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.gradio/certificate.pem

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+-----BEGIN CERTIFICATE-----
+MIIFazCCA1OgAwIBAgIRAIIQz7DSQONZRGPgu2OCiwAwDQYJKoZIhvcNAQELBQAw
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+-----END CERTIFICATE-----

README.md

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 ---
-title: Ir Curve
-emoji: 🦀
-colorFrom: pink
-colorTo: purple
+title: ir_curve
+app_file: ir_curve.py
 sdk: gradio
-sdk_version: 5.13.1
-app_file: app.py
-pinned: false
+sdk_version: 5.12.0
 ---
-
-Check out the configuration reference at https://huggingface.co/docs/hub/spaces-config-reference

__init__.py

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+# links:
+# https://rfr.ihsmarkit.com/InterestRates_USD_20250124.zip?email=yguobin@hotmail.com
+
+
+# questions in Chapter 4
+# question = "List all of the teams in alphabetical order."
+# question = "Show me all the bowling score information for each of our members. Please provide complete info. Don't limit the result."
+# question = "Show me a list of bowlers and their addresses, and sort it in alphabetical order. Please provide complete list."
+
+# questions in Chapter 5
+# question = "Show next year’s tournament date for each tournament location. Please provide complete list. No explanation please."
+# question = "List the name and phone number for each member of the league. Please provide complete list."
+# question = "Give me a listing of each team’s lineup."
+
+# questions in Chapter 6
+# question = "Give me a list of the tournaments held during September 2017"
+# question = "What are the tournament schedules for Bolero, Red Rooster, and Thunderbird Lanes?"
+# question = "List the bowlers who live on the Eastside (you know—Bellevue, Bothell, Duvall, Redmond, and Woodinville) and who are on teams 5, 6, 7, or 8"
+
+# questions in Chapter 8
+# question = "List the bowling teams and all the team members"
+# question = "Display the bowlers, the matches they played in, and the bowler game scores."
+# question = "Find the bowlers who live in the same ZIP Code"
+
+# questions in Chapter 9
+# question = "Display matches with no game data"
+# question = "Display all tournaments and any matches that have been played"
+
+# questions in Chapter 10
+# question = "Find the bowlers who had a raw score of 165 or better at Thunderbird Lanes combined with bowlers who had a raw score of 150 or better at Bolero Lanes"
+
+# questions in Chapter 11
+# question = "Show me all the bowlers and a count of games each bowled"
+# question = "List all the bowlers who have a raw score that’s less than all of the other bowlers on the same team"
+
+# questions in Chapter 12
+# question = "What is the largest handicap held by any bowler at the current time?"
+# question = "Which locations hosted tournaments on the earliest tournament date?"
+# question = "What is the last tournament date we have on our schedule?"
+
+# questions in Chapter 13
+# question = "Display for each bowler the bowler name and the average of the bowler’s raw game scores."
+# question = "Calculate the current average and handicap for each bowler"
+# question = "Display the highest raw score for each bowler"
+
+# questions in Chapter 14
+# question = "Do any team captains have a raw score that is higher than any other member of the team?"
+# question = "Display for each bowler the bowler name and the average of the bowler’s raw game scores for bowlers whose average is greater than 155."
+# question = "List the last name and first name of every bowler whose average raw score is greater than or equal to the overall average score."
+

