Dark theme, persistent ticker, Heston calibration fix, and plain-English explanations#14
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Centralize column tooltips in app_lib (COLUMN_HELP + column_help) and wire them into every data table — options chain, SVI surface params, strategy candidates, POP-by-measure, screener, and backtest trades. Add help= tooltips to the headline metrics (Overview, Vol Diagnostics, Probability Lab, Backtester) and short "how to read" captions under the jargon-heavy tables and charts (cone, payoff, P&L surface, radar, SVI). https://claude.ai/code/session_01AXbuChtmt8Xo4cxEtKrady
Make the standalone playbook report self-explanatory: header tooltips and a visible "How to read this table" glossary (survives PDF export), plus a fix for the no-candidates colspan. Add a page caption explaining the report and its reproducible digest. Add a Glossary section to Assumptions & Disclaimers covering the volatility, probability, strategy, greek, surface, advanced-model and backtest terms used across the app. https://claude.ai/code/session_01AXbuChtmt8Xo4cxEtKrady
Strategy generation, payoff/scenario, the probability lab, GARCH, Heston/ PCA and the backtester all ship now; the old list contradicted the app. Document the real caveats instead: experimental gating, synthetic PCA/ backtest demos until snapshots accumulate, RV-proxy IV rank, and the flat risk-free rate. https://claude.ai/code/session_01AXbuChtmt8Xo4cxEtKrady
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Summary
A UX + correctness pass across the Streamlit app, plus one real quant bug fix.
.streamlit/config.toml+ injected CSS hooked intopage_headerso every page inherits it. Plotly figures get a matching dark template (gold/teal palette) inosl/viz/charts.py, rendered withtheme=Noneso the template wins over Streamlit's default.st.session_state, so a ticker set on one page carries across the whole app for the session.theta=0(Feller violated, ~11 vol-pt RMSE) on steep real skews. Replaced with a multi-start, bounded Levenberg-Marquardt that minimizes implied-vol error and seedsv0/thetafrom the ATM/median variance. Steep market-like surfaces drop from ~11 → ~0.5 vol pts; synthetic recovery stays at 0.008. The page also surfaces the Feller condition so stressed fits are visible.COLUMN_HELP+column_helpinapp_lib) on every data table;help=tooltips on headline metrics; "how to read" captions under jargon-heavy charts. The Playbook report carries header tooltips + a visible glossary (survives PDF export), and Assumptions & Disclaimers gains a central glossary.Test plan
uv run pytest— full suite green (197 tests)uv run mypy osl— cleanhttps://claude.ai/code/session_01AXbuChtmt8Xo4cxEtKrady
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