feat(calibration): finalize Step 2 Risk & Stops with inline PDF reports and visual validation

src/calibration/reports/risk_report.py

@@ -24,7 +24,12 @@ from reportlab.platypus import PageBreak
 # HELPERS
 # ============================================================
 
-def _create_stop_histogram(stop_distances):
+def _create_stop_histogram(
+        stop_distances,
+        p50=None,
+        p90=None,
+        p99=None,
+    ):
 
     fig, ax = plt.subplots(figsize=(6, 4))
 
@@ -34,6 +39,16 @@ def _create_stop_histogram(stop_distances):
         alpha=0.7,
     )
 
+    # Percentile lines
+    if p50 is not None:
+        ax.axvline(p50 * 100, linestyle=":", linewidth=1)
+
+    if p90 is not None:
+        ax.axvline(p90 * 100, linestyle=":", linewidth=1)
+
+    if p99 is not None:
+        ax.axvline(p99 * 100, linestyle=":", linewidth=1)
+
     ax.set_title("Stop Distance Distribution")
     ax.set_xlabel("Stop Distance (%)")
     ax.set_ylabel("Frequency")
@@ -46,18 +61,30 @@ def _create_stop_histogram(stop_distances):
 
     return buf
 
-def _create_position_size_plot(timestamps, position_sizes):
-    # Align and be robust
+def _create_position_size_plot(
+    timestamps,
+    position_sizes,
+    *,
+    max_position_fraction=None,
+):
     ts, ps = _align_xy(timestamps, position_sizes)
     if not ps:
         return None
 
-    x = list(range(len(ps)))  # robust axis (avoid matplotlib categorical date issues)
+    x = list(range(len(ps)))
     y = [p * 100 for p in ps]
 
     fig, ax = plt.subplots(figsize=(6, 4))
+
     ax.plot(x, y, linewidth=0.8)
 
+    if max_position_fraction is not None:
+        ax.axhline(
+            max_position_fraction * 100,
+            linestyle="--",
+            linewidth=1,
+        )
+
     ax.set_title("Position Size Over Time")
     ax.set_ylabel("Position Size (% of equity)")
     ax.set_xlabel("Samples")
@@ -67,9 +94,19 @@ def _create_position_size_plot(timestamps, position_sizes):
     plt.savefig(buf, format="png", dpi=150)
     plt.close(fig)
     buf.seek(0)
+
     return buf
 
-def _create_effective_risk_plot(timestamps, effective_risks):
+
+def _create_effective_risk_plot(
+    timestamps,
+    effective_risks,
+    *,
+    risk_target=None,
+    p50=None,
+    p90=None,
+    p99=None,
+):
     ts, er = _align_xy(timestamps, effective_risks)
     if not er:
         return None
@@ -78,8 +115,18 @@ def _create_effective_risk_plot(timestamps, effective_risks):
     y = [r * 100 for r in er]
 
     fig, ax = plt.subplots(figsize=(6, 4))
+
+    # Main curve
     ax.plot(x, y, linewidth=0.8)
 
+    # Risk target line
+    if risk_target is not None:
+        ax.axhline(
+            risk_target * 100,
+            linestyle="--",
+            linewidth=1,
+        )
+
     ax.set_title("Effective Risk Over Time")
     ax.set_ylabel("Effective Risk (%)")
     ax.set_xlabel("Samples")
@@ -89,6 +136,7 @@ def _create_effective_risk_plot(timestamps, effective_risks):
     plt.savefig(buf, format="png", dpi=150)
     plt.close(fig)
     buf.seek(0)
+
     return buf
 
 def _align_xy(x, y):
@@ -386,7 +434,18 @@ def generate_risk_report_pdf(
         story.append(Paragraph("6. Stop Distance Distribution", heading_style))
         story.append(Spacer(1, 8))
 
-        img_buffer = _create_stop_histogram(stop_distances)
+        stop_metrics = (
+            results.get("checks", {})
+            .get("stop_sanity", {})
+            .get("metrics", {})
+        )
+
+        img_buffer = _create_stop_histogram(
+            stop_distances,
+            p50=stop_metrics.get("p50"),
+            p90=stop_metrics.get("p90"),
+            p99=stop_metrics.get("p99"),
+        )
 
         img = Image(img_buffer, width=400, height=250)
         story.append(img)
@@ -405,7 +464,12 @@ def generate_risk_report_pdf(
         story.append(Paragraph("7. Position Size Over Time", heading_style))
         story.append(Spacer(1, 8))
 
-        img_buffer = _create_position_size_plot(timestamps, position_sizes)
+        img_buffer = _create_position_size_plot(
+            timestamps,
+            position_sizes,
+            max_position_fraction=config.get("Max position fraction (%)", 0) / 100,
+        )
+
         if img_buffer:
             img = Image(img_buffer, width=400, height=250)
             story.append(img)
@@ -422,7 +486,14 @@ def generate_risk_report_pdf(
         story.append(Paragraph("8. Effective Risk Over Time", heading_style))
         story.append(Spacer(1, 8))
 
-        img_buffer = _create_effective_risk_plot(timestamps, effective_risks)
+        risk_target = config.get("Risk per trade (%)", 0) / 100
+
+        img_buffer = _create_effective_risk_plot(
+            timestamps,
+            effective_risks,
+            risk_target=risk_target,
+        )
+
         if img_buffer:
             img = Image(img_buffer, width=400, height=250)
             story.append(img)