data_load.py

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+import traceback
+from datetime import datetime, date
+from io import BytesIO
+from typing import TypedDict, Literal, List, Optional, Annotated
+from zipfile import ZipFile
+from xml.etree import ElementTree
+import requests
+
+from langchain_core.tools import tool
+
+supported_currencies = ['USD', 'JPY', 'EUR', 'GBP', 'CHF', 'AUD']
+
+class CurvePoint(TypedDict):
+    """
+    Interest rate for a tenor
+    """
+    tenor: Annotated[str, 'tenor of the interest rate. (examples: tenor 1M is One month interest rate, tenor 1Y is One year interest rate)']
+    maturity_date: Annotated[date, 'date that the tenor expires (matured)']
+    rate: Annotated[float, 'interest rate of the tenor']
+
+class IRCurve(TypedDict):
+    """
+    Interest rate curve holds interest rates on the effective date for the currency
+    """
+    effective_date: Annotated[date, 'the date that the interest rates were observed']
+    currency: Annotated[Literal['USD', 'JPY', 'EUR', 'GBP', 'CHF', 'AUD'], 'the currency of the interest rate']
+    curve_points: Annotated[List[CurvePoint], 'interest rates for the tenors (examples: tenor 1M is One month interest rate, tenor 1Y is One year interest rate)']
+
+def _build_ir(xml: str, currency: Literal['USD', 'JPY', 'EUR', 'GBP', 'CHF', 'AUD']) -> IRCurve:
+    root = ElementTree.fromstring(xml)
+    effective_date_str = root.find('interestRateCurve').find('ois').find('snaptime').text
+    effective_date = datetime.strptime(effective_date_str, '%Y-%m-%dT%H:%M:%S').date()
+    curve_points = []
+    for curve_point in root.find('interestRateCurve').find('ois').findall('curvepoint'):
+        tenor = curve_point.find('tenor').text
+        maturity_date_str = curve_point.find('maturitydate').text
+        maturity_date = datetime.strptime(maturity_date_str, '%Y-%m-%d').date()
+        rate = float(curve_point.find('parrate').text)
+        curve_points.append(CurvePoint(tenor=tenor, maturity_date=maturity_date, rate=rate))
+    return IRCurve(effective_date=effective_date, currency=currency, curve_points=curve_points)
+
+@tool
+def load_interest_rate_curve(date_obj: date, currency: Literal['USD', 'JPY', 'EUR', 'GBP', 'CHF', 'AUD']) \
+        -> Annotated[Optional[IRCurve], 'Interest rate object in a Python dictionary']:
+    """
+    Loads interest rate curve for the given date and given currency
+    Returns Interest rate object (IRCurve, which is a Python dictionary) if the interest rates can be found
+    Returns None if the interest rates cannot be found
+    """
+    try:
+        url = f'https://rfr.ihsmarkit.com/InterestRates_{currency}_{date_obj.strftime('%Y%m%d')}.zip?email=yguobin@hotmail.com'
+        req = requests.get(url)
+        zip = ZipFile(BytesIO(req.content))
+        file = f'InterestRates_{currency}_{date_obj.strftime('%Y%m%d')}.xml'
+        lines = zip.open(file).readlines()
+        xml = "".join([line.decode('utf-8') for line in lines])
+        return _build_ir(xml, currency)
+    except Exception as e:
+        print(traceback.format_exc())
+        return None
+
+# if __name__ == '__main__':
+#     print(load_interest_rate_curve.invoke(date(2025, 1, 24), 'USD')))

ir.xml

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+<?xml version='1.0' encoding='UTF-8'?>
+<IHSM xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance">
+    <interestRateCurve>
+        <effectiveasof>2025-01-27</effectiveasof>
+        <currency>USD</currency>
+        <baddayconvention>M</baddayconvention>
+        <ois>
+            <fixeddaycountconvention>ACT/360</fixeddaycountconvention>
+            <floatingdaycountconvention>ACT/360</floatingdaycountconvention>
+            <fixedpaymentfrequency>1Y</fixedpaymentfrequency>
+            <floatingpaymentfrequency>1Y</floatingpaymentfrequency>
+            <snaptime>2025-01-24T21:00:00</snaptime>
+            <spotdate>2025-01-29</spotdate>
+            <calendars>
+                <calendar>NYM</calendar>
+            </calendars>
+            <curvepoint>
+                <tenor>1M</tenor>
+                <maturitydate>2025-02-28</maturitydate>
+                <parrate>0.043141</parrate>
+            </curvepoint>
+            <curvepoint>
+                <tenor>2M</tenor>
+                <maturitydate>2025-03-29</maturitydate>
+                <parrate>0.043095</parrate>
+            </curvepoint>
+            <curvepoint>
+                <tenor>3M</tenor>
+                <maturitydate>2025-04-29</maturitydate>
+                <parrate>0.042952</parrate>
+            </curvepoint>
+            <curvepoint>
+                <tenor>6M</tenor>
+                <maturitydate>2025-07-29</maturitydate>
+                <parrate>0.042475</parrate>
+            </curvepoint>
+            <curvepoint>
+                <tenor>1Y</tenor>
+                <maturitydate>2026-01-29</maturitydate>
+                <parrate>0.041822</parrate>
+            </curvepoint>
+            <curvepoint>
+                <tenor>2Y</tenor>
+                <maturitydate>2027-01-29</maturitydate>
+                <parrate>0.04103</parrate>
+            </curvepoint>
+            <curvepoint>
+                <tenor>3Y</tenor>
+                <maturitydate>2028-01-29</maturitydate>
+                <parrate>0.040953</parrate>
+            </curvepoint>
+            <curvepoint>
+                <tenor>4Y</tenor>
+                <maturitydate>2029-01-29</maturitydate>
+                <parrate>0.041018</parrate>
+            </curvepoint>
+            <curvepoint>
+                <tenor>5Y</tenor>
+                <maturitydate>2030-01-29</maturitydate>
+                <parrate>0.0411</parrate>
+            </curvepoint>
+            <curvepoint>
+                <tenor>6Y</tenor>
+                <maturitydate>2031-01-29</maturitydate>
+                <parrate>0.041175</parrate>
+            </curvepoint>
+            <curvepoint>
+                <tenor>7Y</tenor>
+                <maturitydate>2032-01-29</maturitydate>
+                <parrate>0.041255</parrate>
+            </curvepoint>
+            <curvepoint>
+                <tenor>8Y</tenor>
+                <maturitydate>2033-01-29</maturitydate>
+                <parrate>0.041325</parrate>
+            </curvepoint>
+            <curvepoint>
+                <tenor>9Y</tenor>
+                <maturitydate>2034-01-29</maturitydate>
+                <parrate>0.041408</parrate>
+            </curvepoint>
+            <curvepoint>
+                <tenor>10Y</tenor>
+                <maturitydate>2035-01-29</maturitydate>
+                <parrate>0.041505</parrate>
+            </curvepoint>
+            <curvepoint>
+                <tenor>12Y</tenor>
+                <maturitydate>2037-01-29</maturitydate>
+                <parrate>0.041725</parrate>
+            </curvepoint>
+            <curvepoint>
+                <tenor>15Y</tenor>
+                <maturitydate>2040-01-29</maturitydate>
+                <parrate>0.041985</parrate>
+            </curvepoint>
+            <curvepoint>
+                <tenor>20Y</tenor>
+                <maturitydate>2045-01-29</maturitydate>
+                <parrate>0.04189</parrate>
+            </curvepoint>
+            <curvepoint>
+                <tenor>25Y</tenor>
+                <maturitydate>2050-01-29</maturitydate>
+                <parrate>0.041141</parrate>
+            </curvepoint>
+            <curvepoint>
+                <tenor>30Y</tenor>
+                <maturitydate>2055-01-29</maturitydate>
+                <parrate>0.040245</parrate>
+            </curvepoint>
+        </ois>
+    </interestRateCurve>
+</IHSM>

