate / 100.0) AS y,
+    CASE
+      WHEN p.days_to_maturity IS NOT NULL THEN p.days_to_maturity/365.0
+      WHEN p.months IS NOT NULL THEN p.months/12.0
+      ELSE NULL
+    END AS T_years
+  FROM {VIEW_FQN} p
+  JOIN maxd m ON p.as_of_date = m.d
+  WHERE p.Portfolio_value IS NOT NULL
+),
+metrics AS (
+  SELECT
+    bucket,
+    pv,
+    CASE WHEN T_years IS NULL THEN NULL
+         WHEN y IS NULL THEN T_years
+         ELSE T_years/(1.0+y) END AS dur_mod,
+    CASE WHEN T_years IS NULL THEN NULL
+         WHEN y IS NULL THEN T_years*(T_years+1.0)
+         ELSE (T_years*(T_years+1.0))/POWER(1.0+y,2) END AS convexity_approx,
+    CASE WHEN T_years IS NULL THEN NULL
+         ELSE pv * (CASE WHEN y IS NULL THEN T_years ELSE T_years/(1.0+y) END) * 0.0001 END AS dv01
+  FROM base
+),
+agg AS (
+  SELECT
+    bucket,
+    SUM(pv) AS pv_sum,
+    SUM(pv * dur_mod) / NULLIF(SUM(pv),0) AS dur_mod_port,
+    SUM(dv01) AS dv01_sum
+  FROM metrics
+  GROUP BY bucket
+)
+SELECT
+  COALESCE(MAX(CASE WHEN bucket='Assets' THEN pv_sum END),0) AS assets_pv,
+  COALESCE(MAX(CASE WHEN bucket='SoF' THEN pv_sum END),0) AS sof_pv,
+  COALESCE(MAX(CASE WHEN bucket='Assets' THEN dur_mod_port END),0) AS assets_dur_mod,
+  COALESCE(MAX(CASE WHEN bucket='SoF' THEN dur_mod_port END),0) AS sof_dur_mod,
+  COALESCE(MAX(CASE WHEN bucket='Assets' THEN dur_mod_port END),0)
+  - COALESCE(MAX(CASE WHEN bucket='SoF' THEN dur_mod_port END),0) AS duration_gap,
+  COALESCE(MAX(CASE WHEN bucket='Assets' THEN dv01_sum END),0)
+  - COALESCE(MAX(CASE WHEN bucket='SoF' THEN dv01_sum END),0) AS net_dv01
+FROM agg;
+"""
+
+SHOCK_SQL = f"""
+WITH maxd AS (SELECT max(as_of_date) AS d FROM {VIEW_FQN}),
+base AS (
+  SELECT
+    p.bucket,
+    p.Portfolio_value AS pv,
+    (p.Interest_rate / 100.0) AS y,
+    CASE
+      WHEN p.days_to_maturity IS NOT NULL THEN p.days_to_maturity/365.0
+      WHEN p.months IS NOT NULL THEN p.months/12.0
+    END AS T_years
+  FROM {VIEW_FQN} p
+  JOIN maxd m ON p.as_of_date = m.d
+),
+k AS (
+  SELECT
+    bucket, pv,
+    CASE WHEN T_years IS NULL THEN NULL
+         WHEN y IS NULL THEN T_years
+         ELSE T_years/(1.0+y) END AS dur_mod,
+    CASE WHEN T_years IS NULL THEN NULL
+         WHEN y IS NULL THEN T_years*(T_years+1.0)
+         ELSE (T_years*(T_years+1.0))/POWER(1.0+y,2) END AS convexity_approx
+  FROM base
+),
+shock AS (
+  SELECT
+    bucket,
+    SUM((- pv * dur_mod * 0.01) + (0.5 * pv * convexity_approx * POWER(0.01,2))) AS dPV_up_100bp,
+    SUM((+ pv * dur_mod * 0.01) + (0.5 * pv * convexity_approx * POWER(-0.01,2))) AS dPV_dn_100bp
+  F