example_quickstart.py

#!/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()