54 lines
1.8 KiB
Python
54 lines
1.8 KiB
Python
"""Stress Tests tab — bank run sweep."""
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import streamlit as st
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from src.composed.simulator import scenario_bank_run
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from dashboard.charts import fig_bank_run_sweep
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def render():
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st.header("Stress Tests")
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col1, col2 = st.columns(2)
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with col1:
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fractions_str = st.text_input(
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"Redemption fractions (comma-separated)",
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"0.02, 0.05, 0.10, 0.20",
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)
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with col2:
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initial_reserve = st.number_input(
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"Initial reserve ($)", 10_000, 1_000_000, 100_000, step=10_000,
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)
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if st.button("Run Stress Test", key="stress_run"):
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fractions = [float(f.strip()) for f in fractions_str.split(",")]
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results = {}
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progress = st.progress(0)
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for i, frac in enumerate(fractions):
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with st.spinner(f"Running {frac:.0%} redemption..."):
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results[frac] = scenario_bank_run(
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initial_reserve=float(initial_reserve),
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redemption_fraction=frac,
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)
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progress.progress((i + 1) / len(fractions))
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st.session_state["stress_results"] = results
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if "stress_results" in st.session_state:
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results = st.session_state["stress_results"]
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# Summary table
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cols = st.columns(len(results))
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for i, (frac, result) in enumerate(results.items()):
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final_ratio = result.backing_ratio[-1]
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with cols[i]:
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st.metric(
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f"{frac:.0%} Redemption",
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f"Backing: {final_ratio:.4f}",
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delta="Survived" if final_ratio > 0.5 else "Failed",
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delta_color="normal" if final_ratio > 0.5 else "inverse",
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)
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st.plotly_chart(fig_bank_run_sweep(results), use_container_width=True)
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