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fc90843 | 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 | #!/usr/bin/env python3
"""
Quickstart example for jaco-institutional-sandbox-optimizer
"""
from jaco_sandbox_optimizer import (
JacoInstitutionalSandboxOptimizer,
SimulationConfig,
StressScenarioType,
AssetPosition
)
def main():
print("Initializing Jaco Institutional Sandbox Engine...")
config = SimulationConfig(
portfolio_value_usd=25_000_000.0,
horizon_days=10,
human_in_the_loop_threshold_usd=500_000.0
)
optimizer = JacoInstitutionalSandboxOptimizer(config=config)
print("\n--- Running SVB 2023 Rate Shock (+500 bps) Simulation ---")
report = optimizer.run_stress_test(StressScenarioType.SVB_INTEREST_RATE_SHOCK)
print(f"Scenario: {report.scenario}")
print(f"99% VaR Amount: ${report.var_amount_usd:,.2f}")
print(f"Expected Shortfall (CVaR): ${report.expected_shortfall_cvar_usd:,.2f}")
print(f"DORA 2025 Audit Status: {report.dora_audit_verdict}")
print(f"Human-in-the-Loop Triggered: {report.human_in_the_loop_triggered}")
print(f"Autonomous Hedging Action: {report.autonomous_hedging_actions}")
if __name__ == "__main__":
main()
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