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import json |
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import random |
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from smolagents import CodeAgent,DuckDuckGoSearchTool, HfApiModel,load_tool,tool |
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import datetime |
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import requests |
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import pytz |
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import yaml |
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import numpy as np |
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from tools.QCMTool import QCMTool |
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from tools.final_answer import FinalAnswerTool |
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from tools.visit_webpage import VisitWebpageTool |
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from tools.web_search import DuckDuckGoSearchTool |
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from typing import Optional, Tuple |
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from Gradio_UI import GradioUI |
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@tool |
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def calculate_risk_metrics( |
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returns: np.ndarray, |
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var_level: float = 0.95, |
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n_simulations: int = 10000, |
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bootstrap: bool = False, |
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random_seed: Optional[int] = None |
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) -> Tuple[float, float]: |
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""" |
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Calculate Value at Risk (VaR) and Expected Shortfall (ES) using the historical method, with an option for bootstrapped historical simulation. |
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Args: |
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returns: Array of daily returns. Each value represents the percentage return for a single day. |
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var_level: VaR level (e.g., 0.95 for 95% confidence). Defaults to 0.95. |
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n_simulations: Number of bootstrap simulations. Defaults to 10000. |
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bootstrap: If True, use bootstrapped historical simulation. Defaults to False. |
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random_seed: Seed for random number generation to ensure reproducibility. Defaults to None. |
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Returns: |
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Tuple[float, float]: A tuple containing the VaR and Expected Shortfall (ES) values. |
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""" |
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if random_seed is not None: |
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np.random.seed(random_seed) |
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if bootstrap: |
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simulated_var = np.zeros(n_simulations) |
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simulated_es = np.zeros(n_simulations) |
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for i in range(n_simulations): |
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resampled_returns = np.random.choice(returns, size=len(returns), replace=True) |
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sorted_returns = np.sort(resampled_returns) |
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index = int((1 - var_level) * len(sorted_returns)) |
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simulated_var[i] = sorted_returns[index] |
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simulated_es[i] = np.mean(sorted_returns[:index]) |
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var_value = np.mean(simulated_var) |
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es_value = np.mean(simulated_es) |
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else: |
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sorted_returns = np.sort(returns) |
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index = int((1 - var_level) * len(returns)) |
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var_value = sorted_returns[index] |
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es_value = np.mean(sorted_returns[:index]) |
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return var_value, es_value |
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@tool |
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def provide_my_information(query: str) -> str: |
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""" |
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Provide information about me (Tianqing LIU)based on the user's query. |
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Args: |
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query: The user's question or request for information. |
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Returns: |
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str: A response containing the requested information. |
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""" |
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query = query.lower() |
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my_info = None |
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with open("info/info.json", 'r') as file: |
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my_info = json.load(file) |
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if "who" in query or "about" in query or "introduce" in query or "presentation" in query: |
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return f" {my_info['introduction']}." |
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if "name" in query: |
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return f"My name is {my_info['name']}." |
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elif "location" in query: |
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return f"I am located in {my_info['location']}." |
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elif "occupation" in query or "job" in query or "work" in query: |
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return f"I work as a {my_info['occupation']}." |
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elif "education" in query or "educational" in query: |
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return f"I have a {my_info['education']}." |
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elif "skills" in query or "what can you do" in query: |
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return f"My skills include: {', '.join(my_info['skills'])}." |
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elif "hobbies" in query or "interests" in query: |
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return f"My hobbies are: {', '.join(my_info['hobbies'])}." |
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elif "contact" in query or "email" in query or "linkedin" in query or "github" in query or "cv" in query or "resume" in query: |
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contact_info = my_info["contact"] |
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return ( |
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f"You can contact me via email at {contact_info['email']}, " |
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f"connect with me on LinkedIn at {contact_info['linkedin']}, " |
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f"or check out my GitHub profile at {contact_info['github']}." |
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f"or check out my website at {contact_info['website']}." |
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) |
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else: |
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return "I'm sorry, I don't have information on that. Please ask about my name, location, occupation, education, skills, hobbies, or contact details." |
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qcm_tool = QCMTool("info/questions.json") |
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final_answer = FinalAnswerTool() |
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visit_webpage = VisitWebpageTool() |
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web_search = DuckDuckGoSearchTool() |
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model_id='https://pflgm2locj2t89co.us-east-1.aws.endpoints.huggingface.cloud' |
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model = HfApiModel( |
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max_tokens=2096, |
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temperature=0.5, |
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model_id=model_id, |
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custom_role_conversions=None, |
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) |
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with open("prompts.yaml", 'r') as stream: |
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prompt_templates = yaml.safe_load(stream) |
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agent = CodeAgent( |
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model=model, |
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tools=[final_answer,calculate_risk_metrics,qcm_tool,visit_webpage,web_search,provide_my_information], |
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max_steps=6, |
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verbosity_level=1, |
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grammar=None, |
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planning_interval=None, |
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name=None, |
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description=None, |
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) |
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GradioUI(agent).launch() |