examples/advanced_portfolio_example.py

"""
Advanced Portfolio Analyzer - Usage Examples

Demonstrates factor-based portfolio analysis with HRP and clustering.
"""

import asyncio
from src.core.portfolio.advanced_portfolio_analyzer import AdvancedPortfolioAnalyzer
from src.core.portfolio.advanced_portfolio_analyzer.visualizer import PortfolioVisualizer


async def example_1_basic_usage():
    """Example 1: Basic factor-based analysis."""
    print("\n=== Example 1: Basic Factor-Based Analysis ===\n")

    # Define portfolio
    tickers = ["AAPL", "MSFT", "NVDA", "GOOGL", "AMZN"]

    # Define factors (themes)
    factors = {
        "AI": "BOTZ",        # AI & Robotics ETF
        "Cloud": "SKYY",     # Cloud Computing ETF
        "Tech": "QQQ",       # Nasdaq-100 (tech proxy)
    }

    # Initialize analyzer
    analyzer = AdvancedPortfolioAnalyzer(
        tickers=tickers,
        factors=factors,
        lookback_days=504  # 2 years
    )

    # Run analysis
    result = await analyzer.analyze_portfolio()

    # Display summary
    print(analyzer.format_summary(result))


async def example_2_with_current_weights():
    """Example 2: Analyze existing portfolio and get recommendations."""
    print("\n=== Example 2: Rebalancing Recommendations ===\n")

    tickers = ["AAPL", "MSFT", "NVDA", "GOOGL", "AMZN"]
    factors = {
        "AI": "BOTZ",
        "Cloud": "SKYY",
    }

    # Current portfolio weights (example: concentrated in NVDA)
    current_weights = {
        "AAPL": 0.15,
        "MSFT": 0.15,
        "NVDA": 0.50,  # Very concentrated
        "GOOGL": 0.10,
        "AMZN": 0.10,
    }

    analyzer = AdvancedPortfolioAnalyzer(tickers, factors)
    result = await analyzer.analyze_portfolio(current_weights=current_weights)

    # Show recommendations
    print("Rebalancing Recommendations:")
    print("-" * 70)
    for rec in result.recommendations:
        if rec.action != "HOLD":
            symbol = "↑" if rec.action == "INCREASE" else "↓"
            print(f"{symbol} {rec.ticker}:")
            print(f"   Current: {rec.current_weight:.1%}")
            print(f"   Target:  {rec.target_weight:.1%}")
            print(f"   Reason:  {rec.reason}")
            print()


async def example_3_factor_exposure():
    """Example 3: Analyze factor exposures."""
    print("\n=== Example 3: Factor Exposure Analysis ===\n")

    tickers = ["NVDA", "AMD", "ASML", "TSM"]  # Semiconductor stocks
    factors = {
        "AI": "BOTZ",
        "Semiconductors": "SOXX",
        "Technology": "QQQ",
    }

    analyzer = AdvancedPortfolioAnalyzer(tickers, factors)
    result = await analyzer.analyze_portfolio()

    # Display factor exposures
    print("Individual Asset Factor Exposures:")
    print("-" * 70)
    for fe in result.factor_exposures:
        print(f"\n{fe.ticker}:")
        for factor, beta in fe.exposures.items():
            print(f"  {factor:15s} {beta:+.2f}")
        print(f"  R²: {fe.r_squared:.2%}")

    print("\n" + "=" * 70)
    print("Portfolio-Level Factor Exposure:")
    print("-" * 70)
    for factor, exposure in result.factor_portfolio_exposure.items():
        print(f"  {factor:15s} {exposure:+.2f}")


async def example_4_clustering():
    """Example 4: Correlation clustering."""
    print("\n=== Example 4: Correlation Clustering ===\n")

    # Mix of different sectors
    tickers = [
        "AAPL", "MSFT",  # Tech
        "JPM", "BAC",    # Financials
        "JNJ", "PFE",    # Healthcare
        "XOM", "CVX",    # Energy
    ]

    factors = {"Tech": "QQQ", "Finance": "XLF"}

    analyzer = AdvancedPortfolioAnalyzer(tickers, factors)
    result = await analyzer.analyze_portfolio(n_clusters=4)

    # Show clusters
    print("Identified Clusters:")
    print("-" * 70)
    for cluster_id, cluster_tickers in result.cluster_result.clusters.items():
        print(f"\nCluster {cluster_id}: {', '.join(cluster_tickers)}")

