Develop Advanced Portfolio Simulation Engine with Monte Carlo Analysis

requirements.txt

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+fastapi
+uvicorn

src/api/portfolio.py

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+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": "..."}}

src/main.py

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+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"}

src/models/portfolio.py

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+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