Portfolio Analytics Calculation Engine Wiki

Overview

The Portfolio Analytics Calculation Engine is a modular, YAML-based tool for computing portfolio analytics. Designed for flexibility and efficiency, the engine processes data based on YAML configuration files and integrates with a web interface powered by Dash. The project leverages Polars for data manipulation and supports documentation generation via Sphinx. A local LLM is utilized to create schema-compliant YAML files dynamically, which the engine processes for analytics computation.

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Features

• Dynamic Analytics: Define analytics using YAML configurations for tailored portfolio calculations.
• Regression Testing: Built-in support for YAML-based regression tests.
• Web UI Integration: Interact with the engine via a Dash-based web interface.
• Local LLM Assistant: Generate YAML configurations using a locally deployed GPT assistant.
• Extensible Design: Add new analytics configurations or extend computational logic.

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System Context

The following diagram illustrates the interaction between system components:

graph TD
    A[User] -->|Interacts with| B[Dash Web UI]
    B -->|Sends JSON data| C[Backend Service]
    C -->|Fetches data from| G[Data Service]
    G -->|Fetches data from| D[SQL Server]
    C -->|Processes YAML files with| E[Calculation Engine]
    E -->|Uses| F[Polars]
    E -->|Uses| I[YAML Files]
    C -->|Interacts with| H[GPT App]
    H -->|Generates| I[YAML Files]
    C -->|Returns results to| B
    B -->|Displays results to| A

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