ir_curve.py

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+from dotenv import load_dotenv
+
+from data_load import load_interest_rate_curve, supported_currencies
+from langchain_anthropic import ChatAnthropic
+from langchain_core.messages import AIMessage
+from langgraph.prebuilt import create_react_agent
+
+import gradio as gr
+
+if __name__ == '__main__':
+    model = ChatAnthropic(model="claude-3-5-haiku-20241022", temperature=0)
+
+    tools = [load_interest_rate_curve]
+
+    # parameter: supported_currencies
+    prompt_template = """
+    system
+    You are an agent named RichBot. You are designed to load and analyze interest rates 
+    in {supported_currencies} for any trading day.
+    Given an input question, you can invoke the tool to load interest rates for the given date and currency,
+    then analyze the loaded interest rates to answer the questions.
+    If the input question is not one the supported currency, just answer "I don't know"
+    If the tool doesn't return meaningful interest rate curve object, you can also answer "I don't know".
+    You can invoke the tool as many times as you like to load relevant interest rates.
+    Please only answer the question based on the data returned from the tools.
+    Don't fake the data. Don't answer based on your past knowledge.   
+    """
+    system_message = prompt_template.format(supported_currencies=supported_currencies)
+
+    agent_executor = create_react_agent(model, tools, state_modifier=system_message)
+
+    # for step in agent_executor.stream({"messages": [{"role": "user", "content": question}]}, stream_mode="values"):
+    #     step["messages"][-1].pretty_print()
+
+    def ir_curve(question: str, history: list[dict]) -> str:
+        # answer = agent_executor.invoke({"messages": [{"role": "user", "content": question}]})
+        # return answer['messages'][-1].content
+        messages = history + [{"role": "user", "content": question}]
+        for step in agent_executor.stream({"messages": messages}, stream_mode="values"):
+            last_message = step["messages"][-1]
+            if isinstance(last_message, AIMessage) and last_message.content:
+                if isinstance(last_message.content, list):
+                    for c in last_message.content:
+                        if 'text' in c:
+                            yield c['text']
+                elif isinstance(last_message.content, str):
+                    yield last_message.content
+
+    gr.ChatInterface(
+        fn=ir_curve,
+        type="messages",
+        title="RichBot",
+        description=f"""
+        A simple bot that can load and analyze interest rates in these currencies: {supported_currencies}. <br/>
+        Data comes from https://rfr.ihsmarkit.com
+        """,
+        theme='John6666/YntecDark'
+    ).launch(share=True)