diff --git a/requirements.txt b/requirements.txt new file mode 100644 index 0000000..f0615cf --- /dev/null +++ b/requirements.txt @@ -0,0 +1,2 @@ +fastapi +uvicorn \ No newline at end of file diff --git a/src/api/portfolio.py b/src/api/portfolio.py new file mode 100644 index 0000000..205a76e --- /dev/null +++ b/src/api/portfolio.py @@ -0,0 +1,36 @@ +from fastapi import APIRouter, HTTPException +from src.models.portfolio import Portfolio + +router = APIRouter() + +@router.post("/simulate") +async def simulate_portfolio(portfolio: Portfolio): + """ + This endpoint will trigger the Monte Carlo simulation for a given portfolio. + """ + # Placeholder for simulation logic + return {"message": "Portfolio simulation started", "portfolio_data": portfolio_data} + +@router.get("/simulation/{simulation_id}") +async def get_simulation_result(simulation_id: str): + """ + This endpoint will retrieve the results of a previously run simulation. + """ + # Placeholder for fetching simulation results + return {"simulation_id": simulation_id, "status": "completed", "results": "..."} + +@router.post("/scenarios") +async def create_scenario(scenario_data: Dict[str, Any]): + """ + This endpoint will allow users to create custom market scenarios for stress testing. + """ + # Placeholder for scenario creation logic + return {"message": "Scenario created successfully", "scenario_data": scenario_data} + +@router.get("/metrics/{simulation_id}") +async def get_risk_metrics(simulation_id: str): + """ + This endpoint will provide key risk metrics for a given simulation. + """ + # Placeholder for calculating and returning risk metrics + return {"simulation_id": simulation_id, "metrics": {"VaR": "...", "CVaR": "...", "SharpeRatio": "..."}} \ No newline at end of file diff --git a/src/main.py b/src/main.py new file mode 100644 index 0000000..ceed331 --- /dev/null +++ b/src/main.py @@ -0,0 +1,14 @@ +from fastapi import FastAPI +from src.api import portfolio + +app = FastAPI( + title="Advanced Portfolio Simulation Engine", + description="A robust engine for portfolio simulation using Monte Carlo analysis.", + version="0.1.0", +) + +app.include_router(portfolio.router, prefix="/api/portfolio", tags=["portfolio"]) + +@app.get("/") +def read_root(): + return {"message": "Welcome to the Advanced Portfolio Simulation Engine"} \ No newline at end of file diff --git a/src/models/portfolio.py b/src/models/portfolio.py new file mode 100644 index 0000000..65310fa --- /dev/null +++ b/src/models/portfolio.py @@ -0,0 +1,18 @@ +from pydantic import BaseModel +from typing import List + +class Asset(BaseModel): + """ + Represents a single asset in a portfolio. + """ + ticker: str + weight: float + +class Portfolio(BaseModel): + """ + Represents a collection of assets. + """ + assets: List[Asset] + initial_investment: float + time_horizon_years: int + num_simulations: int = 10000 \ No newline at end of file