6093eac7bf
Wave 64-65 cleanup: Proto regeneration and build system updates from Tonic 0.12→0.14 upgrade Files updated: - Cargo.lock: Dependency resolution for Tonic 0.14.2 - All build.rs: Updated for tonic-prost-build - Proto files: Regenerated with tonic-prost 0.14 - Examples/tests: Updated for new gRPC API 🤖 Generated with [Claude Code](https://claude.com/claude-code) Co-Authored-By: Claude <noreply@anthropic.com>
48 lines
1.8 KiB
Rust
48 lines
1.8 KiB
Rust
#![allow(unused_crate_dependencies)]
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//! PPO Position Sizing Integration Demo
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//!
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//! This example demonstrates how to use the PPO (Proximal Policy Optimization)
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//! position sizer integrated into the adaptive-strategy crate for continuous,
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//! risk-aware position optimization.
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use adaptive_strategy::config::RiskConfig;
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use adaptive_strategy::risk::{PPOPositionSizerConfig, RiskManager};
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#[tokio::main]
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async fn main() -> Result<(), Box<dyn std::error::Error>> {
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println!("🚀 PPO Position Sizing Integration Demo");
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println!("========================================");
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// 1. Configure PPO Position Sizer
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let _ppo_config = PPOPositionSizerConfig::default();
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// 2. Configure Risk Management with PPO
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let mut risk_config = RiskConfig::default();
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risk_config.max_portfolio_var = 0.02;
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risk_config.max_drawdown_threshold = 0.05;
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risk_config.kelly_fraction = 0.25;
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risk_config.max_leverage = 2.0;
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// Save config values for display before moving
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let max_var = risk_config.max_portfolio_var;
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let max_drawdown = risk_config.max_drawdown_threshold;
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let kelly = risk_config.kelly_fraction;
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let leverage = risk_config.max_leverage;
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// 3. Initialize Risk Manager with PPO
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let _risk_manager = RiskManager::new(risk_config)?;
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println!("✅ PPO Position Sizer initialized with configuration:");
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println!(" - Max Portfolio VaR: {:.2}%", max_var * 100.0);
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println!(" - Max Drawdown: {:.2}%", max_drawdown * 100.0);
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println!(" - Kelly Fraction: {:.2}", kelly);
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println!(" - Max Leverage: {:.1}x", leverage);
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println!("\n🧠 PPO Position Sizing Demo Complete!");
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println!(" - PPO configuration loaded successfully");
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println!(" - Risk manager initialized with PPO settings");
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println!(" - Ready for real-time position optimization");
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Ok(())
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}
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