# !/usr/bin/env python3 # Copyright (c) 2020 Institute for Quantum Computing, Baidu Inc. All Rights Reserved. # # Licensed under the Apache License, Version 2.0 (the "License"); # you may not use this file except in compliance with the License. # You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. # See the License for the specific language governing permissions and # limitations under the License. import argparse import os import warnings import logging import time from typing import Dict warnings.filterwarnings('ignore') os.environ['PROTOCOL_BUFFERS_PYTHON_IMPLEMENTATION'] = 'python' import toml from paddle_quantum.finance import CreditRiskAnalyzer def main(args): time_start = time.strftime("%Y%m%d-%H:%M:%S", time.localtime()) logging.info(f"Job start at {time_start:s}") parsed_configs: Dict = toml.load(args.config) # input credit portfolio settings num_assets = parsed_configs["num_assets"] base_default_prob = parsed_configs["base_default_prob"] sensitivity = parsed_configs["sensitivity"] lgd = parsed_configs["lgd"] confidence_level = parsed_configs["confidence_level"] degree_of_simulation = parsed_configs["degree_of_simulation"] estimator = CreditRiskAnalyzer(num_assets, base_default_prob, sensitivity, lgd, confidence_level, degree_of_simulation) print("The Value at Risk of these assets are", estimator.estimate_var()) if __name__ == '__main__': parser = argparse.ArgumentParser(description="Credit risk analysis with paddle quantum.") parser.add_argument("--config", type=str, help="Input the config file with toml format.") main(parser.parse_args())