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82 lines
2.3 KiB
82 lines
2.3 KiB
import json
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from swarms import Agent, SwarmRouter
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# Agent 1: Risk Metrics Calculator
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risk_metrics_agent = Agent(
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agent_name="Risk-Metrics-Calculator",
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agent_description="Calculates key risk metrics like VaR, Sharpe ratio, and volatility",
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system_prompt="""You are a risk metrics specialist. Calculate and explain:
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- Value at Risk (VaR)
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- Sharpe ratio
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- Volatility
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- Maximum drawdown
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- Beta coefficient
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Provide clear, numerical results with brief explanations.""",
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max_loops=1,
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# model_name="gpt-4o-mini",
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random_model_enabled=True,
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dynamic_temperature_enabled=True,
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output_type="str-all-except-first",
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max_tokens=4096,
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)
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# Agent 2: Portfolio Risk Analyzer
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portfolio_risk_agent = Agent(
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agent_name="Portfolio-Risk-Analyzer",
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agent_description="Analyzes portfolio diversification and concentration risk",
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system_prompt="""You are a portfolio risk analyst. Focus on:
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- Portfolio diversification analysis
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- Concentration risk assessment
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- Correlation analysis
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- Sector/asset allocation risk
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- Liquidity risk evaluation
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Provide actionable insights for risk reduction.""",
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max_loops=1,
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# model_name="gpt-4o-mini",
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random_model_enabled=True,
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dynamic_temperature_enabled=True,
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output_type="str-all-except-first",
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max_tokens=4096,
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)
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# Agent 3: Market Risk Monitor
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market_risk_agent = Agent(
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agent_name="Market-Risk-Monitor",
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agent_description="Monitors market conditions and identifies risk factors",
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system_prompt="""You are a market risk monitor. Identify and assess:
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- Market volatility trends
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- Economic risk factors
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- Geopolitical risks
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- Interest rate risks
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- Currency risks
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Provide current risk alerts and trends.""",
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max_loops=1,
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# model_name="gpt-4o-mini",
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random_model_enabled=True,
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dynamic_temperature_enabled=True,
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output_type="str-all-except-first",
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max_tokens=4096,
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)
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swarm = SwarmRouter(
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agents=[
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risk_metrics_agent,
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portfolio_risk_agent,
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],
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max_loops=1,
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swarm_type="MixtureOfAgents",
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output_type="final",
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)
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# swarm.run(
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# "Calculate VaR and Sharpe ratio for a portfolio with 15% annual return and 20% volatility"
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# )
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print(f"Swarm config: {json.dumps(swarm.to_dict(), indent=4)}")
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