One post tagged with "management"

class MarketRiskAnalyzer:
    def __init__(self):
        self.risk_metrics = {}
    
    def calculate_var(self, returns, confidence_level=0.95):
        """Tính toán Value at Risk"""
        return np.percentile(returns, (1 - confidence_level) * 100)
    
    def calculate_expected_shortfall(self, returns, var):
        """Tính toán Expected Shortfall (CVaR)"""
        return returns[returns <= var].mean()
    
    def analyze_market_risk(self, portfolio):
        # Phân tích rủi ro thị trường
        returns = self.calculate_returns(portfolio)
        var = self.calculate_var(returns)
        es = self.calculate_expected_shortfall(returns, var)
        
        return {
            'var': var,
            'expected_shortfall': es,
            'volatility': returns.std()
        }

class CreditRiskAnalyzer:
    def __init__(self):
        self.credit_limits = {}
    
    def check_credit_risk(self, counterparty, amount):
        """Kiểm tra rủi ro tín dụng"""
        if counterparty not in self.credit_limits:
            return False
        
        current_exposure = self.get_current_exposure(counterparty)
        return current_exposure + amount <= self.credit_limits[counterparty]
    
    def update_credit_limits(self, counterparty, new_limit):
        """Cập nhật hạn mức tín dụng"""
        self.credit_limits[counterparty] = new_limit

class PositionLimiter:
    def __init__(self, max_position_size, max_leverage):
        self.max_position_size = max_position_size
        self.max_leverage = max_leverage
    
    def check_position_limit(self, symbol, size, price):
        """Kiểm tra giới hạn vị thế"""
        position_value = size * price
        
        # Kiểm tra kích thước vị thế
        if position_value > self.max_position_size:
            return False
        
        # Kiểm tra đòn bẩy
        leverage = position_value / self.get_account_equity()
        if leverage > self.max_leverage:
            return False
        
        return True

class StopLossManager:
    def __init__(self, max_loss_percent):
        self.max_loss_percent = max_loss_percent
    
    def calculate_stop_loss(self, entry_price, position_type):
        """Tính toán mức stop loss"""
        if position_type == 'long':
            return entry_price * (1 - self.max_loss_percent)
        else:
            return entry_price * (1 + self.max_loss_percent)
    
    def check_stop_loss(self, current_price, stop_loss, position_type):
        """Kiểm tra điều kiện stop loss"""
        if position_type == 'long':
            return current_price <= stop_loss
        else:
            return current_price >= stop_loss

class RiskMonitor:
    def __init__(self):
        self.risk_thresholds = {}
        self.alert_channels = {}
    
    def monitor_risk_metrics(self, metrics):
        """Giám sát các chỉ số rủi ro"""
        alerts = []
        
        for metric, value in metrics.items():
            if metric in self.risk_thresholds:
                threshold = self.risk_thresholds[metric]
                if value > threshold:
                    alerts.append({
                        'metric': metric,
                        'value': value,
                        'threshold': threshold
                    })
        
        return alerts
    
    def send_alerts(self, alerts):
        """Gửi cảnh báo"""
        for alert in alerts:
            for channel, send_func in self.alert_channels.items():
                send_func(alert)

class RiskReporter:
    def __init__(self):
        self.report_templates = {}
    
    def generate_risk_report(self, risk_metrics, time_period):
        """Tạo báo cáo rủi ro"""
        report = {
            'timestamp': datetime.now(),
            'period': time_period,
            'metrics': risk_metrics,
            'summary': self.summarize_risk_metrics(risk_metrics)
        }
        
        return report
    
    def summarize_risk_metrics(self, metrics):
        """Tóm tắt các chỉ số rủi ro"""
        return {
            'highest_risk': max(metrics.items(), key=lambda x: x[1]),
            'risk_trend': self.calculate_risk_trend(metrics)
        }

class HedgingManager:
    def __init__(self):
        self.hedging_instruments = {}
    
    def calculate_hedge_ratio(self, position, hedge_instrument):
        """Tính toán tỷ lệ hedge"""
        correlation = self.calculate_correlation(position, hedge_instrument)
        return correlation * (position.volatility / hedge_instrument.volatility)
    
    def execute_hedge(self, position, hedge_instrument, ratio):
        """Thực hiện hedge"""
        hedge_size = position.size * ratio
        return self.place_hedge_order(hedge_instrument, hedge_size)

class PortfolioDiversifier:
    def __init__(self):
        self.correlation_matrix = {}
    
    def calculate_diversification_benefit(self, portfolio):
        """Tính toán lợi ích đa dạng hóa"""
        portfolio_risk = self.calculate_portfolio_risk(portfolio)
        individual_risks = sum(asset.risk for asset in portfolio.assets)
        
        return 1 - (portfolio_risk / individual_risks)
    
    def optimize_diversification(self, portfolio):
        """Tối ưu hóa đa dạng hóa"""
        weights = self.calculate_optimal_weights(portfolio)
        return self.rebalance_portfolio(portfolio, weights)