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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 ! | |
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 | |
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() |