    # Show correlation matrix
    print("\n" + "=" * 70)
    print("Correlation Matrix:")
    print(result.cluster_result.correlation_matrix.round(2))


async def example_5_hrp_details():
    """Example 5: HRP allocation details."""
    print("\n=== Example 5: HRP Allocation Details ===\n")

    tickers = ["AAPL", "MSFT", "NVDA", "GOOGL", "AMZN"]
    factors = {"AI": "BOTZ", "Cloud": "SKYY"}

    analyzer = AdvancedPortfolioAnalyzer(tickers, factors)
    result = await analyzer.analyze_portfolio()

    # Compare with equal weight
    comparison = analyzer.hrp_allocator.compare_with_equal_weight(
        result.hrp_weights,
        result.covariance_matrix.values
    )

    print("HRP vs Equal Weight Comparison:")
    print("-" * 70)
    print(f"Equal Weight Volatility:  {comparison['equal_weight_volatility']:.2%}")
    print(f"HRP Volatility:           {comparison['hrp_volatility']:.2%}")
    print(f"Volatility Reduction:     {comparison['volatility_reduction']:.1f}%")
    print(f"EW Diversification Ratio: {comparison['equal_weight_diversification_ratio']:.2f}")
    print(f"HRP Diversification Ratio:{comparison['hrp_diversification_ratio']:.2f}")

    print("\n" + "=" * 70)
    print("Risk Contributions (HRP):")
    print("-" * 70)
    for ticker, rc in sorted(
        result.hrp_weights.risk_contributions.items(),
        key=lambda x: x[1],
        reverse=True
    ):
        print(f"  {ticker:6s} {rc:6.1%}")


async def example_6_visualization():
    """Example 6: Create visualizations."""
    print("\n=== Example 6: Creating Visualizations ===\n")

    tickers = ["AAPL", "MSFT", "NVDA", "GOOGL", "AMZN"]
    factors = {"AI": "BOTZ", "Cloud": "SKYY"}

    analyzer = AdvancedPortfolioAnalyzer(tickers, factors)
    result = await analyzer.analyze_portfolio()

    # Create visualizer
    visualizer = PortfolioVisualizer()

    # Create individual plots
    print("Creating correlation heatmap...")
    visualizer.plot_correlation_heatmap(
        result.cluster_result,
        save_path="correlation_heatmap.png"
    )

    print("Creating dendrogram...")
    visualizer.plot_dendrogram(
        result.cluster_result,
        save_path="dendrogram.png"
    )

    print("Creating weight comparison...")
    visualizer.plot_weight_comparison(
        result,
        save_path="weight_comparison.png"
    )

    print("Creating risk contribution chart...")
    visualizer.plot_risk_contribution(
        result,
        save_path="risk_contribution.png"
    )

    print("Creating factor exposure heatmap...")
    visualizer.plot_factor_exposure(
        result,
        save_path="factor_exposure.png"
    )

    # Create comprehensive dashboard
    print("Creating comprehensive dashboard...")
    visualizer.create_dashboard(
        result,
        save_path="portfolio_dashboard.png"
    )

    print("\n✓ All visualizations saved!")
    print("  - correlation_heatmap.png")
    print("  - dendrogram.png")
    print("  - weight_comparison.png")
    print("  - risk_contribution.png")
    print("  - factor_exposure.png")
    print("  - portfolio_dashboard.png")


async def example_7_custom_factors():
    """Example 7: Custom factor definitions."""
    print("\n=== Example 7: Custom Thematic Factors ===\n")

    # Tech portfolio
    tickers = ["AAPL", "MSFT", "NVDA", "AMD", "INTC", "QCOM"]

    # Custom factors
    factors = {
        "AI": "BOTZ",           # AI & Robotics
        "Semiconductors": "SOXX",  # Semiconductor
        "Cloud": "SKYY",        # Cloud Computing
        "Cybersecurity": "HACK",   # Cybersecurity
    }

    analyzer = AdvancedPortfolioAnalyzer(tickers, factors, lookback_days=252)
    result = await analyzer.analyze_portfolio()

    print("Portfolio Factor Exposure (Custom Themes):")
    print("-" * 70)
    for factor, exposure in result.factor_portfolio_exposure.items():
        status = "✓ Strong" if abs(exposure) > 1.0 else "○ Moderate"
        print(f"  {status} {factor:15s} {exposure:+.2f}")


async def main():
    """Run all examples."""
    examples = [
        example_1_basic_usage,
        example_2_with_current_weights,
        example_3_factor_exposure,
        example_4_clustering,
        example_5_hrp_details,
        example_6_visualization,
        example_7_custom_factors,
    ]

    for example in examples:
        try:
            await example()
        except Exception as e:
            print(f"\n✗ Example failed: {e}")
            import traceback
            traceback.print_exc()

        print("\n" + "=" * 70 + "\n")


if __name__ == "__main__":
    # Run single example
    # asyncio.run(example_1_basic_usage())

    # Or run all examples
    asyncio.run(main())