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64 lines
1.8 KiB
64 lines
1.8 KiB
from swarms.structs.agent import Agent
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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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dynamic_temperature_enabled=True,
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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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dynamic_temperature_enabled=True,
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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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dynamic_temperature_enabled=True,
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handoffs=[
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risk_metrics_agent,
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market_risk_agent,
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],
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)
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out = portfolio_risk_agent.run(
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"Calculate VaR and Sharpe ratio for a portfolio with 15% annual return and 20% volatility using the risk metrics agent and market risk agent"
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)
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print(out)
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