066460a501
- tradingagents/portfolio/risk_metrics.py: pure-Python computation of Sharpe, Sortino, VaR, max drawdown, beta, sector concentration from PortfolioSnapshot NAV history — no LLM, no external dependencies - tradingagents/portfolio/__init__.py: export compute_risk_metrics - tradingagents/agents/utils/portfolio_tools.py: 4 LangChain tools wrapping Holding.enrich, Portfolio.enrich, ReportStore APIs, and compute_risk_metrics so agents can access portfolio data without reimplementing computations - tests/portfolio/test_risk_metrics.py: 48 tests for risk metrics - tests/unit/test_portfolio_tools.py: 19 tests for portfolio tools - tests/portfolio/test_repository.py: fix pre-existing import error Co-authored-by: aguzererler <6199053+aguzererler@users.noreply.github.com> |
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| .. | ||
| agent_states.py | ||
| agent_utils.py | ||
| core_stock_tools.py | ||
| fundamental_data_tools.py | ||
| json_utils.py | ||
| memory.py | ||
| news_data_tools.py | ||
| portfolio_tools.py | ||
| scanner_states.py | ||
| scanner_tools.py | ||
| technical_indicators_tools.py | ||
| tool_runner.py | ||