Spaces:
Running
Running
File size: 4,450 Bytes
9b5b26a c19d193 9ffa21c 6aae614 5bd60f9 8fe992b 9b5b26a 5df72d6 9b5b26a 0d1e757 f91532f 0d1e757 fbec709 0d1e757 f91532f 0d1e757 9b5b26a 0d1e757 9b5b26a 8c01ffb 6aae614 d595f0a ae7a494 e121372 bf6d34c 29ec968 fe328e0 13d500a 8c01ffb 9b5b26a 8c01ffb 861422e 9b5b26a 8c01ffb 8fe992b 0d1e757 8c01ffb 861422e 8fe992b 9b5b26a 8c01ffb |
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 |
from smolagents import CodeAgent,DuckDuckGoSearchTool, HfApiModel,load_tool,tool
import datetime
import requests
import pytz
import yaml
import numpy as np
from tools.final_answer import FinalAnswerTool
from tools.visit_webpage import VisitWebpageTool
from tools.web_search import DuckDuckGoSearchTool
from Gradio_UI import GradioUI
# Below is an example of a tool that does nothing. Amaze us with your creativity !
@tool
def calculate_risk_metrics(
returns: np.ndarray,
var_level: float = 0.95,
n_simulations: int = 10000,
bootstrap: bool = False,
random_seed: Optional[int] = None
) -> Tuple[float, float]:
"""
Calculate Value at Risk (VaR) and Expected Shortfall (ES) using the historical method, with an option for bootstrapped historical simulation.
Args:
returns: Array of daily returns. Each value represents the percentage return for a single day.
var_level: VaR level (e.g., 0.95 for 95% confidence). Defaults to 0.95.
n_simulations: Number of bootstrap simulations. Defaults to 10000.
bootstrap: If True, use bootstrapped historical simulation. Defaults to False.
random_seed: Seed for random number generation to ensure reproducibility. Defaults to None.
Returns:
Tuple[float, float]: A tuple containing the VaR and Expected Shortfall (ES) values.
"""
if random_seed is not None:
np.random.seed(random_seed)
if bootstrap:
# Perform bootstrapped historical simulation
simulated_var = np.zeros(n_simulations)
simulated_es = np.zeros(n_simulations)
for i in range(n_simulations):
# Resample returns with replacement
resampled_returns = np.random.choice(returns, size=len(returns), replace=True)
# Sort the resampled returns
sorted_returns = np.sort(resampled_returns)
# Determine the index for the VaR level
index = int((1 - var_level) * len(sorted_returns))
# Calculate VaR for this simulation
simulated_var[i] = sorted_returns[index]
# Calculate ES for this simulation (average of returns below VaR)
simulated_es[i] = np.mean(sorted_returns[:index])
# Calculate the average VaR and ES across all simulations
var_value = np.mean(simulated_var)
es_value = np.mean(simulated_es)
else:
# Use the standard historical method
sorted_returns = np.sort(returns)
index = int((1 - var_level) * len(returns))
# Calculate VaR
var_value = sorted_returns[index]
# Calculate ES (average of returns below VaR)
es_value = np.mean(sorted_returns[:index])
return var_value, es_value
@tool
def get_current_time_in_timezone(timezone: str) -> str:
"""A tool that fetches the current local time in a specified timezone.
Args:
timezone: A string representing a valid timezone (e.g., 'America/New_York').
"""
try:
# Create timezone object
tz = pytz.timezone(timezone)
# Get current time in that timezone
local_time = datetime.datetime.now(tz).strftime("%Y-%m-%d %H:%M:%S")
return f"The current local time in {timezone} is: {local_time}"
except Exception as e:
return f"Error fetching time for timezone '{timezone}': {str(e)}"
final_answer = FinalAnswerTool()
visit_webpage = VisitWebpageTool()
web_search = DuckDuckGoSearchTool()
# If the agent does not answer, the model is overloaded, please use another model or the following Hugging Face Endpoint that also contains qwen2.5 coder:
# model_id='https://pflgm2locj2t89co.us-east-1.aws.endpoints.huggingface.cloud'
model = HfApiModel(
max_tokens=2096,
temperature=0.5,
model_id='Qwen/Qwen2.5-Coder-32B-Instruct',# it is possible that this model may be overloaded
custom_role_conversions=None,
)
# Import tool from Hub
image_generation_tool = load_tool("agents-course/text-to-image", trust_remote_code=True)
with open("prompts.yaml", 'r') as stream:
prompt_templates = yaml.safe_load(stream)
agent = CodeAgent(
model=model,
tools=[final_answer,calculate_risk_metrics,get_current_time_in_timezone,visit_webpage,web_search], ## add your tools here (don't remove final answer)
max_steps=6,
verbosity_level=1,
grammar=None,
planning_interval=None,
name=None,
description=None,
prompt_templates=prompt_templates
)
GradioUI(agent).launch() |